result-json-files.fpml-5-13.processes.execution-advice.msg-ex69-commodity-swap-coal-physical-leg.json Maven / Gradle / Ivy
{
"proposedEvent" : {
"intent" : "PortfolioRebalancing",
"instruction" : [ {
"primitiveInstruction" : {
"contractFormation" : {
"legalAgreement" : [ {
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterAgreement",
"masterAgreementType" : {
"value" : "ISDAMaster"
}
}
},
"contractualParty" : [ {
"globalReference" : "f0466d0f",
"externalReference" : "partyB"
}, {
"globalReference" : "10fb089c",
"externalReference" : "partyA"
} ],
"meta" : {
"globalKey" : "eaa25386"
}
}, {
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "Confirmation",
"contractualDefinitionsType" : [ {
"value" : "ISDA2005Commodity"
} ]
}
},
"contractualParty" : [ {
"globalReference" : "f0466d0f",
"externalReference" : "partyB"
}, {
"globalReference" : "10fb089c",
"externalReference" : "partyA"
} ],
"meta" : {
"globalKey" : "4f182a1d"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"identifier" : [ {
"identifier" : {
"value" : "QZ17F5PN51JM",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4914"
}
},
"source" : "UPI",
"meta" : {
"globalKey" : "43db6c13"
}
} ],
"taxonomy" : [ {
"source" : "Other",
"value" : {
"name" : {
"value" : "SWAP",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type"
}
}
}
}, {
"source" : "ISDA",
"productQualifier" : "Commodity_Forward"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-06-01",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "25fdf5ec"
}
},
"meta" : {
"globalKey" : "25fdf5ec"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-06-30",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "25fe62c9"
}
},
"meta" : {
"globalKey" : "25fe62c9"
}
},
"payout" : [ {
"CommodityPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"settlementTerms" : {
"settlementCurrency" : {
"value" : "USD"
},
"meta" : {
"globalKey" : "14966"
}
},
"pricingDates" : {
"parametricDates" : {
"dayType" : "Business",
"dayDistribution" : "All"
}
},
"underlier" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "Commodity-2"
}
}
},
"meta" : {
"globalKey" : "5a4c1a06"
}
}, {
"SettlementPayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"underlier" : {
"Observable" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "observable-1"
}
}
}
},
"meta" : {
"globalKey" : "b14144c1"
}
} ]
},
"meta" : {
"globalKey" : "4798d328"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"observable" : {
"value" : {
"Asset" : {
"Commodity" : {
"value" : {
"taxonomy" : [ {
"source" : "ISDA",
"value" : {
"classification" : [ {
"value" : "Energy",
"ordinal" : 1
}, {
"value" : "Coal",
"ordinal" : 2
} ]
}
}, {
"source" : "EMIR",
"value" : {
"classification" : [ {
"value" : "NRGY",
"ordinal" : 1
}, {
"value" : "COAL",
"ordinal" : 2
} ]
}
} ]
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "Commodity-1"
} ]
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
"globalKey" : "e2945962"
}
}, {
"observable" : {
"value" : {
"Asset" : {
"Commodity" : {
"value" : {
"identifier" : [ {
"identifier" : {
"value" : "OIL-WTI-NYMEX",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2008/commodity-reference-price-1-0"
}
},
"identifierType" : "ISDACRP"
} ],
"priceQuoteType" : "Settlement"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "Commodity-2"
} ]
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-2"
} ]
}
},
"meta" : {
"globalKey" : "887868a8"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "f0466d0f",
"externalReference" : "partyB"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "10fb089c",
"externalReference" : "partyA"
}
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "10fb089c",
"externalReference" : "partyA"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "1234",
"meta" : {
"scheme" : "http://www.PartyA.com/com-trade-id"
}
}
} ],
"meta" : {
"globalKey" : "9598cc47"
}
}, {
"issuerReference" : {
"globalReference" : "f0466d0f",
"externalReference" : "partyB"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "2345",
"meta" : {
"scheme" : "http://www.PartyB.com/com-trade-id"
}
}
} ],
"meta" : {
"globalKey" : "9599b8e6"
}
} ],
"tradeDate" : {
"value" : "2009-01-28",
"meta" : {
"globalKey" : "3ec85c"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "549300KFSLY4U7N3LL12",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "22ea1e40"
}
} ],
"name" : {
"value" : "Bank"
},
"meta" : {
"globalKey" : "10fb089c",
"externalKey" : "partyA"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300AJRHKBLY9GM262",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "b2c862a5"
}
} ],
"name" : {
"value" : "Energy Co."
},
"meta" : {
"globalKey" : "f0466d0f",
"externalKey" : "partyB"
}
} ],
"meta" : {
"globalKey" : "785105c"
}
},
"meta" : {
"globalKey" : "785105c"
}
}
}
} ]
},
"messageInformation" : {
"messageId" : {
"value" : "COMMODITYFPMLORGPTTRADEREF",
"meta" : {
"scheme" : "http://www.xxx.com/coding-scheme/message-id"
}
},
"sentBy" : {
"value" : "ORIGUS33XXX"
}
},
"timestamp" : [ {
"dateTime" : "2009-05-25T12:01:00Z",
"qualification" : "eventCreationDateTime"
} ],
"eventIdentifier" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "COMMODITYFPMLORGPTTRADEREF"
}
} ],
"meta" : {
"globalKey" : "954cefc1"
}
} ],
"action" : "New",
"meta" : {
"globalKey" : "6780448d"
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy