interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
105 lines (104 loc) • 4.45 kB
text/xml
<!--View is confirmation-->
<!--Version is 5-10-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--
== Copyright (c) 2014-2018 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<!--
Describes a trade that was removed because of a netting operation
-->
<clearingConfirmed
xmlns="http://www.fpml.org/FpML-5/confirmation"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
fpmlVersion="5-10"
xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"
>
<header>
<messageId messageIdScheme="http://www.rbs.com/coding-scheme/message-id">R00ABC1</messageId>
<sentBy messageAddressScheme="http://www.fpml.org/coding-scheme/external/iso9362">LCHLGB2LXXX</sentBy>
<sendTo messageAddressScheme="http://www.fpml.org/coding-scheme/external/iso9362">RBSLGB1LXXX</sendTo>
<creationTimestamp>2010-01-04T08:57:00Z</creationTimestamp>
</header>
<correlationId correlationIdScheme="http://www.rbs.com/coding-scheme/trade-id">TRD0001</correlationId>
<compressionActivity>
<compressionType>Netting</compressionType>
<replacementTradeId tradeIdScheme="http://www.lch.com/coding-scheme/clearing-id">CL000003</replacementTradeId>
<originatingTradeId tradeIdScheme="http://www.lch.com/coding-scheme/clearing-id">CL000001</originatingTradeId>
<originatingTradeId tradeIdScheme="http://www.lch.com/coding-scheme/clearing-id">CL000002</originatingTradeId>
</compressionActivity>
<originatingEvent>Netting</originatingEvent>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="clearer" />
<tradeId tradeIdScheme="http://www.lch.com/coding-scheme/clearing-id">CL000003</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-01-04</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2010-06-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2010-06-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="clearer" />
<sellerPartyReference href="party2" />
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName>Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity" />
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2010-06-05</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate>0.01</fixedRate>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency>USD</currency>
<amount>5000000</amount>
</calculationAmount>
<creditEvents>
<restructuring>
<applicable>true</applicable>
</restructuring>
</creditEvents>
</protectionTerms>
</creditDefaultSwap>
<documentation>
<masterConfirmation>
<masterConfirmationType>ISDA1999Credit</masterConfirmationType>
<masterConfirmationDate>2001-01-04</masterConfirmationDate>
</masterConfirmation>
</documentation>
</trade>
<party id="clearer">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">LCHLGB2LXXX</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">RBSLGB1LXXX</partyId>
</party>
</clearingConfirmed>