interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
493 lines (492 loc) • 23 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
-->
<requestClearing
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://sef1.com/message-id">M000123</messageId>
<sentBy messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">SEF1</sentBy>
<sendTo messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sendTo>
<creationTimestamp>2009-12-25T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://sef1.com/coding-scheme/correlation-id">0123456</correlationId>
<sequenceNumber>1</sequenceNumber>
<tradePackage>
<packageHeader>
<packageIdentifier>
<issuer>TEST</issuer>
<tradeId tradeIdScheme="http://sef1.com/trade-id">TEST1</tradeId>
</packageIdentifier>
<size>2</size>
</packageHeader>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="tradeSource" />
<!-- special identifier for trade in package -->
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/trade-package-id">TR1</tradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="counterpartyA" />
<relatedParty>
<partyReference href="clearingBrokerA" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ClearingBroker</role>
</relatedParty>
<relatedParty>
<partyReference href="tradeSource" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">TradeSource</role>
</relatedParty>
<relatedParty>
<partyReference href="executionVenue" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ExecutionVenue</role>
</relatedParty>
<executionDateTime>2009-12-25T08:57:00Z</executionDateTime>
<executionVenueType>SEF</executionVenueType>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="counterpartyB" />
<relatedParty>
<partyReference href="clearingBrokerB" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ClearingBroker</role>
</relatedParty>
<relatedParty>
<partyReference href="tradeSource" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">TradeSource</role>
</relatedParty>
<relatedParty>
<partyReference href="executionVenue" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ExecutionVenue</role>
</relatedParty>
<executionDateTime>2009-12-25T08:57:00Z</executionDateTime>
<executionVenueType>SEF</executionVenueType>
</partyTradeInformation>
<tradeDate>2009-12-25Z</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
<swapStream id="floatingLeg">
<payerPartyReference href="counterpartyB" />
<receiverPartyReference href="counterpartyA" />
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2011-03-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2023-03-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>10</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates" />
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates" />
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3000000000</initialValue>
<currency>JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>JPY-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="fixedLeg">
<payerPartyReference href="counterpartyA" />
<receiverPartyReference href="counterpartyB" />
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2011-03-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2023-03-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>10</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates" />
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3000000000</initialValue>
<currency>JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0154375</initialValue>
</fixedRateSchedule>
<dayCountFraction>ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2006</contractualDefinitions>
</documentation>
</trade>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="tradeSource" />
<!-- special identifier for trade in package -->
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/trade-package-id">TR2</tradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="counterpartyA" />
<relatedParty>
<partyReference href="clearingBrokerA" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ClearingBroker</role>
</relatedParty>
<relatedParty>
<partyReference href="tradeSource" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">TradeSource</role>
</relatedParty>
<relatedParty>
<partyReference href="executionVenue" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ExecutionVenue</role>
</relatedParty>
<executionDateTime>2009-12-25T08:57:00Z</executionDateTime>
<executionVenueType>SEF</executionVenueType>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="counterpartyB" />
<relatedParty>
<partyReference href="clearingBrokerB" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ClearingBroker</role>
</relatedParty>
<relatedParty>
<partyReference href="tradeSource" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">TradeSource</role>
</relatedParty>
<relatedParty>
<partyReference href="executionVenue" />
<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ExecutionVenue</role>
</relatedParty>
<executionDateTime>2009-12-25T08:57:00Z</executionDateTime>
<executionVenueType>SEF</executionVenueType>
</partyTradeInformation>
<tradeDate>2009-12-25Z</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
<swapStream id="t2floatingLeg">
<payerPartyReference href="counterpartyB" />
<receiverPartyReference href="counterpartyA" />
<calculationPeriodDates id="t2floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2011-03-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2023-03-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>10</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="t2floatingLegPaymentDates">
<calculationPeriodDatesReference href="t2floatingLegCalcPeriodDates" />
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="t2floatingLegResetDates">
<calculationPeriodDatesReference href="t2floatingLegCalcPeriodDates" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="t2floatingLegResetDates" />
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3000000000</initialValue>
<currency>JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>JPY-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="t2fixedLeg">
<payerPartyReference href="counterpartyA" />
<receiverPartyReference href="counterpartyB" />
<calculationPeriodDates id="t2fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2011-03-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2023-03-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>10</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="t2fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates" />
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3000000000</initialValue>
<currency>JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0154375</initialValue>
</fixedRateSchedule>
<dayCountFraction>ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2006</contractualDefinitions>
</documentation>
</trade>
<approvals>
<approval>
<!-- We expect support for approvedPartyReference in final 5.6 recommendation -->
<!-- <approvedPartyReference="counterpartyA"> -->
<type>Clearing</type>
<status>Approved</status>
<approvingPartyReference href="clearingBrokerA" />
<approvalId>ABC</approvalId>
</approval>
<approval>
<!-- We expect support for approvedPartyReference in final 5.6 recommendation -->
<!-- <approvedPartyReference="counterpartyB"> -->
<type>Clearing</type>
<status>Approved</status>
<approvingPartyReference href="clearingBrokerB" />
<approvalId>XYZ</approvalId>
</approval>
</approvals>
</tradePackage>
<party id="counterpartyA">
<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">CLEARINGBROKERA</partyId>
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493007UORKUC7B3R009</partyId>
</party>
<party id="clearingBrokerA">
<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">CLEARINGBROKERA</partyId>
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300CG6M7FPQFSZZ36</partyId>
</party>
<party id="counterpartyB">
<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">CLIENTB</partyId>
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493001GQM0W2RB8NG57</partyId>
</party>
<party id="clearingBrokerB">
<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">CLEARINGBROKERB</partyId>
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">F226TOH6YD6XJB17KS62</partyId>
</party>
<party id="tradeSource">
<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">SEF1</partyId>
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000OYML8W30IO673</partyId>
</party>
<party id="executionVenue">
<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">SEF1</partyId>
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500W4M6T99LTBH450</partyId>
</party>
</requestClearing>