interchange-schema-registry/Registry/FpML/5.0.0/confirmation/business-processes/consent/msg-ex203-consent-refused-with-credit-limit-information.xml

A Global Schema Registry for Data Interchange formats

<?xml version="1.0" encoding="utf-8" ?>
<!--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
-->
<consentRefused
    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.abc.com/messageId">111</messageId>
    <inReplyTo messageIdScheme="http://www.clearingsvc.com/messageId/OTC">123</inReplyTo>
    <sentBy messageAddressScheme="http://www.clearingsvc.com/partyId">CLEARCO</sentBy>
    <sendTo messageAddressScheme="http://www.clearingsvc.com/partyId">ABC</sendTo>
    <creationTimestamp>2006-01-01T09:07:00+05:00</creationTimestamp>
  </header>
  <correlationId correlationIdScheme="http://www.clearingsvc.com/conversationId/OTC">456</correlationId>
  <sequenceNumber>2</sequenceNumber>
  <tradeReferenceInformation>
    <partyTradeIdentifier>
      <partyReference href="clearing-svc" />
      <tradeId tradeIdScheme="http://www.clearingsvc.com/tradeId/OTC">SVC_001</tradeId>
    </partyTradeIdentifier>
    <partyTradeIdentifier>
      <partyReference href="member-firm" />
      <tradeId tradeIdScheme="http://www.abc.com/tradeId/OTC">ABC999</tradeId>
    </partyTradeIdentifier>
  </tradeReferenceInformation>
  <creditLimitInformation>
    <partyInformation>
      <partyReference href="party1" />
      <relatedParty>
        <partyReference href="DCO1" />
        <role>ClearingOrganization</role>
      </relatedParty>
    </partyInformation>
    <limitModel>PushToPing</limitModel>
<!-- == Model Type Code -->
    <creditLimit>
      <limitId>x123</limitId>
      <primaryAssetClass>InterestRate</primaryAssetClass>
      <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
      <productId>SWI-ST-USD-IRS</productId>
      <currency>USD</currency>
      <tenor>
        <periodMultiplier>20</periodMultiplier>
        <period>Y</period>
      </tenor>
      <limitApplicable>
        <limitType>maximumOrderQuantity</limitType>
        <clipSize>50</clipSize>
<!-- max number of open orders -->
        <amountUtilized>5</amountUtilized>
        <amountRemaining>45</amountRemaining>
      </limitApplicable>
      <limitApplicable>
        <limitType>Notional</limitType>
        <clipSize>500000000</clipSize>
<!--500M-->
        <amountUtilized>0</amountUtilized>
        <amountRemaining>1000000000</amountRemaining>
        <currency>USD</currency>
        <velocity>
          <periodMultiplier>2</periodMultiplier>
          <period>Minute</period>
<!-- extending the PeriodEnum (new PeriodTimeEnum type) Hour Minute Second -->
        </velocity>
      </limitApplicable>
      <limitApplicable>
        <limitType>DV01</limitType>
        <clipSize>300000000</clipSize>
<!--300M-->
        <currency>USD</currency>
      </limitApplicable>
      <expirationDate>2012-07-25T09:00:00Z</expirationDate>
    </creditLimit>
    <creditLimit>
      <limitId>2129130400</limitId>
      <primaryAssetClass>InterestRate</primaryAssetClass>
      <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
      <productId>SWI-ST-EUR-IRS</productId>
      <currency>EUR</currency>
      <tenor>
        <periodMultiplier>20</periodMultiplier>
        <period>Y</period>
      </tenor>
      <limitApplicable>
        <limitType>maximumOrderQuantity</limitType>
        <clipSize>50</clipSize>
        <amountUtilized>5</amountUtilized>
        <amountRemaining>45</amountRemaining>
      </limitApplicable>
    </creditLimit>
  </creditLimitInformation>
  <party id="clearing-svc">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">CLEARCO</partyId>
  </party>
  <party id="member-firm">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">54930091VMX9E6ST6216</partyId>
  </party>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">CLIENT1</partyId>
  </party>
  <party id="DCO1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">CCP1</partyId>
  </party>
</consentRefused>