interchange-schema-registry/Registry/FpML/5.0.0/confirmation/business-processes/consent/msg-ex27-request-consent-novation.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
-->
<requestConsent
    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.xyzbank.com/cd-trade-id/messageId/OTC">NovationCDS_ABC_XYZ_msg0001</messageId>
    <sentBy messageAddressScheme="http://www.xyzbank.com/cd-trade-id/partyId">XYZ Bank</sentBy>
    <creationTimestamp>2006-01-01T09:01:00+05:00</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.xyzbank.com/cd-trade-id/conversationId/OTC">NovationCDS_ABC_XYZ</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <novation>
    <oldTrade>
      <tradeHeader>
        <partyTradeIdentifier>
          <partyReference href="party1" />
          <tradeId tradeIdScheme="http://www.xyzbank.com/tradeId/OTC">TradeXYZ0001</tradeId>
        </partyTradeIdentifier>
        <partyTradeIdentifier>
          <partyReference href="party2" />
          <tradeId tradeIdScheme="http://www.abcbank.com/tradeId/OTC">TradeABC0001</tradeId>
        </partyTradeIdentifier>
        <tradeDate>2002-12-02</tradeDate>
      </tradeHeader>
      <creditDefaultSwap>
        <generalTerms>
          <effectiveDate>
            <unadjustedDate>2002-12-03</unadjustedDate>
          </effectiveDate>
          <scheduledTerminationDate>
            <unadjustedDate>2008-01-15</unadjustedDate>
          </scheduledTerminationDate>
          <buyerPartyReference href="party1" />
          <sellerPartyReference href="party2" />
          <referenceInformation>
            <referenceEntity id="referenceEntity">
              <entityName>Abbey National PLC</entityName>
              <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">002BB2</entityId>
            </referenceEntity>
            <referenceObligation>
              <bond>
                <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN-1-0">XS009316049</instrumentId>
                <couponRate>0.05375</couponRate>
                <maturity>2009-12-30</maturity>
              </bond>
              <primaryObligor>
                <entityName>Abbey National Treasury Services plc</entityName>
                <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">GLEECI</entityId>
              </primaryObligor>
              <guarantorReference href="referenceEntity" />
            </referenceObligation>
          </referenceInformation>
        </generalTerms>
        <feeLeg>
          <periodicPayment>
            <paymentFrequency>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </paymentFrequency>
            <firstPaymentDate>2003-01-15</firstPaymentDate>
            <rollConvention>15</rollConvention>
            <fixedAmountCalculation>
              <fixedRate>0.009</fixedRate>
            </fixedAmountCalculation>
          </periodicPayment>
        </feeLeg>
        <protectionTerms>
          <calculationAmount>
            <currency>EUR</currency>
            <amount>5000000</amount>
          </calculationAmount>
        </protectionTerms>
      </creditDefaultSwap>
      <documentation>
        <masterConfirmation>
          <masterConfirmationType>ISDA2003CreditEuropean</masterConfirmationType>
          <masterConfirmationDate>2003-06-06</masterConfirmationDate>
        </masterConfirmation>
      </documentation>
    </oldTrade>
    <newTradeIdentifier>
      <partyReference href="party1" />
      <tradeId tradeIdScheme="http://www.xyzbank.com/tradeId/OTC">TradeXYZ0001</tradeId>
    </newTradeIdentifier>
    <transferor href="party2" />
    <transferee href="party3" />
    <remainingParty href="party1" />
    <novationDate>2006-01-08</novationDate>
    <novatedAmount>
      <currency>EUR</currency>
      <amount>5000000</amount>
    </novatedAmount>
    <firstPeriodStartDate href="party2">2006-01-15</firstPeriodStartDate>
    <creditDerivativesNotices>
      <creditEvent>true</creditEvent>
      <publiclyAvailableInformation>false</publiclyAvailableInformation>
      <physicalSettlement>true</physicalSettlement>
    </creditDerivativesNotices>
    <contractualDefinitions>ISDA2003Credit</contractualDefinitions>
  </novation>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">XYZBIC345</partyId>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">54930091VMX9E6ST6216</partyId>
  </party>
  <party id="party3">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">NBKXXX342</partyId>
  </party>
</requestConsent>