interchange-schema-registry/Registry/FpML/5.0.0/confirmation/business-processes/execution-notification/msg-ex22-cds-execution-allocations.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
  -->
<executionNotification
    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.exampleParty.com/messageId/OTC">PARTY2/CALPERS5678001</messageId>
    <sentBy messageAddressScheme="http://www.exampleParty.com/partyId">PARTY2</sentBy>
    <sendTo messageAddressScheme="http://www.exampleParty.com/partyId">CALPERS</sendTo>
    <copyTo messageAddressScheme="http://www.exampleParty.com/partyId">BGI</copyTo>
    <creationTimestamp>2002-12-03T08:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.exampleParty.com/conversationId/OTC">PARTY2/CALPERS5678001</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
<!-- Identification of this trade as block trade using xsi:type, you link the block and the allocated trades through the allocationTradeId structure -->
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">20000</tradeId>
        <allocationTradeId>
          <partyReference href="party3" />
          <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">20001</tradeId>
        </allocationTradeId>
        <allocationTradeId>
          <partyReference href="party3" />
          <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">20002</tradeId>
        </allocationTradeId>
      </partyTradeIdentifier>
      <tradeDate>2002-12-03</tradeDate>
    </tradeHeader>
    <creditDefaultSwap>
      <generalTerms>
        <effectiveDate>
          <unadjustedDate>2002-12-04</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </effectiveDate>
        <scheduledTerminationDate>
          <unadjustedDate>2007-09-06</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>GBLO</businessCenter>
              <businessCenter>USNY</businessCenter>
            </businessCenters>
          </dateAdjustments>
        </scheduledTerminationDate>
        <buyerPartyReference href="party2" />
        <sellerPartyReference href="party3" />
        <dateAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCenters>
            <businessCenter>GBLO</businessCenter>
            <businessCenter>USNY</businessCenter>
          </businessCenters>
        </dateAdjustments>
        <referenceInformation>
          <referenceEntity id="referenceEntity">
            <entityName>Agrium Inc.</entityName>
            <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">008HA7</entityId>
          </referenceEntity>
          <referenceObligation>
            <bond>
              <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">008916AB4</instrumentId>
              <couponRate>0.077</couponRate>
              <maturity>2017-02-01</maturity>
            </bond>
            <primaryObligorReference href="referenceEntity" />
          </referenceObligation>
          <referencePrice>1.0</referencePrice>
        </referenceInformation>
      </generalTerms>
      <feeLeg>
        <periodicPayment>
          <paymentFrequency>
            <periodMultiplier>3</periodMultiplier>
            <period>M</period>
          </paymentFrequency>
          <firstPaymentDate>2003-03-06</firstPaymentDate>
          <rollConvention>6</rollConvention>
          <fixedAmountCalculation>
            <calculationAmount>
              <currency>USD</currency>
              <amount>100000000.0</amount>
            </calculationAmount>
            <fixedRate>0.01</fixedRate>
            <dayCountFraction>ACT/360</dayCountFraction>
          </fixedAmountCalculation>
        </periodicPayment>
      </feeLeg>
      <protectionTerms>
        <calculationAmount>
          <currency>USD</currency>
          <amount>100000000.0</amount>
        </calculationAmount>
        <creditEvents>
          <bankruptcy>true</bankruptcy>
          <failureToPay>
            <applicable>true</applicable>
            <paymentRequirement>
              <currency>USD</currency>
              <amount>1000000.0</amount>
            </paymentRequirement>
          </failureToPay>
          <restructuring>
            <applicable>true</applicable>
            <restructuringType>ModR</restructuringType>
          </restructuring>
          <defaultRequirement>
            <currency>USD</currency>
            <amount>10000000.0</amount>
          </defaultRequirement>
          <creditEventNotice>
            <notifyingParty>
              <buyerPartyReference href="party2" />
              <sellerPartyReference href="party3" />
            </notifyingParty>
            <publiclyAvailableInformation>
              <standardPublicSources>true</standardPublicSources>
              <specifiedNumber>2</specifiedNumber>
            </publiclyAvailableInformation>
          </creditEventNotice>
        </creditEvents>
        <obligations>
          <category>BorrowedMoney</category>
        </obligations>
      </protectionTerms>
      <physicalSettlementTerms>
        <settlementCurrency>USD</settlementCurrency>
        <physicalSettlementPeriod>
          <maximumBusinessDays>30</maximumBusinessDays>
        </physicalSettlementPeriod>
        <deliverableObligations>
          <accruedInterest>false</accruedInterest>
          <category>BondOrLoan</category>
          <notSubordinated>true</notSubordinated>
          <specifiedCurrency>
            <applicable>true</applicable>
          </specifiedCurrency>
          <notContingent>true</notContingent>
          <assignableLoan>
            <applicable>true</applicable>
          </assignableLoan>
          <consentRequiredLoan>
            <applicable>true</applicable>
          </consentRequiredLoan>
          <transferable>true</transferable>
          <maximumMaturity>
            <periodMultiplier>30</periodMultiplier>
            <period>Y</period>
          </maximumMaturity>
          <notBearer>true</notBearer>
        </deliverableObligations>
        <escrow>true</escrow>
      </physicalSettlementTerms>
    </creditDefaultSwap>
    <otherPartyPayment>
      <payerPartyReference href="party3" />
      <receiverPartyReference href="party2" />
      <paymentAmount>
        <currency>USD</currency>
        <amount>20000</amount>
      </paymentAmount>
      <paymentDate>
        <unadjustedDate>2003-03-06</unadjustedDate>
        <dateAdjustments>
          <businessDayConvention>FOLLOWING</businessDayConvention>
          <businessCenters>
            <businessCenter>GBLO</businessCenter>
            <businessCenter>USNY</businessCenter>
          </businessCenters>
        </dateAdjustments>
      </paymentDate>
      <paymentType>Premium</paymentType>
    </otherPartyPayment>
    <otherPartyPayment>
      <payerPartyReference href="party2" />
      <receiverPartyReference href="party1" />
      <paymentAmount>
        <currency>USD</currency>
        <amount>10000</amount>
      </paymentAmount>
      <paymentDate>
        <unadjustedDate>2003-03-08</unadjustedDate>
        <dateAdjustments>
          <businessDayConvention>FOLLOWING</businessDayConvention>
          <businessCenters>
            <businessCenter>GBLO</businessCenter>
            <businessCenter>USNY</businessCenter>
          </businessCenters>
        </dateAdjustments>
      </paymentDate>
      <paymentType>External Party Payment</paymentType>
    </otherPartyPayment>
    <calculationAgent>
      <calculationAgentPartyReference href="party2" />
    </calculationAgent>
    <calculationAgentBusinessCenter>USNY</calculationAgentBusinessCenter>
    <documentation>
      <masterAgreement>
        <masterAgreementType>ISDA</masterAgreementType>
        <masterAgreementVersion>1992</masterAgreementVersion>
      </masterAgreement>
      <contractualDefinitions>ISDA1999Credit</contractualDefinitions>
      <contractualTermsSupplement>
        <type>ISDA1999CreditRestructuring</type>
      </contractualTermsSupplement>
      <contractualTermsSupplement>
        <type>ISDA1999CreditSuccessorAndCreditEvents</type>
      </contractualTermsSupplement>
      <contractualTermsSupplement>
        <type>ISDA1999CreditConvertibleExchangeableAccretingObligations</type>
      </contractualTermsSupplement>
    </documentation>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">BGIUS42</partyId>
    <partyName>Barclays Global Investors</partyName>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300Q4B2OQW6FDBA48</partyId>
    <partyName>Party 2 Global Risk Management</partyName>
  </party>
  <party id="party3">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">CALPERS</partyId>
    <partyName>California Public Employees' Retirement System</partyName>
  </party>
  <account id="ACC1">
    <accountId>bgcf22j</accountId>
    <accountName>Barclays Global Investors 2</accountName>
    <servicingParty href="party1" />
  </account>
  <account id="ACC0">
    <accountId accountIdScheme="http://www.party2.com/bondifre">5462346</accountId>
    <accountName>LDF Main Fund</accountName>
    <servicingParty href="party2" />
  </account>
  <account id="ACC2">
    <accountId>cvgh44h</accountId>
    <accountName>CALPERS A/C 1</accountName>
    <servicingParty href="party3" />
  </account>
  <account id="ACC3">
    <accountId>cvgh45h</accountId>
    <accountName>CALPERS Account 23</accountName>
    <servicingParty href="party3" />
  </account>
</executionNotification>