interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
172 lines (171 loc) • 7.18 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/documents/license
-->
<!--Omit some adjustments, details of procedures, and other information not required for a report-->
<tradeChangeAdvice
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>
<!--5.0: conversationId added-->
<!--5.0 Messaging: <correlationId> is used instead of <conversationId>-->
<!--conversationId conversationIdScheme="http://www.imgr.com/schemes/conversation-id">IM/F003</conversationId-->
<messageId messageIdScheme="http://www.imgr.com/schemes/message-id">IM/75</messageId>
<sentBy>IMGRUS6S</sentBy>
<sendTo>CUSTUS3T</sendTo>
<creationTimestamp>2009-09-20T11:33:09.000-08:00</creationTimestamp>
</header>
<!--5.0: tradeReference - added - Do you need it in this conversation?-->
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>true</isCorrection>
<correlationId correlationIdScheme="http://www.imgr.com/schemes/correlation-id">IM/F003</correlationId>
<sequenceNumber>2</sequenceNumber>
<!--5.0 Messaging: <contract> substituted by a choice
<trade>
<amendment>
<increase>
<novation>
<termination>
-->
<change>
<trade>
<!--5.0 Messaging: change <header> -> <tradeHeader>-->
<tradeHeader>
<!--FpML 5.0 Renamed from "identifier" to "partyTradeIdentifier"-->
<partyTradeIdentifier>
<partyReference href="_fund" />
<!--5.0 Messaging: change <versionedContractId> -> <versionedTradeId>-->
<versionedTradeId>
<!--5.0 Messaging: change <contractId contractIdScheme=""> -> <tradeId tradeIdScheme="">-->
<tradeId tradeIdScheme="http://www.swift.com/coding-scheme/contract-id">CONTR3456</tradeId>
<version>2</version>
</versionedTradeId>
</partyTradeIdentifier>
<!--5.0: changed <contractDate> -<tradeDate>-->
<tradeDate>2009-09-08</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<productType>Credit:Index:CDX:CDXIG</productType>
<generalTerms>
<effectiveDate>
<unadjustedDate>2009-09-08</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<!--5.0: Removed <adjustableDate> container -->
<unadjustedDate>2012-06-20</unadjustedDate>
</scheduledTerminationDate>
<!--FpML 5.0: Messaging: buyerPartyReference moved a head sellerPartyReference-->
<buyerPartyReference href="_broker" />
<sellerPartyReference href="_fund" />
<indexReferenceInformation>
<indexName>CDX-NAIGHVOLS10.5Y</indexName>
<indexId indexIdScheme="http://www.fpml.org/spec/2003/instrument-id-RED-1-0">2I65B3BA0</indexId>
<indexSeries>10</indexSeries>
<indexAnnexVersion>2</indexAnnexVersion>
<indexAnnexDate>2007-03-06</indexAnnexDate>
<excludedReferenceEntity>
<entityId entityIdScheme="http://www.fpml.org/spec/2003/instrument-id-RED-1-0">ABC1234567</entityId>
</excludedReferenceEntity>
</indexReferenceInformation>
</generalTerms>
<feeLeg>
<initialPayment>
<payerPartyReference href="_fund" />
<receiverPartyReference href="_broker" />
<paymentAmount>
<currency>USD</currency>
<amount>387300.00</amount>
</paymentAmount>
</initialPayment>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPeriodStartDate>2009-06-20</firstPeriodStartDate>
<firstPaymentDate>2009-09-20</firstPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<fixedRate>0.023</fixedRate>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount id="calculationAmount">
<currency>USD</currency>
<amount>70000000.00</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
<documentation>
<masterConfirmation>
<masterConfirmationType>ISDA2003StandardCreditNorthAmerican</masterConfirmationType>
<masterConfirmationDate>2009-05-22</masterConfirmationDate>
</masterConfirmation>
</documentation>
</trade>
<effectiveDate>2009-10-20</effectiveDate>
<indexChange>
<indexFactor>0.95</indexFactor>
<factoredCalculationAmount>
<currency>USD</currency>
<amount>66500000.00</amount>
</factoredCalculationAmount>
</indexChange>
<!--4-6: Added "id" attribute to all payment structures-->
<payment id="RECOVERY_FEE">
<payerPartyReference href="_fund" />
<receiverPartyReference href="_broker" />
<paymentAmount>
<currency>USD</currency>
<amount>2830500.00</amount>
</paymentAmount>
</payment>
</change>
<!--4-6: Added <paymentDetails>-->
<paymentDetails>
<paymentReference href="RECOVERY_FEE" />
<grossCashflow>
<cashflowId cashflowIdScheme="http://www.imgr.com/schemes/cashflow-id">CDX-RECOVERY-VALUE</cashflowId>
<payerPartyReference href="_fund" />
<receiverPartyReference href="_broker" />
<cashflowAmount>
<currency>USD</currency>
<amount>2830500.00</amount>
</cashflowAmount>
<cashflowType cashflowTypeScheme="http://www.fpml.org/coding-scheme/cashflow-type">Fee</cashflowType>
</grossCashflow>
</paymentDetails>
<party id="_fund">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">959800NKRMZ8NEKQ0A23</partyId>
<partyName>INVEST MGR</partyName>
</party>
<party id="_broker">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300E4CDNNLJRBKF36</partyId>
<partyName>BROKER 33</partyName>
</party>
<party id="_cust">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300FNRNXH6KYKUK07</partyId>
<partyName>Custodian</partyName>
</party>
<account id="_FUNDACCT">
<accountId accountIdScheme="http://www.imgr.com/schemes/account-id">FUND100</accountId>
<accountBeneficiary href="_fund" />
</account>
<account id="_CUSTACCT">
<accountId accountIdScheme="http://www.custodian.com/account-id">98765</accountId>
<accountBeneficiary href="_cust" />
</account>
</tradeChangeAdvice>