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FpML-IM-Custodian Additional Payments

Attached are the doc and examples on where FpML currently provides settlement information for some upfront payments and fees.

 

Kind Regards,

Irina Yermakova

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Attachment: additional payment.doc
Description: additional payment.doc

<?xml version="1.0" encoding="utf-8"?>
<!--
  == Copyright (c) 2002-2006. 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
  -->
<FpML xmlns="http://www.fpml.org/2007/FpML-4-3"; version="4-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2007/FpML-4-3 ../../fpml-main-4-3.xsd" xsi:type="ContractNovated">
  <header>
    <messageId messageIdScheme="http://www.jpmorgan.com/coding-scheme/message-id";>AGT234089234</messageId>
    <sentBy partyIdScheme="http://www.jpmorgan.com/coding-scheme/party-id";>2902</sentBy>
    <creationTimestamp>2006-11-03T09:01:00-00:00</creationTimestamp>
  </header>
  <novation>
    <oldContractReference>
      <identifier>
        <partyReference href="party1" />
        <versionedContractId>
          <contractId contractIdScheme="http://www.jpmorgan.com/coding-scheme/contract-id";>CDI290204</contractId>
          <version>2</version>
        </versionedContractId>
      </identifier>
      <identifier>
        <partyReference href="party2" />
        <versionedContractId>
          <contractId contractIdScheme="http://www.partyA.com/coding-scheme/contract-id";>1234B6</contractId>
          <version>2</version>
        </versionedContractId>
      </identifier>
    </oldContractReference>
    <newContractReference>
      <identifier>
        <partyReference href="party1" />
        <versionedContractId>
          <contractId contractIdScheme="http://www.jpmorgan.com/coding-scheme/contract-id";>CDI290205</contractId>
          <version>1</version>
        </versionedContractId>
      </identifier>
      <identifier>
        <partyReference href="party3" />
        <versionedContractId>
          <contractId contractIdScheme="http://www.partyB.com/coding-scheme/contract-id";>234GK22</contractId>
          <version>1</version>
        </versionedContractId>
      </identifier>
    </newContractReference>
    <transferor href="party1" />
    <transferee href="party2" />
    <remainingParty href="party3" />
    <novationDate>2006-12-14-00:00</novationDate>
    <novatedAmount>
      <currency>USDA</currency>
      <amount>5000000</amount>
    </novatedAmount>
    <payment>
      <payerPartyReference href="party1" />
      <receiverPartyReference href="party2" />
      <paymentAmount>
        <currency>USD</currency>
        <amount>50000</amount>
      </paymentAmount>
      <paymentType>Fee</paymentType>
      <settlementInformation>
        <settlementInstruction>
          <settlementMethod>SWIFT</settlementMethod>
          <correspondentInformation>
            <routingIds>
              <routingId routingIdCodeScheme="http://www.fpml.org/ext/iso9362";>PARTYJPMBICXXX</routingId>
            </routingIds>
          </correspondentInformation>
          <beneficiaryBank>
            <routingIds>
              <routingId routingIdCodeScheme="http://www.fpml.org/ext/iso9362";>PARTYABICXXX</routingId>
            </routingIds>
          </beneficiaryBank>
          <beneficiary>
            <routingIds>
              <routingId routingIdCodeScheme="http://www.fpml.org/ext/iso9362";>PARTYABICXXX</routingId>
            </routingIds>
          </beneficiary>
        </settlementInstruction>
       </settlementInformation>
    </payment>
  </novation>
  <party id="party1">
    <partyId>PARTYJPMBICXXX</partyId>
    <partyName>JP Morgan</partyName>
  </party>
  <party id="party2">
    <partyId>PARTYABICXXX</partyId>
    <partyName>Party A</partyName>
  </party>
  <party id="party3">
    <partyId>PARTYABICXXX</partyId>
    <partyName>Party B</partyName>
  </party>
</FpML>


<?xml version="1.0" encoding="utf-8"?>
<!--
  == Copyright (c) 2002-2006. 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
  -->
<FpML xmlns="http://www.fpml.org/2007/FpML-4-3"; version="4-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2007/FpML-4-3 ../../fpml-main-4-3.xsd" xsi:type="ContractCreated">
  <header>
    <messageId messageIdScheme="http://www.jpmorgan.com/coding-scheme/message-id";>AGT234089234</messageId>
    <sentBy partyIdScheme="http://www.jpmorgan.com/coding-scheme/party-id";>2902</sentBy>
    <creationTimestamp>2006-11-03T09:01:00+05:00</creationTimestamp>
  </header>
  <tradeReference>
    <partyTradeIdentifier>
      <partyReference href="party2" />
      <tradeId tradeIdScheme="http://www.jpmorgan.com/coding-scheme/trade-id";>234SGS23</tradeId>
    </partyTradeIdentifier>
    <partyTradeIdentifier>
      <partyReference href="party1" />
      <tradeId tradeIdScheme="http://www.goldmansachs.com/coding-scheme/trade-id";>90AT2902</tradeId>
    </partyTradeIdentifier>
  </tradeReference>
  <contract>
    <header>
      <identifier>
        <partyReference href="party2" />
        <versionedContractId>
          <contractId contractIdScheme="http://www.jpmorgan.com/coding-scheme/contract-id";>CDI290204</contractId>
          <version>1</version>
        </versionedContractId>
      </identifier>
      <identifier>
        <partyReference href="party3" />
        <versionedContractId>
          <contractId contractIdScheme="http://www.partyA.com/coding-scheme/contract-id";>1234B6</contractId>
          <version>1</version>
        </versionedContractId>
      </identifier>
      <contractDate>2006-11-03+05:00</contractDate>
    </header>
    <creditDefaultSwap>
      <generalTerms>
        <scheduledTerminationDate>
          <adjustableDate>
            <unadjustedDate>2010-03-20+05:00</unadjustedDate>
          </adjustableDate>
        </scheduledTerminationDate>
        <sellerPartyReference href="party3" />
        <buyerPartyReference href="party2" />
        <indexReferenceInformation>
          <indexName>Dow Jones iTraxx Europe Consumers Series 2 Version 1</indexName>
          <indexSeries>2</indexSeries>
          <indexAnnexVersion>1</indexAnnexVersion>
          <indexAnnexDate>2005-11-01+05:00</indexAnnexDate>
          <indexAnnexSource>Publisher</indexAnnexSource>
          <excludedReferenceEntity>
            <entityName>TESCO PLC</entityName>
          </excludedReferenceEntity>
        </indexReferenceInformation>
      </generalTerms>
      <feeLeg>
        <initialPayment>
          <payerPartyReference href="party2" />
          <receiverPartyReference href="party3" />
          <paymentAmount>
            <currency>EUR</currency>
            <amount>17000</amount>
          </paymentAmount>
        </initialPayment>
      </feeLeg>
      <protectionTerms>
        <calculationAmount>
          <currency>EUR</currency>
          <amount>25000000</amount>
        </calculationAmount>
      </protectionTerms>
    </creditDefaultSwap>
    <documentation>
      <masterAgreement>
        <masterAgreementType>ISDA1992</masterAgreementType>
        <masterAgreementDate>2000-01-01+05:00</masterAgreementDate>
      </masterAgreement>
      <contractualTermsSupplement>
        <type>iTraxxEuropeDealer</type>
        <publicationDate>2005-09-19+05:00</publicationDate>
      </contractualTermsSupplement>
    </documentation>
  </contract>
  <party id="party1">
    <partyId>PARTYGSBICXXX</partyId>
    <partyName>Goldman Sachs</partyName>
  </party>
  <party id="party2">
    <partyId>PARTYJPMBICXXX</partyId>
    <partyName>JP Morgan</partyName>
  </party>
  <party id="party3">
    <partyId>PARTYABICXXX</partyId>
    <partyName>Party A</partyName>
  </party>
</FpML>


<?xml version="1.0" encoding="utf-8"?>
<!--
  == Copyright (c) 2002-2006. 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
  -->
<FpML xmlns="http://www.fpml.org/2007/FpML-4-3"; version="4-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2007/FpML-4-3 ../../fpml-main-4-3.xsd" xsi:type="ContractCreated">
  <header>
    <messageId messageIdScheme="http://www.jpmorgan.com/coding-scheme/message-id";>AGT234089234</messageId>
    <sentBy partyIdScheme="http://www.jpmorgan.com/coding-scheme/party-id";>2902</sentBy>
    <creationTimestamp>1994-01-03T09:01:00+00:00</creationTimestamp>
  </header>
  <tradeReference>
    <partyTradeIdentifier>
      <partyReference href="party2" />
      <tradeId tradeIdScheme="http://www.jpmorgan.com/coding-scheme/trade-id";>56323</tradeId>
    </partyTradeIdentifier>
    <partyTradeIdentifier>
      <partyReference href="party1" />
      <tradeId tradeIdScheme="http://www.goldmansachs.com/coding-scheme/trade-id";>56990</tradeId>
    </partyTradeIdentifier>
  </tradeReference>
  <contract>
    <header>
      <identifier>
        <partyReference href="party1" />
         <versionedContractId>
           <contractId contractIdScheme="http://www.jpmorgan.com/coding-scheme/contract-id";>234SGS23</contractId>
          <version>1</version>
        </versionedContractId>
      </identifier>
      <identifier>
        <partyReference href="party2" />
         <versionedContractId>
           <contractId contractIdScheme="http://www.partyA.com/coding-scheme/contract-id";>90AT2902</contractId>
          <version>1</version>
        </versionedContractId>
      </identifier>
      <contractDate>1994-12-12-00:00</contractDate>
    </header>
    <swap>
        <!-- Morgan Stanley Dean Witter pays the floating rate quarterly,
          based on 3M USD-LIBOR-BBA reset in arrears, on an ACT/360 basis. -->
        <swapStream>
          <payerPartyReference href="party2" />
          <receiverPartyReference href="party1" />
          <calculationPeriodDates id="floatingCalcPeriodDates">
            <effectiveDate>
              <unadjustedDate>2000-04-27-00:00</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NONE</businessDayConvention>
              </dateAdjustments>
            </effectiveDate>
            <terminationDate>
              <unadjustedDate>2002-04-27-00:00</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                <businessCenters id="primaryBusinessCenters">
                  <businessCenter>GBLO</businessCenter>
                  <businessCenter>USNY</businessCenter>
                </businessCenters>
              </dateAdjustments>
            </terminationDate>
            <calculationPeriodDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </calculationPeriodDatesAdjustments>
            <calculationPeriodFrequency>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
              <rollConvention>27</rollConvention>
            </calculationPeriodFrequency>
          </calculationPeriodDates>
          <paymentDates>
            <calculationPeriodDatesReference href="floatingCalcPeriodDates" />
            <paymentFrequency>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </paymentFrequency>
            <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
            <paymentDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </paymentDatesAdjustments>
          </paymentDates>
          <resetDates id="resetDates">
            <calculationPeriodDatesReference href="floatingCalcPeriodDates" />
            <resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
            <fixingDates>
              <periodMultiplier>-2</periodMultiplier>
              <period>D</period>
              <dayType>Business</dayType>
              <businessDayConvention>NONE</businessDayConvention>
              <businessCenters>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
              <dateRelativeTo href="resetDates" />
            </fixingDates>
            <resetFrequency>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </resetFrequency>
            <resetDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </resetDatesAdjustments>
          </resetDates>
          <calculationPeriodAmount>
            <calculation>
              <notionalSchedule>
                <notionalStepSchedule>
                  <initialValue>100000000.00</initialValue>
                  <currency>USD</currency>
                </notionalStepSchedule>
              </notionalSchedule>
              <floatingRateCalculation>
                <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
                <indexTenor>
                  <periodMultiplier>3</periodMultiplier>
                  <period>M</period>
                </indexTenor>
              </floatingRateCalculation>
              <dayCountFraction>ACT/360</dayCountFraction>
            </calculation>
          </calculationPeriodAmount>
        </swapStream>
        <swapStream>
          <payerPartyReference href="party1" />
          <receiverPartyReference href="party2" />
          <calculationPeriodDates id="fixedCalcPeriodDates">
            <effectiveDate>
              <unadjustedDate>2000-04-27-00:00</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NONE</businessDayConvention>
              </dateAdjustments>
            </effectiveDate>
            <terminationDate>
              <unadjustedDate>2002-04-27-00:00</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                <businessCentersReference href="primaryBusinessCenters" />
              </dateAdjustments>
            </terminationDate>
            <calculationPeriodDatesAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </calculationPeriodDatesAdjustments>
            <calculationPeriodFrequency>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
              <rollConvention>27</rollConvention>
            </calculationPeriodFrequency>
          </calculationPeriodDates>
          <paymentDates>
            <calculationPeriodDatesReference href="fixedCalcPeriodDates" />
            <paymentFrequency>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </paymentFrequency>
            <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
            <paymentDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </paymentDatesAdjustments>
          </paymentDates>
          <calculationPeriodAmount>
            <calculation>
              <notionalSchedule>
                <notionalStepSchedule>
                  <initialValue>100000000.00</initialValue>
                  <currency>USD</currency>
                </notionalStepSchedule>
              </notionalSchedule>
              <fixedRateSchedule>
                <initialValue>0.06</initialValue>
                <step>
                  <stepDate>2001-04-27-00:00</stepDate>
                  <stepValue>0.065</stepValue>
                </step>
              </fixedRateSchedule>
              <dayCountFraction>30/360</dayCountFraction>
            </calculation>
          </calculationPeriodAmount>
        </swapStream>
      <!--Upfront Payment of $15000-->
        <additionalPayment>
          <payerPartyReference href="party2" />
          <receiverPartyReference href="party1" />
          <paymentAmount>
            <currency>USD</currency>
            <amount>15000.00</amount>
          </paymentAmount>
          <paymentDate>
            <unadjustedDate>2000-04-27-00:00</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </dateAdjustments>
          </paymentDate>
        </additionalPayment>
    </swap>
    <!--Upfront Broker fee of $1000-->
    <otherPartyPayment>
      <payerPartyReference href="party1"/>
      <receiverPartyReference href="party3"/>
      <paymentAmount>
        <currency>USD</currency>
        <amount>1000</amount>
      </paymentAmount>
      <paymentDate>
        <unadjustedDate id="BrokerageFeePaymentDate">2004-09-30-00:00</unadjustedDate>
        <dateAdjustments>
          <businessDayConvention>NotApplicable</businessDayConvention>
        </dateAdjustments>
      </paymentDate>
      <paymentType>BrokerageFee</paymentType>
    </otherPartyPayment>
  </contract>
  <party id="party1">
    <partyId>MGTCGB2L</partyId>
  </party>
  <party id="party2">
    <partyId>MSLNGB2XSWP</partyId>
  </party>
  <party id="party3">
    <partyId>BR1112XS</partyId>
  </party>
</FpML>