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Re: FpML-IM-Custodian meeting tomorrow August 22
All,
I've attached some materials for tomorrow:
1. ISDA confirm with allocations
2 a) pdf and xml for new contract with allocations
b) pdf and xml for contract partial termination
3 a) pdf and xml for new contract with allocations
b) pdf and xml for contract partial novation
4 Modified fpml-doc-4-2.xsd
5 Modified fpml-posttrade-4-2.xsd
My apologies for not zipping these up, but some email systems kick out
zipfiles.
I've given a first pass of how to implement these. The major changes to
the Contract type are the addition of allocations and tradeSide
elements. The ChangeContract type now has a choice group between a
contract reference and a contract. I also added models and types for
termination, novation and increase at the allocation level. These
changes required modification to the doc and posttrade xsd files. I
made these changes to 4.2 files since this is the current
recommendation.
Regards,
Robert
--
Robert Stowsky
President & CEO
Brook Path Partners, Inc.
60 State Street
Suite 700 Boston, MA 02109
Tel: 617-988-2729 Ext. 00215
Web: http://www.brookpath.com
Marc Gratacos wrote:
All,
The next im-custodian
working group meeting is tomorrow, August
22 at 11:00 a.m. NY time.
Agenda
-----------
-
Allocations
o
Processing
of block trades
o
Differences
US vs. Europe
-
AOB
Let me
know if there anything else
that you’d like to discuss.
US: 888 481 3032
Non US: 617 801 9600
Code: 28413758
Kind regards,
Marc
**************************************************************************************************************************
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attachment, are confidential and are intended only for the recipient.
The contents of either the email or the attachment may not be disclosed
or used by anyone other than the addressee. If you are not the intended
recipient(s), any use, disclosure, copying, or distribution is
prohibited and may be unlawful. If you have received this communication
in error, please notify us by e-mail at isda@xxxxxxxx then delete the
e-mail and all attachments and any copies thereof. This communication
is part of an ISDA process and is not intended for unauthorized use or
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|
Attachment:
1-4-06 Lehman Brothers.pdf
Description: Adobe PDF document
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2005. 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
-->
<FpML version="4-2" xmlns="http://www.fpml.org/2005/FpML-4-2"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 G:\BrookPath\FpML\rec-fpml-4-2-2007-05-14\xml\fpml-main-4-2.xsd" xsi:type="ContractNovated">
<header>
<messageId messageIdScheme="IMCMsgQ">1003</messageId>
<sentBy>IMC</sentBy>
<creationTimestamp>2007-07-17T10:17:16-00:00</creationTimestamp>
</header>
<novation>
<newContract>
<header>
<identifier>
<partyReference href="IMC"/>
<contractId contractIdScheme="INVEST_ID">99D003AI</contractId>
<contractId contractIdScheme="ALLOC_TICKET_ID">7166317</contractId>
</identifier>
<contractDate>2007-07-17</contractDate>
</header>
<swap>
<productType>IRS</productType>
<swapStream id="_99D003AI">
<payerPartyReference href="IMC"/>
<receiverPartyReference href="MER"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2007-07-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter>CZPR</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2017-06-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>15</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2008-06-15</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>10345000</initialValue>
<currency currencyScheme="http://www.fpml.org/ext/iso4217";>CZK</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0454</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0";>ACT/360</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="_99D003AJ">
<payerPartyReference href="MER"/>
<receiverPartyReference href="IMC"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2007-07-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2017-06-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>15</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="paymentDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>16715000</initialValue>
<currency currencyScheme="http://www.fpml.org/ext/iso4217";>CZK</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>CZK-PRIBOR-PRBO</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.031482</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0";>ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<allocations>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47144569</tradeId>
</allocationTradeId>
<accountReference href="acct1"/>
<allocatedNovation>
<novatedAmount>
<currency>CZK</currency>
<amount>9975000</amount>
</novatedAmount>
<payment>
<payerPartyReference href="IMC"/>
<receiverPartyReference href="MER"/>
<paymentAmount>
<currency>CZK</currency>
<amount>45319</amount>
</paymentAmount>
</payment>
</allocatedNovation>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47144577</tradeId>
</allocationTradeId>
<accountReference href="acct2"/>
<allocatedNovation>
<novatedAmount>
<currency>CZK</currency>
<amount>37000000</amount>
</novatedAmount>
<payment>
<payerPartyReference href="IMC"/>
<receiverPartyReference href="MER"/>
<paymentAmount>
<currency>CZK</currency>
<amount>1681</amount>
</paymentAmount>
</payment>
</allocatedNovation>
</allocation>
</allocations>
<tradeSide id="Pay">
<executor>
<party href="MORGAN"/>
</executor>
<creditor>
<party href="IMC"/>
</creditor>
<settler>
<party href="MER"/>
</settler>
</tradeSide>
<tradeSide id="Receive">
<executor>
<party href="MORGAN"/>
</executor>
<creditor>
<party href="IMC"/>
</creditor>
<settler>
<party href="MER"/>
</settler>
</tradeSide>
</newContract>
<transferor href="IMC"/>
<transferee href="MORGAN"/>
<remainingParty href="MER"/>
<novationDate>2007-07-19</novationDate>
<novatedAmount>
<currency>CZK</currency>
<amount>10345000</amount>
</novatedAmount>
</novation>
<party id="IMC">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>Investment Management Company, LLP</partyName>
<account id="acct1">
<accountId accountIdScheme="Sub Acct">34N906</accountId>
<accountId accountIdScheme="Autex">34N901</accountId>
</account>
<account id="acct2">
<accountId accountIdScheme="Sub Acct">064206</accountId>
<accountId accountIdScheme="Autex">0642</accountId>
</account>
</party>
<party id="MER">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>Merrill Lynch International</partyName>
</party>
<party id="MORGAN">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>Morgan Stanley Captial Services</partyName>
</party>
</FpML>
Attachment:
99D003AI_7056897_20070703173525(new deal).pdf
Description: Adobe PDF document
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2005. 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
-->
<FpML version="4-2" xmlns="http://www.fpml.org/2005/FpML-4-2"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 G:\BrookPath\FpML\rec-fpml-4-2-2007-05-14\xml\fpml-main-4-2.xsd" xsi:type="ContractCreated">
<header>
<messageId messageIdScheme="IMCMsgQ">1002</messageId>
<sentBy>IMC</sentBy>
<creationTimestamp>2007-07-03T10:17:16-00:00</creationTimestamp>
</header>
<contract>
<header>
<identifier>
<partyReference href="IMC"/>
<contractId contractIdScheme="INVEST_ID">99D003AI</contractId>
<contractId contractIdScheme="ALLOC_TICKET_ID">7056897</contractId>
</identifier>
<contractDate>2007-07-03</contractDate>
</header>
<swap>
<productType>IRS</productType>
<swapStream id="_99D003AI">
<payerPartyReference href="IMC"/>
<receiverPartyReference href="MER"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2007-07-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter>CZPR</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2017-06-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>15</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2008-06-15</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>16715000</initialValue>
<currency currencyScheme="http://www.fpml.org/ext/iso4217";>CZK</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0454</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0";>ACT/360</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="_99D003AJ">
<payerPartyReference href="MER"/>
<receiverPartyReference href="IMC"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2007-07-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2017-06-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>15</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="paymentDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>16715000</initialValue>
<currency currencyScheme="http://www.fpml.org/ext/iso4217";>CZK</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>CZK-PRIBOR-PRBO</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.031482</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0";>ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<allocations>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46770661</tradeId>
</allocationTradeId>
<accountReference href="acct1"/>
<allocatedNotional>
<currency>CZK</currency>
<amount>590000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46770669</tradeId>
</allocationTradeId>
<accountReference href="acct2"/>
<allocatedNotional>
<currency>CZK</currency>
<amount>16125000</amount>
</allocatedNotional>
</allocation>
</allocations>
<tradeSide id="Pay">
<executor>
<party href="MER"/>
</executor>
<creditor>
<party href="IMC"/>
</creditor>
<settler>
<party href="MER"/>
</settler>
</tradeSide>
<tradeSide id="Receive">
<executor>
<party href="MER"/>
</executor>
<creditor>
<party href="IMC"/>
</creditor>
<settler>
<party href="MER"/>
</settler>
</tradeSide>
</contract>
<party id="IMC">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>Investment Management Company, LLP</partyName>
<account id="acct1">
<accountId accountIdScheme="Sub Acct">34N906</accountId>
<accountId accountIdScheme="Autex">34N901</accountId>
</account>
<account id="acct2">
<accountId accountIdScheme="Sub Acct">064206</accountId>
<accountId accountIdScheme="Autex">0642</accountId>
</account>
</party>
<party id="MER">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>Merrill Lynch International</partyName>
</party>
</FpML>
Attachment:
99D003AI_7166317_20070717193451(partial novation).pdf
Description: Adobe PDF document
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2005. 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
-->
<FpML version="4-2" xmlns="http://www.fpml.org/2005/FpML-4-2"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 G:\BrookPath\FpML\rec-fpml-4-2-2007-05-14\xml\fpml-main-4-2.xsd" xsi:type="ContractPartialTermination">
<header>
<messageId messageIdScheme="IMCMsgQ">1001</messageId>
<sentBy>IMC</sentBy>
<creationTimestamp>2007-07-18T10:17:16-00:00</creationTimestamp>
</header>
<termination>
<contract>
<header>
<identifier>
<partyReference href="IMC"/>
<contractId contractIdScheme="INVEST_ID">99D002LD</contractId>
<contractId contractIdScheme="ALLOC_TICKET_ID">7158073</contractId>
</identifier>
<contractDate>2007-07-18</contractDate>
</header>
<swap>
<productType>IRS</productType>
<swapStream id="_99D002LD">
<payerPartyReference href="IMC"/>
<receiverPartyReference href="JPM"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2007-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter>PLWA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2012-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2008-09-19</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>124225000</initialValue>
<currency currencyScheme="http://www.fpml.org/ext/iso4217";>PLN</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05605</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0";>ACT/ACT</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="_99D002LE">
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2007-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2012-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="paymentDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2008-03-19</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>124225000</initialValue>
<currency currencyScheme="http://www.fpml.org/ext/iso4217";>PLN</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>PLZ-WIBOR-WIBO</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0</initialValue>
</spreadSchedule>
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</calculation>
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</swapStream>
</swap>
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<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185569</tradeId>
</allocationTradeId>
<accountReference href="acct1"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
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<amount>585000</amount>
</decreaseInNotionalAmount>
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<currency>PLN</currency>
<amount>415000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>494.03</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185561</tradeId>
</allocationTradeId>
<accountReference href="acct2"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>5010000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>4565000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>4230.89</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185617</tradeId>
</allocationTradeId>
<accountReference href="acct3"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>1735000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>1765000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>1465.19</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185593</tradeId>
</allocationTradeId>
<accountReference href="acct4"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>8160000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>4640000</amount>
</outstandingNotionalAmount>
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<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>6891.03</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185609</tradeId>
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<accountReference href="acct6"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>29630000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>29630000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>25022.20</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185633</tradeId>
</allocationTradeId>
<accountReference href="acct7"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>1555000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>970000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>1313.18</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185553</tradeId>
</allocationTradeId>
<accountReference href="acct8"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>190000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>135000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
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<amount>160.45</amount>
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</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185545</tradeId>
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<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>1060000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>815000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
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<amount>895.16</amount>
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</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185601</tradeId>
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<accountReference href="acct10"/>
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<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>9575000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>3475000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>8085.98</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185641</tradeId>
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<accountReference href="acct11"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
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<amount>2960000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>1100000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>2499.69</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185537</tradeId>
</allocationTradeId>
<accountReference href="acct12"/>
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<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>1410000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>965000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>1190.73</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185625</tradeId>
</allocationTradeId>
<accountReference href="acct13"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>2155000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>2170000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>1819.87</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185585</tradeId>
</allocationTradeId>
<accountReference href="acct14"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>510000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>340000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>430.69</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">47185577</tradeId>
</allocationTradeId>
<accountReference href="acct15"/>
<allocatedTermination>
<partial>
<decreaseInNotionalAmount>
<currency>PLN</currency>
<amount>830000</amount>
</decreaseInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>645000</amount>
</outstandingNotionalAmount>
</partial>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>700.91</amount>
</paymentAmount>
</payment>
</allocatedTermination>
</allocation>
</allocations>
<tradeSide id="Pay">
<executor>
<party href="JPM"/>
</executor>
<creditor>
<party href="IMC"/>
</creditor>
<settler>
<party href="JPM"/>
</settler>
</tradeSide>
<tradeSide id="Receive">
<executor>
<party href="JPM"/>
</executor>
<creditor>
<party href="IMC"/>
</creditor>
<settler>
<party href="JPM"/>
</settler>
</tradeSide>
</contract>
<date>2007-07-18</date>
<effectiveDate>2007-07-20</effectiveDate>
<payment>
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<paymentAmount>
<currency>PLN</currency>
<amount>55200</amount>
</paymentAmount>
</payment>
<changeInNotionalAmount>
<currency>PLN</currency>
<amount>65365000</amount>
</changeInNotionalAmount>
<outstandingNotionalAmount>
<currency>PLN</currency>
<amount>58860000</amount>
</outstandingNotionalAmount>
</termination>
<party id="IMC">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>Investment Management Company, LLP</partyName>
<account id="acct1">
<accountId accountIdScheme="Sub Acct">093707</accountId>
<accountId accountIdScheme="Autex">0937</accountId>
</account>
<account id="acct2">
<accountId accountIdScheme="Sub Acct">019906</accountId>
<accountId accountIdScheme="Autex">0199</accountId>
</account>
<account id="acct3">
<accountId accountIdScheme="Sub Acct">084406</accountId>
<accountId accountIdScheme="Autex">0844</accountId>
</account>
<account id="acct4">
<accountId accountIdScheme="Sub Acct">920921</accountId>
<accountId accountIdScheme="Autex">9209</accountId>
</account>
<account id="acct5">
<accountId accountIdScheme="Sub Acct">046506</accountId>
<accountId accountIdScheme="Autex">0465</accountId>
</account>
<account id="acct6">
<accountId accountIdScheme="Sub Acct">638806</accountId>
<accountId accountIdScheme="Autex">6388</accountId>
</account>
<account id="acct7">
<accountId accountIdScheme="Sub Acct">068221</accountId>
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</account>
<account id="acct8">
<accountId accountIdScheme="Sub Acct">591106</accountId>
<accountId accountIdScheme="Autex">5911</accountId>
</account>
<account id="acct9">
<accountId accountIdScheme="Sub Acct">633406</accountId>
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</account>
<account id="acct10">
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<accountId accountIdScheme="Autex">0773</accountId>
</account>
<account id="acct11">
<accountId accountIdScheme="Sub Acct">997407</accountId>
<accountId accountIdScheme="Autex">9974</accountId>
</account>
<account id="acct12">
<accountId accountIdScheme="Sub Acct">993107</accountId>
<accountId accountIdScheme="Autex">9931</accountId>
</account>
<account id="acct13">
<accountId accountIdScheme="Sub Acct">078621</accountId>
<accountId accountIdScheme="Autex">0786</accountId>
</account>
<account id="acct14">
<accountId accountIdScheme="Sub Acct">633420</accountId>
<accountId accountIdScheme="Autex">6334</accountId>
</account>
<account id="acct15">
<accountId accountIdScheme="Sub Acct">347901</accountId>
<accountId accountIdScheme="Autex">3479</accountId>
</account>
</party>
<party id="JPM">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>JPMorgan Chase Bank, New York</partyName>
</party>
</FpML>
Attachment:
99D002LD_6885981_20070618143545(new deal).pdf
Description: Adobe PDF document
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2002-2005. 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
-->
<FpML version="4-2" xmlns="http://www.fpml.org/2005/FpML-4-2"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 G:\BrookPath\FpML\rec-fpml-4-2-2007-05-14\xml\fpml-main-4-2.xsd" xsi:type="ContractCreated">
<header>
<messageId messageIdScheme="">12345</messageId>
<sentBy>IMC</sentBy>
<creationTimestamp>2007-06-18T09:01:00-00:00</creationTimestamp>
</header>
<contract>
<header>
<identifier>
<partyReference href="IMC"/>
<contractId contractIdScheme="INVEST_ID">99D002LD</contractId>
<contractId contractIdScheme="ALLOC_TICKET_ID">6885981</contractId>
</identifier>
<contractDate>2007-06-18</contractDate>
</header>
<swap>
<productType>IRS</productType>
<swapStream id="_99D002LD">
<payerPartyReference href="IMC"/>
<receiverPartyReference href="JPM"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2007-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter>PLWA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2012-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
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<period>Y</period>
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</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2008-09-19</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>124225000</initialValue>
<currency currencyScheme="http://www.fpml.org/ext/iso4217";>PLN</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05605</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0";>ACT/ACT</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
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<swapStream id="_99D002LE">
<payerPartyReference href="JPM"/>
<receiverPartyReference href="IMC"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2007-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2012-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="paymentDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
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<notionalStepSchedule>
<initialValue>124225000</initialValue>
<currency currencyScheme="http://www.fpml.org/ext/iso4217";>PLN</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>PLZ-WIBOR-WIBO</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0";>ACT/365</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<allocations>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214557</tradeId>
</allocationTradeId>
<accountReference href="acct1"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>1000000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214565</tradeId>
</allocationTradeId>
<accountReference href="acct2"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>9575000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214573</tradeId>
</allocationTradeId>
<accountReference href="acct3"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>3500000</amount>
</allocatedNotional>
</allocation>
<allocation>
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<partyReference href="IMC"/>
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</allocationTradeId>
<accountReference href="acct4"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>12800000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214589</tradeId>
</allocationTradeId>
<accountReference href="acct5"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>14000000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214597</tradeId>
</allocationTradeId>
<accountReference href="acct6"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>51975000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214605</tradeId>
</allocationTradeId>
<accountReference href="acct7"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>25250000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214613</tradeId>
</allocationTradeId>
<accountReference href="acct8"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>325000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214621</tradeId>
</allocationTradeId>
<accountReference href="acct9"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>1875000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214629</tradeId>
</allocationTradeId>
<accountReference href="acct10"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>13050000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214637</tradeId>
</allocationTradeId>
<accountReference href="acct11"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>4575000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214645</tradeId>
</allocationTradeId>
<accountReference href="acct12"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>2375000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214653</tradeId>
</allocationTradeId>
<accountReference href="acct13"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>4325000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214661</tradeId>
</allocationTradeId>
<accountReference href="acct14"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>850000</amount>
</allocatedNotional>
</allocation>
<allocation>
<allocationTradeId>
<partyReference href="IMC"/>
<tradeId tradeIdScheme="ALLOC_ID">46214669</tradeId>
</allocationTradeId>
<accountReference href="acct15"/>
<allocatedNotional>
<currency>PLN</currency>
<amount>1475000</amount>
</allocatedNotional>
</allocation>
</allocations>
<tradeSide id="Pay">
<executor>
<party href="JPM"/>
</executor>
<creditor>
<party href="IMC"/>
</creditor>
<settler>
<party href="JPM"/>
</settler>
</tradeSide>
<tradeSide id="Receive">
<executor>
<party href="JPM"/>
</executor>
<creditor>
<party href="IMC"/>
</creditor>
<settler>
<party href="JPM"/>
</settler>
</tradeSide>
</contract>
<party id="IMC">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>Investment Management Company, LLP</partyName>
<account id="acct1">
<accountId accountIdScheme="Sub Acct">093707</accountId>
<accountId accountIdScheme="Autex">0937</accountId>
</account>
<account id="acct2">
<accountId accountIdScheme="Sub Acct">019906</accountId>
<accountId accountIdScheme="Autex">0199</accountId>
</account>
<account id="acct3">
<accountId accountIdScheme="Sub Acct">084406</accountId>
<accountId accountIdScheme="Autex">0844</accountId>
</account>
<account id="acct4">
<accountId accountIdScheme="Sub Acct">920921</accountId>
<accountId accountIdScheme="Autex">9209</accountId>
</account>
<account id="acct5">
<accountId accountIdScheme="Sub Acct">046506</accountId>
<accountId accountIdScheme="Autex">0465</accountId>
</account>
<account id="acct6">
<accountId accountIdScheme="Sub Acct">638806</accountId>
<accountId accountIdScheme="Autex">6388</accountId>
</account>
<account id="acct7">
<accountId accountIdScheme="Sub Acct">068221</accountId>
<accountId accountIdScheme="Autex">0682</accountId>
</account>
<account id="acct8">
<accountId accountIdScheme="Sub Acct">591106</accountId>
<accountId accountIdScheme="Autex">5911</accountId>
</account>
<account id="acct9">
<accountId accountIdScheme="Sub Acct">633406</accountId>
<accountId accountIdScheme="Autex">6334</accountId>
</account>
<account id="acct10">
<accountId accountIdScheme="Sub Acct">077302</accountId>
<accountId accountIdScheme="Autex">0773</accountId>
</account>
<account id="acct11">
<accountId accountIdScheme="Sub Acct">997407</accountId>
<accountId accountIdScheme="Autex">9974</accountId>
</account>
<account id="acct12">
<accountId accountIdScheme="Sub Acct">993107</accountId>
<accountId accountIdScheme="Autex">9931</accountId>
</account>
<account id="acct13">
<accountId accountIdScheme="Sub Acct">078621</accountId>
<accountId accountIdScheme="Autex">0786</accountId>
</account>
<account id="acct14">
<accountId accountIdScheme="Sub Acct">633420</accountId>
<accountId accountIdScheme="Autex">6334</accountId>
</account>
<account id="acct15">
<accountId accountIdScheme="Sub Acct">347901</accountId>
<accountId accountIdScheme="Autex">3479</accountId>
</account>
</party>
<party id="JPM">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362"/>
<partyName>JPMorgan Chase Bank, New York</partyName>
</party>
</FpML>
Attachment:
pdfk84lVlOoz6.pdf
Description: Adobe PDF document
<?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/documents/license.html
-->
<xsd:schema xmlns:xsd="http://www.w3.org/2001/XMLSchema"; xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"; xmlns="http://www.fpml.org/2005/FpML-4-2"; xmlns:fpml="http://www.fpml.org/2005/FpML-4-2"; targetNamespace="http://www.fpml.org/2005/FpML-4-2"; elementFormDefault="qualified" attributeFormDefault="unqualified" version="$Revision: 1092 $">
<xsd:include schemaLocation="fpml-msg-4-2.xsd"/>
<xsd:include schemaLocation="fpml-doc-4-2.xsd"/>
<xsd:include schemaLocation="fpml-shared-4-2.xsd"/>
<xsd:complexType name="AffectedTransactions">
<xsd:group ref="TradeOrTradeReference.model" maxOccurs="unbounded"/>
</xsd:complexType>
<!-- A2A Generic Allocation Notifications -->
<xsd:complexType name="AllocationCreated">
<xsd:annotation>
<xsd:documentation xml:lang="en">A notification to inform downstream systems when a system that acts as source of trade information detects that a new allocation has been created.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="trade" type="Trade" maxOccurs="unbounded"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AllocationAmended">
<xsd:annotation>
<xsd:documentation xml:lang="en">A notification to inform downstream systems when a system that acts as source of trade information detects that an allocation has been modified.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="amendment" type="TradeAmendment" maxOccurs="unbounded"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AllocationCancelled">
<xsd:annotation>
<xsd:documentation xml:lang="en">A notification to inform downstream systems when a system that acts as source of trade information detects that an allocation has been cancelled.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:choice maxOccurs="unbounded">
<xsd:element name="trade" type="Trade"/>
<xsd:element name="partyTradeIdentifier" type="PartyTradeIdentifier"/>
</xsd:choice>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="AmendmentConfirmed">
<xsd:annotation>
<xsd:documentation xml:lang="en">A message generated when an Amendment is determined to be confirmed.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="amendment" type="Amendment"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="BankruptcyEvent">
<xsd:complexContent>
<xsd:extension base="CreditEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ContractCancelled">
<xsd:annotation>
<xsd:documentation xml:lang="en"> Notification that a Contract has been subject to Cancellation </xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ContractReferenceMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ContractCreated">
<xsd:annotation>
<xsd:documentation xml:lang="en"> Notification that a Contract has been Created </xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="tradeReference" type="PartyTradeIdentifiers" minOccurs="0"/>
<xsd:element name="contract" type="Contract"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ContractFullTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en"> Notification that a Contract has been subject to Full Termination </xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="termination" type="ContractTermination"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ContractIncreased">
<xsd:annotation>
<xsd:documentation xml:lang="en"> Notification that a Contract has been Increased </xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="increase" type="ChangeContractSize"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ContractNovated">
<xsd:annotation>
<xsd:documentation xml:lang="en"> Notification that a Contract has been Novated </xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="novation" type="ContractNovation"/>
<xsd:element name="party" type="Party" minOccurs="3" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ContractPartialTermination">
<xsd:annotation>
<xsd:documentation xml:lang="en"> Notification that a Contract has been subject to Partial Termination </xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="termination" type="ChangeContractSize"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditEvent"/>
<xsd:complexType name="CreditEventNoticeDocument">
<xsd:annotation>
<xsd:documentation xml:lang="en">An event type that records the occurrence of a credit event notice.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Event">
<xsd:sequence>
<xsd:element name="affectedTransactions" type="AffectedTransactions" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Trades affected by this event.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="referenceEntity" type="LegalEntity"/>
<xsd:element ref="creditEvent"/>
<xsd:element name="publiclyAvailableInformation" type="Resource" minOccurs="0" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">A public information source, e.g. a particular newspaper or electronic news service, that may publish relevant information used in the determination of whether or not a credit event has occurred.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="notifyingPartyReference" type="PartyReference"/>
<xsd:element name="notifiedPartyReference" type="PartyReference"/>
<xsd:element name="creditEventNoticeDate" type="xsd:date"/>
<xsd:element name="creditEventDate" type="xsd:date"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="CreditEventNotification">
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="creditEventNotice" type="CreditEventNoticeDocument"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="FailureToPayEvent">
<xsd:complexContent>
<xsd:extension base="CreditEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="IncreaseConfirmed">
<xsd:annotation>
<xsd:documentation xml:lang="en">A message generated when an Increase is determined to be confirmed.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="increase" type="Increase"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Language">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for indicating the language of the resource, described using the ISO 639-2/T Code</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="languageScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="MimeType">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type that indicates the type of media used to store the content. MimeType is used to determine the software product(s) that can read the content. MIME types are described in RFC 2046.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="mimeTypeScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="NovateTrade">
<xsd:complexContent>
<xsd:extension base="NovationRequestMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Novation">
<xsd:annotation>
<xsd:documentation xml:lang="en">An event type that records the occurrence of a novation</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Event">
<xsd:sequence>
<xsd:group ref="NovationDetails.model"/>
<xsd:element name="payment" type="Payment" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationAlleged">
<xsd:complexContent>
<xsd:extension base="NovationNotificationMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationConfirmed">
<xsd:complexContent>
<xsd:extension base="NovationNotificationMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationConsentGranted">
<xsd:annotation>
<xsd:documentation xml:lang="en">Response message that should be sent by the receiving parties if they agree with the novation. The transferee or transferor party may include the details of a payment representing the market value of the transaction.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NovationResponseMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationConsentRefused">
<xsd:annotation>
<xsd:documentation xml:lang="en">Response message that should be sent by the transferee or remaining party if they cannot perform the requested novation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NovationResponseMessage">
<xsd:sequence>
<xsd:element name="reason" type="Reason" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationConsentRequest">
<xsd:annotation>
<xsd:documentation xml:lang="en">A request message that passes details of the previously negotiated transaction that the transferor wishes to novate as well as describing the identity and roles of each party. As the same message is sent to both the transferee and remaining party it must contain the complete description of the underlying transaction (rather than just a reference) as the transferee will not have record of it.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NovationRequestMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationMatched">
<xsd:complexContent>
<xsd:extension base="NovationNotificationMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationNotificationMessage" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all Novation Notification Messages.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:group ref="NovationMessage.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationRequestMessage" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all Novation Request Messages.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:group ref="NovationMessage.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NovationResponseMessage" abstract="true">
<xsd:annotation>
<xsd:documentation xml:lang="en">Abstract base class for all Novation Response Messages.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ResponseMessage">
<xsd:sequence>
<xsd:sequence minOccurs="0">
<xsd:group ref="NovationMessage.model"/>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ObligationAccelerationEvent">
<xsd:complexContent>
<xsd:extension base="CreditEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="ObligationDefaultEvent">
<xsd:complexContent>
<xsd:extension base="CreditEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="PartialTerminationAmount">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element name="decreaseInNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the fixed amount by which the Notional decreases due to the Partial Termination transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNotionalAmount" type="Money">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Notional amount after the Partial Termination.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:element name="decreaseInNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the fixed amount by which the Number of Options decreases due to the Partial Termination transaction.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="outstandingNumberOfOptions" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">Specifies the Number of Options after the Partial Termination.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:choice>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RepudiationMoratoriumEvent">
<xsd:complexContent>
<xsd:extension base="CreditEvent"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestAllocation">
<xsd:annotation>
<xsd:documentation xml:lang="en">Message used in order to initiate the allocation process.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="blockTradeIdentifier" type="BlockTradeIdentifier"/>
<xsd:element name="allocations" type="Allocations"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestAmendmentConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A message for requesting that the contained amendment be put forward for matching and confirmation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="amendment" type="Amendment"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestIncreaseConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A message for requesting that the contained increase be put forward for matching and confirmation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="increase" type="Increase"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestNovationConfirmation">
<xsd:complexContent>
<xsd:extension base="NovationRequestMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RequestTerminationConfirmation">
<xsd:annotation>
<xsd:documentation xml:lang="en">A message for requesting that the contained termination be put forward for matching and confirmation.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="termination" type="Termination"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Resource">
<xsd:annotation>
<xsd:documentation xml:lang="en">Describes the resource that contains the media representation of a business event. For example, can describe a file or a URL that represents the event.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="resourceId" type="ResourceId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The unique identifier of the resource within the event.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="language" type="Language" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the language of the resource, described using the ISO 639-2/T Code.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="sizeInBytes" type="xsd:decimal" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the size of the resource in bytes. It could be used by the end user to estimate the download time and storage needs.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="length" type="ResourceLength" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the length of the resource. For example, if the resource were a PDF file, the length would be in pages.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="mimeType" type="MimeType">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the type of media used to store the content. mimeType is used to determine the software product(s) that can read the content. MIME Types are described in RFC 2046.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="name" type="xsd:normalizedString" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">The name of the resource.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="comments" type="xsd:string" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Any additional comments that are deemed necessary. For example, which software version is required to open the document? Or, how does this resource relate to the others for this event?</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="url" type="xsd:anyURI" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the URL at which the resource can be found.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ResourceId">
<xsd:annotation>
<xsd:documentation xml:lang="en">The data type used for resource identifiers.</xsd:documentation>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="xsd:normalizedString">
<xsd:attribute name="resourceIdScheme" type="xsd:anyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ResourceLength">
<xsd:annotation>
<xsd:documentation xml:lang="en">The type that indicates the length of the resource.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:element name="lengthUnit" type="LengthUnitEnum">
<xsd:annotation>
<xsd:documentation xml:lang="en">The length unit of the resource. For example, pages (pdf, text documents) or time (audio, video files).</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="lengthValue" type="xsd:decimal">
<xsd:annotation>
<xsd:documentation xml:lang="en">The length value of the resource.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RestructuringEvent">
<xsd:complexContent>
<xsd:extension base="CreditEvent">
<xsd:sequence>
<xsd:element name="partialExerciseAmount" type="Money" minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="Termination">
<xsd:annotation>
<xsd:documentation xml:lang="en">An event type that defines the content of a Termination transaction.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Event">
<xsd:sequence>
<xsd:group ref="TradeOrTradeReference.model"/>
<xsd:group ref="TerminationDetails.model"/>
<xsd:element name="payment" type="Payment" minOccurs="0">
<xsd:annotation>
<xsd:documentation xml:lang="en">A payment for the right to terminate the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TerminationConfirmed">
<xsd:annotation>
<xsd:documentation xml:lang="en">A message generated when a Termination is determined to be confirmed.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="termination" type="Termination"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeAmended">
<xsd:annotation>
<xsd:documentation xml:lang="en">This message is DEPRECATED and should not be used in new implementations. See ContractCreated. A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been modified.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="trade" type="Trade"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendment">
<xsd:annotation>
<xsd:documentation xml:lang="en">A type describing the original trade and the amended trade.</xsd:documentation>
</xsd:annotation>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:element name="originalTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The entire original trade details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="originalTradeIdentifier" type="PartyTradeIdentifier" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">The trade id of the original trade details.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:element name="amendedTrade" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">The representation of the amended trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentRequest">
<xsd:annotation>
<xsd:documentation xml:lang="en">A request message for requesting an Amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="amendment" type="Amendment"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeAmendmentResponse">
<xsd:annotation>
<xsd:documentation xml:lang="en">A response to the request for an Amendment.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ResponseMessage">
<xsd:sequence>
<xsd:element name="amendment" type="Amendment"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeCancelled">
<xsd:annotation>
<xsd:documentation xml:lang="en">This message is DEPRECATED and should not be used in new implementations. See ContractCancelled. A notification to inform downstream systems when a system that acts as source of trade information detects that a trade has been cancelled. </xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:choice>
<xsd:element name="tradeIdentifier" type="TradeIdentifier" maxOccurs="unbounded"/>
<xsd:element name="trade" type="Trade"/>
</xsd:choice>
<xsd:element name="party" type="Party" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeCreated">
<xsd:annotation>
<xsd:documentation xml:lang="en">This message is DEPRECATED and should not be used in new implementations. See ContractCreated. A notification to inform downstream systems when a system that acts as source of trade information detects that a new trade has been created.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NotificationMessage">
<xsd:sequence>
<xsd:element name="trade" type="Trade"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeIncreaseRequest">
<xsd:annotation>
<xsd:documentation xml:lang="en">A request message for requesting an Increase.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="increase" type="Increase"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeIncreaseResponse">
<xsd:annotation>
<xsd:documentation xml:lang="en">A response to the request for an Increase.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ResponseMessage">
<xsd:sequence>
<xsd:element name="increase" type="Increase"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeNovated">
<xsd:complexContent>
<xsd:extension base="NovationNotificationMessage"/>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeTerminationRequest">
<xsd:annotation>
<xsd:documentation xml:lang="en">A request message for requesting a Termination.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RequestMessage">
<xsd:sequence>
<xsd:element name="termination" type="Termination"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="TradeTerminationResponse">
<xsd:annotation>
<xsd:documentation xml:lang="en">A response to the request for Termination.</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="ResponseMessage">
<xsd:sequence>
<xsd:element name="termination" type="Termination"/>
<xsd:element name="party" type="Party" minOccurs="2" maxOccurs="unbounded">
<xsd:annotation>
<xsd:documentation xml:lang="en">One party element for each of the principal parties and any other party that is referenced.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:element name="bankruptcy" type="BankruptcyEvent" substitutionGroup="creditEvent"/>
<xsd:element name="creditEvent" type="CreditEvent" abstract="true"/>
<xsd:element name="creditEventNotice" type="CreditEventNoticeDocument" substitutionGroup="event">
<xsd:annotation>
<xsd:documentation xml:lang="en">A global element used to hold CENs</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="failureToPay" type="FailureToPayEvent" substitutionGroup="creditEvent"/>
<xsd:element name="obligationAcceleration" type="ObligationAccelerationEvent" substitutionGroup="creditEvent"/>
<xsd:element name="obligationDefault" type="ObligationDefaultEvent" substitutionGroup="creditEvent"/>
<xsd:element name="repudiationMoratorium" type="RepudiationMoratoriumEvent" substitutionGroup="creditEvent"/>
<xsd:element name="restructuring" type="RestructuringEvent" substitutionGroup="creditEvent"/>
<xsd:group name="NovationDetails.model">
<xsd:sequence>
<xsd:choice>
<xsd:choice>
<xsd:element name="newTransactionReference" type="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates a reference to the new transaction between the transferee and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTransaction" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the new transaction between the transferee and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:sequence>
<xsd:choice>
<xsd:element name="oldTransactionReference" type="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates a reference to the original trade between the transferor and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="oldTransaction" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the original trade between the transferor and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
<xsd:choice minOccurs="0">
<xsd:element name="newTransactionReference" type="PartyTradeIdentifiers">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates a reference to the new transaction between the transferee and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="newTransaction" type="Trade">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicates the new transaction between the transferee and the remaining party.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:choice>
</xsd:sequence>
</xsd:choice>
<xsd:element name="transferor" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">A pointer style reference to a party identifier defined elsewhere in the document. In a three-way novation the party referenced is the Transferor (outgoing party) in the novation. The Transferor means a party which transfers by novation to a Transferee all of its rights, liabilities, duties and obligations with respect to a Remaining Party. In a four-way novation the party referenced is Transferor 1 which transfers by novation to Transferee 1 all of its rights, liabilities, duties and obligations with respect to Transferor 2. ISDA 2004 Novation Term: Transferor (three-way novati