JPM Loan Examples

[steven.x.golikov@xxxxxxxxxxxx]

Bhavik,

I have created sample files for the
new FPML format for 4-4, however, the data provided in the Example Summary
v1 will need to be populated in the examples with some assistance. I was
hoping to get some clarification from the websites examples but none of
the examples are validating with fpml-loan-4-4.xsd (http://www.fpml.org/spec/2007/wd-fpml-4-4-2007-12-24/html/fpml-4-4-examples-frame.html).
(See attached errors).



<- sample data

Below the examples have yet to
be populated with corresponding example summary (Except for DrawDownNotice)
but have been generated using the latest loan xsd 4-4.
LENDER NOTICES    
               
               
               
   RELATIVE        EXAMPLE
       
               
               
               
        DATE        
          DATE
1.        ABR
Drawdown notice (same day cashflow)        
               1-Mon
               10/15/2007
       
2.        Conversion
to LIBOR Intent notice            
               
   1-Mon            
    10/15/2007        Not
sure of notice. Need sample to understand how conversion is made.
3.        LIBOR
rate set notice              
               
               
 2-Tues            
   10/16/2007        Not
sure of notice. Need sample to understand how libor is set.
4.        ABR
matrix rate change notice (no cashflow)        
               3-Weds
       10/17/2007        ""
        Conversion
from ABR to LIBOR (no notice or cashflow)        4-Thurs
       10/18/2007        ""
5.        Rollover
(Libor-to-Libor) Intent notice          
               
       8-Mon        
       10/22/2007        ""
6.        Rollover
(Libor-to-Libor) rate set & Interest pmt notice      
         9-Tue      
         10/23/2007    
   ""
        Rollover
(Libor-to-Libor) interest cashflow (no notice sent)      
 11-Thurs        10/25/2007  
     ""
7.        Breakfunding
fee request to lender            
               
   11-Thurs        10/25/2007
        
8. *        Lender
breakfunding fee response notice to agent        
       12-Fri        
       10/26/2007        
Not Applicable (response not handled)
9.        Breakfunding
fee payment notice (same day cashflow)        
       15-Mon        10/29/2007
       
10.        ABR
EOM Interest payment notice (same day cashflow)        18-Thurs
       11/1/2007        
11.        Payment
Notice (Interest & Principal)          
               
     36-Mon        11/19/2007
       
        Payment
interest and principal cashflow (no notice sent)        
       40-Fri        
       11/23/2007

 
Thank You,

Steven Golikov
JP Morgan Chase - IB Technology – 4 New York Plaza, 16th floor, NY, NY 10004: (212) 623-2101
CMT Credit Origination | Loan Trading  steven.x.golikov@xxxxxxxxxxxx

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Attachment: Example Summary v1.doc
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Attachment: JPM_Example1_DrawDownNotice.xml
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Attachment: JPM_Example7_OneOffFeeNotice.xml
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Attachment: JPM_Example9_OneOffFeeNotice.xml
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Attachment: JPM_Example10_InterestPaymentNotice.xml
Description: Binary data

Attachment: JPM_Example11_InterestPaymentNotice.xml
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Attachment: Loan Examples_Errors.doc
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Attachment: JPM_Example1_DrawDownNoticev2.xml
Description: Binary data