fpml:executionNotification

Element information

Content

• Sequence [1..1]
  from type fpml:RequestMessage
  fpml:header [1..1]    
  from group fpml:Validation.model
  fpml:validation [0..*]    A list of validation sets the sender asserts the document is valid with respect to.
  from type fpml:CorrectableRequestMessage
  fpml:isCorrection [1..1]    Indicates if this message corrects an earlier request.
  from group fpml:CorrelationAndSequence.model
  Sequence [0..1]
  from group fpml:Correlation.model
  fpml:parentCorrelationId [0..1]    An optional identifier used to correlate between related processes
  from group fpml:CorrelationId.model
  fpml:correlationId [1..1]    A qualified identifier used to correlate between messages
  from group fpml:Sequence.model
  fpml:sequenceNumber [1..1]    A numeric value that can be used to order messages with the same correlation identifier from the same sender.
  from group fpml:OnBehalfOf.model
  fpml:onBehalfOf [0..1]    Indicates which party (or parties) (and accounts) a trade or event is being processed for. Normally there will only be a maximum of 2 parties, but in the case of a novation there could be a transferor, transferee, remaining party, and other remaining party. Except for this case, there should be no more than two onABehalfOf references in a message.
  from group fpml:Events.model
  Choice [1..1]
  • Sequence [1..1]
    1. fpml:originatingEvent [0..1]    
    2. fpml:trade [1..1]    
  • fpml:amendment    
  • fpml:increase    
  • Sequence [1..1]
    1. fpml:terminatingEvent [0..1]    This may be used to describe why a trade was terminated.
    2. fpml:termination [1..1]    
  • fpml:novation    
  • fpml:change    
  • fpml:optionExercise    
  • fpml:optionExpiry [1..*]    
  • fpml:deClear    
  • fpml:withdrawal    
  from subst. group fpml:additionalEvent
  fpml:additionalEventAbstract [1..1]    The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
  from group fpml:EventValuation.model
  Sequence [0..1]
  1. fpml:quote [1..*]    Pricing information for the trade.
  from group fpml:PartiesAndAccounts.model
  fpml:party [1..*]    A legal entity or a subdivision of a legal entity.Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document.
  fpml:account [0..*]    Optional account information used to precisely define the origination and destination of financial instruments.

Attributes

Sample instance

<executionNotification                       fpmlVersion="5-5"
                       xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-5.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd">
   <header>
      <messageId messageIdScheme="http://www.party2.com/message-id">123453212</messageId>
      <sentBy>PARTY2US33</sentBy>
      <creationTimestamp>2002-12-03T09:57:00Z</creationTimestamp>
   </header>
   <isCorrection>false</isCorrection>
   <correlationId correlationIdScheme="http://www.party2.com/correlation-id">234231132</correlationId>
   <sequenceNumber>1</sequenceNumber>
   <trade>
      <tradeHeader>
         <partyTradeIdentifier>
            <partyReference href="party2"/>
            <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">10000</tradeId>
            <allocationTradeId>
               <partyReference href="party3"/>
               <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">10001</tradeId>
            </allocationTradeId>
            <allocationTradeId>
               <partyReference href="party3"/>
               <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">10002</tradeId>
            </allocationTradeId>
         </partyTradeIdentifier>
         <tradeDate>2002-12-03</tradeDate>
      </tradeHeader>
      <creditDefaultSwap>
         <generalTerms>
            <effectiveDate>
               <unadjustedDate>2002-12-04</unadjustedDate>
               <dateAdjustments>
                  <businessDayConvention>NONE</businessDayConvention>
               </dateAdjustments>
            </effectiveDate>
            <scheduledTerminationDate>
               <unadjustedDate>2007-09-06</unadjustedDate>
               <dateAdjustments>
                  <businessDayConvention>MODFOLLOWING</businessDayConvention>
                  <businessCenters>
                     <businessCenter>GBLO</businessCenter>
                     <businessCenter>USNY</businessCenter>
                  </businessCenters>
               </dateAdjustments>
            </scheduledTerminationDate>
            <buyerPartyReference href="party2"/>
            <sellerPartyReference href="party3"/>
            <dateAdjustments>
               <businessDayConvention>MODFOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>GBLO</businessCenter>
                  <businessCenter>USNY</businessCenter>
               </businessCenters>
            </dateAdjustments>
            <referenceInformation>
               <referenceEntity id="referenceEntity">
                  <entityName>Agrium Inc.</entityName>
                  <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">008HA7</entityId>
               </referenceEntity>
               <referenceObligation>
                  <bond>
                     <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">008916AB4</instrumentId>
                     <couponRate>0.077</couponRate>
                     <maturity>2017-02-01</maturity>
                  </bond>
                  <primaryObligorReference href="referenceEntity"/>
               </referenceObligation>
               <referencePrice>1.0</referencePrice>
            </referenceInformation>
         </generalTerms>
         <feeLeg>
            <periodicPayment>
               <paymentFrequency>
                  <periodMultiplier>3</periodMultiplier>
                  <period>M</period>
               </paymentFrequency>
               <firstPaymentDate>2003-03-06</firstPaymentDate>
               <rollConvention>6</rollConvention>
               <fixedAmountCalculation>
                  <calculationAmount>
                     <currency>USD</currency>
                     <amount>100000000.0</amount>
                  </calculationAmount>
                  <fixedRate>0.01</fixedRate>
                  <dayCountFraction>ACT/360</dayCountFraction>
               </fixedAmountCalculation>
            </periodicPayment>
         </feeLeg>
         <protectionTerms>
            <calculationAmount>
               <currency>USD</currency>
               <amount>100000000.0</amount>
            </calculationAmount>
            <creditEvents>
               <bankruptcy>true</bankruptcy>
               <failureToPay>
                  <applicable>true</applicable>
                  <paymentRequirement>
                     <currency>USD</currency>
                     <amount>1000000.0</amount>
                  </paymentRequirement>
               </failureToPay>
               <restructuring>
                  <applicable>true</applicable>
                  <restructuringType>ModR</restructuringType>
               </restructuring>
               <defaultRequirement>
                  <currency>USD</currency>
                  <amount>10000000.0</amount>
               </defaultRequirement>
               <creditEventNotice>
                  <notifyingParty>
                     <buyerPartyReference href="party2"/>
                     <sellerPartyReference href="party3"/>
                  </notifyingParty>
                  <publiclyAvailableInformation>
                     <standardPublicSources>true</standardPublicSources>
                     <specifiedNumber>2</specifiedNumber>
                  </publiclyAvailableInformation>
               </creditEventNotice>
            </creditEvents>
            <obligations>
               <category>BorrowedMoney</category>
            </obligations>
         </protectionTerms>
         <physicalSettlementTerms>
            <settlementCurrency>USD</settlementCurrency>
            <physicalSettlementPeriod>
               <maximumBusinessDays>30</maximumBusinessDays>
            </physicalSettlementPeriod>
            <deliverableObligations>
               <accruedInterest>false</accruedInterest>
               <category>BondOrLoan</category>
               <notSubordinated>true</notSubordinated>
               <specifiedCurrency>
                  <applicable>true</applicable>
               </specifiedCurrency>
               <notContingent>true</notContingent>
               <assignableLoan>
                  <applicable>true</applicable>
               </assignableLoan>
               <consentRequiredLoan>
                  <applicable>true</applicable>
               </consentRequiredLoan>
               <transferable>true</transferable>
               <maximumMaturity>
                  <periodMultiplier>30</periodMultiplier>
                  <period>Y</period>
               </maximumMaturity>
               <notBearer>true</notBearer>
            </deliverableObligations>
            <escrow>true</escrow>
         </physicalSettlementTerms>
      </creditDefaultSwap>
      <otherPartyPayment>
         <payerPartyReference href="party3"/>
         <receiverPartyReference href="party2"/>
         <paymentAmount>
            <currency>USD</currency>
            <amount>20000</amount>
         </paymentAmount>
         <paymentDate>
            <unadjustedDate>2003-03-06</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>FOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>GBLO</businessCenter>
                  <businessCenter>USNY</businessCenter>
               </businessCenters>
            </dateAdjustments>
         </paymentDate>
         <paymentType>Premium</paymentType>
      </otherPartyPayment>
      <otherPartyPayment>
         <payerPartyReference href="party2"/>
         <receiverPartyReference href="party1"/>
         <paymentAmount>
            <currency>USD</currency>
            <amount>10000</amount>
         </paymentAmount>
         <paymentDate>
            <unadjustedDate>2003-03-08</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>FOLLOWING</businessDayConvention>
               <businessCenters>
                  <businessCenter>GBLO</businessCenter>
                  <businessCenter>USNY</businessCenter>
               </businessCenters>
            </dateAdjustments>
         </paymentDate>
         <paymentType>External Party Payment</paymentType>
      </otherPartyPayment>
      <calculationAgent>
         <calculationAgentPartyReference href="party2"/>
      </calculationAgent>
      <calculationAgentBusinessCenter>USNY</calculationAgentBusinessCenter>
      <documentation>
         <masterAgreement>
            <masterAgreementType>ISDA1992</masterAgreementType>
         </masterAgreement>
         <contractualDefinitions>ISDA1999Credit</contractualDefinitions>
         <contractualTermsSupplement>
            <type>ISDA1999CreditRestructuring</type>
         </contractualTermsSupplement>
         <contractualTermsSupplement>
            <type>ISDA1999CreditSuccessorAndCreditEvents</type>
         </contractualTermsSupplement>
         <contractualTermsSupplement>
            <type>ISDA1999CreditConvertibleExchangeableAccretingObligations</type>
         </contractualTermsSupplement>
      </documentation>
   </trade>
   <party id="party1">
      <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">BGIUS42</partyId>
      <partyName>Barclays Global Investors</partyName>
   </party>
   <party id="party2">
      <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTY2US33</partyId>
      <partyName>Party 2 Global Risk Management</partyName>
   </party>
   <party id="party3">
      <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">CALPERS</partyId>
      <partyName>California Public Employees' Retirement System</partyName>
   </party>
   <account id="ACC1">
      <accountId>bgcf22j</accountId>
      <accountName>Barclays Global Investors 2</accountName>
      <servicingParty href="party1"/>
   </account>
   <account id="ACC0">
      <accountId accountIdScheme="http://www.party2.com/bondifre">5462346</accountId>
      <accountName>LDF Main Fund</accountName>
      <servicingParty href="party2"/>
   </account>
   <account id="ACC2">
      <accountId>cvgh44h</accountId>
      <accountName>CALPERS A/C 1</accountName>
      <servicingParty href="party3"/>
   </account>
   <account id="ACC3">
      <accountId>cvgh45h</accountId>
      <accountName>CALPERS Account 23</accountName>
      <servicingParty href="party3"/>
   </account>
</executionNotification>