160 lines
7.3 KiB
XML
160 lines
7.3 KiB
XML
<?xml version="1.0" encoding="UTF-8"?>
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<!-- edited with XMLSpy v2005 rel. 3 U (http://www.altova.com) by Farzad Moshfeghi (J P Morgan Victoria Embankment) -->
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<!-- http://www.fpml.org/2005/FpML-4-2 ./fpml.xsd -->
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<FpML xmlns="http://www.fpml.org/2005/FpML-4-2" xmlns:ibml="http://ibml.jel.com/2005" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://ibml.jel.com/2005 ./ibml.xsd" xsi:type="ibml:ContractAmended" version="4-2">
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<header xmlns="http://www.fpml.org/2005/FpML-4-2">
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<messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">ABC00000000120060707105612</messageId>
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<sentBy partyIdScheme="http://www.fpml.org/ext/iso9362">ABCAGB2L</sentBy>
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<sendTo partyIdScheme="http://www.fpml.org/ext/iso9362">CHASGB2L</sendTo>
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<creationTimestamp>2006-07-07T10:56:12+01:00</creationTimestamp>
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</header>
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<validation></validation>
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<ibml:amendment xmlns:ibml="http://ibml.jel.com/2005">
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<contractReference xmlns="http://www.fpml.org/2005/FpML-4-2">
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<identifier>
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<partyReference href="ABC"/>
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<contractId contractIdScheme="ABCcontracts">123456</contractId>
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</identifier>
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</contractReference>
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<date xmlns="http://www.fpml.org/2005/FpML-4-2">2007-01-12</date>
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<effectiveDate xmlns="http://www.fpml.org/2005/FpML-4-2">2007-01-13</effectiveDate>
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<ibml:revisedContract>
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<header xsi:type="ibml:ContractHeader" xmlns="http://www.fpml.org/2005/FpML-4-2">
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<identifier>
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<partyReference href="ABC"/>
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<versionedContractId>
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<contractId contractIdScheme="http://www.abc.com/coding-scheme/contract-id">CDI290204</contractId>
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<version>1</version>
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</versionedContractId>
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</identifier>
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<contractDate>2006-07-07</contractDate>
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<ibml:xyz>123</ibml:xyz>
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</header>
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<creditDefaultSwap xmlns="http://www.fpml.org/2005/FpML-4-2">
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<productType>CREDIT-SWAP-SINGLE</productType>
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<generalTerms>
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<effectiveDate>
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<unadjustedDate>2006-10-13</unadjustedDate>
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<dateAdjustments>
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<businessDayConvention>MODFOLLOWING</businessDayConvention>
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<businessCenters>
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<businessCenter>USNY</businessCenter>
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</businessCenters>
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</dateAdjustments>
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</effectiveDate>
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<scheduledTerminationDate>
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<adjustableDate>
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<unadjustedDate>2011-12-20</unadjustedDate>
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<dateAdjustments>
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<businessDayConvention>MODFOLLOWING</businessDayConvention>
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<businessCenters>
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<businessCenter>USNY</businessCenter>
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</businessCenters>
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</dateAdjustments>
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</adjustableDate>
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</scheduledTerminationDate>
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<sellerPartyReference href="JEL"/>
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<buyerPartyReference href="ABC"/>
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<referenceInformation>
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<referenceEntity id="referenceEntityID">
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<entityName>REP OF INDONESIA</entityName>
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<entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">4F247D</entityId>
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</referenceEntity>
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<referenceObligation>
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<bond>
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<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN-1-0">USY20721AA74</instrumentId>
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<couponRate>6.75</couponRate>
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<maturity>2014-03-10</maturity>
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</bond>
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<primaryObligorReference href="referenceEntityID"/>
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<guarantorReference href="referenceEntityID"/>
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</referenceObligation>
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<allGuarantees>true</allGuarantees>
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<referencePrice>1.52</referencePrice>
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</referenceInformation>
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</generalTerms>
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<feeLeg>
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<periodicPayment>
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<paymentFrequency>
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<periodMultiplier>3</periodMultiplier>
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<period>M</period>
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</paymentFrequency>
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<firstPaymentDate>2006-12-20</firstPaymentDate>
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<lastRegularPaymentDate>2011-12-20</lastRegularPaymentDate>
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<rollConvention>NONE</rollConvention>
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<fixedAmountCalculation>
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<calculationAmount>
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<currency>USD</currency>
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<amount>1555000.00</amount>
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</calculationAmount>
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<fixedRate>0.0152</fixedRate>
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<dayCountFraction>ACT/360</dayCountFraction>
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</fixedAmountCalculation>
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</periodicPayment>
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</feeLeg>
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<protectionTerms>
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<calculationAmount>
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<currency>USD</currency>
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<amount>1555000.00</amount>
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</calculationAmount>
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<creditEvents>
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<bankruptcy/>
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<failureToPay>
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<paymentRequirement>
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<currency>USD</currency>
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<amount>0</amount>
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</paymentRequirement>
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</failureToPay>
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<restructuring>
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<restructuringType restructuringScheme="http://www.fpml.org/2003/restructuring-1-0">ModModR</restructuringType>
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</restructuring>
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<creditEventNotice>
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<notifyingParty>
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<buyerPartyReference href="ABC"/>
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<sellerPartyReference href="JEL"/>
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</notifyingParty>
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<publiclyAvailableInformation>
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<standardPublicSources/>
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<publicSource/>
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<specifiedNumber>2</specifiedNumber>
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</publiclyAvailableInformation>
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</creditEventNotice>
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</creditEvents>
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<obligations>
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<category>BorrowedMoney</category>
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</obligations>
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</protectionTerms>
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<cashSettlementTerms>
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<settlementCurrency>USD</settlementCurrency>
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<cashSettlementBusinessDays>3</cashSettlementBusinessDays>
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<cashSettlementAmount>
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<currency>USD</currency>
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<amount>1000</amount>
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</cashSettlementAmount>
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<accruedInterest>false</accruedInterest>
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</cashSettlementTerms>
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</creditDefaultSwap>
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<documentation xmlns="http://www.fpml.org/2005/FpML-4-2">
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<contractualDefinitions>ISDA2003Credit</contractualDefinitions>
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<contractualSupplement>ISDA2003CreditMay2003</contractualSupplement>
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</documentation>
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</ibml:revisedContract>
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</ibml:amendment>
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<ibml:party id="ABC" xmlns:ibml="http://ibml.jel.com/2005">
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<partyId partyIdScheme="http://www.fpml.org/ext/iso9362" xmlns="http://www.fpml.org/2005/FpML-4-2">ABCAGB2L</partyId>
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<partyName xmlns="http://www.fpml.org/2005/FpML-4-2">ABC LIMITED</partyName>
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<account id="ClientBook" xmlns="http://www.fpml.org/2005/FpML-4-2">
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<accountId accountIdScheme="http://www.client.com/coding-scheme/sub-fund-id">ABC-BOOK1</accountId>
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<accountName>CDS Book</accountName>
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</account>
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<account id="primaryAct1" xmlns="http://www.fpml.org/2005/FpML-4-2">
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<accountId accountIdScheme="http://www.client.com/coding-scheme/fund-id">PRIM_450</accountId>
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<accountName>PRIMARY_ACCOUNT</accountName>
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</account>
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</ibml:party>
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<ibml:party id="JEL" xmlns:ibml="http://ibml.jel.com/2005">
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<partyId partyIdScheme="http://www.fpml.org/ext/iso9362" xmlns="http://www.fpml.org/2005/FpML-4-2">CHASUS33</partyId>
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<partyName xmlns="http://www.fpml.org/2005/FpML-4-2">JELC</partyName>
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</ibml:party>
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</FpML> |