|
<MxML version="1-1">
|
|
<documentProperties>
|
|
<producedBy>
|
|
<partyName>BANK FXD</partyName>
|
|
<user>
|
|
<name>PERSON</name>
|
|
<group>FO SUPPORT</group>
|
|
<desk>FO</desk>
|
|
<code>123456V</code>
|
|
</user>
|
|
</producedBy>
|
|
<systemDate>20160630</systemDate>
|
|
<accountingDate>00000000</accountingDate>
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|
<computerDate>20160819</computerDate>
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<computerTime>11:22:48</computerTime>
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|
</documentProperties>
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<events>
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<mainEvent>
|
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<action>insertion</action>
|
|
<object href="#contract_0123456">
|
|
<objectNature>contract</objectNature>
|
|
<objectId>0123456</objectId>
|
|
</object>
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|
<inputBy>
|
|
<userName>EODGLB</userName>
|
|
<group>CONFIG</group>
|
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<code>GENERIC</code>
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</inputBy>
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</mainEvent>
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</events>
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<contracts>
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<contract id="contract_0123456" mefClass="mxContractStbICONTRACT" mefClassInstanceType="2939531.000000">
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<businessObjectId mefClass="mxContractStbICONTRACT" mefClassInstanceType="2939531">
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<identifier>0123456</identifier>
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<baseIdentifier>0123456</baseIdentifier>
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<versionIdentifier>
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<versionRevision>
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<versionNumber>1</versionNumber>
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<versionDateAndTime>
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<date>00000000</date>
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</versionDateAndTime>
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</versionRevision>
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</versionIdentifier>
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<primarySystem>MX</primarySystem>
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</businessObjectId>
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<contractId>
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<internalId>0123456</internalId>
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<rootContract>0123456</rootContract>
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</contractId>
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<contractBusinessObjectTemplate>
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|
<businessObjectId>
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<identifier>4041</identifier>
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|
<displayLabel>TUNNEL</displayLabel>
|
|
</businessObjectId>
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|
</contractBusinessObjectTemplate>
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|
<contractHeader>
|
|
<contractCategory>
|
|
<typology>TUNNEL</typology>
|
|
<mainTypologyPath>/Typologies/ALL/TUNNEL</mainTypologyPath>
|
|
<usage />
|
|
<onshoreOffshore>NONE</onshoreOffshore>
|
|
<collateralAgreementCategory>ITDFX</collateralAgreementCategory>
|
|
<pricingCounterparty href="#AAAAAAAAA=AAA" />
|
|
</contractCategory>
|
|
<contractAgreements>
|
|
<settlementMethod />
|
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</contractAgreements>
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<contractSource>
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<sourceModule>mx</sourceModule>
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<originPublishingSystem>MX</originPublishingSystem>
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<publishingSystem>MX</publishingSystem>
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<packageReference mefClass="" />
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<contractEventReference mefClass="">
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<contractEventId>
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<internalId>0</internalId>
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</contractEventId>
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</contractEventReference>
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<contractCreatorReference mefClass="" />
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<contractOriginReference mefClass="mxContractStbICONTRACT">
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<businessObjectId mefClass="mxContractStbICONTRACT" mefClassInstanceType="2939531">
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<identifier>0123456</identifier>
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|
<primarySystem>MX</primarySystem>
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</businessObjectId>
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<contractId>
|
|
<internalId>0123456</internalId>
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|
<rootContract>0123456</rootContract>
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|
</contractId>
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|
</contractOriginReference>
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<version>1</version>
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<lastContractEventReference mefClass="">
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|
<contractEventId>
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|
<internalId>0</internalId>
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</contractEventId>
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</lastContractEventReference>
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<lastContractEventAction>INSERT</lastContractEventAction>
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<originContractEventReference mefClass="">
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|
<contractEventId>
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|
<internalId>0</internalId>
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|
</contractEventId>
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|
</originContractEventReference>
|
|
<originDate>ttt</originDate>
|
|
<workflowParties>
|
|
<wopInitiator>
|
|
<role />
|
|
<name>PERSON</name>
|
|
<group>FO SUPPORT</group>
|
|
</wopInitiator>
|
|
<wopLastActor>
|
|
<role />
|
|
<name>PERSON</name>
|
|
<group>FO SUPPORT</group>
|
|
</wopLastActor>
|
|
<wopInternalTrader>
|
|
<name />
|
|
<group />
|
|
</wopInternalTrader>
|
|
<wopInternalPortfolio>
|
|
<wopIsBackToBack>N</wopIsBackToBack>
|
|
</wopInternalPortfolio>
|
|
<wopParties />
|
|
</workflowParties>
|
|
</contractSource>
|
|
</contractHeader>
|
|
<inputConditions>
|
|
<inputBy />
|
|
<areaCode>0</areaCode>
|
|
<timestamp>20160819 09:22:47:746</timestamp>
|
|
<modified>false</modified>
|
|
</inputConditions>
|
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<contractComponents>
|
|
<contractComponent>
|
|
<typologyId>1</typologyId>
|
|
<tradeReference href="#trade_1111111" />
|
|
</contractComponent>
|
|
<contractComponent>
|
|
<typologyId>2</typologyId>
|
|
<tradeReference href="#trade_4342722" />
|
|
</contractComponent>
|
|
</contractComponents>
|
|
<hierarchyComponents>
|
|
<hierarchyComponent>
|
|
<keyValuePairs>
|
|
<flatKey path="TYPE">Contract</flatKey>
|
|
<flatKey path="ID">2939632</flatKey>
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|
<flatKey path="FID">0</flatKey>
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|
<flatKey path="TRNNB">0123456</flatKey>
|
|
<flatKey path="LABEL">TUNNEL</flatKey>
|
|
</keyValuePairs>
|
|
</hierarchyComponent>
|
|
<hierarchyComponent>
|
|
<keyValuePairs>
|
|
<flatKey path="TYPE">Trade</flatKey>
|
|
<flatKey path="ID">2939633</flatKey>
|
|
<flatKey path="FID">2939632</flatKey>
|
|
<flatKey path="TRNNB">1111111</flatKey>
|
|
<flatKey path="LABEL">Vanilla</flatKey>
|
|
</keyValuePairs>
|
|
</hierarchyComponent>
|
|
<hierarchyComponent>
|
|
<keyValuePairs>
|
|
<flatKey path="TYPE">Trade</flatKey>
|
|
<flatKey path="ID">2939634</flatKey>
|
|
<flatKey path="FID">2939632</flatKey>
|
|
<flatKey path="TRNNB">4342722</flatKey>
|
|
<flatKey path="LABEL">Vanilla</flatKey>
|
|
</keyValuePairs>
|
|
</hierarchyComponent>
|
|
</hierarchyComponents>
|
|
<userDictionary>
|
|
<fields>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MIdYC7592200001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Yield curve calibrator 1</displayLabel>
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|
<fieldType>string</fieldType>
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|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
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|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MSgLx8403800001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Time publisher Default 1</displayLabel>
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|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
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|
<displayWidth>15</displayWidth>
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|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MeRnn7590700001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Trade evaluator 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MeRnn7590700002</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Trade evaluator 2</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MIdYC7592200001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Yield curve calibrator 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MSgLx8403800001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Time publisher Default 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MeRnn7590700001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Trade evaluator 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MeRnn7590700002</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Trade evaluator 2</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#UNom2</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>Nom2</displayLabel>
|
|
<fieldType>numeric</fieldType>
|
|
<defaultValue>1000000.000000000000</defaultValue>
|
|
<format>
|
|
<numericFormat>
|
|
<width>12</width>
|
|
<decimals>0</decimals>
|
|
<american>true</american>
|
|
</numericFormat>
|
|
</format>
|
|
<fieldCategory>Financial</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#URatio</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>Ratio</displayLabel>
|
|
<fieldType>numeric</fieldType>
|
|
<defaultValue>1.000000000000</defaultValue>
|
|
<format>
|
|
<numericFormat>
|
|
<width>9</width>
|
|
<decimals>0</decimals>
|
|
<american>false</american>
|
|
</numericFormat>
|
|
</format>
|
|
<fieldCategory>Financial</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#U_VIEW</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>View</displayLabel>
|
|
<fieldType>choice</fieldType>
|
|
<defaultValue>4042</defaultValue>
|
|
<format>
|
|
<characterFormat>
|
|
<width>0</width>
|
|
<displayWidth>0</displayWidth>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Non financial</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP_INSTR</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>Strategy</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>31</width>
|
|
<displayWidth>31</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Non financial</fieldCategory>
|
|
</field>
|
|
</fields>
|
|
</userDictionary>
|
|
</contract>
|
|
</contracts>
|
|
<trades>
|
|
<trade id="trade_1111111" mefClass="mxContractITRADE" mefClassInstanceType="84.000000">
|
|
<businessObjectId mefClass="mxContractITRADE" mefClassInstanceType="84">
|
|
<identifier>1111111</identifier>
|
|
<baseIdentifier>1111111</baseIdentifier>
|
|
<versionIdentifier>
|
|
<versionRevision>
|
|
<versionNumber>1</versionNumber>
|
|
<versionDateAndTime>
|
|
<date>00000000</date>
|
|
</versionDateAndTime>
|
|
</versionRevision>
|
|
</versionIdentifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
<parties>
|
|
<party id="BANK_FXD">
|
|
<partyName>BANK FXD</partyName>
|
|
<partyFullName>BANK FXD</partyFullName>
|
|
<partyCode>BANK FXD22</partyCode>
|
|
</party>
|
|
<party id="AAAAAAAAA=AAA">
|
|
<partyName>AAAAAAAAA=AAA</partyName>
|
|
</party>
|
|
<party id="XXNOBROKE=PA">
|
|
<partyName>XXNOBROKE=PA</partyName>
|
|
</party>
|
|
</parties>
|
|
<portfolios>
|
|
<portfolio id="_2GOA">
|
|
<portfolioLabel>2GOA</portfolioLabel>
|
|
</portfolio>
|
|
</portfolios>
|
|
<tradeHeader>
|
|
<tradeDate>20160630</tradeDate>
|
|
<tradeCategory>
|
|
<tradeDestination>external</tradeDestination>
|
|
<tradeFamily>CURR</tradeFamily>
|
|
<tradeGroup>OPT</tradeGroup>
|
|
<tradeType>SMP</tradeType>
|
|
<typology>VANILLA</typology>
|
|
<mainTypologyPath>/Typologies/ALL/VANILLA</mainTypologyPath>
|
|
<usage />
|
|
<collateralAgreementCategory>ITDFX</collateralAgreementCategory>
|
|
<pricingCounterparty href="#AAAAAAAAA=AAA" />
|
|
</tradeCategory>
|
|
<tradeSource>
|
|
<tradeOriginId>1111111</tradeOriginId>
|
|
<replacementDate>20160630</replacementDate>
|
|
<originPublishingSystemID>1111111</originPublishingSystemID>
|
|
</tradeSource>
|
|
<tradeViews>
|
|
<tradeView>
|
|
<partyReference href="#BANK_FXD">
|
|
<portfolioReference href="#_2GOA" />
|
|
</partyReference>
|
|
<userName>PERSON</userName>
|
|
<strategy>Tunnel</strategy>
|
|
<accountingSection>TRADING</accountingSection>
|
|
<entity>NBP</entity>
|
|
<legalEntity>BANK LEGAL ENTITY</legalEntity>
|
|
<tradeId>
|
|
<tradeInternalId>1111111</tradeInternalId>
|
|
<hostingSystem>MX</hostingSystem>
|
|
<publishingSystemID>1111111</publishingSystemID>
|
|
</tradeId>
|
|
</tradeView>
|
|
<tradeView>
|
|
<partyReference href="#AAAAAAAAA=AAA" />
|
|
<entity>NBP</entity>
|
|
</tradeView>
|
|
</tradeViews>
|
|
<tradeUserDefinedFields>
|
|
<userDefinedField>
|
|
<fieldLabel>AGENT</fieldLabel>
|
|
<fieldIndex>0</fieldIndex>
|
|
<fieldValue>NBP</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>AP_TYPE</fieldLabel>
|
|
<fieldIndex>1</fieldIndex>
|
|
<fieldValue>2WAYSPRICE</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>ASK_SPOT</fieldLabel>
|
|
<fieldIndex>3</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>ASK_TERME</fieldLabel>
|
|
<fieldIndex>4</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>AUT_ERRMSG</fieldLabel>
|
|
<fieldIndex>5</fieldIndex>
|
|
<fieldValue>This customer must be reviewed by the co</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BARPIN</fieldLabel>
|
|
<fieldIndex>7</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BARPINAMT</fieldLabel>
|
|
<fieldIndex>8</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BC_EXERET</fieldLabel>
|
|
<fieldIndex>12</fieldIndex>
|
|
<fieldValue>23:59</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BFLY_AMT</fieldLabel>
|
|
<fieldIndex>26</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BID_SPOT</fieldLabel>
|
|
<fieldIndex>27</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BID_TERME</fieldLabel>
|
|
<fieldIndex>28</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANADA</fieldLabel>
|
|
<fieldIndex>29</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANADAELIG</fieldLabel>
|
|
<fieldIndex>30</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANADASENT</fieldLabel>
|
|
<fieldIndex>31</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANADA_RP</fieldLabel>
|
|
<fieldIndex>32</fieldIndex>
|
|
<fieldValue>CONTREPARTIE A CREER</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANA_DELEG</fieldLabel>
|
|
<fieldIndex>36</fieldIndex>
|
|
<fieldValue>OffFacility</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CCATRISK</fieldLabel>
|
|
<fieldIndex>37</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CCATRISK_1</fieldLabel>
|
|
<fieldIndex>38</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CCATRISK_2</fieldLabel>
|
|
<fieldIndex>39</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CCATRISK_3</fieldLabel>
|
|
<fieldIndex>40</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_BP</fieldLabel>
|
|
<fieldIndex>41</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_CALC_SP</fieldLabel>
|
|
<fieldIndex>42</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_CALC_TE</fieldLabel>
|
|
<fieldIndex>43</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_PA</fieldLabel>
|
|
<fieldIndex>45</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_PB</fieldLabel>
|
|
<fieldIndex>46</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_RISK_TE</fieldLabel>
|
|
<fieldIndex>47</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_SD</fieldLabel>
|
|
<fieldIndex>48</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_THEO</fieldLabel>
|
|
<fieldIndex>49</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_XVA</fieldLabel>
|
|
<fieldIndex>50</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_XXXEUR</fieldLabel>
|
|
<fieldIndex>51</fieldIndex>
|
|
<fieldValue>0.8994828</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CNTPPREFIX</fieldLabel>
|
|
<fieldIndex>53</fieldIndex>
|
|
<fieldValue>LEGAL NAME</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CNTPVALUE</fieldLabel>
|
|
<fieldIndex>54</fieldIndex>
|
|
<fieldValue>CONTREPARTIE A CREER</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>COMMISSION</fieldLabel>
|
|
<fieldIndex>57</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CONF_INI</fieldLabel>
|
|
<fieldIndex>60</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CTPCLASS</fieldLabel>
|
|
<fieldIndex>61</fieldIndex>
|
|
<fieldValue>NFC-</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CTPRT</fieldLabel>
|
|
<fieldIndex>65</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DAY1PL_MBI</fieldLabel>
|
|
<fieldIndex>69</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DAY1PL_MNI</fieldLabel>
|
|
<fieldIndex>70</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DAY1PL_REF</fieldLabel>
|
|
<fieldIndex>71</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DEALINGFX</fieldLabel>
|
|
<fieldIndex>72</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DFA_DELEGA</fieldLabel>
|
|
<fieldIndex>75</fieldIndex>
|
|
<fieldValue>OffFacility</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DIGITAL</fieldLabel>
|
|
<fieldIndex>76</fieldIndex>
|
|
<fieldValue>FALSE</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DIST_DESC</fieldLabel>
|
|
<fieldIndex>77</fieldIndex>
|
|
<fieldValue>Structure of 2 Vanillas</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DIST_LEGID</fieldLabel>
|
|
<fieldIndex>78</fieldIndex>
|
|
<fieldValue>1</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DIST_USER2</fieldLabel>
|
|
<fieldIndex>85</fieldIndex>
|
|
<fieldValue>PERSON</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DTCC</fieldLabel>
|
|
<fieldIndex>86</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DTCC_RP</fieldLabel>
|
|
<fieldIndex>89</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DTCC_SEND</fieldLabel>
|
|
<fieldIndex>90</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>EXDATE</fieldLabel>
|
|
<fieldIndex>94</fieldIndex>
|
|
<fieldValue>2016-08-19T09:22:48Z</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>EXTYPE</fieldLabel>
|
|
<fieldIndex>95</fieldIndex>
|
|
<fieldValue>NONELECTRONIC</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>EXT_ID</fieldLabel>
|
|
<fieldIndex>97</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>FLAT_CUAMT</fieldLabel>
|
|
<fieldIndex>104</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>FWD_FAR</fieldLabel>
|
|
<fieldIndex>106</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>FWD_NEAR</fieldLabel>
|
|
<fieldIndex>107</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>GAT_TOPAZ</fieldLabel>
|
|
<fieldIndex>110</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HDG_CHOICE</fieldLabel>
|
|
<fieldIndex>111</fieldIndex>
|
|
<fieldValue>No Hedge</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_AMT</fieldLabel>
|
|
<fieldIndex>113</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_CUR</fieldLabel>
|
|
<fieldIndex>115</fieldIndex>
|
|
<fieldValue>EUR</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_PRC</fieldLabel>
|
|
<fieldIndex>117</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_RATE</fieldLabel>
|
|
<fieldIndex>118</fieldIndex>
|
|
<fieldValue>1.112</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_TYPE</fieldLabel>
|
|
<fieldIndex>119</fieldIndex>
|
|
<fieldValue>No Hedge</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEURE</fieldLabel>
|
|
<fieldIndex>120</fieldIndex>
|
|
<fieldValue>11:22:48</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HKMIA</fieldLabel>
|
|
<fieldIndex>121</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>IDCALYPSO</fieldLabel>
|
|
<fieldIndex>122</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>INPUT_PARA</fieldLabel>
|
|
<fieldIndex>125</fieldIndex>
|
|
<fieldValue>EUR/USDBuyCall EUR / Put USD1.05000201608031.00000e+06EUR</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>INTTOCLEAR</fieldLabel>
|
|
<fieldIndex>127</fieldIndex>
|
|
<fieldValue>false</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>LCL_MARGIN</fieldLabel>
|
|
<fieldIndex>131</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>LEVEL</fieldLabel>
|
|
<fieldIndex>132</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>LONGFORM</fieldLabel>
|
|
<fieldIndex>133</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>LTI_AUTOVA</fieldLabel>
|
|
<fieldIndex>134</fieldIndex>
|
|
<fieldValue>Y</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MANU_B2B</fieldLabel>
|
|
<fieldIndex>135</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARGETECH</fieldLabel>
|
|
<fieldIndex>136</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARGE_TECH</fieldLabel>
|
|
<fieldIndex>137</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARGN_AMNT</fieldLabel>
|
|
<fieldIndex>138</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARGN_RATE</fieldLabel>
|
|
<fieldIndex>139</fieldIndex>
|
|
<fieldValue>0.899483</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP</fieldLabel>
|
|
<fieldIndex>140</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP_1</fieldLabel>
|
|
<fieldIndex>141</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP_2</fieldLabel>
|
|
<fieldIndex>142</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP_3</fieldLabel>
|
|
<fieldIndex>143</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP_TE</fieldLabel>
|
|
<fieldIndex>144</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MAS</fieldLabel>
|
|
<fieldIndex>145</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MTVEGA_PCT</fieldLabel>
|
|
<fieldIndex>147</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MULTIMARK</fieldLabel>
|
|
<fieldIndex>148</fieldIndex>
|
|
<fieldValue>MULTI</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NB_CREATOR</fieldLabel>
|
|
<fieldIndex>150</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NDF_DF</fieldLabel>
|
|
<fieldIndex>151</fieldIndex>
|
|
<fieldValue>NO</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NDF_FIX</fieldLabel>
|
|
<fieldIndex>152</fieldIndex>
|
|
<fieldValue>NO</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NETINTERSI</fieldLabel>
|
|
<fieldIndex>153</fieldIndex>
|
|
<fieldValue>NO</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NORME</fieldLabel>
|
|
<fieldIndex>154</fieldIndex>
|
|
<fieldValue>NO</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>ORIGIN_ID</fieldLabel>
|
|
<fieldIndex>155</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PRDIDPREF</fieldLabel>
|
|
<fieldIndex>157</fieldIndex>
|
|
<fieldValue>ForeignExchange</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PRDIDVAL</fieldLabel>
|
|
<fieldIndex>158</fieldIndex>
|
|
<fieldValue>ForeignExchange:VanillaOption</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PRINPAL</fieldLabel>
|
|
<fieldIndex>160</fieldIndex>
|
|
<fieldValue>Y</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PROFITLOSS</fieldLabel>
|
|
<fieldIndex>161</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PR_ONESIDE</fieldLabel>
|
|
<fieldIndex>162</fieldIndex>
|
|
<fieldValue>Sell</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PR_TODAY</fieldLabel>
|
|
<fieldIndex>163</fieldIndex>
|
|
<fieldValue>63945.282</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PX_INIT</fieldLabel>
|
|
<fieldIndex>164</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>QUANTO</fieldLabel>
|
|
<fieldIndex>165</fieldIndex>
|
|
<fieldValue>FALSE</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>QUOTE_ANSW</fieldLabel>
|
|
<fieldIndex>166</fieldIndex>
|
|
<fieldValue>30</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>QUOTE_TTL</fieldLabel>
|
|
<fieldIndex>167</fieldIndex>
|
|
<fieldValue>30</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RATEZERO</fieldLabel>
|
|
<fieldIndex>168</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>REG_IM</fieldLabel>
|
|
<fieldIndex>172</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>REPJUR</fieldLabel>
|
|
<fieldIndex>173</fieldIndex>
|
|
<fieldValue>CFTC</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>REPJUREMIR</fieldLabel>
|
|
<fieldIndex>174</fieldIndex>
|
|
<fieldValue>ESMA</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RISK_D_AMT</fieldLabel>
|
|
<fieldIndex>175</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RISK_D_PCT</fieldLabel>
|
|
<fieldIndex>176</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RPPREF</fieldLabel>
|
|
<fieldIndex>177</fieldIndex>
|
|
<fieldValue>LEGAL NAME</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RREV_AMT</fieldLabel>
|
|
<fieldIndex>179</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SALES</fieldLabel>
|
|
<fieldIndex>180</fieldIndex>
|
|
<fieldValue>0_MKT</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SALES2</fieldLabel>
|
|
<fieldIndex>181</fieldIndex>
|
|
<fieldValue>0_MKT</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SALES3</fieldLabel>
|
|
<fieldIndex>182</fieldIndex>
|
|
<fieldValue>0_MKT</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SHOW_TICKT</fieldLabel>
|
|
<fieldIndex>183</fieldIndex>
|
|
<fieldValue>No</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SN_SR</fieldLabel>
|
|
<fieldIndex>186</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SPD_FIX_SP</fieldLabel>
|
|
<fieldIndex>188</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SPD_FIX_TE</fieldLabel>
|
|
<fieldIndex>189</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SPREAD_DIG</fieldLabel>
|
|
<fieldIndex>191</fieldIndex>
|
|
<fieldValue>6.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SWAP_ASK</fieldLabel>
|
|
<fieldIndex>193</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SWAP_BID</fieldLabel>
|
|
<fieldIndex>194</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SWP2SUMMIT</fieldLabel>
|
|
<fieldIndex>195</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>TCI_ANONYM</fieldLabel>
|
|
<fieldIndex>197</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>TRADE_PRIC</fieldLabel>
|
|
<fieldIndex>198</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>TRD_QUAL</fieldLabel>
|
|
<fieldIndex>200</fieldIndex>
|
|
<fieldValue>1</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>TRIOP</fieldLabel>
|
|
<fieldIndex>202</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>UTIPREFIX</fieldLabel>
|
|
<fieldIndex>215</fieldIndex>
|
|
<fieldValue>1030309904</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>UTIVALUE</fieldLabel>
|
|
<fieldIndex>220</fieldIndex>
|
|
<fieldValue>MXO00000000000000000000001111111</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>VEGA</fieldLabel>
|
|
<fieldIndex>222</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>VOL_ASK</fieldLabel>
|
|
<fieldIndex>223</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>VOL_BID</fieldLabel>
|
|
<fieldIndex>224</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
</tradeUserDefinedFields>
|
|
<tradeFees>
|
|
<tradeFee index="0">
|
|
<payerPartyReference href="#BANK_FXD">
|
|
<portfolioReference href="#_2GOA" />
|
|
</payerPartyReference>
|
|
<receiverPartyReference href="#XXNOBROKE=PA" />
|
|
<feeType>brokerFee</feeType>
|
|
<feeCurrency />
|
|
<feeAmount>0</feeAmount>
|
|
<feeDateType>transactionDate</feeDateType>
|
|
<feeDate>20160630</feeDate>
|
|
<autoShell>false</autoShell>
|
|
<autoFee>true</autoFee>
|
|
<businessObjectId mefClass="mxStaticsIBROKER_FLOW">
|
|
<identifier>5112220</identifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
</tradeFee>
|
|
</tradeFees>
|
|
<tradeAgreements>
|
|
<paymentNetting>false</paymentNetting>
|
|
</tradeAgreements>
|
|
<contractReference mefClass="mxContractStbICONTRACT">
|
|
<businessObjectId mefClass="mxContractStbICONTRACT" mefClassInstanceType="2939531">
|
|
<identifier>0123456</identifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
<contractId>
|
|
<internalId>0123456</internalId>
|
|
<rootContract>0123456</rootContract>
|
|
</contractId>
|
|
</contractReference>
|
|
<tradeProcessing>
|
|
<nonUnwoundRatio>1.</nonUnwoundRatio>
|
|
<remainingLiveQuantity>1050000.</remainingLiveQuantity>
|
|
</tradeProcessing>
|
|
<tradeAccountingInfo>
|
|
<tradeHedging>
|
|
<hedgedTransactionSold>false</hedgedTransactionSold>
|
|
</tradeHedging>
|
|
</tradeAccountingInfo>
|
|
</tradeHeader>
|
|
<tradeBody>
|
|
<fxOption>
|
|
<fxVanillaOption>
|
|
<option>
|
|
<optionStyle>european</optionStyle>
|
|
<optionHolderReference href="#BANK_FXD">
|
|
<portfolioReference href="#_2GOA" />
|
|
</optionHolderReference>
|
|
<optionWriterReference href="#AAAAAAAAA=AAA" />
|
|
<optionMaturity>
|
|
<delay>1m</delay>
|
|
<date>vvv</date>
|
|
</optionMaturity>
|
|
<optionExercizeMethod>delivery</optionExercizeMethod>
|
|
<payoutCurrency>EUR</payoutCurrency>
|
|
<OTCMargining>no</OTCMargining>
|
|
</option>
|
|
<callCurrencyAmount>
|
|
<date>20160805</date>
|
|
<currency>EUR</currency>
|
|
<amount>1000000.</amount>
|
|
</callCurrencyAmount>
|
|
<putCurrencyAmount>
|
|
<date>20160805</date>
|
|
<currency>USD</currency>
|
|
<amount>1050000.</amount>
|
|
</putCurrencyAmount>
|
|
<fxStrike>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1>USD</currency1>
|
|
<currency2>EUR</currency2>
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>1.05</rate>
|
|
</exchangeRate>
|
|
</fxStrike>
|
|
<tradedCurrency>EUR</tradedCurrency>
|
|
</fxVanillaOption>
|
|
<settlement>
|
|
<settlementFlow>
|
|
<flow>
|
|
<payerPartyReference href="#BANK_FXD">
|
|
<portfolioReference href="#_2GOA" />
|
|
</payerPartyReference>
|
|
<receiverPartyReference href="#AAAAAAAAA=AAA" />
|
|
<date>20160705</date>
|
|
<currency>USD</currency>
|
|
<amount>1</amount>
|
|
<signedAmount>63945.281506</signedAmount>
|
|
</flow>
|
|
<price>
|
|
<priceRate>639.4528151</priceRate>
|
|
<priceExpression>
|
|
<fxPremiumQuotation>
|
|
<currency1>USD</currency1>
|
|
<currency2>EUR</currency2>
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>10000</formFactor>
|
|
</fxPremiumQuotation>
|
|
</priceExpression>
|
|
</price>
|
|
</settlementFlow>
|
|
</settlement>
|
|
<inputData>
|
|
<inputDataItem>
|
|
<inputDataLabel>Spot</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1>USD</currency1>
|
|
<currency2>EUR</currency2>
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>1.11175</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
<inputDataItem>
|
|
<inputDataLabel>Conversion Spot</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1>EUR</currency1>
|
|
<currency2>EUR</currency2>
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>100</formFactor>
|
|
</fxQuotation>
|
|
<rate>1.</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
<inputDataItem>
|
|
<inputDataLabel>Forward</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1 />
|
|
<currency2 />
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>1.11299</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
<inputDataItem>
|
|
<inputDataLabel>Volatility</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1 />
|
|
<currency2 />
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>9.65</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
<inputDataItem>
|
|
<inputDataLabel>Rate num</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1 />
|
|
<currency2 />
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>0.46505</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
</inputData>
|
|
<deltaHedge>
|
|
<deltaHedgeValue>0</deltaHedgeValue>
|
|
<deltaHedgeCurrency />
|
|
</deltaHedge>
|
|
</fxOption>
|
|
</tradeBody>
|
|
<settlementInstructions>
|
|
<settlementInstruction>
|
|
<settlementInstructionKey>
|
|
<partyReference href="#AAAAAAAAA=AAA" />
|
|
<flowSign>Debit</flowSign>
|
|
<flowCurrency>USD</flowCurrency>
|
|
<flowNature>Capital</flowNature>
|
|
<settlementType>Cash</settlementType>
|
|
<flowTypologies>
|
|
<flowTypology>
|
|
<label>Typology0</label>
|
|
<value />
|
|
</flowTypology>
|
|
<flowTypology>
|
|
<label>Typology1</label>
|
|
<value />
|
|
</flowTypology>
|
|
<flowTypology>
|
|
<label>Typology2</label>
|
|
<value />
|
|
</flowTypology>
|
|
<flowTypology>
|
|
<label>Typology3</label>
|
|
<value />
|
|
</flowTypology>
|
|
<flowTypology>
|
|
<label>Typology4</label>
|
|
<value />
|
|
</flowTypology>
|
|
</flowTypologies>
|
|
<physicalProductLabel />
|
|
<locationLabel />
|
|
</settlementInstructionKey>
|
|
<settlementInstructionDescription>
|
|
<flowConversion>false</flowConversion>
|
|
<nostroReferenceId>19</nostroReferenceId>
|
|
<specificNostro>false</specificNostro>
|
|
<customizedNostro>false</customizedNostro>
|
|
<nostroMatchingRulesCount>1</nostroMatchingRulesCount>
|
|
<vostroReferenceId>0</vostroReferenceId>
|
|
<specificVostro>false</specificVostro>
|
|
<customizedVostro>false</customizedVostro>
|
|
<vostroMatchingRulesCount>0</vostroMatchingRulesCount>
|
|
</settlementInstructionDescription>
|
|
<nostroInstructions>
|
|
<userDefinedField>
|
|
<fieldLabel>AGENT</fieldLabel>
|
|
<fieldIndex>0</fieldIndex>
|
|
<fieldValue>CCBP =PA</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>AGENT_S</fieldLabel>
|
|
<fieldIndex>1</fieldIndex>
|
|
<fieldValue>NATXFRPPMAR</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BENEF</fieldLabel>
|
|
<fieldIndex>2</fieldIndex>
|
|
<fieldValue>CCBP =PA</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BENEF_S</fieldLabel>
|
|
<fieldIndex>3</fieldIndex>
|
|
<fieldValue>NATXFRPPMAR</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NAME</fieldLabel>
|
|
<fieldIndex>5</fieldIndex>
|
|
<fieldValue>BANKERS =NY</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NAME_S</fieldLabel>
|
|
<fieldIndex>6</fieldIndex>
|
|
<fieldValue>BKTRUS33</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
</nostroInstructions>
|
|
<vostroInstructions />
|
|
</settlementInstruction>
|
|
</settlementInstructions>
|
|
<tradeInputConditions>
|
|
<inputBy>
|
|
<userName>PERSON</userName>
|
|
<code>123456V</code>
|
|
</inputBy>
|
|
<systemDate>20160630</systemDate>
|
|
<computerDate>20160630</computerDate>
|
|
<validityDate>20160630</validityDate>
|
|
<computerTime>11:22:27</computerTime>
|
|
<areaCode>0</areaCode>
|
|
<lateTrading>lateTrading</lateTrading>
|
|
<timestamp>20160819 09:22:47:746</timestamp>
|
|
<modified>true</modified>
|
|
<initialData />
|
|
</tradeInputConditions>
|
|
<tradeStatus>
|
|
<physicalStatus>live</physicalStatus>
|
|
</tradeStatus>
|
|
<tradeVersions>
|
|
<tradeVersion>
|
|
<businessObjectId>
|
|
<identifier>1111111</identifier>
|
|
<baseIdentifier>1111111</baseIdentifier>
|
|
<versionIdentifier>
|
|
<versionRevision>
|
|
<versionNumber>1</versionNumber>
|
|
<versionDateAndTime>
|
|
<date>00000000</date>
|
|
</versionDateAndTime>
|
|
</versionRevision>
|
|
</versionIdentifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
<contractEventReference mefClass="">
|
|
<contractEventId>
|
|
<internalId>0</internalId>
|
|
</contractEventId>
|
|
</contractEventReference>
|
|
<eventVersion>0</eventVersion>
|
|
<contractEventOriginReference mefClass="">
|
|
<contractEventId>
|
|
<internalId>0</internalId>
|
|
<businessObjectId>
|
|
<versionIdentifier>
|
|
<versionRevision>
|
|
<versionNumber>1</versionNumber>
|
|
<versionDateAndTime>
|
|
<date>00000000</date>
|
|
</versionDateAndTime>
|
|
</versionRevision>
|
|
</versionIdentifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
</contractEventId>
|
|
</contractEventOriginReference>
|
|
<action>INSERT</action>
|
|
<date>20160630</date>
|
|
<validityDate>20160630</validityDate>
|
|
<timestamp>2016/08/19 09:22:47.746</timestamp>
|
|
<lateTrading>Y</lateTrading>
|
|
<tradePurpose>MScNf65424</tradePurpose>
|
|
<tradePurposeDisplayedLabel>Draft</tradePurposeDisplayedLabel>
|
|
<tradePurposeId>0</tradePurposeId>
|
|
<stpStatuses>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS_VALIDATION_LEVEL</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS1</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS2</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS3</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS4</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
</stpStatuses>
|
|
<isActive>true</isActive>
|
|
</tradeVersion>
|
|
</tradeVersions>
|
|
<userDictionary>
|
|
<fields>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier />
|
|
</businessObjectId>
|
|
<displayLabel />
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
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|
<format>
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|
<characterFormat>
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|
<width>0</width>
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|
<displayWidth>0</displayWidth>
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|
<upperCase>false</upperCase>
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|
</characterFormat>
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|
</format>
|
|
<fieldCategory>Financial</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MIdYC7592200001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Yield curve calibrator 1</displayLabel>
|
|
<fieldType>string</fieldType>
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|
<defaultValue />
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|
<format>
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|
<characterFormat>
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|
<width>64</width>
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|
<displayWidth>15</displayWidth>
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|
<upperCase>false</upperCase>
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|
</characterFormat>
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|
</format>
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|
<fieldCategory>Dependency</fieldCategory>
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|
</field>
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|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MIdYC7592200002</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Yield curve calibrator 2</displayLabel>
|
|
<fieldType>string</fieldType>
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|
<defaultValue />
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|
<format>
|
|
<characterFormat>
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|
<width>64</width>
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|
<displayWidth>15</displayWidth>
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|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MNtJo0000000001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.BLACHER_GMP Publisher 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
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|
<displayWidth>15</displayWidth>
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|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MPgPi0000000001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.DELTAS_SHIFT Publisher 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.MSgLx8403800001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Time publisher Default 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.McVMc6337400001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Fx spot publisher 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.D.McVMc6984200001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>d.Fx volatility publisher 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MIdYC7592200001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Yield curve calibrator 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MIdYC7592200002</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Yield curve calibrator 2</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MNtJo0000000001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.BLACHER_GMP Publisher 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MPgPi0000000001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.DELTAS_SHIFT Publisher 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
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|
<displayWidth>15</displayWidth>
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|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.MSgLx8403800001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Time publisher Default 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.McVMc6337400001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Fx spot publisher 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#C.M.McVMc6984200001</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>m.Fx volatility publisher 1</displayLabel>
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>64</width>
|
|
<displayWidth>15</displayWidth>
|
|
<upperCase>false</upperCase>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Dependency</fieldCategory>
|
|
</field>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier>NP#U_VIEW</identifier>
|
|
</businessObjectId>
|
|
<displayLabel>View</displayLabel>
|
|
<fieldType>choice</fieldType>
|
|
<defaultValue>1265</defaultValue>
|
|
<format>
|
|
<characterFormat>
|
|
<width>0</width>
|
|
<displayWidth>0</displayWidth>
|
|
</characterFormat>
|
|
</format>
|
|
<fieldCategory>Non financial</fieldCategory>
|
|
</field>
|
|
</fields>
|
|
</userDictionary>
|
|
</trade>
|
|
<trade id="trade_4342722" mefClass="mxContractITRADE" mefClassInstanceType="84.000000">
|
|
<businessObjectId mefClass="mxContractITRADE" mefClassInstanceType="84">
|
|
<identifier>4342722</identifier>
|
|
<baseIdentifier>4342722</baseIdentifier>
|
|
<versionIdentifier>
|
|
<versionRevision>
|
|
<versionNumber>1</versionNumber>
|
|
<versionDateAndTime>
|
|
<date>00000000</date>
|
|
</versionDateAndTime>
|
|
</versionRevision>
|
|
</versionIdentifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
<parties>
|
|
<party id="BANK_FXD">
|
|
<partyName>BANK FXD</partyName>
|
|
<partyFullName>BANK FXD</partyFullName>
|
|
<partyCode>BANK FXD22</partyCode>
|
|
</party>
|
|
<party id="AAAAAAAAA=AAA">
|
|
<partyName>AAAAAAAAA=AAA</partyName>
|
|
</party>
|
|
<party id="XXNOBROKE=PA">
|
|
<partyName>XXNOBROKE=PA</partyName>
|
|
</party>
|
|
</parties>
|
|
<portfolios>
|
|
<portfolio id="_2GOA">
|
|
<portfolioLabel>2GOA</portfolioLabel>
|
|
</portfolio>
|
|
</portfolios>
|
|
<tradeHeader>
|
|
<tradeDate>20160630</tradeDate>
|
|
<tradeCategory>
|
|
<tradeDestination>external</tradeDestination>
|
|
<tradeFamily>CURR</tradeFamily>
|
|
<tradeGroup>OPT</tradeGroup>
|
|
<tradeType>SMP</tradeType>
|
|
<typology>VANILLA</typology>
|
|
<mainTypologyPath>/Typologies/ALL/VANILLA</mainTypologyPath>
|
|
<usage />
|
|
<collateralAgreementCategory>ITDFX</collateralAgreementCategory>
|
|
<pricingCounterparty href="#AAAAAAAAA=AAA" />
|
|
</tradeCategory>
|
|
<tradeSource>
|
|
<tradeOriginId>4342722</tradeOriginId>
|
|
<replacementDate>20160630</replacementDate>
|
|
<originPublishingSystemID>4342722</originPublishingSystemID>
|
|
</tradeSource>
|
|
<tradeViews>
|
|
<tradeView>
|
|
<partyReference href="#BANK_FXD">
|
|
<portfolioReference href="#_2GOA" />
|
|
</partyReference>
|
|
<userName>PERSON</userName>
|
|
<strategy>Tunnel</strategy>
|
|
<accountingSection>TRADING</accountingSection>
|
|
<entity>NBP</entity>
|
|
<legalEntity>BANK LEGAL ENTITY</legalEntity>
|
|
<tradeId>
|
|
<tradeInternalId>4342722</tradeInternalId>
|
|
<hostingSystem>MX</hostingSystem>
|
|
<publishingSystemID>4342722</publishingSystemID>
|
|
</tradeId>
|
|
</tradeView>
|
|
<tradeView>
|
|
<partyReference href="#AAAAAAAAA=AAA" />
|
|
<entity>NBP</entity>
|
|
</tradeView>
|
|
</tradeViews>
|
|
<tradeUserDefinedFields>
|
|
<userDefinedField>
|
|
<fieldLabel>AGENT</fieldLabel>
|
|
<fieldIndex>0</fieldIndex>
|
|
<fieldValue>NBP</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>AP_TYPE</fieldLabel>
|
|
<fieldIndex>1</fieldIndex>
|
|
<fieldValue>2WAYSPRICE</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>ASK_SPOT</fieldLabel>
|
|
<fieldIndex>3</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>ASK_TERME</fieldLabel>
|
|
<fieldIndex>4</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>AUT_ERRMSG</fieldLabel>
|
|
<fieldIndex>5</fieldIndex>
|
|
<fieldValue>This customer must be reviewed by the co</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BARPIN</fieldLabel>
|
|
<fieldIndex>7</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BARPINAMT</fieldLabel>
|
|
<fieldIndex>8</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BC_EXERET</fieldLabel>
|
|
<fieldIndex>12</fieldIndex>
|
|
<fieldValue>23:59</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BFLY_AMT</fieldLabel>
|
|
<fieldIndex>26</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BID_SPOT</fieldLabel>
|
|
<fieldIndex>27</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BID_TERME</fieldLabel>
|
|
<fieldIndex>28</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANADA</fieldLabel>
|
|
<fieldIndex>29</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANADAELIG</fieldLabel>
|
|
<fieldIndex>30</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANADASENT</fieldLabel>
|
|
<fieldIndex>31</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANADA_RP</fieldLabel>
|
|
<fieldIndex>32</fieldIndex>
|
|
<fieldValue>CONTREPARTIE A CREER</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CANA_DELEG</fieldLabel>
|
|
<fieldIndex>36</fieldIndex>
|
|
<fieldValue>OffFacility</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CCATRISK</fieldLabel>
|
|
<fieldIndex>37</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CCATRISK_1</fieldLabel>
|
|
<fieldIndex>38</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CCATRISK_2</fieldLabel>
|
|
<fieldIndex>39</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CCATRISK_3</fieldLabel>
|
|
<fieldIndex>40</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_BP</fieldLabel>
|
|
<fieldIndex>41</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_CALC_SP</fieldLabel>
|
|
<fieldIndex>42</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_CALC_TE</fieldLabel>
|
|
<fieldIndex>43</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_PA</fieldLabel>
|
|
<fieldIndex>45</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_PB</fieldLabel>
|
|
<fieldIndex>46</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_RISK_TE</fieldLabel>
|
|
<fieldIndex>47</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_SD</fieldLabel>
|
|
<fieldIndex>48</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_THEO</fieldLabel>
|
|
<fieldIndex>49</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_XVA</fieldLabel>
|
|
<fieldIndex>50</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CC_XXXEUR</fieldLabel>
|
|
<fieldIndex>51</fieldIndex>
|
|
<fieldValue>0.8994828</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CNTPPREFIX</fieldLabel>
|
|
<fieldIndex>53</fieldIndex>
|
|
<fieldValue>LEGAL NAME</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CNTPVALUE</fieldLabel>
|
|
<fieldIndex>54</fieldIndex>
|
|
<fieldValue>CONTREPARTIE A CREER</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>COMMISSION</fieldLabel>
|
|
<fieldIndex>57</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CONF_INI</fieldLabel>
|
|
<fieldIndex>60</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CTPCLASS</fieldLabel>
|
|
<fieldIndex>61</fieldIndex>
|
|
<fieldValue>NFC-</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>CTPRT</fieldLabel>
|
|
<fieldIndex>65</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DAY1PL_MBI</fieldLabel>
|
|
<fieldIndex>69</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DAY1PL_MNI</fieldLabel>
|
|
<fieldIndex>70</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DAY1PL_REF</fieldLabel>
|
|
<fieldIndex>71</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DEALINGFX</fieldLabel>
|
|
<fieldIndex>72</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DFA_DELEGA</fieldLabel>
|
|
<fieldIndex>75</fieldIndex>
|
|
<fieldValue>OffFacility</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DIGITAL</fieldLabel>
|
|
<fieldIndex>76</fieldIndex>
|
|
<fieldValue>FALSE</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DIST_DESC</fieldLabel>
|
|
<fieldIndex>77</fieldIndex>
|
|
<fieldValue>Structure of 2 Vanillas 2/2</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DIST_LEGID</fieldLabel>
|
|
<fieldIndex>78</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DIST_USER2</fieldLabel>
|
|
<fieldIndex>85</fieldIndex>
|
|
<fieldValue>PERSON</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DTCC</fieldLabel>
|
|
<fieldIndex>86</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DTCC_RP</fieldLabel>
|
|
<fieldIndex>89</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>DTCC_SEND</fieldLabel>
|
|
<fieldIndex>90</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>EMIR_RP</fieldLabel>
|
|
<fieldIndex>92</fieldIndex>
|
|
<fieldValue>NATXFRPP</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>EXDATE</fieldLabel>
|
|
<fieldIndex>94</fieldIndex>
|
|
<fieldValue>2016-08-19T09:22:48Z</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>EXTYPE</fieldLabel>
|
|
<fieldIndex>95</fieldIndex>
|
|
<fieldValue>NONELECTRONIC</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>EXT_ID</fieldLabel>
|
|
<fieldIndex>97</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>FLAT_CUAMT</fieldLabel>
|
|
<fieldIndex>104</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>FWD_FAR</fieldLabel>
|
|
<fieldIndex>106</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>FWD_NEAR</fieldLabel>
|
|
<fieldIndex>107</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>GAT_TOPAZ</fieldLabel>
|
|
<fieldIndex>110</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HDG_CHOICE</fieldLabel>
|
|
<fieldIndex>111</fieldIndex>
|
|
<fieldValue>No Hedge</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_AMT</fieldLabel>
|
|
<fieldIndex>113</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_CUR</fieldLabel>
|
|
<fieldIndex>115</fieldIndex>
|
|
<fieldValue>EUR</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_PRC</fieldLabel>
|
|
<fieldIndex>117</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_RATE</fieldLabel>
|
|
<fieldIndex>118</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEDGE_TYPE</fieldLabel>
|
|
<fieldIndex>119</fieldIndex>
|
|
<fieldValue>No Hedge</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HEURE</fieldLabel>
|
|
<fieldIndex>120</fieldIndex>
|
|
<fieldValue>11:22:48</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>HKMIA</fieldLabel>
|
|
<fieldIndex>121</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>IDCALYPSO</fieldLabel>
|
|
<fieldIndex>122</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>INPUT_PARA</fieldLabel>
|
|
<fieldIndex>125</fieldIndex>
|
|
<fieldValue>EUR/USDSellPut EUR / Call USD1.11300201608031.00000e+06EUR</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>INTTOCLEAR</fieldLabel>
|
|
<fieldIndex>127</fieldIndex>
|
|
<fieldValue>false</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>LCL_MARGIN</fieldLabel>
|
|
<fieldIndex>131</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>LEVEL</fieldLabel>
|
|
<fieldIndex>132</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>LONGFORM</fieldLabel>
|
|
<fieldIndex>133</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>LTI_AUTOVA</fieldLabel>
|
|
<fieldIndex>134</fieldIndex>
|
|
<fieldValue>Y</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MANU_B2B</fieldLabel>
|
|
<fieldIndex>135</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARGETECH</fieldLabel>
|
|
<fieldIndex>136</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARGE_TECH</fieldLabel>
|
|
<fieldIndex>137</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARGN_AMNT</fieldLabel>
|
|
<fieldIndex>138</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARGN_RATE</fieldLabel>
|
|
<fieldIndex>139</fieldIndex>
|
|
<fieldValue>0.899483</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP</fieldLabel>
|
|
<fieldIndex>140</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP_1</fieldLabel>
|
|
<fieldIndex>141</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP_2</fieldLabel>
|
|
<fieldIndex>142</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP_3</fieldLabel>
|
|
<fieldIndex>143</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MARK_UP_TE</fieldLabel>
|
|
<fieldIndex>144</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MAS</fieldLabel>
|
|
<fieldIndex>145</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MTVEGA_PCT</fieldLabel>
|
|
<fieldIndex>147</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>MULTIMARK</fieldLabel>
|
|
<fieldIndex>148</fieldIndex>
|
|
<fieldValue>MULTI</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NB_CREATOR</fieldLabel>
|
|
<fieldIndex>150</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NDF_DF</fieldLabel>
|
|
<fieldIndex>151</fieldIndex>
|
|
<fieldValue>NO</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NDF_FIX</fieldLabel>
|
|
<fieldIndex>152</fieldIndex>
|
|
<fieldValue>NO</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NETINTERSI</fieldLabel>
|
|
<fieldIndex>153</fieldIndex>
|
|
<fieldValue>NO</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NORME</fieldLabel>
|
|
<fieldIndex>154</fieldIndex>
|
|
<fieldValue>NO</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>ORIGIN_ID</fieldLabel>
|
|
<fieldIndex>155</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PRDIDPREF</fieldLabel>
|
|
<fieldIndex>157</fieldIndex>
|
|
<fieldValue>ForeignExchange</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PRDIDVAL</fieldLabel>
|
|
<fieldIndex>158</fieldIndex>
|
|
<fieldValue>ForeignExchange:VanillaOption</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PRINPAL</fieldLabel>
|
|
<fieldIndex>160</fieldIndex>
|
|
<fieldValue>Y</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PROFITLOSS</fieldLabel>
|
|
<fieldIndex>161</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PR_TODAY</fieldLabel>
|
|
<fieldIndex>163</fieldIndex>
|
|
<fieldValue>-13095.206</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>PX_INIT</fieldLabel>
|
|
<fieldIndex>164</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>QUANTO</fieldLabel>
|
|
<fieldIndex>165</fieldIndex>
|
|
<fieldValue>FALSE</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>QUOTE_ANSW</fieldLabel>
|
|
<fieldIndex>166</fieldIndex>
|
|
<fieldValue>30</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>QUOTE_TTL</fieldLabel>
|
|
<fieldIndex>167</fieldIndex>
|
|
<fieldValue>30</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RATEZERO</fieldLabel>
|
|
<fieldIndex>168</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>REG_IM</fieldLabel>
|
|
<fieldIndex>172</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>REPJUR</fieldLabel>
|
|
<fieldIndex>173</fieldIndex>
|
|
<fieldValue>CFTC</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>REPJUREMIR</fieldLabel>
|
|
<fieldIndex>174</fieldIndex>
|
|
<fieldValue>ESMA</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RISK_D_AMT</fieldLabel>
|
|
<fieldIndex>175</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RISK_D_PCT</fieldLabel>
|
|
<fieldIndex>176</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RPPREF</fieldLabel>
|
|
<fieldIndex>177</fieldIndex>
|
|
<fieldValue>LEGAL NAME</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>RREV_AMT</fieldLabel>
|
|
<fieldIndex>179</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SALES</fieldLabel>
|
|
<fieldIndex>180</fieldIndex>
|
|
<fieldValue>0_MKT</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SALES2</fieldLabel>
|
|
<fieldIndex>181</fieldIndex>
|
|
<fieldValue>0_MKT</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SALES3</fieldLabel>
|
|
<fieldIndex>182</fieldIndex>
|
|
<fieldValue>0_MKT</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SHOW_TICKT</fieldLabel>
|
|
<fieldIndex>183</fieldIndex>
|
|
<fieldValue>No</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SN_SR</fieldLabel>
|
|
<fieldIndex>186</fieldIndex>
|
|
<fieldValue>0</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SPD_FIX_SP</fieldLabel>
|
|
<fieldIndex>188</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SPD_FIX_TE</fieldLabel>
|
|
<fieldIndex>189</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SPREAD_DIG</fieldLabel>
|
|
<fieldIndex>191</fieldIndex>
|
|
<fieldValue>6.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SWAP_ASK</fieldLabel>
|
|
<fieldIndex>193</fieldIndex>
|
|
<fieldValue>12.4</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SWAP_BID</fieldLabel>
|
|
<fieldIndex>194</fieldIndex>
|
|
<fieldValue>12.4</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>SWP2SUMMIT</fieldLabel>
|
|
<fieldIndex>195</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>TCI_ANONYM</fieldLabel>
|
|
<fieldIndex>197</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>TRADE_PRIC</fieldLabel>
|
|
<fieldIndex>198</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>TRD_QUAL</fieldLabel>
|
|
<fieldIndex>200</fieldIndex>
|
|
<fieldValue>1</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>TRIOP</fieldLabel>
|
|
<fieldIndex>202</fieldIndex>
|
|
<fieldValue>N</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>UTIPREFIX</fieldLabel>
|
|
<fieldIndex>215</fieldIndex>
|
|
<fieldValue>1030309904</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>UTIVALUE</fieldLabel>
|
|
<fieldIndex>220</fieldIndex>
|
|
<fieldValue>MXO00000000000000000000004342722</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>VEGA</fieldLabel>
|
|
<fieldIndex>222</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>VOL_ASK</fieldLabel>
|
|
<fieldIndex>223</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>VOL_BID</fieldLabel>
|
|
<fieldIndex>224</fieldIndex>
|
|
<fieldValue>0.</fieldValue>
|
|
<fieldType>numeric</fieldType>
|
|
</userDefinedField>
|
|
</tradeUserDefinedFields>
|
|
<tradeFees>
|
|
<tradeFee index="0">
|
|
<payerPartyReference href="#BANK_FXD">
|
|
<portfolioReference href="#_2GOA" />
|
|
</payerPartyReference>
|
|
<receiverPartyReference href="#XXNOBROKE=PA" />
|
|
<feeType>brokerFee</feeType>
|
|
<feeCurrency />
|
|
<feeAmount>0</feeAmount>
|
|
<feeDateType>transactionDate</feeDateType>
|
|
<feeDate>20160630</feeDate>
|
|
<autoShell>false</autoShell>
|
|
<autoFee>true</autoFee>
|
|
<businessObjectId mefClass="mxStaticsIBROKER_FLOW">
|
|
<identifier>5112221</identifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
</tradeFee>
|
|
</tradeFees>
|
|
<tradeAgreements>
|
|
<paymentNetting>false</paymentNetting>
|
|
</tradeAgreements>
|
|
<contractReference mefClass="mxContractStbICONTRACT">
|
|
<businessObjectId mefClass="mxContractStbICONTRACT" mefClassInstanceType="2939531">
|
|
<identifier>0123456</identifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
<contractId>
|
|
<internalId>0123456</internalId>
|
|
<rootContract>0123456</rootContract>
|
|
</contractId>
|
|
</contractReference>
|
|
<tradeProcessing>
|
|
<nonUnwoundRatio>1.</nonUnwoundRatio>
|
|
<remainingLiveQuantity>1113000.</remainingLiveQuantity>
|
|
</tradeProcessing>
|
|
<tradeAccountingInfo>
|
|
<tradeHedging>
|
|
<hedgedTransactionSold>false</hedgedTransactionSold>
|
|
</tradeHedging>
|
|
</tradeAccountingInfo>
|
|
</tradeHeader>
|
|
<tradeBody>
|
|
<fxOption>
|
|
<fxVanillaOption>
|
|
<option>
|
|
<optionStyle>european</optionStyle>
|
|
<optionHolderReference href="#AAAAAAAAA=AAA" />
|
|
<optionWriterReference href="#BANK_FXD">
|
|
<portfolioReference href="#_2GOA" />
|
|
</optionWriterReference>
|
|
<optionMaturity>
|
|
<date>20160803</date>
|
|
</optionMaturity>
|
|
<optionExercizeMethod>delivery</optionExercizeMethod>
|
|
<payoutCurrency>EUR</payoutCurrency>
|
|
<OTCMargining>no</OTCMargining>
|
|
</option>
|
|
<callCurrencyAmount>
|
|
<date>20160805</date>
|
|
<currency>USD</currency>
|
|
<amount>1113000.</amount>
|
|
</callCurrencyAmount>
|
|
<putCurrencyAmount>
|
|
<date>20160805</date>
|
|
<currency>EUR</currency>
|
|
<amount>1000000.</amount>
|
|
</putCurrencyAmount>
|
|
<fxStrike>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1>USD</currency1>
|
|
<currency2>EUR</currency2>
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>1.113</rate>
|
|
</exchangeRate>
|
|
</fxStrike>
|
|
<tradedCurrency>EUR</tradedCurrency>
|
|
</fxVanillaOption>
|
|
<settlement>
|
|
<settlementFlow>
|
|
<flow>
|
|
<payerPartyReference href="#AAAAAAAAA=AAA" />
|
|
<receiverPartyReference href="#BANK_FXD">
|
|
<portfolioReference href="#_2GOA" />
|
|
</receiverPartyReference>
|
|
<date>20160705</date>
|
|
<currency>USD</currency>
|
|
<amount>13095.206408</amount>
|
|
<signedAmount>13095.206408</signedAmount>
|
|
</flow>
|
|
<price>
|
|
<priceRate>130.9520641</priceRate>
|
|
<priceExpression>
|
|
<fxPremiumQuotation>
|
|
<currency1>USD</currency1>
|
|
<currency2>EUR</currency2>
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>10000</formFactor>
|
|
</fxPremiumQuotation>
|
|
</priceExpression>
|
|
</price>
|
|
</settlementFlow>
|
|
</settlement>
|
|
<inputData>
|
|
<inputDataItem>
|
|
<inputDataLabel>Spot</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1>USD</currency1>
|
|
<currency2>EUR</currency2>
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>1.11175</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
<inputDataItem>
|
|
<inputDataLabel>Conversion Spot</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1>EUR</currency1>
|
|
<currency2>EUR</currency2>
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>100</formFactor>
|
|
</fxQuotation>
|
|
<rate>1.</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
<inputDataItem>
|
|
<inputDataLabel>Forward</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1 />
|
|
<currency2 />
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>1.11299</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
<inputDataItem>
|
|
<inputDataLabel>Volatility</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1 />
|
|
<currency2 />
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>9.65</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
<inputDataItem>
|
|
<inputDataLabel>Rate num</inputDataLabel>
|
|
<inputDataValue>
|
|
<exchangeRate>
|
|
<fxQuotation>
|
|
<currency1 />
|
|
<currency2 />
|
|
<fxQuoteBasis>currency1PerCurrency2</fxQuoteBasis>
|
|
<formFactor>1</formFactor>
|
|
</fxQuotation>
|
|
<rate>0.46505</rate>
|
|
</exchangeRate>
|
|
</inputDataValue>
|
|
</inputDataItem>
|
|
</inputData>
|
|
<deltaHedge>
|
|
<deltaHedgeValue>0</deltaHedgeValue>
|
|
<deltaHedgeCurrency />
|
|
</deltaHedge>
|
|
</fxOption>
|
|
</tradeBody>
|
|
<settlementInstructions>
|
|
<settlementInstruction>
|
|
<settlementInstructionKey>
|
|
<partyReference href="#AAAAAAAAA=AAA" />
|
|
<flowSign>Credit</flowSign>
|
|
<flowCurrency>USD</flowCurrency>
|
|
<flowNature>Capital</flowNature>
|
|
<settlementType>Cash</settlementType>
|
|
<flowTypologies>
|
|
<flowTypology>
|
|
<label>Typology0</label>
|
|
<value />
|
|
</flowTypology>
|
|
<flowTypology>
|
|
<label>Typology1</label>
|
|
<value />
|
|
</flowTypology>
|
|
<flowTypology>
|
|
<label>Typology2</label>
|
|
<value />
|
|
</flowTypology>
|
|
<flowTypology>
|
|
<label>Typology3</label>
|
|
<value />
|
|
</flowTypology>
|
|
<flowTypology>
|
|
<label>Typology4</label>
|
|
<value />
|
|
</flowTypology>
|
|
</flowTypologies>
|
|
<physicalProductLabel />
|
|
<locationLabel />
|
|
</settlementInstructionKey>
|
|
<settlementInstructionDescription>
|
|
<flowConversion>false</flowConversion>
|
|
<nostroReferenceId>19</nostroReferenceId>
|
|
<specificNostro>false</specificNostro>
|
|
<customizedNostro>false</customizedNostro>
|
|
<nostroMatchingRulesCount>1</nostroMatchingRulesCount>
|
|
<vostroReferenceId>0</vostroReferenceId>
|
|
<specificVostro>false</specificVostro>
|
|
<customizedVostro>false</customizedVostro>
|
|
<vostroMatchingRulesCount>0</vostroMatchingRulesCount>
|
|
</settlementInstructionDescription>
|
|
<nostroInstructions>
|
|
<userDefinedField>
|
|
<fieldLabel>AGENT</fieldLabel>
|
|
<fieldIndex>0</fieldIndex>
|
|
<fieldValue>CCBP =PA</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>AGENT_S</fieldLabel>
|
|
<fieldIndex>1</fieldIndex>
|
|
<fieldValue>NATXFRPPMAR</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BENEF</fieldLabel>
|
|
<fieldIndex>2</fieldIndex>
|
|
<fieldValue>CCBP =PA</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>BENEF_S</fieldLabel>
|
|
<fieldIndex>3</fieldIndex>
|
|
<fieldValue>NATXFRPPMAR</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NAME</fieldLabel>
|
|
<fieldIndex>5</fieldIndex>
|
|
<fieldValue>BANKERS =NY</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
<userDefinedField>
|
|
<fieldLabel>NAME_S</fieldLabel>
|
|
<fieldIndex>6</fieldIndex>
|
|
<fieldValue>BKTRUS33</fieldValue>
|
|
<fieldType>character</fieldType>
|
|
</userDefinedField>
|
|
</nostroInstructions>
|
|
<vostroInstructions />
|
|
</settlementInstruction>
|
|
</settlementInstructions>
|
|
<tradeInputConditions>
|
|
<inputBy>
|
|
<userName>PERSON</userName>
|
|
<code>123456V</code>
|
|
</inputBy>
|
|
<systemDate>20160630</systemDate>
|
|
<computerDate>20160630</computerDate>
|
|
<validityDate>20160630</validityDate>
|
|
<computerTime>11:22:27</computerTime>
|
|
<areaCode>0</areaCode>
|
|
<lateTrading>lateTrading</lateTrading>
|
|
<timestamp>20160819 09:22:47:746</timestamp>
|
|
<modified>false</modified>
|
|
<initialData />
|
|
</tradeInputConditions>
|
|
<tradeStatus>
|
|
<physicalStatus>live</physicalStatus>
|
|
</tradeStatus>
|
|
<tradeVersions>
|
|
<tradeVersion>
|
|
<businessObjectId>
|
|
<identifier>4342722</identifier>
|
|
<baseIdentifier>4342722</baseIdentifier>
|
|
<versionIdentifier>
|
|
<versionRevision>
|
|
<versionNumber>1</versionNumber>
|
|
<versionDateAndTime>
|
|
<date>00000000</date>
|
|
</versionDateAndTime>
|
|
</versionRevision>
|
|
</versionIdentifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
<contractEventReference mefClass="">
|
|
<contractEventId>
|
|
<internalId>0</internalId>
|
|
</contractEventId>
|
|
</contractEventReference>
|
|
<eventVersion>0</eventVersion>
|
|
<contractEventOriginReference mefClass="">
|
|
<contractEventId>
|
|
<internalId>0</internalId>
|
|
<businessObjectId>
|
|
<versionIdentifier>
|
|
<versionRevision>
|
|
<versionNumber>1</versionNumber>
|
|
<versionDateAndTime>
|
|
<date>00000000</date>
|
|
</versionDateAndTime>
|
|
</versionRevision>
|
|
</versionIdentifier>
|
|
<primarySystem>MX</primarySystem>
|
|
</businessObjectId>
|
|
</contractEventId>
|
|
</contractEventOriginReference>
|
|
<action>INSERT</action>
|
|
<date>20160630</date>
|
|
<validityDate>20160630</validityDate>
|
|
<timestamp>2016/08/19 09:22:47.746</timestamp>
|
|
<lateTrading>Y</lateTrading>
|
|
<tradePurpose>MScNf65424</tradePurpose>
|
|
<tradePurposeDisplayedLabel>Draft</tradePurposeDisplayedLabel>
|
|
<tradePurposeId>0</tradePurposeId>
|
|
<stpStatuses>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS_VALIDATION_LEVEL</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS1</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS2</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS3</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
<stpStatus>
|
|
<stpStatusKey>STP_STATUS4</stpStatusKey>
|
|
<stpStatusValue />
|
|
</stpStatus>
|
|
</stpStatuses>
|
|
<isActive>true</isActive>
|
|
</tradeVersion>
|
|
</tradeVersions>
|
|
<userDictionary>
|
|
<fields>
|
|
<field>
|
|
<businessObjectId>
|
|
<identifier />
|
|
</businessObjectId>
|
|
<displayLabel />
|
|
<fieldType>string</fieldType>
|
|
<defaultValue />
|
|
<format>
|
|
<characterFormat>
|
|
<width>0</width>
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<displayWidth>0</displayWidth>
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<upperCase>false</upperCase>
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</characterFormat>
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</format>
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<fieldCategory>Financial</fieldCategory>
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</field>
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<field>
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<businessObjectId>
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<identifier>NP#C.D.MIdYC7592200001</identifier>
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</businessObjectId>
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<displayLabel>d.Yield curve calibrator 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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</characterFormat>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
|
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<identifier>NP#C.D.MIdYC7592200002</identifier>
|
|
</businessObjectId>
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<displayLabel>d.Yield curve calibrator 2</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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</characterFormat>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
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<identifier>NP#C.D.MNtJo0000000001</identifier>
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</businessObjectId>
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<displayLabel>d.BLACHER_GMP Publisher 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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</characterFormat>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
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<identifier>NP#C.D.MPgPi0000000001</identifier>
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</businessObjectId>
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<displayLabel>d.DELTAS_SHIFT Publisher 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
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<identifier>NP#C.D.MSgLx8403800001</identifier>
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</businessObjectId>
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<displayLabel>d.Time publisher Default 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
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<identifier>NP#C.D.McVMc6337400001</identifier>
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</businessObjectId>
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<displayLabel>d.Fx spot publisher 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
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<identifier>NP#C.D.McVMc6984200001</identifier>
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</businessObjectId>
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<displayLabel>d.Fx volatility publisher 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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</characterFormat>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
|
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<identifier>NP#C.M.MIdYC7592200001</identifier>
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</businessObjectId>
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<displayLabel>m.Yield curve calibrator 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
|
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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</characterFormat>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
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<identifier>NP#C.M.MIdYC7592200002</identifier>
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</businessObjectId>
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<displayLabel>m.Yield curve calibrator 2</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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</format>
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<fieldCategory>Dependency</fieldCategory>
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</field>
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<field>
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<businessObjectId>
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<identifier>NP#C.M.MNtJo0000000001</identifier>
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</businessObjectId>
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<displayLabel>m.BLACHER_GMP Publisher 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<upperCase>false</upperCase>
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<fieldCategory>Dependency</fieldCategory>
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<field>
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<businessObjectId>
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<identifier>NP#C.M.MPgPi0000000001</identifier>
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<displayLabel>m.DELTAS_SHIFT Publisher 1</displayLabel>
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<fieldType>string</fieldType>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<displayWidth>15</displayWidth>
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<fieldCategory>Dependency</fieldCategory>
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<field>
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<businessObjectId>
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<identifier>NP#C.M.MSgLx8403800001</identifier>
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</businessObjectId>
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<displayLabel>m.Time publisher Default 1</displayLabel>
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<defaultValue />
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<format>
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<characterFormat>
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<width>64</width>
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<field>
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<businessObjectId>
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<identifier>NP#C.M.McVMc6337400001</identifier>
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<displayLabel>m.Fx spot publisher 1</displayLabel>
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<characterFormat>
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<field>
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<businessObjectId>
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<identifier>NP#C.M.McVMc6984200001</identifier>
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<displayLabel>m.Fx volatility publisher 1</displayLabel>
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<format>
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<characterFormat>
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<fieldCategory>Dependency</fieldCategory>
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<field>
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<businessObjectId>
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<identifier>NP#U_VIEW</identifier>
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<fieldType>choice</fieldType>
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</MxML>
|
.