{
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "Other",
        "value" : {
          "name" : {
            "value" : "TotalReturnSwap",
            "meta" : {
              "scheme" : "http://www.fpml.org/coding-scheme/product-type-simple"
            }
          }
        }
      }, {
        "source" : "ISDA",
        "productQualifier" : "EquitySwap_TotalReturnBasicPerformance_SingleName"
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2021-08-20",
            "dateAdjustments" : {
              "businessDayConvention" : "NONE",
              "meta" : {
                "globalKey" : "24a738"
              }
            },
            "meta" : {
              "globalKey" : "ed419c4c"
            }
          },
          "meta" : {
            "globalKey" : "ed419c4c"
          }
        },
        "terminationDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2022-08-31",
            "dateAdjustments" : {
              "businessDayConvention" : "NONE",
              "meta" : {
                "globalKey" : "24a738"
              }
            },
            "meta" : {
              "globalKey" : "ed5fcd97"
            }
          },
          "meta" : {
            "globalKey" : "ed5fcd97"
          }
        },
        "payout" : [ {
          "PerformancePayout" : {
            "payerReceiver" : {
              "payer" : "Party1",
              "receiver" : "Party2"
            },
            "priceQuantity" : {
              "quantitySchedule" : {
                "address" : {
                  "scope" : "DOCUMENT",
                  "value" : "quantity-1"
                }
              },
              "reset" : true,
              "meta" : {
                "globalKey" : "4cf"
              }
            },
            "settlementTerms" : {
              "settlementType" : "Cash",
              "settlementCurrency" : {
                "value" : "USD"
              },
              "meta" : {
                "globalKey" : "7610bbd9"
              }
            },
            "valuationDates" : {
              "interimValuationDate" : {
                "determinationMethod" : "ValuationTime",
                "valuationDates" : {
                  "adjustableDates" : {
                    "unadjustedDate" : [ "2021-08-31", "2021-09-30", "2021-10-29", "2021-11-30", "2021-12-31", "2022-01-31", "2022-02-28", "2022-03-31", "2022-04-29", "2022-05-31", "2022-06-30", "2022-07-29" ],
                    "dateAdjustments" : {
                      "businessDayConvention" : "NotApplicable",
                      "meta" : {
                        "globalKey" : "3a4b88ab"
                      }
                    },
                    "meta" : {
                      "globalKey" : "abf16af"
                    }
                  },
                  "meta" : {
                    "globalKey" : "abf16af",
                    "externalKey" : "InterimValuationDates"
                  }
                },
                "valuationTimeType" : "Close",
                "meta" : {
                  "globalKey" : "e8ec55fe"
                }
              },
              "finalValuationDate" : {
                "determinationMethod" : "HedgeExecution",
                "valuationDate" : {
                  "adjustableDate" : {
                    "unadjustedDate" : "2022-08-29",
                    "dateAdjustments" : {
                      "businessDayConvention" : "NotApplicable",
                      "meta" : {
                        "globalKey" : "3a4b88ab"
                      }
                    },
                    "meta" : {
                      "globalKey" : "2786a788"
                    }
                  },
                  "meta" : {
                    "globalKey" : "2786a788",
                    "externalKey" : "FinalValuationDate"
                  }
                },
                "meta" : {
                  "globalKey" : "9952290a"
                }
              }
            },
            "paymentDates" : {
              "paymentDateSchedule" : {
                "interimPaymentDates" : [ {
                  "relativeDates" : {
                    "periodMultiplier" : 2,
                    "period" : "D",
                    "meta" : {
                      "globalKey" : "69912d61"
                    },
                    "dayType" : "CurrencyBusiness",
                    "businessDayConvention" : "NONE",
                    "businessCenters" : {
                      "businessCenter" : [ {
                        "value" : "USNY"
                      } ],
                      "meta" : {
                        "globalKey" : "27e4e9"
                      }
                    },
                    "dateRelativeTo" : {
                      "globalReference" : "abf16af",
                      "externalReference" : "InterimValuationDates"
                    }
                  },
                  "meta" : {
                    "globalKey" : "69912d61",
                    "externalKey" : "InterimReturnLegPaymentDates"
                  }
                } ],
                "finalPaymentDate" : {
                  "relativeDate" : {
                    "periodMultiplier" : 2,
                    "period" : "D",
                    "meta" : {
                      "globalKey" : "91caf8f6"
                    },
                    "dayType" : "CurrencyBusiness",
                    "businessDayConvention" : "NONE",
                    "businessCenters" : {
                      "businessCenter" : [ {
                        "value" : "USNY"
                      } ],
                      "meta" : {
                        "globalKey" : "27e4e9"
                      }
                    },
                    "dateRelativeTo" : {
                      "globalReference" : "2786a788",
                      "externalReference" : "FinalValuationDate"
                    }
                  },
                  "meta" : {
                    "globalKey" : "91caf8f6",
                    "externalKey" : "FinalReturnLegPaymentDate"
                  }
                }
              },
              "meta" : {
                "globalKey" : "57fb54f5"
              }
            },
            "underlier" : {
              "Observable" : {
                "address" : {
                  "scope" : "DOCUMENT",
                  "value" : "observable-1"
                }
              }
            },
            "returnTerms" : {
              "priceReturnTerms" : {
                "returnType" : "Total"
              },
              "dividendReturnTerms" : {
                "dividendPayoutRatio" : [ {
                  "totalRatio" : 1.00
                } ],
                "dividendReinvestment" : false,
                "dividendEntitlement" : "ExDate",
                "firstOrSecondPeriod" : "SecondPeriod",
                "dividendPeriod" : [ {
                  "dividendPaymentDate" : {
                    "dividendDateReference" : {
                      "dateReference" : "CashSettlementPaymentDate"
                    }
                  }
                } ]
              }
            }
          },
          "meta" : {
            "globalKey" : "89a89f43"
          }
        }, {
          "InterestRatePayout" : {
            "payerReceiver" : {
              "payer" : "Party2",
              "receiver" : "Party1"
            },
            "priceQuantity" : {
              "quantitySchedule" : {
                "address" : {
                  "scope" : "DOCUMENT",
                  "value" : "quantity-2"
                }
              },
              "meta" : {
                "globalKey" : "0"
              }
            },
            "rateSpecification" : {
              "FloatingRateSpecification" : {
                "rateOption" : {
                  "address" : {
                    "scope" : "DOCUMENT",
                    "value" : "InterestRateIndex-1"
                  }
                },
                "spreadSchedule" : {
                  "price" : {
                    "address" : {
                      "scope" : "DOCUMENT",
                      "value" : "price-1"
                    }
                  }
                },
                "meta" : {
                  "globalKey" : "0"
                }
              }
            },
            "dayCountFraction" : {
              "value" : "ACT/360"
            },
            "calculationPeriodDates" : {
              "effectiveDate" : {
                "adjustableDate" : {
                  "unadjustedDate" : "2021-08-20",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NONE",
                    "meta" : {
                      "globalKey" : "24a738"
                    }
                  },
                  "meta" : {
                    "globalKey" : "ed419c4c"
                  }
                },
                "meta" : {
                  "globalKey" : "ed419c4c"
                }
              },
              "terminationDate" : {
                "adjustableDate" : {
                  "unadjustedDate" : "2022-08-31",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NONE",
                    "meta" : {
                      "globalKey" : "24a738"
                    }
                  },
                  "meta" : {
                    "globalKey" : "ed5fcd97"
                  }
                },
                "meta" : {
                  "globalKey" : "ed5fcd97"
                }
              },
              "meta" : {
                "globalKey" : "d67000cb",
                "externalKey" : "InterestLegCalculationPeriodDates"
              }
            },
            "paymentDates" : {
              "paymentDateSchedule" : {
                "interimPaymentDates" : [ {
                  "relativeDates" : {
                    "periodMultiplier" : 0,
                    "period" : "D",
                    "meta" : {
                      "globalKey" : "80c4f051"
                    },
                    "businessDayConvention" : "NONE",
                    "dateRelativeTo" : {
                      "externalReference" : "ReturnLegPaymentDates"
                    }
                  },
                  "meta" : {
                    "globalKey" : "80c4f051"
                  }
                } ]
              },
              "meta" : {
                "globalKey" : "80c4f051"
              }
            },
            "resetDates" : {
              "calculationPeriodDatesReference" : {
                "globalReference" : "d67000cb",
                "externalReference" : "InterestLegCalculationPeriodDates"
              },
              "resetRelativeTo" : "CalculationPeriodEndDate",
              "meta" : {
                "globalKey" : "84e7c17b"
              }
            }
          },
          "meta" : {
            "globalKey" : "5adc6a20"
          }
        } ]
      },
      "meta" : {
        "globalKey" : "554219ef"
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "value" : {
            "value" : 29.4500,
            "perUnitOf" : {
              "financialUnit" : "Share"
            },
            "priceType" : "AssetPrice",
            "priceExpression" : "AbsoluteTerms"
          },
          "meta" : {
            "location" : [ {
              "scope" : "DOCUMENT",
              "value" : "price-2"
            } ]
          }
        } ],
        "quantity" : [ {
          "value" : {
            "value" : 212000.0000,
            "unit" : {
              "currency" : {
                "value" : "USD"
              }
            }
          },
          "meta" : {
            "location" : [ {
              "scope" : "DOCUMENT",
              "value" : "quantity-3"
            } ]
          }
        }, {
          "value" : {
            "value" : 6243400,
            "unit" : {
              "currency" : {
                "value" : "USD"
              }
            }
          },
          "meta" : {
            "location" : [ {
              "scope" : "DOCUMENT",
              "value" : "quantity-1"
            } ]
          }
        } ],
        "observable" : {
          "value" : {
            "Asset" : {
              "Instrument" : {
                "Security" : {
                  "identifier" : [ {
                    "identifier" : {
                      "value" : "X US",
                      "meta" : {
                        "scheme" : "http://www.fpml.org/spec/2002/instrument-id-Bloomberg-1-0"
                      }
                    },
                    "identifierType" : "BBGID"
                  }, {
                    "identifier" : {
                      "value" : "US STEEL CORP"
                    },
                    "identifierType" : "Name"
                  } ],
                  "instrumentType" : "Equity"
                }
              }
            }
          },
          "meta" : {
            "location" : [ {
              "scope" : "DOCUMENT",
              "value" : "observable-1"
            } ]
          }
        },
        "meta" : {
          "globalKey" : "40c2fa2b"
        }
      }, {
        "price" : [ {
          "value" : {
            "value" : 0.0020,
            "unit" : {
              "currency" : {
                "value" : "USD"
              }
            },
            "perUnitOf" : {
              "currency" : {
                "value" : "USD"
              }
            },
            "priceType" : "InterestRate",
            "arithmeticOperator" : "Add"
          },
          "meta" : {
            "location" : [ {
              "scope" : "DOCUMENT",
              "value" : "price-1"
            } ]
          }
        } ],
        "quantity" : [ {
          "value" : {
            "value" : 6243400,
            "unit" : {
              "currency" : {
                "value" : "USD"
              }
            }
          },
          "meta" : {
            "location" : [ {
              "scope" : "DOCUMENT",
              "value" : "quantity-2"
            } ]
          }
        } ],
        "observable" : {
          "value" : {
            "Index" : {
              "InterestRateIndex" : {
                "value" : {
                  "FloatingRateIndex" : {
                    "identifier" : [ {
                      "identifier" : {
                        "value" : "USD-SOFR"
                      },
                      "identifierType" : "Other"
                    } ],
                    "assetClass" : "InterestRate",
                    "floatingRateIndex" : {
                      "value" : "USD-SOFR"
                    }
                  }
                },
                "meta" : {
                  "location" : [ {
                    "scope" : "DOCUMENT",
                    "value" : "InterestRateIndex-1"
                  } ]
                }
              }
            }
          },
          "meta" : {
            "location" : [ {
              "scope" : "DOCUMENT",
              "value" : "observable-2"
            } ]
          }
        },
        "meta" : {
          "globalKey" : "e28ed22"
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "globalReference" : "d29a3bef",
        "externalReference" : "Party_2"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "globalReference" : "6b1740ab",
        "externalReference" : "Party_1"
      }
    } ],
    "adjustment" : "Execution",
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "globalReference" : "6b1740ab",
        "externalReference" : "Party_1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "value" : "TRS-01",
          "meta" : {
            "scheme" : "http://www.abc.com/swaps/trade-id"
          }
        }
      } ],
      "meta" : {
        "globalKey" : "2746a541"
      }
    }, {
      "issuerReference" : {
        "globalReference" : "d29a3bef",
        "externalReference" : "Party_2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "value" : "total-ret-swap-01",
          "meta" : {
            "scheme" : "http://www.hedgeco.com/swaps/trade-id"
          }
        }
      } ],
      "meta" : {
        "globalKey" : "e8e476ad"
      }
    } ],
    "tradeDate" : {
      "value" : "2021-08-18",
      "meta" : {
        "globalKey" : "3f2a12"
      }
    },
    "party" : [ {
      "partyId" : [ {
        "identifier" : {
          "value" : "QGPGHQ1ENZOOLJRFTH41",
          "meta" : {
            "scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
          }
        },
        "identifierType" : "LEI",
        "meta" : {
          "globalKey" : "55aa6b37"
        }
      } ],
      "name" : {
        "value" : "ABCD Securities Inc."
      },
      "meta" : {
        "globalKey" : "6b1740ab",
        "externalKey" : "Party_1"
      }
    }, {
      "partyId" : [ {
        "identifier" : {
          "value" : "J6W9XJWVE853A9CVRQ85",
          "meta" : {
            "scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
          }
        },
        "identifierType" : "LEI",
        "meta" : {
          "globalKey" : "2eb55019"
        }
      } ],
      "name" : {
        "value" : "HedgeCo Capital L.L.C."
      },
      "meta" : {
        "globalKey" : "d29a3bef",
        "externalKey" : "Party_2"
      }
    } ],
    "meta" : {
      "globalKey" : "81dcf302"
    }
  },
  "meta" : {
    "globalKey" : "81dcf302"
  }
}