{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "e858e5de",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "CreditDefaultSwap_Basket"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2004-03-23",
            "dateAdjustments" : {
              "businessDayConvention" : "NONE"
            }
          }
        },
        "terminationDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2009-03-20",
            "dateAdjustments" : {
              "businessDayConvention" : "NONE"
            }
          }
        },
        "payout" : [ {
          "@type" : "cdm.product.asset.CreditDefaultPayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            }
          },
          "settlementTerms" : {
            "settlementType" : "Cash",
            "settlementCurrency" : {
              "@data" : "USD"
            }
          },
          "generalTerms" : {
            "basketReferenceInformation" : {
              "referencePool" : {
                "referencePoolItem" : [ {
                  "constituentWeight" : {
                    "basketPercentage" : 0.60
                  },
                  "referencePair" : {
                    "referenceEntity" : {
                      "@key:external" : "agriumEntity",
                      "name" : {
                        "@data" : "Agrium Inc."
                      },
                      "entityIdentifier" : [ {
                        "identifier" : {
                          "@scheme" : "http://www.fpml.org/coding-scheme/external/entity-id-RED",
                          "@data" : "008HA7"
                        },
                        "identifierType" : "Other"
                      } ]
                    },
                    "referenceObligation" : {
                      "security" : {
                        "identifier" : [ {
                          "identifier" : {
                            "@scheme" : "http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP",
                            "@data" : "008916AB4"
                          },
                          "identifierType" : "CUSIP"
                        } ],
                        "assetType" : "Security",
                        "securityType" : "Debt"
                      },
                      "primaryObligorReference" : {
                        "@ref:external" : "agriumEntity"
                      }
                    },
                    "entityType" : {
                      "@data" : "NorthAmericanInvestmentGrade"
                    }
                  }
                }, {
                  "constituentWeight" : {
                    "basketPercentage" : 0.40
                  },
                  "referencePair" : {
                    "referenceEntity" : {
                      "@key:external" : "tenetEntity",
                      "name" : {
                        "@data" : "Tenet Healthcare Corporation"
                      },
                      "entityIdentifier" : [ {
                        "identifier" : {
                          "@scheme" : "http://www.fpml.org/coding-scheme/external/entity-id-RED",
                          "@data" : "8G836J"
                        },
                        "identifierType" : "Other"
                      } ]
                    },
                    "referenceObligation" : {
                      "security" : {
                        "identifier" : [ {
                          "identifier" : {
                            "@scheme" : "http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP",
                            "@data" : "88033GAT7"
                          },
                          "identifierType" : "CUSIP"
                        } ],
                        "assetType" : "Security",
                        "securityType" : "Debt"
                      },
                      "primaryObligorReference" : {
                        "@ref:external" : "tenetEntity"
                      }
                    },
                    "entityType" : {
                      "@data" : "NorthAmericanInvestmentGrade"
                    }
                  }
                } ]
              },
              "nthToDefault" : 1
            }
          },
          "protectionTerms" : [ {
            "creditEvents" : {
              "bankruptcy" : true,
              "failureToPay" : {
                "applicable" : true,
                "gracePeriodExtension" : {
                  "applicable" : true
                },
                "paymentRequirement" : {
                  "value" : 1000000.00,
                  "unit" : {
                    "currency" : {
                      "@data" : "GBP"
                    }
                  }
                }
              },
              "creditEventNotice" : {
                "notifyingParty" : [ "Party2", "Party1" ],
                "publiclyAvailableInformation" : {
                  "standardPublicSources" : true,
                  "specifiedNumber" : 2
                }
              }
            },
            "obligations" : {
              "category" : "BondOrLoan"
            }
          } ]
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-2"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FixedRateSpecification",
            "rateSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/ACT.ISDA"
          }
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.0060,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "priceType" : "InterestRate"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 25000000,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        }
      }, {
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 25000000,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.barclaysglobal.com/partners/schema/v1-1/schemes/tradeID",
          "@data" : "DJITRAXXUSDMS5Y"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2004-01-24"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "I7331LVCZKQKX5T7XV54"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "Morgan Stanley Capital Services"
      }
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "213800H14XVWOV87OI72"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "Barclays Global Investors"
      }
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "Confirmation",
            "contractualDefinitionsType" : [ {
              "@data" : "ISDA2003CreditDerivatives"
            } ],
            "contractualTermsSupplement" : [ {
              "contractualTermsSupplementType" : {
                "@data" : "ISDA2003CreditMay2003"
              }
            } ]
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "party1"
        }, {
          "@ref:external" : "party2"
        } ]
      } ]
    }
  }
}