{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "23e47fe3",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "Other",
        "value" : {
          "name" : {
            "@scheme" : "http://www.fpml.org/coding-scheme/product-type-simple",
            "@data" : "TotalReturnSwap"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "EquitySwap_TotalReturnBasicPerformance_SingleName"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2021-08-20",
            "dateAdjustments" : {
              "businessDayConvention" : "NONE"
            }
          }
        },
        "terminationDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2022-08-31",
            "dateAdjustments" : {
              "businessDayConvention" : "NONE"
            }
          }
        },
        "payout" : [ {
          "@type" : "cdm.product.template.PerformancePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            },
            "reset" : true
          },
          "settlementTerms" : {
            "settlementType" : "Cash",
            "settlementCurrency" : {
              "@data" : "USD"
            }
          },
          "valuationDates" : {
            "interimValuationDate" : {
              "determinationMethod" : "ValuationTime",
              "valuationDates" : {
                "@key:external" : "InterimValuationDates",
                "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"
                  }
                }
              },
              "valuationTimeType" : "Close"
            },
            "finalValuationDate" : {
              "determinationMethod" : "HedgeExecution",
              "valuationDate" : {
                "@key:external" : "FinalValuationDate",
                "adjustableDate" : {
                  "unadjustedDate" : "2022-08-29",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "@key:external" : "InterimReturnLegPaymentDates",
                "relativeDates" : {
                  "periodMultiplier" : 2,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "NONE",
                  "dateRelativeTo" : {
                    "@ref" : "abf16af",
                    "@ref:external" : "InterimValuationDates"
                  }
                }
              } ],
              "finalPaymentDate" : {
                "@key:external" : "FinalReturnLegPaymentDate",
                "relativeDate" : {
                  "periodMultiplier" : 2,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "NONE",
                  "dateRelativeTo" : {
                    "@ref" : "2786a788",
                    "@ref:external" : "FinalValuationDate"
                  }
                }
              }
            }
          },
          "underlier" : {
            "@type" : "cdm.observable.asset.Observable",
            "@ref:scoped" : "observable-1"
          },
          "returnTerms" : {
            "priceReturnTerms" : {
              "returnType" : "Total"
            },
            "dividendReturnTerms" : {
              "dividendPayoutRatio" : [ {
                "totalRatio" : 1.00
              } ],
              "dividendReinvestment" : false,
              "dividendEntitlement" : "ExDate",
              "firstOrSecondPeriod" : "SecondPeriod",
              "dividendPeriod" : [ {
                "dividendPaymentDate" : {
                  "dividendDateReference" : {
                    "dateReference" : "CashSettlementPaymentDate"
                  }
                }
              } ]
            }
          }
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-2"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FloatingRateSpecification",
            "rateOption" : {
              "@ref:scoped" : "InterestRateIndex-1"
            },
            "spreadSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/360"
          },
          "calculationPeriodDates" : {
            "@key:external" : "InterestLegCalculationPeriodDates",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2021-08-20",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2022-08-31",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "relativeDates" : {
                  "periodMultiplier" : 0,
                  "period" : "D",
                  "businessDayConvention" : "NONE",
                  "dateRelativeTo" : {
                    "@ref:external" : "ReturnLegPaymentDates"
                  }
                }
              } ]
            }
          },
          "resetDates" : {
            "calculationPeriodDatesReference" : {
              "@ref:external" : "InterestLegCalculationPeriodDates"
            },
            "resetRelativeTo" : "CalculationPeriodEndDate"
          }
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-2",
          "value" : 29.4500,
          "perUnitOf" : {
            "financialUnit" : "Share"
          },
          "priceType" : "AssetPrice",
          "priceExpression" : "AbsoluteTerms",
          "derivedQuantity" : {
            "value" : 6243400,
            "unit" : {
              "currency" : {
                "@data" : "USD"
              }
            }
          }
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-3",
          "value" : 212000.0000,
          "unit" : {
            "financialUnit" : "Share"
          }
        },
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.base.staticdata.asset.common.Security",
            "identifier" : [ {
              "identifier" : {
                "@scheme" : "http://www.fpml.org/spec/2002/instrument-id-Bloomberg-1-0",
                "@data" : "X US"
              },
              "identifierType" : "BBGID"
            }, {
              "identifier" : {
                "@data" : "US STEEL CORP"
              },
              "identifierType" : "Name"
            } ],
            "assetType" : "Security",
            "securityType" : "Equity"
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.0020,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "priceType" : "InterestRate",
          "arithmeticOperator" : "Add"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 6243400,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        },
        "observable" : {
          "@key:scoped" : "observable-2",
          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-1",
            "@data" : {
              "@type" : "cdm.observable.asset.FloatingRateIndex",
              "identifier" : [ {
                "identifier" : {
                  "@data" : "USD-SOFR"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "USD-SOFR"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "Party_2"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "Party_1"
      }
    } ],
    "adjustment" : "Execution",
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "Party_1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.abc.com/swaps/trade-id",
          "@data" : "TRS-01"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "Party_2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.hedgeco.com/swaps/trade-id",
          "@data" : "total-ret-swap-01"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2021-08-18"
    },
    "party" : [ {
      "@key:external" : "Party_1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "QGPGHQ1ENZOOLJRFTH41"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "ABCD Securities Inc."
      }
    }, {
      "@key:external" : "Party_2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "J6W9XJWVE853A9CVRQ85"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "HedgeCo Capital L.L.C."
      }
    } ]
  }
}