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@thanos
Created August 4, 2011 15:38
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CouchDB: An oil SWAP
{
"_id": "encompass-375613-20101026",
"_rev": "1-4990bb59d43e6024a4e246b7c0823201",
"source": "encompass",
"keys": [
"transaction_id",
"legs"
],
"timestamp": "Wed Nov 17 18:12:55 2010",
"trader": "XXX, XXXXX",
"counter_party": "XXXXXXXXXXXXXXXXXX",
"strategy": "EURO MID DISTILLATES",
"transacting_company": "XXXX Bank of XXXX",
"to_strategy": "None",
"book": "REFINED PRODUCTS",
"trading_subbook": "EURO MID DISTILLATES",
"transaction_type": "Crude Oil Financial Swap",
"legs": [
{
"value_date": "20101112-000000",
"pay_lag": 1,
"monthly_type": "Monthly",
"notional": 40000,
"underlying_index_name": "$0.000000 USD/Barrel",
"payment_date": "20101101-000000",
"daily_vol": 40000,
"u_of_m": "Barrel",
"trade_date": "20101026-110136",
"strike": 0,
"start_date": "20101001-000000",
"end_date": "20101031-000000",
"last_update_date_time": "20101026-113144",
"buy_or_sell": "Buy fixed",
"expiry_date": "20101031-000000",
"delivery_month": "20101031-000000",
"expiry_term": 3,
"settlement_currency": "USD",
"strike_currency": "USD",
"transaction_item_id": 422249,
"last_update_date_user": "XXXXXX",
"uses_margin_accounting": true,
"sequence_number": 1
},
{
"value_date": "20101112-000000",
"pay_lag": 1,
"monthly_type": "Monthly",
"notional": 40000,
"underlying_index_name": "IPE (ICE) - IPE Brent Daily Close (Penultimate) USD/Barrel",
"payment_date": "20101101-000000",
"daily_vol": 40000,
"u_of_m": "Barrel",
"trade_date": "20101026-110136",
"strike": 0,
"start_date": "20101001-000000",
"end_date": "20101031-000000",
"last_update_date_time": "20101026-113144",
"buy_or_sell": "Buy fixed",
"expiry_date": "20101031-000000",
"delivery_month": "20101031-000000",
"expiry_term": 3,
"settlement_currency": "USD",
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"transaction_item_id": 422249,
"last_update_date_user": "XXXXXX",
"uses_margin_accounting": true,
"sequence_number": 1
},
{
"value_date": "20101112-000000",
"pay_lag": 0,
"monthly_type": "Monthly",
"notional": 40000,
"underlying_index_name": "IPE (ICE) - IPE Brent Daily Close (Penultimate) USD/Barrel",
"payment_date": "20101130-000000",
"daily_vol": 40000,
"u_of_m": "Barrel",
"trade_date": "20101026-110136",
"strike": 0,
"start_date": "20101101-000000",
"end_date": "20101130-000000",
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"buy_or_sell": "Buy fixed",
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"delivery_month": "20101130-000000",
"expiry_term": 3,
"settlement_currency": "USD",
"strike_currency": "USD",
"transaction_item_id": 422249,
"last_update_date_user": "XXXXXX",
"uses_margin_accounting": true,
"sequence_number": 2
},
{
"value_date": "20101112-000000",
"pay_lag": 0,
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"notional": 40000,
"underlying_index_name": "$0.000000 USD/Barrel",
"payment_date": "20101130-000000",
"daily_vol": 40000,
"u_of_m": "Barrel",
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"strike": 0,
"start_date": "20101101-000000",
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"last_update_date_time": "20101026-113144",
"buy_or_sell": "Buy fixed",
"expiry_date": "20101130-000000",
"delivery_month": "20101130-000000",
"expiry_term": 3,
"settlement_currency": "USD",
"strike_currency": "USD",
"transaction_item_id": 422249,
"last_update_date_user": "XXXXXX",
"uses_margin_accounting": true,
"sequence_number": 2
},
{
"value_date": "20101112-000000",
"pay_lag": 0,
"monthly_type": "Monthly",
"notional": 40000,
"underlying_index_name": "$0.000000 USD/Barrel",
"payment_date": "20101231-000000",
"daily_vol": 40000,
"u_of_m": "Barrel",
"trade_date": "20101026-110136",
"strike": 0,
"start_date": "20101201-000000",
"end_date": "20101231-000000",
"last_update_date_time": "20101026-113144",
"buy_or_sell": "Buy fixed",
"expiry_date": "20101231-000000",
"delivery_month": "20101231-000000",
"expiry_term": 3,
"settlement_currency": "USD",
"strike_currency": "USD",
"transaction_item_id": 422249,
"last_update_date_user": "XXXXXX",
"uses_margin_accounting": true,
"sequence_number": 3
},
{
"value_date": "20101112-000000",
"pay_lag": 0,
"monthly_type": "Monthly",
"notional": 40000,
"underlying_index_name": "IPE (ICE) - IPE Brent Daily Close (Penultimate) USD/Barrel",
"payment_date": "20101231-000000",
"daily_vol": 40000,
"u_of_m": "Barrel",
"trade_date": "20101026-110136",
"strike": 0,
"start_date": "20101201-000000",
"end_date": "20101231-000000",
"last_update_date_time": "20101026-113144",
"buy_or_sell": "Buy fixed",
"expiry_date": "20101231-000000",
"delivery_month": "20101231-000000",
"expiry_term": 3,
"settlement_currency": "USD",
"strike_currency": "USD",
"transaction_item_id": 422249,
"last_update_date_user": "XXXXXX",
"uses_margin_accounting": true,
"sequence_number": 3
}
],
"transaction_id": 375613
}
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