[ { "action_id": null, "day": -89, "event_id": null, "hash": "f1af08bb6bcf3d9c1da84c03a236d43cfca124304651cb5655c80ded92b7b545", "id": "receipt:d6ca010918dd18d2d071537cdea765f9caa2c3555ae60e2fae9aa8769be3214e", "kind": "source_binding", "operations": [], "postings": {}, "previous_receipt_hash": "0000000000000000000000000000000000000000000000000000000000000000", "sequence": 1, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/schema_version" } ], "terms": { "case_hash": "6a3a58d6a50368837264762f24a8eface0a9a08cc00257b2ac3e9512d8ccca9e", "event_bindings_hash": "92c6b167b0d756cddce8b45c50975649f0e4a6274153aa106b5d63f4455fa4d4", "family_hash": "16c357b6edc8cae7e6894b56b1dcd2a29126bc9a5df13901ee56756df58b920f", "parameters_hash": "210b07b375cb8c0132dd8a2ddbff8bf529f64c0836ecc170f9486883db4a79b2", "policy_hash": "99a4529f5f18565cef56d712bc35bd226678bccc1d91a92ea0f1c237538fe099", "source_files_hash": "c6a667d8acf7070ef8f30217a801096dfedeb4cdffd4d992ed4bc863a322c33e" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "320f6c77614ae941e1d5afe5d878adc44f5f0c83b4ea99f075991a9ad065d64a", "id": "receipt:80bc79d396ab38414ece36c9b6944115e34c4d0e9af408fab49fa1ee15856403", "kind": "opening_cash", "operations": [], "postings": { "cash": "123751125", "contributed_equity": "-123751125", "restricted_cash": "0" }, "previous_receipt_hash": "f1af08bb6bcf3d9c1da84c03a236d43cfca124304651cb5655c80ded92b7b545", "sequence": 2, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "terms": { "amount": "123751125", "asset_id": "USD", "available_date": "2027-06-05", "contract_id": null, "source_id": "OPENING", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "70200cad7f6870fd947efa50d21738c19e85e263ddf0bb3a6641ff63a8e2b8a2", "id": "receipt:e24ee60763cab16f0ac642fa48fa3101fe7ace9c4311a60e5a8cadf8506674ca", "kind": "opening_reference", "operations": [ { "id": "U", "op": "put_lot", "value": { "book_value": "990009000", "class": "funding_reference", "correlation": false, "coupon_spread": "0.009900578", "encumbrance": null, "enforceability": "effective", "id": "U", "instrument_id": "U", "issued": true, "issuer_id": "APEX", "issuer_kind": "bank", "location": "CUST_U_OPEN", "maturity_date": "2047-06-05", "owner": "MERIDIAN", "quantity": "990009000", "rating": "AAA", "return_obligation": null, "reuse_permitted": false, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-instrument-register" } ] } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-05", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } } ], "postings": { "legacy_debt": "-990009000", "retained_U": "990009000" }, "previous_receipt_hash": "320f6c77614ae941e1d5afe5d878adc44f5f0c83b4ea99f075991a9ad065d64a", "sequence": 3, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "terms": { "amount": "990009000", "asset_id": "U", "available_date": "2027-06-05", "contract_id": "LEGACY", "source_id": "OPENING", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "cc943ab90045c6e12e6bdbda02b9b78b4c5341ba2e50aa220e73b4e1fc1350bd", "id": "receipt:fc08f9fbf7caa03b6b8c5de754787b20d13baecbaf0682410cb3fc56de98841d", "kind": "opening_sale", "operations": [ { "id": "U", "op": "put_lot", "value": { "book_value": "990009000", "class": "funding_reference", "correlation": false, "coupon_spread": "0.009900578", "encumbrance": "FUND_TRS", "enforceability": "effective", "id": "U", "instrument_id": "U", "issued": true, "issuer_id": "APEX", "issuer_kind": "bank", "location": "CUST_U_PROVIDER", "maturity_date": "2047-06-05", "owner": "P", "quantity": "990009000", "rating": "AAA", "return_obligation": null, "reuse_permitted": false, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-instrument-register" } ] } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "0", "last_accrual_date": "2027-06-05", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "0", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } } ], "postings": { "cash": "990009000", "sale_financing": "-990009000" }, "previous_receipt_hash": "70200cad7f6870fd947efa50d21738c19e85e263ddf0bb3a6641ff63a8e2b8a2", "sequence": 4, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "terms": { "amount": "990009000", "asset_id": "U", "available_date": "2027-06-05", "contract_id": "FUND_TRS", "source_id": "CF_SALE", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "e7b8ec4e47bbaa84acbe3a71ce3456ba2cfbd11b20bf26fe7abcf55d58e722ee", "id": "receipt:1c7951296c43a3c32962bece9a4f5085cefe8eb101d9d9af91bcdd252f83f48c", "kind": "opening_deployment", "operations": [ { "id": "DEP_LOAN", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "DEP_LOAN", "kind": "deployment_loan", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "concession_spread": "0", "concession_start_date": null, "last_accrual_date": "2027-06-05", "matured_principal_received": "0", "matured_principal_reinvested": "0", "outstanding_principal": "990009000", "paid_periods": [], "prefunding": {} }, "status": "active", "terms": { "borrower_id": "BORROWER", "coupon_spread": "0.0455411592", "notional": "990009000", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "security_contract_id": "DEP_SECURITY" } } }, { "id": "DEP_SECURITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "DEP_SECURITY", "kind": "deployment_security", "maturity_date": "2032-06-05", "payment_dates": [], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "active_lot_id": "DEPSEC", "collection_batches": {}, "distributions": {}, "liquidated_quantity": "0", "returned": false, "rights_chain": [] }, "status": "active", "terms": { "asset_id": "DEPSEC", "borrower_id": "BORROWER", "collateral_issuer_id": "CELADON", "collateral_relation": "independent", "contract_id": "DEP_SECURITY", "coupon_spread": "0.0455411592", "currency": "USD", "enforceability": "effective", "face_per_unit": "1", "facility": { "cash_account_id": "CASH_BRANCH", "lender_id": "FACILITY_LENDER", "limit": "257402340", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true }, "initial_operating_cash": "123751125", "issued": true, "legal_form": "issued_security_pledge", "market_funding_spread": "0.0108903245", "market_haircut": "0.08910333", "opening_total_cash": "123751125", "operating_call": "17820162", "ownership_basis": "pledge", "quantity": "990009000", "restricted_cash": "0", "return_obligation": "identical", "reuse_permitted": false, "scope": "actual_daily_book", "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ] } } }, { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-05", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "DEPSEC", "op": "put_lot", "value": { "book_value": "990009000", "class": "deployment_collateral", "correlation": false, "coupon_spread": "0.0455411592", "encumbrance": "DEP_SECURITY", "enforceability": "effective", "id": "DEPSEC", "instrument_id": "DEPSEC", "issued": true, "issuer_id": "CELADON", "issuer_kind": "corporate", "location": "CUST_DEP", "maturity_date": "2032-06-05", "owner": "BORROWER", "quantity": "990009000", "rating": "BB", "return_obligation": "identical", "reuse_permitted": false, "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ] } } ], "postings": { "cash": "-990009000", "deployment_principal": "990009000" }, "previous_receipt_hash": "cc943ab90045c6e12e6bdbda02b9b78b4c5341ba2e50aa220e73b4e1fc1350bd", "sequence": 5, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "terms": { "amount": "990009000", "asset_id": "DEPSEC", "available_date": "2027-06-05", "contract_id": "DEP_LOAN", "source_id": "CF_DEPLOY", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "4c57a8848918de81186d4b29ee7bc3b5f09ecdbb7457744caacb81d4af6f1483", "id": "receipt:93ee341490dd3d477041921e7d069fd812fc0a82a7b2a2260b4bdffcc1866a35", "kind": "opening_fee", "operations": [], "postings": { "cash": "-990009", "expense_fees": "990009" }, "previous_receipt_hash": "e7b8ec4e47bbaa84acbe3a71ce3456ba2cfbd11b20bf26fe7abcf55d58e722ee", "sequence": 6, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "terms": { "amount": "990009", "asset_id": null, "available_date": "2027-06-05", "contract_id": "FUND_TRS", "source_id": "CF_FEE", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "cc686fe487216e58ee00b1206932da675a6179d84d85a5e4a91a7f0d4ceb460e", "id": "receipt:58d181fa9d785e5d32efea1e6f0df2096021e51fe49e63f20f61fdd720e978fa", "kind": "opening_inventory", "operations": [ { "id": "L1", "op": "put_lot", "value": { "book_value": "118801080", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "L1", "instrument_id": "L1", "issued": true, "issuer_id": "FUND_01 allocation issuer L1 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": "2032-06-05", "owner": "MERIDIAN", "quantity": "118801080", "rating": "AAA", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "0", "last_accrual_date": "2027-06-05", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } } ], "postings": { "contributed_equity": "-118801080", "inventory": "118801080" }, "previous_receipt_hash": "4c57a8848918de81186d4b29ee7bc3b5f09ecdbb7457744caacb81d4af6f1483", "sequence": 7, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "118801080", "asset_id": "L1", "available_date": "2027-06-05", "contract_id": "inventory:L1", "source_id": "allocation.lots:L1", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "66707c90c6be538fe3cc46a64454119cfc29c27ced484d953a4163cfc8f32e1b", "id": "receipt:3ae602874e1b2a45db92a270fcbcf4883a4b0caa8e477eb1ef3d490180145d6b", "kind": "opening_inventory", "operations": [ { "id": "L2", "op": "put_lot", "value": { "book_value": "108900990", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "L2", "instrument_id": "L2", "issued": true, "issuer_id": "FUND_01 allocation issuer L2 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": "2032-06-05", "owner": "MERIDIAN", "quantity": "108900990", "rating": "AAA", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "0", "last_accrual_date": "2027-06-05", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "contributed_equity": "-108900990", "inventory": "108900990" }, "previous_receipt_hash": "cc686fe487216e58ee00b1206932da675a6179d84d85a5e4a91a7f0d4ceb460e", "sequence": 8, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "108900990", "asset_id": "L2", "available_date": "2027-06-05", "contract_id": "inventory:L2", "source_id": "allocation.lots:L2", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "932c18116bf80785a8a0a91676f67b07f07c43a2654c5482a9e3fddbf5ba25e0", "id": "receipt:3b18900a0cebce25eec5006686aa128662380fec033a1742e1de0197ca9570bf", "kind": "opening_inventory", "operations": [ { "id": "S01", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S01", "instrument_id": "S01", "issued": true, "issuer_id": "FUND_01 allocation issuer S01 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "66707c90c6be538fe3cc46a64454119cfc29c27ced484d953a4163cfc8f32e1b", "sequence": 9, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S01", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S01", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "217fd60f61e43830ed280697f31e8aa38e42e2dece9284eae4d49f6a15571c0b", "id": "receipt:4636d8308042b7687549414373ee233b54b39b7335d3dba2ffdcb1324162454b", "kind": "opening_inventory", "operations": [ { "id": "S02", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S02", "instrument_id": "S02", "issued": true, "issuer_id": "FUND_01 allocation issuer S02 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "932c18116bf80785a8a0a91676f67b07f07c43a2654c5482a9e3fddbf5ba25e0", "sequence": 10, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S02", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S02", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "b2ab1e0d3a54ec15206f38d66aa2c4a7324889415d6c4aa061617b8423832f15", "id": "receipt:29bbb0e67e03d03b453e8b0b41031b24287942d5a07c935cf6fafa9005ef4f5d", "kind": "opening_inventory", "operations": [ { "id": "S03", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S03", "instrument_id": "S03", "issued": true, "issuer_id": "FUND_01 allocation issuer S03 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "217fd60f61e43830ed280697f31e8aa38e42e2dece9284eae4d49f6a15571c0b", "sequence": 11, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S03", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S03", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "a34843bd5b9e59f0e13f79717502ac3425cc1414b6325ca8d9009ebf276c59e2", "id": "receipt:3e83491782f1d6d41757c12763d34f2aff825b543515f7e88539b575ecc66520", "kind": "opening_inventory", "operations": [ { "id": "S04", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S04", "instrument_id": "S04", "issued": true, "issuer_id": "FUND_01 allocation issuer S04 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "b2ab1e0d3a54ec15206f38d66aa2c4a7324889415d6c4aa061617b8423832f15", "sequence": 12, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S04", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S04", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "0ce42d9f2db2aae87cb7b67a85e73bc62fbf05a35bbb474085c67c49f088ea3b", "id": "receipt:91b09c555967765086c09c2f78ec6b012fec95070463f778cf42bf6f325f6e49", "kind": "opening_inventory", "operations": [ { "id": "S05", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S05", "instrument_id": "S05", "issued": true, "issuer_id": "FUND_01 allocation issuer S05 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "a34843bd5b9e59f0e13f79717502ac3425cc1414b6325ca8d9009ebf276c59e2", "sequence": 13, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S05", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S05", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "863361e77e77b8995d8e5f7a19c73ecc5c8879b5bf8d8d2d633cb5107bd83bc0", "id": "receipt:bbafa2ed7e3faaace76a57e307d891ccb42e30e9ba603fe37df253e832b09edc", "kind": "opening_inventory", "operations": [ { "id": "S06", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S06", "instrument_id": "S06", "issued": true, "issuer_id": "FUND_01 allocation issuer S06 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "0ce42d9f2db2aae87cb7b67a85e73bc62fbf05a35bbb474085c67c49f088ea3b", "sequence": 14, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S06", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S06", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "dbe449cf6928fdb679f5e35320658ae31064543257c8c2111c31d8d7cfc4aa84", "id": "receipt:5c6141e35a500f4200b0a50a6b6b7a3fc2d78bf576e6dd929b918b5d7f518b85", "kind": "opening_inventory", "operations": [ { "id": "S07", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S07", "instrument_id": "S07", "issued": true, "issuer_id": "FUND_01 allocation issuer S07 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "863361e77e77b8995d8e5f7a19c73ecc5c8879b5bf8d8d2d633cb5107bd83bc0", "sequence": 15, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S07", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S07", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "133d22ef2d8a9277a75fb1ece1be83eb572ddc229a411d87846563906634ca40", "id": "receipt:c4bf48c9c90d3dffc6d976a72e657f702a5a0aeac2509f486c1e3d6001c886c6", "kind": "opening_inventory", "operations": [ { "id": "S08", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S08", "instrument_id": "S08", "issued": true, "issuer_id": "FUND_01 allocation issuer S08 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "dbe449cf6928fdb679f5e35320658ae31064543257c8c2111c31d8d7cfc4aa84", "sequence": 16, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S08", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S08", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "316a068b34ebe2c8b8f1427ffa00bfbdc0b92a3c7f0b25944f761a715a6b4a44", "id": "receipt:d15920e562006661d61e39b0f882107f07c5d29921f3f7bd30e32f89516104f8", "kind": "opening_inventory", "operations": [ { "id": "S09", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S09", "instrument_id": "S09", "issued": true, "issuer_id": "FUND_01 allocation issuer S09 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "133d22ef2d8a9277a75fb1ece1be83eb572ddc229a411d87846563906634ca40", "sequence": 17, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S09", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S09", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "b8219097730163faec8cfa480f5d46408a1425bef87e6694626e3cd8de1a8378", "id": "receipt:8b9ecae93859dfd2edbd3c88a437fa9cb3d3b360a06b7aafd4ea40b5fd7f181f", "kind": "opening_inventory", "operations": [ { "id": "S10", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S10", "instrument_id": "S10", "issued": true, "issuer_id": "FUND_01 allocation issuer S10 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "316a068b34ebe2c8b8f1427ffa00bfbdc0b92a3c7f0b25944f761a715a6b4a44", "sequence": 18, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S10", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S10", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "c62d62742fb22ff6f4eef27e21e0b31984ff434bce7976f4bd46faf22ca65f89", "id": "receipt:6300550aa97ea0c941ce5f884bde9e0486707052a8ffaa32ba083e464510bf63", "kind": "opening_inventory", "operations": [ { "id": "S11", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S11", "instrument_id": "S11", "issued": true, "issuer_id": "FUND_01 allocation issuer S11 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "b8219097730163faec8cfa480f5d46408a1425bef87e6694626e3cd8de1a8378", "sequence": 19, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S11", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S11", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "ed8b80122a67ac8a7cceb3ce1670892df2c807a67bc95edaeff2b2345e5582c6", "id": "receipt:bac2f173bf5e3542045f3e0e0e8d4df8f39f5da7f5e004011d7f24c020f8ccd8", "kind": "opening_inventory", "operations": [ { "id": "S12", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S12", "instrument_id": "S12", "issued": true, "issuer_id": "FUND_01 allocation issuer S12 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "c62d62742fb22ff6f4eef27e21e0b31984ff434bce7976f4bd46faf22ca65f89", "sequence": 20, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S12", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S12", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "1796d18f164bfc2b8cf53e397d37f925fbb8d2df700dab987d7ca7d92ba92dc4", "id": "receipt:c6eaf1f38dcc11a1f6312185dd857bf7fa577406fe66678dbc3eaa40710180a7", "kind": "opening_inventory", "operations": [ { "id": "S13", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S13", "instrument_id": "S13", "issued": true, "issuer_id": "FUND_01 allocation issuer S13 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "ed8b80122a67ac8a7cceb3ce1670892df2c807a67bc95edaeff2b2345e5582c6", "sequence": 21, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S13", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S13", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "62816c676e4214b2c6bcad83b823f2c8cb5a487b449b170b036209d6e10c5139", "id": "receipt:0dbc57cecfe6c23927cd54696d4e653192408a63a0c092084d2b4f3ece344cc5", "kind": "opening_inventory", "operations": [ { "id": "S14", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S14", "instrument_id": "S14", "issued": true, "issuer_id": "FUND_01 allocation issuer S14 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "1796d18f164bfc2b8cf53e397d37f925fbb8d2df700dab987d7ca7d92ba92dc4", "sequence": 22, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S14", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S14", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "e6cadaf9fe4456a797c0b24b1504703f7f88c6d771c637a52f713518bfe109e0", "id": "receipt:61146249a7c564ab188b5b50d0433216e2def65316277eef456a6691e3f6b9ae", "kind": "opening_inventory", "operations": [ { "id": "S15", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S15", "instrument_id": "S15", "issued": true, "issuer_id": "FUND_01 allocation issuer S15 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "62816c676e4214b2c6bcad83b823f2c8cb5a487b449b170b036209d6e10c5139", "sequence": 23, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S15", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S15", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "c91ac0608b39d6fe44b8228a9c2c800b8defb3283211b311776f9af698cd50e3", "id": "receipt:ca3b9c163d40ade2025fa67d744d7ff24b7a7fe07db1a3e4f23414770b0d35b2", "kind": "opening_inventory", "operations": [ { "id": "S16", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S16", "instrument_id": "S16", "issued": true, "issuer_id": "FUND_01 allocation issuer S16 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "e6cadaf9fe4456a797c0b24b1504703f7f88c6d771c637a52f713518bfe109e0", "sequence": 24, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S16", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S16", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "69de7de1bf0c455404b1e9ef50954a2328c7acdc72c3742a0676e2bd7ea5cb8c", "id": "receipt:ad16babdf5693dd976e12088dc76c13893df517e9d5a40fa5953913405b513be", "kind": "opening_inventory", "operations": [ { "id": "S17", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S17", "instrument_id": "S17", "issued": true, "issuer_id": "FUND_01 allocation issuer S17 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "c91ac0608b39d6fe44b8228a9c2c800b8defb3283211b311776f9af698cd50e3", "sequence": 25, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S17", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S17", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "81886d9ec82aef9d7f46a9e109a59ae92bcb8611bcad87b7d62d4ea8f7f2d5b7", "id": "receipt:0de79a28919e626d313b001c983eb3e0c89ca59f05a36ce95228379ec02ae598", "kind": "opening_inventory", "operations": [ { "id": "S18", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S18", "instrument_id": "S18", "issued": true, "issuer_id": "FUND_01 allocation issuer S18 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "69de7de1bf0c455404b1e9ef50954a2328c7acdc72c3742a0676e2bd7ea5cb8c", "sequence": 26, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S18", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S18", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "3e3e579a702a07084ecf46163e3aff783d5c72f8ff86c5c077a53e2f175668fc", "id": "receipt:02883ac4030e7ab8f0f3c16a7d41683af74969d242508b3e215c804417d083c7", "kind": "opening_inventory", "operations": [ { "id": "S19", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S19", "instrument_id": "S19", "issued": true, "issuer_id": "FUND_01 allocation issuer S19 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "81886d9ec82aef9d7f46a9e109a59ae92bcb8611bcad87b7d62d4ea8f7f2d5b7", "sequence": 27, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S19", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S19", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "68d856cb08e14eb9e6aad0a0757d7a52ed674b83021be551eee15dc7b5a731fa", "id": "receipt:3910e03d20d86e047e702d9667fd73ab4f7999249f7a87434d67065bdf9c4248", "kind": "opening_inventory", "operations": [ { "id": "S20", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S20", "instrument_id": "S20", "issued": true, "issuer_id": "FUND_01 allocation issuer S20 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "3e3e579a702a07084ecf46163e3aff783d5c72f8ff86c5c077a53e2f175668fc", "sequence": 28, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S20", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S20", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "aee3bd9d197f9caaec94eab376ff91345f6879440cc9b0594c6c826437b3bd25", "id": "receipt:2355a2ee36e10835a021dc42469d339fac73e8e686fe3beaa4afd655029d65f8", "kind": "opening_inventory", "operations": [ { "id": "S21", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S21", "instrument_id": "S21", "issued": true, "issuer_id": "FUND_01 allocation issuer S21 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "68d856cb08e14eb9e6aad0a0757d7a52ed674b83021be551eee15dc7b5a731fa", "sequence": 29, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S21", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S21", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "f4efc29f22e4ef6be172b650b89725e82d1265aa9ec35a03404490f7a8058778", "id": "receipt:03239520482810e7179f6409ee65c30f17fe1f2c93585ec75894100290d5bd59", "kind": "opening_inventory", "operations": [ { "id": "S22", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S22", "instrument_id": "S22", "issued": true, "issuer_id": "FUND_01 allocation issuer S22 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "aee3bd9d197f9caaec94eab376ff91345f6879440cc9b0594c6c826437b3bd25", "sequence": 30, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S22", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S22", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "ca391de1ff4104139f5310efc5b3ad6a71fbc9ba327e8c852d807b1bc7619fdd", "id": "receipt:9e32f52ef28386cdb7b48bb6c78af493c0c05f8dae0a000afeddc25011388a98", "kind": "opening_inventory", "operations": [ { "id": "S23", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S23", "instrument_id": "S23", "issued": true, "issuer_id": "FUND_01 allocation issuer S23 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "f4efc29f22e4ef6be172b650b89725e82d1265aa9ec35a03404490f7a8058778", "sequence": 31, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S23", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S23", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "6873fd6cf19210858bcf04d5ed42360a90dd16c886d3b0eb6f4f665deacb28ba", "id": "receipt:b06be0023e4ad39070b8d97a81b4e3d8d40012553e729df3d2e4fa502a877601", "kind": "opening_inventory", "operations": [ { "id": "S24", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S24", "instrument_id": "S24", "issued": true, "issuer_id": "FUND_01 allocation issuer S24 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "ca391de1ff4104139f5310efc5b3ad6a71fbc9ba327e8c852d807b1bc7619fdd", "sequence": 32, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S24", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S24", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "d636e6bcb363b6074397ae35dd0c0fdee76e7b8d07679e34957aca5d362b2941", "id": "receipt:c58a5681cb5541f013553ae146d29317ee6b3b6a147ad1b31d01cfd17e918451", "kind": "opening_inventory", "operations": [ { "id": "S25", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S25", "instrument_id": "S25", "issued": true, "issuer_id": "FUND_01 allocation issuer S25 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "6873fd6cf19210858bcf04d5ed42360a90dd16c886d3b0eb6f4f665deacb28ba", "sequence": 33, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S25", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S25", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "fa00f9229bb962643873515d977933cb8653c065bf6cf16dd1aaa3155270263a", "id": "receipt:d6c67fdf40d84e6171ebe94d0b4990030baf5f5881f217c86340115b12a59757", "kind": "opening_inventory", "operations": [ { "id": "S26", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S26", "instrument_id": "S26", "issued": true, "issuer_id": "FUND_01 allocation issuer S26 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "d636e6bcb363b6074397ae35dd0c0fdee76e7b8d07679e34957aca5d362b2941", "sequence": 34, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S26", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S26", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "101ca0015e4e1a04a5f8cc5725873432077b255b5e7c345beaedd7e9971df7a6", "id": "receipt:b79edbd857c8b06dbdf4ba119da5d43c6b911c41ef83f93dc5777ee82a9ef6bb", "kind": "opening_inventory", "operations": [ { "id": "S27", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S27", "instrument_id": "S27", "issued": true, "issuer_id": "FUND_01 allocation issuer S27 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "fa00f9229bb962643873515d977933cb8653c065bf6cf16dd1aaa3155270263a", "sequence": 35, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S27", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S27", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "3b0d1e34eb7a0f6faadfdb0d2918c023bc6cbca91910d629e2492b8337e74d06", "id": "receipt:87de0ad6b93feb5650c43669d07a0bc71edebb5ba46ce5a7f129a14d8b1faa27", "kind": "opening_inventory", "operations": [ { "id": "S28", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S28", "instrument_id": "S28", "issued": true, "issuer_id": "FUND_01 allocation issuer S28 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "101ca0015e4e1a04a5f8cc5725873432077b255b5e7c345beaedd7e9971df7a6", "sequence": 36, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S28", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S28", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "51cdcc72d2f4c6dc0f1eb0f664ddada5de8fdd513013f09aa758f410d1eb9143", "id": "receipt:4f3a82b4dbd366444fb89359e1da73d2eaad37d6cddf2bfd104bb7c883868fe7", "kind": "opening_inventory", "operations": [ { "id": "S29", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S29", "instrument_id": "S29", "issued": true, "issuer_id": "FUND_01 allocation issuer S29 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "3b0d1e34eb7a0f6faadfdb0d2918c023bc6cbca91910d629e2492b8337e74d06", "sequence": 37, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S29", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S29", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "4180df363380f0cbb007691d64f1c51281b152940faba3cd93b2581976100ebe", "id": "receipt:3214906b8bada0c6ef93aa6fe4f21622b6f88f0e221b7f60bd7c6a0d3322272d", "kind": "opening_inventory", "operations": [ { "id": "S30", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S30", "instrument_id": "S30", "issued": true, "issuer_id": "FUND_01 allocation issuer S30 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "51cdcc72d2f4c6dc0f1eb0f664ddada5de8fdd513013f09aa758f410d1eb9143", "sequence": 38, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S30", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S30", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "d94685801164faab86d9760e29c0af014020a95db5e9c4a4ac06c752a0a40cc7", "id": "receipt:e17b0b579da1c07111c9187c6a8f973802b165575dc4e3a819cf577666c8b71c", "kind": "opening_inventory", "operations": [ { "id": "S31", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S31", "instrument_id": "S31", "issued": true, "issuer_id": "FUND_01 allocation issuer S31 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "4180df363380f0cbb007691d64f1c51281b152940faba3cd93b2581976100ebe", "sequence": 39, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S31", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S31", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "2a3072dffe88326c16a27540b729c5967077c6cf706f4d8fb7bf0109d56ecf9d", "id": "receipt:1aac49a9c458cdde6173485656f65c364a375a6fd2e9a0ef2ecde77f91bba646", "kind": "opening_inventory", "operations": [ { "id": "S32", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S32", "instrument_id": "S32", "issued": true, "issuer_id": "FUND_01 allocation issuer S32 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "d94685801164faab86d9760e29c0af014020a95db5e9c4a4ac06c752a0a40cc7", "sequence": 40, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S32", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S32", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "7d2a9ad7f0ddbe4cfcb63fe8016191c29a89b808e0ed4e6651ec400c5926dc32", "id": "receipt:7b6b188a053687cb362536011ee146b79561443c9f6203c9a7c01dfd10321938", "kind": "opening_inventory", "operations": [ { "id": "S33", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S33", "instrument_id": "S33", "issued": true, "issuer_id": "FUND_01 allocation issuer S33 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "2a3072dffe88326c16a27540b729c5967077c6cf706f4d8fb7bf0109d56ecf9d", "sequence": 41, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S33", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S33", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "60b0435bcbd7cde7fa32c7cfe24901b341078fac10bfbcfb72b2325cbb53edcd", "id": "receipt:68f55ee35d276042d70766b62c25071bf4406c4a9ba4a81dc9a3b060df68acb1", "kind": "opening_inventory", "operations": [ { "id": "S34", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S34", "instrument_id": "S34", "issued": true, "issuer_id": "FUND_01 allocation issuer S34 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "7d2a9ad7f0ddbe4cfcb63fe8016191c29a89b808e0ed4e6651ec400c5926dc32", "sequence": 42, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S34", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S34", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "27475fb1fd5b1af0a375042dd586066b0c19859f5b3609b69512e8e2e56ec707", "id": "receipt:7c5082cd58e4a7ea1297e7dd2f5c7b74c85851775be2831f6698cd2b8f2060d3", "kind": "opening_inventory", "operations": [ { "id": "S35", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S35", "instrument_id": "S35", "issued": true, "issuer_id": "FUND_01 allocation issuer S35 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "60b0435bcbd7cde7fa32c7cfe24901b341078fac10bfbcfb72b2325cbb53edcd", "sequence": 43, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S35", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S35", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "7e75592f873536e71c18bceaa49fa87d5b4129580610ed20b75e59d3e254b1e3", "id": "receipt:b166551d9a171b8dcf7b248291b99731782effd76abe443f12e3ffc15d4ad392", "kind": "opening_inventory", "operations": [ { "id": "S36", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S36", "instrument_id": "S36", "issued": true, "issuer_id": "FUND_01 allocation issuer S36 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "27475fb1fd5b1af0a375042dd586066b0c19859f5b3609b69512e8e2e56ec707", "sequence": 44, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S36", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S36", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "9396af33c997eca7b0f09eaf60a49476360d6120581dd00913696db3baee4453", "id": "receipt:ac477515f6873ad57fd8177ce14e1f8282333b1ee79b786b0578bfd5465354ca", "kind": "opening_inventory", "operations": [ { "id": "S37", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S37", "instrument_id": "S37", "issued": true, "issuer_id": "FUND_01 allocation issuer S37 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "7e75592f873536e71c18bceaa49fa87d5b4129580610ed20b75e59d3e254b1e3", "sequence": 45, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S37", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S37", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "e977a501c0a4817f145836fa6353b3d85e2ff3b02a00a987d0cd08b749d633e5", "id": "receipt:c3567c32a34e2c40d7994b54a93ddfdb05fea4e5bd6a69e8c0c5b263612d4454", "kind": "opening_inventory", "operations": [ { "id": "S38", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S38", "instrument_id": "S38", "issued": true, "issuer_id": "FUND_01 allocation issuer S38 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "9396af33c997eca7b0f09eaf60a49476360d6120581dd00913696db3baee4453", "sequence": 46, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S38", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S38", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "9d065663e106a3d10260d8380f1ba589f176f71a45ed75d0d1901fd14818e707", "id": "receipt:b0d20ef60423eb07f26c18df61ac6d1d5ed76cbbd6791f0ad8386efc8d7ebdfc", "kind": "opening_inventory", "operations": [ { "id": "S39", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S39", "instrument_id": "S39", "issued": true, "issuer_id": "FUND_01 allocation issuer S39 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "e977a501c0a4817f145836fa6353b3d85e2ff3b02a00a987d0cd08b749d633e5", "sequence": 47, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S39", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S39", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "06b59aa63cee66c08002ae83291d89caf622775f6b71709bbd4768a6eb00b659", "id": "receipt:d6cdaff762560c3d8403e3d0907e17723daf1dfa8e970882c8f321f29f5a55cc", "kind": "opening_inventory", "operations": [ { "id": "S40", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S40", "instrument_id": "S40", "issued": true, "issuer_id": "FUND_01 allocation issuer S40 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "9d065663e106a3d10260d8380f1ba589f176f71a45ed75d0d1901fd14818e707", "sequence": 48, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S40", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S40", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "f0f9a4cb5c39aaa668d6732bc2ff5efa0375e93e9167c7c4a3639e91218e29eb", "id": "receipt:7ffd869a80abb4ebd3cca713ffe7e3d1c6dd975d4b561aa20c2c72be2d29722f", "kind": "opening_inventory", "operations": [ { "id": "S41", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S41", "instrument_id": "S41", "issued": true, "issuer_id": "FUND_01 allocation issuer S41 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "06b59aa63cee66c08002ae83291d89caf622775f6b71709bbd4768a6eb00b659", "sequence": 49, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S41", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S41", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "ddee585aa2beb503f749d1d8a8217202c869a6fc0f76a8ad097b39bd6a7e86a4", "id": "receipt:d0d0732dc1a420b416e6318b52f56de7a33aaf5cc5b8030fa918d1fad04bbe66", "kind": "opening_inventory", "operations": [ { "id": "S42", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S42", "instrument_id": "S42", "issued": true, "issuer_id": "FUND_01 allocation issuer S42 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "f0f9a4cb5c39aaa668d6732bc2ff5efa0375e93e9167c7c4a3639e91218e29eb", "sequence": 50, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S42", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S42", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "260939ea4db593ebbf6a48b29952f4b978c886f6a323d44025dccbe163acd936", "id": "receipt:565f15a3ff2147c0383c663cf38de2bda85551bb9f36675a253d6113250abf91", "kind": "opening_inventory", "operations": [ { "id": "S43", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S43", "instrument_id": "S43", "issued": true, "issuer_id": "FUND_01 allocation issuer S43 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "ddee585aa2beb503f749d1d8a8217202c869a6fc0f76a8ad097b39bd6a7e86a4", "sequence": 51, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S43", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S43", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "50519990f7d6643f2c24c7659fd11bb667fdd9fb8ddfad49e0e50f952b80cafb", "id": "receipt:5616b2ff4f87293fe84f75fced363930c5b4f5b7fe346ef557330480d5648e2a", "kind": "opening_inventory", "operations": [ { "id": "S44", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S44", "instrument_id": "S44", "issued": true, "issuer_id": "FUND_01 allocation issuer S44 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "260939ea4db593ebbf6a48b29952f4b978c886f6a323d44025dccbe163acd936", "sequence": 52, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S44", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S44", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "42c9f6f6bb43d584ea44830150db524268016ba5d57ff0ab0f28d45547c905b0", "id": "receipt:ef1f01e6287751e0a32ca754c431bbe346415353f169695c0571ec0bc66ef912", "kind": "opening_inventory", "operations": [ { "id": "S45", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S45", "instrument_id": "S45", "issued": true, "issuer_id": "FUND_01 allocation issuer S45 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "50519990f7d6643f2c24c7659fd11bb667fdd9fb8ddfad49e0e50f952b80cafb", "sequence": 53, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S45", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S45", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "7fcc103b05eee7dbca27b5b883c8bb10099776502e5b97349f5df463050e2335", "id": "receipt:b3ada373144075d9371abe9068ddc1496979bfb1a3ae803e1318ead7ddc26d6b", "kind": "opening_inventory", "operations": [ { "id": "S46", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S46", "instrument_id": "S46", "issued": true, "issuer_id": "FUND_01 allocation issuer S46 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "42c9f6f6bb43d584ea44830150db524268016ba5d57ff0ab0f28d45547c905b0", "sequence": 54, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S46", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S46", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "23ccf4726f63866a56401bd5cf31661879f251cf6bd2f156436c7ceba60adbfd", "id": "receipt:1905f4fe47fbbab18040c1a5431d1527dcdf694ab65b26faed13ba8681ec3616", "kind": "opening_inventory", "operations": [ { "id": "S47", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S47", "instrument_id": "S47", "issued": true, "issuer_id": "FUND_01 allocation issuer S47 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "7fcc103b05eee7dbca27b5b883c8bb10099776502e5b97349f5df463050e2335", "sequence": 55, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S47", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S47", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "dfb479dc0aacfa05ca67b22709378beec0e33cc2ad9e88f99383c955dfdb520f", "id": "receipt:310772b81cfe58277585a1dbf95efe682a521be7ab98e9cf8167046246020edc", "kind": "opening_inventory", "operations": [ { "id": "S48", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S48", "instrument_id": "S48", "issued": true, "issuer_id": "FUND_01 allocation issuer S48 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "23ccf4726f63866a56401bd5cf31661879f251cf6bd2f156436c7ceba60adbfd", "sequence": 56, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S48", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S48", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "a25b7856e33d367461a5704bd43d3402f9b6972379105010848352169a703a9f", "id": "receipt:0239c31c5ad3344ee8336dcac25f8d54ea53378c405231971151b82beea30834", "kind": "opening_inventory", "operations": [ { "id": "S49", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S49", "instrument_id": "S49", "issued": true, "issuer_id": "FUND_01 allocation issuer S49 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "dfb479dc0aacfa05ca67b22709378beec0e33cc2ad9e88f99383c955dfdb520f", "sequence": 57, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S49", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S49", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "ff8a6e81d067fb0761083e79ab1980bd8125ad5a3a743bb98c83b448a0558e5e", "id": "receipt:381434f0a8751ed12bf00798dfa45f5309a542ef65982ad91a3fd2f837073691", "kind": "opening_inventory", "operations": [ { "id": "S50", "op": "put_lot", "value": { "book_value": "792007.2", "class": "allocation_inventory", "correlation": false, "coupon_spread": "0", "encumbrance": null, "enforceability": "effective", "id": "S50", "instrument_id": "S50", "issued": true, "issuer_id": "FUND_01 allocation issuer S50 series 1", "issuer_kind": "other", "location": "DESK_INVENTORY", "maturity_date": null, "owner": "MERIDIAN", "quantity": "792007.2", "rating": "not_applicable_equity", "return_obligation": null, "reuse_permitted": true, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" } } } ], "postings": { "contributed_equity": "-792007.2", "inventory": "792007.2" }, "previous_receipt_hash": "a25b7856e33d367461a5704bd43d3402f9b6972379105010848352169a703a9f", "sequence": 58, "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "terms": { "amount": "792007.2", "asset_id": "S50", "available_date": "2027-06-05", "contract_id": null, "source_id": "allocation.lots:S50", "status": "settled" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "ded8dc18fda3bb5aec0ef7cf346770b9c77a7c0e58354e4ed3c60715a3b2ede8", "id": "receipt:31ba79f02a9228d647de4a189f90c039c126131a14cd94309873a3349e9f5be3", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ff8a6e81d067fb0761083e79ab1980bd8125ad5a3a743bb98c83b448a0558e5e", "sequence": 59, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-05", "phase": 0, "scheduled_date": "2027-06-05" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "123c9a7009b142f0d05d903e5eaebaddc3f3fb741182b34467d809a26d59b54a", "id": "receipt:8bbd33ae7d00cbe3a093aa347bfd14046fa335bed7661b7bc3e196035a25860f", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ded8dc18fda3bb5aec0ef7cf346770b9c77a7c0e58354e4ed3c60715a3b2ede8", "sequence": 60, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-05", "phase": 1, "scheduled_date": "2027-06-05" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "5de798300d01c5c82ef8f0180fd30ebcb81e74995b45c531eda31d5412ae9449", "id": "receipt:49e7bfe6d467fbc02b1058ae3add28cc29a1270c428cba61923790365ed5d9ed", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-06", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "114529.923448830978", "last_accrual_date": "2027-06-06", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "122520.63097683587", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "96673.783217187945", "interest_paid": "0", "last_accrual_date": "2027-06-06", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "11506.281806828348", "last_accrual_date": "2027-06-06", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "10547.424989592652", "last_accrual_date": "2027-06-06", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11987.549118931305", "expense_funding": "211203.706666018923", "income_carry": "-156561.886892188175", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "123c9a7009b142f0d05d903e5eaebaddc3f3fb741182b34467d809a26d59b54a", "sequence": 61, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-05", "phase": 2, "scheduled_date": "2027-06-05" } }, { "action_id": null, "day": -89, "event_id": null, "hash": "653f2f4e4c94cee10f8ca3130a318882086cd09a09940a7610cc3e8c35679b7e", "id": "receipt:7b2a0c2cfab4847a76f02c23ce464f0881a163841fe16488921dd5a0a718f234", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-06", "day": -88, "financial_time": "0.002717391304347826086956521739130434782609", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "5de798300d01c5c82ef8f0180fd30ebcb81e74995b45c531eda31d5412ae9449", "sequence": 62, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -89, "funding_start_date": "2027-06-05", "to_day": -88, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -88, "event_id": null, "hash": "1bc1a899b8016a3f6314dfc30622f0a850eeb1c1acd74b757f28d9e729ea0dea", "id": "receipt:4cf227a144477bbdf461631065797ff6854bd214a1e4454a00b1aca71d85fc76", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "653f2f4e4c94cee10f8ca3130a318882086cd09a09940a7610cc3e8c35679b7e", "sequence": 63, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-06", "phase": 0, "scheduled_date": "2027-06-06" } }, { "action_id": null, "day": -88, "event_id": null, "hash": "902a7eb64b3f139d84c7e4677802ca83fb8bfde44ba550da7e80cbfa4f3f077b", "id": "receipt:0c32b290b55b7508637156eafc85604f0628272c096807092299ab280c7f9182", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "1bc1a899b8016a3f6314dfc30622f0a850eeb1c1acd74b757f28d9e729ea0dea", "sequence": 64, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-06", "phase": 1, "scheduled_date": "2027-06-06" } }, { "action_id": null, "day": -88, "event_id": null, "hash": "cb1aee6d4b28361479cc266911fcef70a0a65ceef842490ab9abea462ba22f3c", "id": "receipt:7956edcf7907feaafd17c03fca05a4cd114b4837aa16aa02fdca72f219e9ebe2", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-07", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "229059.846897661957", "last_accrual_date": "2027-06-07", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "245041.261953671739", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "193347.56643437589", "interest_paid": "0", "last_accrual_date": "2027-06-07", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "23012.563613656696", "last_accrual_date": "2027-06-07", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "21094.849979185304", "last_accrual_date": "2027-06-07", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11988.719695890534", "expense_funding": "211203.706666018924", "income_carry": "-156563.057469147403", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "902a7eb64b3f139d84c7e4677802ca83fb8bfde44ba550da7e80cbfa4f3f077b", "sequence": 65, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-06", "phase": 2, "scheduled_date": "2027-06-06" } }, { "action_id": null, "day": -88, "event_id": null, "hash": "cbf2889292defa62e723a6455e7ce4c2b47af5febfc22e54b0b50d4442865f8b", "id": "receipt:4a5f70cc4315e8a7250b79201c6e07bde150474d8498166df2b70679be9f6556", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-07", "day": -87, "financial_time": "0.005434782608695652173913043478260869565217", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "cb1aee6d4b28361479cc266911fcef70a0a65ceef842490ab9abea462ba22f3c", "sequence": 66, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -88, "funding_start_date": "2027-06-05", "to_day": -87, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -87, "event_id": null, "hash": "090c681f12472cd9df2ac558659f1f2c1042da9cfcdfbff2b6408cbaab7256bf", "id": "receipt:a6f121a122408a9c4468a73b9de49880ad33380adb37a4127bbf464c20ef396e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "cbf2889292defa62e723a6455e7ce4c2b47af5febfc22e54b0b50d4442865f8b", "sequence": 67, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-07", "phase": 0, "scheduled_date": "2027-06-07" } }, { "action_id": null, "day": -87, "event_id": null, "hash": "0ce47bd9691edb1294cfc80aeac06430669cdfcfde7915904bbbd4883db72222", "id": "receipt:9b6ac462b0477398c94690ca5f8a1fbde9ad849f1ef379b5cb6ca384e860acc7", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "090c681f12472cd9df2ac558659f1f2c1042da9cfcdfbff2b6408cbaab7256bf", "sequence": 68, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-07", "phase": 1, "scheduled_date": "2027-06-07" } }, { "action_id": null, "day": -87, "event_id": null, "hash": "66722b296fd8da94da7aed0a2ef05d0570b94e178839314caa75f1d01696b382", "id": "receipt:156ea836d977f6ee9c46120460e292c5201102e9d49659617ac39ba9851275f4", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-08", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "343589.770346492935", "last_accrual_date": "2027-06-08", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "367561.892930507609", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "290021.349651563835", "interest_paid": "0", "last_accrual_date": "2027-06-08", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "34518.845420485043", "last_accrual_date": "2027-06-08", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "31642.274968777957", "last_accrual_date": "2027-06-08", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11989.890387155898", "expense_funding": "211203.706666018923", "income_carry": "-156564.228160412768", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "0ce47bd9691edb1294cfc80aeac06430669cdfcfde7915904bbbd4883db72222", "sequence": 69, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-07", "phase": 2, "scheduled_date": "2027-06-07" } }, { "action_id": null, "day": -87, "event_id": null, "hash": "fbbac7c1ffb29c77fc0acb3dea1088fd59b1cee767ca2204b62e5d1355ff8563", "id": "receipt:2a76ff717020e439b0b49ad537ba3fc3f8af7dacc74b3b141654c830b42e8d90", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-08", "day": -86, "financial_time": "0.008152173913043478260869565217391304347826", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "66722b296fd8da94da7aed0a2ef05d0570b94e178839314caa75f1d01696b382", "sequence": 70, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -87, "funding_start_date": "2027-06-05", "to_day": -86, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -86, "event_id": null, "hash": "649d637d8baaff8af4e9668858b3828a008fc132c4253cc0f17fc02aa3f722c7", "id": "receipt:8debe4583cfb0e3edd0ebb925490ecc4424ec6da0f159d8b65b51a47ae238ebb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "fbbac7c1ffb29c77fc0acb3dea1088fd59b1cee767ca2204b62e5d1355ff8563", "sequence": 71, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-08", "phase": 0, "scheduled_date": "2027-06-08" } }, { "action_id": null, "day": -86, "event_id": null, "hash": "28f8ec80fba9f917f4358882d4a5d76ee0ace7749c0061f2451c907f232707d6", "id": "receipt:9d15552fc85704d11e5720bca716d798c5781c820e799e0a28eded104a5db00d", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "649d637d8baaff8af4e9668858b3828a008fc132c4253cc0f17fc02aa3f722c7", "sequence": 72, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-08", "phase": 1, "scheduled_date": "2027-06-08" } }, { "action_id": null, "day": -86, "event_id": null, "hash": "6ad0a4ac9f1370316ef223ff14ff548e140885f5ef733598c7585cba5ab6f26f", "id": "receipt:ae1cb96529d74e0a3633b564446eda4743bf3a52b008791516b3f085b2592ec7", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-09", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "458119.693795323913", "last_accrual_date": "2027-06-09", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "490082.523907343478", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "386695.13286875178", "interest_paid": "0", "last_accrual_date": "2027-06-09", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "46025.127227313391", "last_accrual_date": "2027-06-09", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "42189.699958370609", "last_accrual_date": "2027-06-09", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11991.06119273856", "expense_funding": "211203.706666018923", "income_carry": "-156565.398965995429", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "28f8ec80fba9f917f4358882d4a5d76ee0ace7749c0061f2451c907f232707d6", "sequence": 73, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-08", "phase": 2, "scheduled_date": "2027-06-08" } }, { "action_id": null, "day": -86, "event_id": null, "hash": "b7e3dfd0a28c3a8f0c4752d5c81683285fa84b064b03f199866b5922ef4ddafa", "id": "receipt:8075c41f520c6b05440801e6c00452f9aaf8799944fc07755e8a52cfc0bfdee7", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-09", "day": -85, "financial_time": "0.01086956521739130434782608695652173913043", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "6ad0a4ac9f1370316ef223ff14ff548e140885f5ef733598c7585cba5ab6f26f", "sequence": 74, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -86, "funding_start_date": "2027-06-05", "to_day": -85, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -85, "event_id": null, "hash": "8ae7c959ba0125233c71604019201d7591b33b1805a504bddc757a1e48f4fecc", "id": "receipt:ec6084ae2ed2866bd9ecfa22febbba213f32118685ae62e06ea06fe52536c499", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b7e3dfd0a28c3a8f0c4752d5c81683285fa84b064b03f199866b5922ef4ddafa", "sequence": 75, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-09", "phase": 0, "scheduled_date": "2027-06-09" } }, { "action_id": null, "day": -85, "event_id": null, "hash": "48033c24ff65a134761a52d73f4e09f359074a3a69328d4eb526acfb08dbb6f0", "id": "receipt:b4fd75ce21c15e4fda45c8f7e2c339e610990e1465d2ae7997dfba3c6094e40d", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "8ae7c959ba0125233c71604019201d7591b33b1805a504bddc757a1e48f4fecc", "sequence": 76, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-09", "phase": 1, "scheduled_date": "2027-06-09" } }, { "action_id": null, "day": -85, "event_id": null, "hash": "33fed14426e3b486bfb997b41cdbc5353b775cc36be998b8f6bb688ee4e2e563", "id": "receipt:cfbdc2fef5e16712f807f0384f64ada637d5f2716c24bb8ee962e3756f6085cf", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-10", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "572649.617244154891", "last_accrual_date": "2027-06-10", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "612603.154884179348", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "483368.916085939725", "interest_paid": "0", "last_accrual_date": "2027-06-10", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "57531.409034141739", "last_accrual_date": "2027-06-10", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "52737.124947963261", "last_accrual_date": "2027-06-10", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11992.232112649683", "expense_funding": "211203.706666018923", "income_carry": "-156566.569885906553", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "48033c24ff65a134761a52d73f4e09f359074a3a69328d4eb526acfb08dbb6f0", "sequence": 77, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-09", "phase": 2, "scheduled_date": "2027-06-09" } }, { "action_id": null, "day": -85, "event_id": null, "hash": "cadfaa5f68d13b920c3bc521c6833f651afec059d71faeda8e947475ec30a794", "id": "receipt:6fe5780789c13bddf93178c6adb7272ade7dbfa7183e5a190ab69f84e5f4097c", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-10", "day": -84, "financial_time": "0.01358695652173913043478260869565217391304", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "33fed14426e3b486bfb997b41cdbc5353b775cc36be998b8f6bb688ee4e2e563", "sequence": 78, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -85, "funding_start_date": "2027-06-05", "to_day": -84, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -84, "event_id": null, "hash": "530a17e1ea3cac032ab307f24432cb55e4281643ddc7e90fffbe5eb3191c7ce3", "id": "receipt:8b2cfb45fa9b2495e1584aed592e1ec08e63127e9f42a90d77aff0ff244ee5c9", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "cadfaa5f68d13b920c3bc521c6833f651afec059d71faeda8e947475ec30a794", "sequence": 79, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-10", "phase": 0, "scheduled_date": "2027-06-10" } }, { "action_id": null, "day": -84, "event_id": null, "hash": "5a5d87f6acd5211e0c31f4f4285a03c6f1f439a53aba498c279a364d1957cd36", "id": "receipt:f7bf134c426c9e859eb019b4a46a1c68121ca7b687923e17e553cc654818f3f5", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "530a17e1ea3cac032ab307f24432cb55e4281643ddc7e90fffbe5eb3191c7ce3", "sequence": 80, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-10", "phase": 1, "scheduled_date": "2027-06-10" } }, { "action_id": null, "day": -84, "event_id": null, "hash": "4f6c4d4b4596f5d579346384ad80beec2179bf60a4b47abb09a02d9f581b1e67", "id": "receipt:1a46a52295eb52ebaefeaf500976de8f172efecaa8b0958e87efa53a2ea4f63e", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-11", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "687179.54069298587", "last_accrual_date": "2027-06-11", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "735123.785861015217", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "580042.69930312767", "interest_paid": "0", "last_accrual_date": "2027-06-11", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "69037.690840970087", "last_accrual_date": "2027-06-11", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "63284.549937555913", "last_accrual_date": "2027-06-11", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11993.403146900431", "expense_funding": "211203.706666018924", "income_carry": "-156567.7409201573", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "5a5d87f6acd5211e0c31f4f4285a03c6f1f439a53aba498c279a364d1957cd36", "sequence": 81, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-10", "phase": 2, "scheduled_date": "2027-06-10" } }, { "action_id": null, "day": -84, "event_id": null, "hash": "28f0a450158707c0e2d9564d260953b0a777df6c5ee36a05608bd976de2e45db", "id": "receipt:606f2a4250eb581eada0fba649dd54106be62823bb742771bd28f19e2ddec0d9", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-11", "day": -83, "financial_time": "0.01630434782608695652173913043478260869565", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "4f6c4d4b4596f5d579346384ad80beec2179bf60a4b47abb09a02d9f581b1e67", "sequence": 82, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -84, "funding_start_date": "2027-06-05", "to_day": -83, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -83, "event_id": null, "hash": "63694f2b5975341c84cdc9dc803d7507aaa5974c7466ea4a7db1e37742e28359", "id": "receipt:20cadf2ff3a9098d9faf399ea7f23587f8119d50bbb66a93057b58bf0b2c1677", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "28f0a450158707c0e2d9564d260953b0a777df6c5ee36a05608bd976de2e45db", "sequence": 83, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-11", "phase": 0, "scheduled_date": "2027-06-11" } }, { "action_id": null, "day": -83, "event_id": null, "hash": "e54c1da9de06c79aa90b111d83ffcea5e35343580a078102ee9de18a507d2461", "id": "receipt:9c46f53dc2ed5079b190390d4a50cb8832c5214d3ca644ac0a4c7a9038631fcf", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "63694f2b5975341c84cdc9dc803d7507aaa5974c7466ea4a7db1e37742e28359", "sequence": 84, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-11", "phase": 1, "scheduled_date": "2027-06-11" } }, { "action_id": null, "day": -83, "event_id": null, "hash": "3e08ecfbb824e88a52e97e8aadc58f405520c6f058b0befcff4e6c1fc87a0f83", "id": "receipt:d23938fc2922d190cc21af849b1ae25567550793901c4732663342e637d1f8da", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-12", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "801709.464141816848", "last_accrual_date": "2027-06-12", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "857644.416837851087", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "676716.482520315615", "interest_paid": "0", "last_accrual_date": "2027-06-12", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "80543.972647798435", "last_accrual_date": "2027-06-12", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "73831.974927148565", "last_accrual_date": "2027-06-12", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11994.574295501969", "expense_funding": "211203.706666018923", "income_carry": "-156568.912068758839", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "e54c1da9de06c79aa90b111d83ffcea5e35343580a078102ee9de18a507d2461", "sequence": 85, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-11", "phase": 2, "scheduled_date": "2027-06-11" } }, { "action_id": null, "day": -83, "event_id": null, "hash": "655b0e072b6a473c864c22a8ab6f3e8646a8b99e05ffee640da7b2bef08ae5fa", "id": "receipt:d6b06a17d7d944d0a5ad27d5c2c061bde82a30a24e767c79890da78585949ca8", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-12", "day": -82, "financial_time": "0.01902173913043478260869565217391304347826", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "3e08ecfbb824e88a52e97e8aadc58f405520c6f058b0befcff4e6c1fc87a0f83", "sequence": 86, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -83, "funding_start_date": "2027-06-05", "to_day": -82, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -82, "event_id": null, "hash": "329caf5735442e646cb0966b16ef7094c7d6f4c419d6f2847fa7a896a8fa3eda", "id": "receipt:14dbbe81ced794c30b3b12e2c97d9c80add52809626e7d39eda3d687046fdfda", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "655b0e072b6a473c864c22a8ab6f3e8646a8b99e05ffee640da7b2bef08ae5fa", "sequence": 87, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-12", "phase": 0, "scheduled_date": "2027-06-12" } }, { "action_id": null, "day": -82, "event_id": null, "hash": "a86fd78a13e6ddef4120580bb9614589fb27d2d3102601444e32cf1c91bfb97c", "id": "receipt:fe29e3055efbb737ff1976351f6049eef183b0dbdfeff960757146f741329fcb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "329caf5735442e646cb0966b16ef7094c7d6f4c419d6f2847fa7a896a8fa3eda", "sequence": 88, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-12", "phase": 1, "scheduled_date": "2027-06-12" } }, { "action_id": null, "day": -82, "event_id": null, "hash": "51338894f9c778f6334039e97301edf25ad601597c82a53dbbf108580721ae6a", "id": "receipt:ca2e550547591a8fd2ac5ce18c30eb53bb3285099d6d1d52173936063de2cc47", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-13", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "916239.387590647826", "last_accrual_date": "2027-06-13", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "980165.047814686957", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "773390.26573750356", "interest_paid": "0", "last_accrual_date": "2027-06-13", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "92050.254454626783", "last_accrual_date": "2027-06-13", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "84379.399916741217", "last_accrual_date": "2027-06-13", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11995.745558465463", "expense_funding": "211203.706666018923", "income_carry": "-156570.083331722333", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "a86fd78a13e6ddef4120580bb9614589fb27d2d3102601444e32cf1c91bfb97c", "sequence": 89, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-12", "phase": 2, "scheduled_date": "2027-06-12" } }, { "action_id": null, "day": -82, "event_id": null, "hash": "4e47b04a684c68c0e09c94e84082a9c91c6d896b81661d17c6cd5c048daed464", "id": "receipt:eedce4cd4aef984880611eaebe9329fa5e34a4ba43260fcb64ca39ba835945ab", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-13", "day": -81, "financial_time": "0.02173913043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "51338894f9c778f6334039e97301edf25ad601597c82a53dbbf108580721ae6a", "sequence": 90, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -82, "funding_start_date": "2027-06-05", "to_day": -81, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -81, "event_id": null, "hash": "5cc0b32dcf8b02cd923609418bbb0853365d8aa60a00561dd5bcdb9bb401b849", "id": "receipt:3d316b528d31d040c4f15c4f722dca5176eca9b0e95206daaa6e491d09af5682", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "4e47b04a684c68c0e09c94e84082a9c91c6d896b81661d17c6cd5c048daed464", "sequence": 91, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-13", "phase": 0, "scheduled_date": "2027-06-13" } }, { "action_id": null, "day": -81, "event_id": null, "hash": "08581dcfa959422606804c8d5ec606d5fd01088f39a6e1f07d7eeecdaed93e81", "id": "receipt:fdf42e5fa21d056875fc485049571f921d885bd5730055f200ba23e1e27523b6", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "5cc0b32dcf8b02cd923609418bbb0853365d8aa60a00561dd5bcdb9bb401b849", "sequence": 92, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-13", "phase": 1, "scheduled_date": "2027-06-13" } }, { "action_id": null, "day": -81, "event_id": null, "hash": "54c247a34959521d87e77702be164b39afd65981bd43af0873d06454c6dbdd2f", "id": "receipt:64f730ced6858086a2bcb65e7979ba24975f5ebb3dc8d5903925600619ddfd80", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-14", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1030769.311039478804", "last_accrual_date": "2027-06-14", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "1102685.678791522826", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "870064.048954691505", "interest_paid": "0", "last_accrual_date": "2027-06-14", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "103556.53626145513", "last_accrual_date": "2027-06-14", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "94926.82490633387", "last_accrual_date": "2027-06-14", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11996.916935802081", "expense_funding": "211203.706666018923", "income_carry": "-156571.25470905895", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "08581dcfa959422606804c8d5ec606d5fd01088f39a6e1f07d7eeecdaed93e81", "sequence": 93, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-13", "phase": 2, "scheduled_date": "2027-06-13" } }, { "action_id": null, "day": -81, "event_id": null, "hash": "7ca6ebec98937ef40c93450773f67f086cb912c580bcc897b10b2c24d665f5ce", "id": "receipt:9eb71cb8a78dbfb3e96309fea7d298c7911f158744aac36f561fbcbdec29ce92", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-14", "day": -80, "financial_time": "0.02445652173913043478260869565217391304348", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "54c247a34959521d87e77702be164b39afd65981bd43af0873d06454c6dbdd2f", "sequence": 94, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -81, "funding_start_date": "2027-06-05", "to_day": -80, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -80, "event_id": null, "hash": "4b8f588375be13cc9fbf08498715e17cd0ef8a92b4e6a3e59b0a17b822b92848", "id": "receipt:23081a2eb152ac7b38b498a17d9315354c7a7d1c203385ba18a9c901cb1163cc", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "7ca6ebec98937ef40c93450773f67f086cb912c580bcc897b10b2c24d665f5ce", "sequence": 95, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-14", "phase": 0, "scheduled_date": "2027-06-14" } }, { "action_id": null, "day": -80, "event_id": null, "hash": "0d328078f7cc0f5814fcfa3d640733c54268ef0dc1b6584cf7c60fe517d1a98a", "id": "receipt:e0e93c1908b4f63ddcaf410d760e917147bc07768cb757f0cc5bd4d929c898c0", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "4b8f588375be13cc9fbf08498715e17cd0ef8a92b4e6a3e59b0a17b822b92848", "sequence": 96, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-14", "phase": 1, "scheduled_date": "2027-06-14" } }, { "action_id": null, "day": -80, "event_id": null, "hash": "a26de877a56c96b5997834962598615c834fc3cfbd2b0acf639b765230906a67", "id": "receipt:4e3d50c720f69e96d41067f569fd901c84f9021d7b64003fdb6264c7b6f57bda", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-15", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1145299.234488309783", "last_accrual_date": "2027-06-15", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "1225206.309768358696", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "966737.83217187945", "interest_paid": "0", "last_accrual_date": "2027-06-15", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "115062.818068283478", "last_accrual_date": "2027-06-15", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "105474.249895926522", "last_accrual_date": "2027-06-15", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11998.088427522991", "expense_funding": "211203.706666018924", "income_carry": "-156572.426200779861", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "0d328078f7cc0f5814fcfa3d640733c54268ef0dc1b6584cf7c60fe517d1a98a", "sequence": 97, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-14", "phase": 2, "scheduled_date": "2027-06-14" } }, { "action_id": null, "day": -80, "event_id": null, "hash": "eb5397355814abbd073ae1d4c6e7914128bd663394e1809e350467a7a6dc38ba", "id": "receipt:9788b03c9d4145a5c988e12be1753b856ee431987a66c129706662b8a2b58397", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-15", "day": -79, "financial_time": "0.02717391304347826086956521739130434782609", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "a26de877a56c96b5997834962598615c834fc3cfbd2b0acf639b765230906a67", "sequence": 98, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -80, "funding_start_date": "2027-06-05", "to_day": -79, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -79, "event_id": null, "hash": "7e9a8eefde0e04134261edc496b24aafbb5ad37faac3b59c5f87cf83445676d5", "id": "receipt:ca3bf11187741babf6ca943ffae51ef4de59dc5d8da685cc454bd71081ea4e1f", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "eb5397355814abbd073ae1d4c6e7914128bd663394e1809e350467a7a6dc38ba", "sequence": 99, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-15", "phase": 0, "scheduled_date": "2027-06-15" } }, { "action_id": null, "day": -79, "event_id": null, "hash": "b1b2fdb10cf4b397ac863c6be5c5bad4626601b34936ba38a2567c1b8560647e", "id": "receipt:58e4b7894cf30c5d991bb16b1e48346e2de576b542032bad515d0771f4bc89b7", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "7e9a8eefde0e04134261edc496b24aafbb5ad37faac3b59c5f87cf83445676d5", "sequence": 100, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-15", "phase": 1, "scheduled_date": "2027-06-15" } }, { "action_id": null, "day": -79, "event_id": null, "hash": "9e65a3a93be67b00512433ac6a3bc04786c450918caa6685ae317441b51f65e1", "id": "receipt:746c5dd5e717f370e133c84877e09ac37717198c92238f241fb1ed1b0ba9dd86", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-16", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1259829.157937140761", "last_accrual_date": "2027-06-16", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "1347726.940745194565", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1063411.615389067395", "interest_paid": "0", "last_accrual_date": "2027-06-16", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "126569.099875111826", "last_accrual_date": "2027-06-16", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "116021.674885519174", "last_accrual_date": "2027-06-16", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "11999.260033639362", "expense_funding": "211203.706666018923", "income_carry": "-156573.597806896231", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "b1b2fdb10cf4b397ac863c6be5c5bad4626601b34936ba38a2567c1b8560647e", "sequence": 101, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-15", "phase": 2, "scheduled_date": "2027-06-15" } }, { "action_id": null, "day": -79, "event_id": null, "hash": "cd4bdcda50d5726e50b2efd805c24514c74cc3c73c97f83bc1b3e4b11bfba59e", "id": "receipt:84f471da4c5831c2880a5c4b70c072acaabfbfc94d9ee555dec8a80df633fd5f", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-16", "day": -78, "financial_time": "0.0298913043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "9e65a3a93be67b00512433ac6a3bc04786c450918caa6685ae317441b51f65e1", "sequence": 102, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -79, "funding_start_date": "2027-06-05", "to_day": -78, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -78, "event_id": null, "hash": "c8c0f64d5d6bb14a393941e43065324946b99a07cc24d1a5ade572f3eccd3b66", "id": "receipt:c0748995420dc71e37622c58d8818822e0f9b1a16b027317989fee41547c17bb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "cd4bdcda50d5726e50b2efd805c24514c74cc3c73c97f83bc1b3e4b11bfba59e", "sequence": 103, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-16", "phase": 0, "scheduled_date": "2027-06-16" } }, { "action_id": null, "day": -78, "event_id": null, "hash": "af9efdbcbea3491b56313cc4e8d5af6b3658296a62fc0e24978e313f228e2d21", "id": "receipt:1e146bb01ee46fd96bc91da5cbefda7fd94ce0958ab73a57b6bbfc952454892e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "c8c0f64d5d6bb14a393941e43065324946b99a07cc24d1a5ade572f3eccd3b66", "sequence": 104, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-16", "phase": 1, "scheduled_date": "2027-06-16" } }, { "action_id": null, "day": -78, "event_id": null, "hash": "d89e31c8fd37c383ae82f1b0216f8427fdae3ab34026a9edcbecc599f2557a5e", "id": "receipt:9f3ed6e61e002f740ae5aa9368ba1588d1f0c8e56f9f3117112cb94401e63482", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-17", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1374359.081385971739", "last_accrual_date": "2027-06-17", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "1470247.571722030435", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1160085.39860625534", "interest_paid": "0", "last_accrual_date": "2027-06-17", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "138075.381681940174", "last_accrual_date": "2027-06-17", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "126569.099875111826", "last_accrual_date": "2027-06-17", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12000.431754162366", "expense_funding": "211203.706666018923", "income_carry": "-156574.769527419236", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "af9efdbcbea3491b56313cc4e8d5af6b3658296a62fc0e24978e313f228e2d21", "sequence": 105, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-16", "phase": 2, "scheduled_date": "2027-06-16" } }, { "action_id": null, "day": -78, "event_id": null, "hash": "865c408993a005226e37c55102de871857231d183a3da197880449c56f39cb2a", "id": "receipt:0f33981c3672d67db9ba4b2a26f761076eb730dcf1e60ca666486f0a126f5208", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-17", "day": -77, "financial_time": "0.0326086956521739130434782608695652173913", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "d89e31c8fd37c383ae82f1b0216f8427fdae3ab34026a9edcbecc599f2557a5e", "sequence": 106, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -78, "funding_start_date": "2027-06-05", "to_day": -77, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -77, "event_id": null, "hash": "1ecfe6209e0961130fd4c78f16f6ab07dbb6e430235f52f17761fe7ce3af9cce", "id": "receipt:2355450a58758d28d2208d5e75134bdc185d2690514e9673914634f92122d1a7", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "865c408993a005226e37c55102de871857231d183a3da197880449c56f39cb2a", "sequence": 107, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-17", "phase": 0, "scheduled_date": "2027-06-17" } }, { "action_id": null, "day": -77, "event_id": null, "hash": "e0cd242922d86c8fc4abeb4ab31500feb088d92e84f1ccd7f882af45ef58790d", "id": "receipt:9bcc8716cc603176617f68a9d88ebaf31fb8c3ada06f763e80301919feadca95", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "1ecfe6209e0961130fd4c78f16f6ab07dbb6e430235f52f17761fe7ce3af9cce", "sequence": 108, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-17", "phase": 1, "scheduled_date": "2027-06-17" } }, { "action_id": null, "day": -77, "event_id": null, "hash": "a7d6bfd4450720d7b51e7ce9f5038733fea8104a4d1882d1ee73639926be771d", "id": "receipt:05edbe74e6fee51b250fa242ecf7b62786d8c3dd3d335d3ae5a129e0672ba82d", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-18", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1488889.004834802717", "last_accrual_date": "2027-06-18", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "1592768.202698866304", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1256759.181823443285", "interest_paid": "0", "last_accrual_date": "2027-06-18", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "149581.663488768522", "last_accrual_date": "2027-06-18", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "137116.524864704478", "last_accrual_date": "2027-06-18", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12001.603589103174", "expense_funding": "211203.706666018923", "income_carry": "-156575.941362360043", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "e0cd242922d86c8fc4abeb4ab31500feb088d92e84f1ccd7f882af45ef58790d", "sequence": 109, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-17", "phase": 2, "scheduled_date": "2027-06-17" } }, { "action_id": null, "day": -77, "event_id": null, "hash": "7d8ff0f9d086ef4a2f6445fa9fedde6596d136417eab256ba12aed83921d1712", "id": "receipt:11c5bb9470eee6161941bc13a77998b89bb08f1b45fca50f27728b3478a3b6cc", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-18", "day": -76, "financial_time": "0.03532608695652173913043478260869565217391", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "a7d6bfd4450720d7b51e7ce9f5038733fea8104a4d1882d1ee73639926be771d", "sequence": 110, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -77, "funding_start_date": "2027-06-05", "to_day": -76, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -76, "event_id": null, "hash": "a23e148d22e34848392d42ab4be2c4f2abf93dd05e427c9e2201164c8ff7ec21", "id": "receipt:67ed87e7b6005725e06532c57a85ae6dcc85cde96eae539e802f0947949d8fa0", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "7d8ff0f9d086ef4a2f6445fa9fedde6596d136417eab256ba12aed83921d1712", "sequence": 111, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-18", "phase": 0, "scheduled_date": "2027-06-18" } }, { "action_id": null, "day": -76, "event_id": null, "hash": "ffee1b3a6a6cba19b123108aa683a1ec7b587f4c39c08b68ddb71ddd06872cd5", "id": "receipt:6bb0136cc9e1135c5337fd3c7e07c29b384df23c4a79e945ef553762e5157531", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "a23e148d22e34848392d42ab4be2c4f2abf93dd05e427c9e2201164c8ff7ec21", "sequence": 112, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-18", "phase": 1, "scheduled_date": "2027-06-18" } }, { "action_id": null, "day": -76, "event_id": null, "hash": "895a4aac02c91c93b2e01726f8bb54924ec4e987599a3b658782670a1fc3e7a1", "id": "receipt:a3cf2d739e33900e5848b0ef9f0b942c9bdccecef82e868da7e3f531e6ff494e", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-19", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1603418.928283633696", "last_accrual_date": "2027-06-19", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "1715288.833675702174", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1353432.96504063123", "interest_paid": "0", "last_accrual_date": "2027-06-19", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "161087.94529559687", "last_accrual_date": "2027-06-19", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "147663.94985429713", "last_accrual_date": "2027-06-19", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12002.77553847296", "expense_funding": "211203.706666018924", "income_carry": "-156577.11331172983", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "ffee1b3a6a6cba19b123108aa683a1ec7b587f4c39c08b68ddb71ddd06872cd5", "sequence": 113, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-18", "phase": 2, "scheduled_date": "2027-06-18" } }, { "action_id": null, "day": -76, "event_id": null, "hash": "39ad4c15027b13709ac6657c7fe7fe5d27884f36444feacc2979575dab640a87", "id": "receipt:2aae80cfacf9c1d5ffe7097e257da808d203921551b8c9c15dc7a434b4ca8660", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-19", "day": -75, "financial_time": "0.03804347826086956521739130434782608695652", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "895a4aac02c91c93b2e01726f8bb54924ec4e987599a3b658782670a1fc3e7a1", "sequence": 114, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -76, "funding_start_date": "2027-06-05", "to_day": -75, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -75, "event_id": null, "hash": "9f206d503e3dc7e0c076304b6a2a02a2d54c58e66022cb51d21c186c36bca7e0", "id": "receipt:db80b62ccc64daa37e69898e3d8bccfee135eb87ae6389c905300bc22174f4bd", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "39ad4c15027b13709ac6657c7fe7fe5d27884f36444feacc2979575dab640a87", "sequence": 115, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-19", "phase": 0, "scheduled_date": "2027-06-19" } }, { "action_id": null, "day": -75, "event_id": null, "hash": "bbad333feb4f0a23158e6105f019b4a396152118d8875167626140cd34cadd0c", "id": "receipt:5f233f53df869894e13faa7595adb2187ad7acd5e6d3aa98b665666312999275", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "9f206d503e3dc7e0c076304b6a2a02a2d54c58e66022cb51d21c186c36bca7e0", "sequence": 116, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-19", "phase": 1, "scheduled_date": "2027-06-19" } }, { "action_id": null, "day": -75, "event_id": null, "hash": "747ada408337f2768e6bfc800b92635c09554f567aa15e6120f6c56fb7a6cd7b", "id": "receipt:4d327503aa6a7da18b578e90d4ac86f45aac4635f5b55d765931c468514b0270", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-20", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1717948.851732464674", "last_accrual_date": "2027-06-20", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "1837809.464652538043", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1450106.748257819175", "interest_paid": "0", "last_accrual_date": "2027-06-20", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "172594.227102425217", "last_accrual_date": "2027-06-20", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "158211.374843889783", "last_accrual_date": "2027-06-20", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12003.947602282895", "expense_funding": "211203.706666018923", "income_carry": "-156578.285375539764", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "bbad333feb4f0a23158e6105f019b4a396152118d8875167626140cd34cadd0c", "sequence": 117, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-19", "phase": 2, "scheduled_date": "2027-06-19" } }, { "action_id": null, "day": -75, "event_id": null, "hash": "8315762ea22ca5e72bc7a054af1e380de94a9fe81686d9815096324012cca175", "id": "receipt:38953b878e03061131191ea11a5cb7df1b1187c89f61daf46d8e36880e648e1b", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-20", "day": -74, "financial_time": "0.04076086956521739130434782608695652173913", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "747ada408337f2768e6bfc800b92635c09554f567aa15e6120f6c56fb7a6cd7b", "sequence": 118, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -75, "funding_start_date": "2027-06-05", "to_day": -74, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -74, "event_id": null, "hash": "75a4a79ad76d71fe2d32f85895a7468610073b252dededf5b090dcab9e111708", "id": "receipt:f2fcb65351855548ca1e2369d4d75cecdcb1b999f52e9eb63a1d4a767a4bfc6f", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "8315762ea22ca5e72bc7a054af1e380de94a9fe81686d9815096324012cca175", "sequence": 119, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-20", "phase": 0, "scheduled_date": "2027-06-20" } }, { "action_id": null, "day": -74, "event_id": null, "hash": "b6446a273cc49d301013d8ac697b8e14c36ddee677867968b64decf4b5c9d33e", "id": "receipt:b90b098a58f240dcd813e262e8b32177eac6f990a7bb5d9c64364c86ed862342", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "75a4a79ad76d71fe2d32f85895a7468610073b252dededf5b090dcab9e111708", "sequence": 120, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-20", "phase": 1, "scheduled_date": "2027-06-20" } }, { "action_id": null, "day": -74, "event_id": null, "hash": "acefd5853e325cdc9b256b66ee2a6db74f34e8bc43fee70b77d3e43cd8e7263d", "id": "receipt:392aebd5ae145358d23205362d06c0d78b898265448b126b07ceb4447375db86", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-21", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1832478.775181295652", "last_accrual_date": "2027-06-21", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "1960330.095629373913", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1546780.53147500712", "interest_paid": "0", "last_accrual_date": "2027-06-21", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "184100.508909253565", "last_accrual_date": "2027-06-21", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "168758.799833482435", "last_accrual_date": "2027-06-21", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12005.119780544157", "expense_funding": "211203.706666018923", "income_carry": "-156579.457553801027", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "b6446a273cc49d301013d8ac697b8e14c36ddee677867968b64decf4b5c9d33e", "sequence": 121, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-20", "phase": 2, "scheduled_date": "2027-06-20" } }, { "action_id": null, "day": -74, "event_id": null, "hash": "a048dffcdda5e71fa411403385b15654182f86af507ad1d085621384c484e450", "id": "receipt:7653f9f92164df290a4d530abe61a65f1851c1a3ad352473b4c9e1af3668deda", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-21", "day": -73, "financial_time": "0.04347826086956521739130434782608695652174", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "acefd5853e325cdc9b256b66ee2a6db74f34e8bc43fee70b77d3e43cd8e7263d", "sequence": 122, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -74, "funding_start_date": "2027-06-05", "to_day": -73, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -73, "event_id": null, "hash": "06045a2121d6a025ac48d778a7529266f8904158d79024106e1da62d84c44765", "id": "receipt:201cc7f8f04dbc7790cc57df20c82aa8f2eae2272df6de204528f95ce8007dc9", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "a048dffcdda5e71fa411403385b15654182f86af507ad1d085621384c484e450", "sequence": 123, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-21", "phase": 0, "scheduled_date": "2027-06-21" } }, { "action_id": null, "day": -73, "event_id": null, "hash": "bdfadf582b2f2b04725245d2d80500d55fdf471a3d83cab7d6ab8e2612464f7d", "id": "receipt:55f798fe7f2a2b66b31bceb4418bd8130ed7c6f28693e1aa634d449a9422310c", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "06045a2121d6a025ac48d778a7529266f8904158d79024106e1da62d84c44765", "sequence": 124, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-21", "phase": 1, "scheduled_date": "2027-06-21" } }, { "action_id": null, "day": -73, "event_id": null, "hash": "a068e273dd33cc64e03b2c1d841773f9927d83811ec7f7e37fd7980371fae80a", "id": "receipt:49605c205f9259b57c7744a40bcf70b02f2f61a08ea786d63cf36d78a63052e9", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-22", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "1947008.69863012663", "last_accrual_date": "2027-06-22", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "2082850.726606209783", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1643454.314692195065", "interest_paid": "0", "last_accrual_date": "2027-06-22", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "195606.790716081913", "last_accrual_date": "2027-06-22", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "179306.224823075087", "last_accrual_date": "2027-06-22", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12006.292073267921", "expense_funding": "211203.706666018923", "income_carry": "-156580.629846524791", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "bdfadf582b2f2b04725245d2d80500d55fdf471a3d83cab7d6ab8e2612464f7d", "sequence": 125, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-21", "phase": 2, "scheduled_date": "2027-06-21" } }, { "action_id": null, "day": -73, "event_id": null, "hash": "e80cfa3922f34f610602bda90f3097b23b678bb16c9b925c69df94c3d19f63a6", "id": "receipt:b69cb525a648e5674594b61020547c2779c0b94fdd2632f1cff8bcaebdf8139a", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-22", "day": -72, "financial_time": "0.04619565217391304347826086956521739130435", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "a068e273dd33cc64e03b2c1d841773f9927d83811ec7f7e37fd7980371fae80a", "sequence": 126, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -73, "funding_start_date": "2027-06-05", "to_day": -72, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -72, "event_id": null, "hash": "ac5ad638789cc7e09585198967fe075235356e9e7180221d26dc8574c9323a09", "id": "receipt:df48754cdb0973180dfe53a3875a77102f45054aaf077f550e27f8e06c3d6b51", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "e80cfa3922f34f610602bda90f3097b23b678bb16c9b925c69df94c3d19f63a6", "sequence": 127, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-22", "phase": 0, "scheduled_date": "2027-06-22" } }, { "action_id": null, "day": -72, "event_id": null, "hash": "a84e8689b98ac4c7a289c962609c3c05a1561ab862204a43f90eacf39e541e66", "id": "receipt:b55a7b7cc83b238f02bc5ecbcb6e6e14f283c3924e9891cc022427b3c6f5a261", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ac5ad638789cc7e09585198967fe075235356e9e7180221d26dc8574c9323a09", "sequence": 128, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-22", "phase": 1, "scheduled_date": "2027-06-22" } }, { "action_id": null, "day": -72, "event_id": null, "hash": "6e8ef828f2ebb5614279a3e219ee4852becf64d8ca05f20e9409a61894265783", "id": "receipt:2afb1b11d8ad38c0e569ced98d5d120ebe8f4144801e5d37f1bb393c51617591", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-23", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2061538.622078957609", "last_accrual_date": "2027-06-23", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "2205371.357583045652", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1740128.09790938301", "interest_paid": "0", "last_accrual_date": "2027-06-23", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "207113.072522910261", "last_accrual_date": "2027-06-23", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "189853.649812667739", "last_accrual_date": "2027-06-23", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12007.464480465364", "expense_funding": "211203.706666018924", "income_carry": "-156581.802253722233", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "a84e8689b98ac4c7a289c962609c3c05a1561ab862204a43f90eacf39e541e66", "sequence": 129, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-22", "phase": 2, "scheduled_date": "2027-06-22" } }, { "action_id": null, "day": -72, "event_id": null, "hash": "2e1dc81d71ecec5c3b3e6d63f92cb6d7ea49043117c2056eb1d30a14dfb3d8e6", "id": "receipt:1ae663af8da810fd838c261e6a1586786e4439ce8d705ec6c6e7682c13177521", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-23", "day": -71, "financial_time": "0.04891304347826086956521739130434782608696", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "6e8ef828f2ebb5614279a3e219ee4852becf64d8ca05f20e9409a61894265783", "sequence": 130, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -72, "funding_start_date": "2027-06-05", "to_day": -71, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -71, "event_id": null, "hash": "afa9f4db246b8b4fc1e14b00303c62a6f403eb62fbb51b113c183fcc41ff7892", "id": "receipt:e123eeff1d8531b4bc85a423de7f2b09ba965af1bcc61309d464a9d96e947765", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "2e1dc81d71ecec5c3b3e6d63f92cb6d7ea49043117c2056eb1d30a14dfb3d8e6", "sequence": 131, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-23", "phase": 0, "scheduled_date": "2027-06-23" } }, { "action_id": null, "day": -71, "event_id": null, "hash": "31e16cfaf284d8e7bff68f69d5b5a73c2b979a745a1ce9b8dd4105b0b5405d4c", "id": "receipt:cab45c08b68fdf43e0a4cd92a1f080c829cbdd5658b8bfdb91633c0fdde1846f", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "afa9f4db246b8b4fc1e14b00303c62a6f403eb62fbb51b113c183fcc41ff7892", "sequence": 132, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-23", "phase": 1, "scheduled_date": "2027-06-23" } }, { "action_id": null, "day": -71, "event_id": null, "hash": "3ff921e04ea6a70b07f79fd0c60ddf6f336343225cdacdc52d3fb5049512c52b", "id": "receipt:5afa45aa7a4c200d72bef4d121ec0527b926f2b98ce85429f1256270f6ba2a77", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-24", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2176068.545527788587", "last_accrual_date": "2027-06-24", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "2327891.988559881522", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1836801.881126570955", "interest_paid": "0", "last_accrual_date": "2027-06-24", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "218619.354329738609", "last_accrual_date": "2027-06-24", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "200401.074802260391", "last_accrual_date": "2027-06-24", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12008.637002147665", "expense_funding": "211203.706666018923", "income_carry": "-156582.974775404535", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "31e16cfaf284d8e7bff68f69d5b5a73c2b979a745a1ce9b8dd4105b0b5405d4c", "sequence": 133, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-23", "phase": 2, "scheduled_date": "2027-06-23" } }, { "action_id": null, "day": -71, "event_id": null, "hash": "821008efa3248730af0a2a0e382e769883de5b32afb7072ca2748fcca05d59c9", "id": "receipt:50fd35b5a11af59053e58a9d149e0f9f02716bd25e538a240617e92a8b22eb18", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-24", "day": -70, "financial_time": "0.05163043478260869565217391304347826086957", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "3ff921e04ea6a70b07f79fd0c60ddf6f336343225cdacdc52d3fb5049512c52b", "sequence": 134, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -71, "funding_start_date": "2027-06-05", "to_day": -70, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -70, "event_id": null, "hash": "2903a20e318994d4629229e223f3ca7e75253845ba1290a5ad482dcdbe2a418b", "id": "receipt:69823d7347b3ac933a05191cfd7f4d3b28cb199e399ce60170e3602e48a35aed", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "821008efa3248730af0a2a0e382e769883de5b32afb7072ca2748fcca05d59c9", "sequence": 135, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-24", "phase": 0, "scheduled_date": "2027-06-24" } }, { "action_id": null, "day": -70, "event_id": null, "hash": "a56623935e5cf4ad6d93fa491d2eef1ac08e7bc886999bbf8bf723160669bee1", "id": "receipt:ea5f7e48fa51f641ea739b8b529a7731a4cd80f42097156a97d0b4c6d472420b", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "2903a20e318994d4629229e223f3ca7e75253845ba1290a5ad482dcdbe2a418b", "sequence": 136, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-24", "phase": 1, "scheduled_date": "2027-06-24" } }, { "action_id": null, "day": -70, "event_id": null, "hash": "fe5f99970cc5e49a710393848e199046b1b08c2f6183382eff5fd7985b71e098", "id": "receipt:d15443186050d22b892c02ed000fd4c269ec6e69721d79e4d99bf2971b8745db", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-25", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2290598.468976619565", "last_accrual_date": "2027-06-25", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "2450412.619536717391", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "1933475.6643437589", "interest_paid": "0", "last_accrual_date": "2027-06-25", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "230125.636136566957", "last_accrual_date": "2027-06-25", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "210948.499791853043", "last_accrual_date": "2027-06-25", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12009.809638326002", "expense_funding": "211203.706666018923", "income_carry": "-156584.147411582871", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "a56623935e5cf4ad6d93fa491d2eef1ac08e7bc886999bbf8bf723160669bee1", "sequence": 137, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-24", "phase": 2, "scheduled_date": "2027-06-24" } }, { "action_id": null, "day": -70, "event_id": null, "hash": "03079e70066e9056b2951e805999c506e805d9413750c564d47fa44c38d4c39b", "id": "receipt:3eb4b82678a5b79de6ae6d3d366c408de1794ecd581f6b8648427ace27a57f05", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-25", "day": -69, "financial_time": "0.05434782608695652173913043478260869565217", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "fe5f99970cc5e49a710393848e199046b1b08c2f6183382eff5fd7985b71e098", "sequence": 138, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -70, "funding_start_date": "2027-06-05", "to_day": -69, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -69, "event_id": null, "hash": "55a57c8605aa75ccdb175daca890f95f0e7737e02478ba89f7111a79000dffa4", "id": "receipt:f6bbde6f1714fd3e6188bfcb0152486f9dfcbfbf85bcb77c3be4ec83c97c8ade", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "03079e70066e9056b2951e805999c506e805d9413750c564d47fa44c38d4c39b", "sequence": 139, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-25", "phase": 0, "scheduled_date": "2027-06-25" } }, { "action_id": null, "day": -69, "event_id": null, "hash": "f23bf02df1030c5686c9622ca18b0fe35efab34a4ff1530ce4191504363a3da7", "id": "receipt:b8f6cf6331007b0928cc3ad665e0515350f9b1b5e682239a925c5176795ec60b", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "55a57c8605aa75ccdb175daca890f95f0e7737e02478ba89f7111a79000dffa4", "sequence": 140, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-25", "phase": 1, "scheduled_date": "2027-06-25" } }, { "action_id": null, "day": -69, "event_id": null, "hash": "56d4d883f73d8162b92f5dca786cec99478e99cfb147d7ccd8d0b22dbcd0fc63", "id": "receipt:07d35ae0193dc5806c8f0aa6f8644784c57ef319cca53521f2609423e6af7553", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-26", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2405128.392425450543", "last_accrual_date": "2027-06-26", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "2572933.250513553261", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2030149.447560946845", "interest_paid": "0", "last_accrual_date": "2027-06-26", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "241631.917943395304", "last_accrual_date": "2027-06-26", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "221495.924781445696", "last_accrual_date": "2027-06-26", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12010.982389011557", "expense_funding": "211203.706666018923", "income_carry": "-156585.320162268427", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "f23bf02df1030c5686c9622ca18b0fe35efab34a4ff1530ce4191504363a3da7", "sequence": 141, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-25", "phase": 2, "scheduled_date": "2027-06-25" } }, { "action_id": null, "day": -69, "event_id": null, "hash": "865402dbf3855e03157a4793a76f6988b6b8fe5dd5544a6ec6fd54d1418f4096", "id": "receipt:3ba1aefb531d5bb044d49c66341e0ee086008cd9b314d395df30970bda45e822", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-26", "day": -68, "financial_time": "0.05706521739130434782608695652173913043478", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "56d4d883f73d8162b92f5dca786cec99478e99cfb147d7ccd8d0b22dbcd0fc63", "sequence": 142, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -69, "funding_start_date": "2027-06-05", "to_day": -68, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -68, "event_id": null, "hash": "607f469ebf21fbf6aecac13ceb78ffaa3901ba779cab6397823fc9c6a8b78da3", "id": "receipt:4dba7b8fd5bb005cc2c317b37a8cf76cad8d4d383b6dd07f20efcd8fcd280fd7", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "865402dbf3855e03157a4793a76f6988b6b8fe5dd5544a6ec6fd54d1418f4096", "sequence": 143, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-26", "phase": 0, "scheduled_date": "2027-06-26" } }, { "action_id": null, "day": -68, "event_id": null, "hash": "0433b3e37a111612331c418f532e094b23c8dd208af6a5a39faf8d1a2e8c9e25", "id": "receipt:b66937491a6998a25affd3592c577b35d463e6bab480c3f92be31b8de0e2f8c5", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "607f469ebf21fbf6aecac13ceb78ffaa3901ba779cab6397823fc9c6a8b78da3", "sequence": 144, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-26", "phase": 1, "scheduled_date": "2027-06-26" } }, { "action_id": null, "day": -68, "event_id": null, "hash": "3d02dbbc0d814257b8e279b3edef778ad092536efffab120c1d707a7c6b3bc1a", "id": "receipt:73db74c54c26146118b27da12b22ee11e78e618ee0200d0c5238f124e161de10", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-27", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2519658.315874281522", "last_accrual_date": "2027-06-27", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "2695453.88149038913", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2126823.23077813479", "interest_paid": "0", "last_accrual_date": "2027-06-27", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "253138.199750223652", "last_accrual_date": "2027-06-27", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "232043.349771038348", "last_accrual_date": "2027-06-27", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12012.15525421551", "expense_funding": "211203.706666018924", "income_carry": "-156586.493027472379", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "0433b3e37a111612331c418f532e094b23c8dd208af6a5a39faf8d1a2e8c9e25", "sequence": 145, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-26", "phase": 2, "scheduled_date": "2027-06-26" } }, { "action_id": null, "day": -68, "event_id": null, "hash": "30dd2df44b34a99bb1e5331a549bdf411fd62c4e384374a4f81a1129a7bdd008", "id": "receipt:2ce3ebc6bc6d3861297210e1054957a0084454e2a7c0f015c74c02b92df507f2", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-27", "day": -67, "financial_time": "0.05978260869565217391304347826086956521739", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "3d02dbbc0d814257b8e279b3edef778ad092536efffab120c1d707a7c6b3bc1a", "sequence": 146, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -68, "funding_start_date": "2027-06-05", "to_day": -67, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -67, "event_id": null, "hash": "9b7857379be407a93c3c1f76e9d7272d7bbaab859f4a6ea34ff096e243285ff4", "id": "receipt:b888c9c86c81d19e12855a4707c8c9592612454754c4dd2f7d6e5df9262dfa1e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "30dd2df44b34a99bb1e5331a549bdf411fd62c4e384374a4f81a1129a7bdd008", "sequence": 147, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-27", "phase": 0, "scheduled_date": "2027-06-27" } }, { "action_id": null, "day": -67, "event_id": null, "hash": "300d50f190cccec47fd35dd298448611e327fc77e1f8555900a7e880a47ad16c", "id": "receipt:2e176a859c3f6f25c71c31a536ed555f224947b3741f81f3122def753ecae44b", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "9b7857379be407a93c3c1f76e9d7272d7bbaab859f4a6ea34ff096e243285ff4", "sequence": 148, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-27", "phase": 1, "scheduled_date": "2027-06-27" } }, { "action_id": null, "day": -67, "event_id": null, "hash": "f10de544dc99c7ae7dc92812a35d496f30fdd67e405c04304a1185c7e6617e69", "id": "receipt:fb8bd33f5df4cd1ec4043583607ee4427c6ea09b1aa2a7d784e0425888fc5171", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-28", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2634188.2393231125", "last_accrual_date": "2027-06-28", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "2817974.512467225", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2223497.013995322735", "interest_paid": "0", "last_accrual_date": "2027-06-28", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "264644.481557052", "last_accrual_date": "2027-06-28", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "242590.774760631", "last_accrual_date": "2027-06-28", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12013.328233949045", "expense_funding": "211203.706666018923", "income_carry": "-156587.666007205915", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "300d50f190cccec47fd35dd298448611e327fc77e1f8555900a7e880a47ad16c", "sequence": 149, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-27", "phase": 2, "scheduled_date": "2027-06-27" } }, { "action_id": null, "day": -67, "event_id": null, "hash": "ceb262f706dee220834a2d3e3895b2905cedc486b6bb0fdab9a7380206151289", "id": "receipt:9571a8abedd920ff95639160566b5260ef87acfdbdc82d98365fa285e22a404a", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-28", "day": -66, "financial_time": "0.0625", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "f10de544dc99c7ae7dc92812a35d496f30fdd67e405c04304a1185c7e6617e69", "sequence": 150, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -67, "funding_start_date": "2027-06-05", "to_day": -66, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -66, "event_id": null, "hash": "23e7edc295f86de0557cf22d2e29feab4b5cde5b3e5b65636c707384eba764e5", "id": "receipt:e8bc4beb40622c2faacf674bd34f4552bb7195b9cd82a133b8fe751da838adde", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ceb262f706dee220834a2d3e3895b2905cedc486b6bb0fdab9a7380206151289", "sequence": 151, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-28", "phase": 0, "scheduled_date": "2027-06-28" } }, { "action_id": null, "day": -66, "event_id": null, "hash": "72a8094bf5d861fa3dd069f0dcabf7a4fd21c732e8ca4c9fdb51651322ff4568", "id": "receipt:f8a465649f6b7222288cffa221392a7a8023d210136a1ed11a6629d31426ede9", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "23e7edc295f86de0557cf22d2e29feab4b5cde5b3e5b65636c707384eba764e5", "sequence": 152, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-28", "phase": 1, "scheduled_date": "2027-06-28" } }, { "action_id": null, "day": -66, "event_id": null, "hash": "03cee06c735fc8c446fd2f11189995e7602e25bf981698c8fce307f78a80ab08", "id": "receipt:efa605de41e56a719bf7f6fc24467072dae8b5275ebaaf34520e4cd8c394281e", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-29", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2748718.162771943478", "last_accrual_date": "2027-06-29", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "2940495.14344406087", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2320170.79721251068", "interest_paid": "0", "last_accrual_date": "2027-06-29", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "276150.763363880348", "last_accrual_date": "2027-06-29", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "253138.199750223652", "last_accrual_date": "2027-06-29", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12014.501328223345", "expense_funding": "211203.706666018923", "income_carry": "-156588.839101480215", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "72a8094bf5d861fa3dd069f0dcabf7a4fd21c732e8ca4c9fdb51651322ff4568", "sequence": 153, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-28", "phase": 2, "scheduled_date": "2027-06-28" } }, { "action_id": null, "day": -66, "event_id": null, "hash": "b5e7c8e0eab3fa738a5a4318222d44938541cfca3313f123641418cd33728ea8", "id": "receipt:5a7370f8c0a3d13a4c313c4fcd69b0326a13133f6aaea6d4a550a0f8928f8369", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-29", "day": -65, "financial_time": "0.06521739130434782608695652173913043478261", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "03cee06c735fc8c446fd2f11189995e7602e25bf981698c8fce307f78a80ab08", "sequence": 154, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -66, "funding_start_date": "2027-06-05", "to_day": -65, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -65, "event_id": null, "hash": "5d6cac2de5e3bb3f29940956987b193d2ace4b3a708426883bbf85005b6658a7", "id": "receipt:cdb35487d1b17e398e7a66a42ab0d404cdc5313f7939bc30dfe2084347daed8e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b5e7c8e0eab3fa738a5a4318222d44938541cfca3313f123641418cd33728ea8", "sequence": 155, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-29", "phase": 0, "scheduled_date": "2027-06-29" } }, { "action_id": null, "day": -65, "event_id": null, "hash": "9d479261eb53d7ce10285602b9d1f08547f353394b79a34920ff47c98c107d1c", "id": "receipt:7ac5fae510ad22eb70aa2ac2435e33b1958526175ff33cef8509172bf9227cce", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "5d6cac2de5e3bb3f29940956987b193d2ace4b3a708426883bbf85005b6658a7", "sequence": 156, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-29", "phase": 1, "scheduled_date": "2027-06-29" } }, { "action_id": null, "day": -65, "event_id": null, "hash": "72b58086cd1168d0472ca86298e7cf61f3354bd255d1c87ffa1fe9819d551755", "id": "receipt:88d6d8287880b33c42c7f07d66e449ec797d99e1d5282c939bdb8389669ced2c", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-06-30", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2863248.086220774457", "last_accrual_date": "2027-06-30", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "3063015.774420896739", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2416844.580429698625", "interest_paid": "0", "last_accrual_date": "2027-06-30", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "287657.045170708696", "last_accrual_date": "2027-06-30", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "263685.624739816304", "last_accrual_date": "2027-06-30", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12015.674537049596", "expense_funding": "211203.706666018924", "income_carry": "-156590.012310306465", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "9d479261eb53d7ce10285602b9d1f08547f353394b79a34920ff47c98c107d1c", "sequence": 157, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-29", "phase": 2, "scheduled_date": "2027-06-29" } }, { "action_id": null, "day": -65, "event_id": null, "hash": "b986dc7f539a737af379d4f383a9f8fa1754c6caec4c960a4838c40864e826de", "id": "receipt:04d48f6a4afda5211ded5a2a547f32ed76c3e13ee51e2adab3d1e0d8933b8ee2", "kind": "opening_clock", "operations": [ { "as_of": "2027-06-30", "day": -64, "financial_time": "0.06793478260869565217391304347826086956522", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "72b58086cd1168d0472ca86298e7cf61f3354bd255d1c87ffa1fe9819d551755", "sequence": 158, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -65, "funding_start_date": "2027-06-05", "to_day": -64, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -64, "event_id": null, "hash": "f335e831223deaf8d2af865224e19e3b069b70cb82c688af93038134d2cd0141", "id": "receipt:86d1ffa930080eaa3f0d2f570f8ba0984e6d5bc1bf631e1563cd65ec2df1135f", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b986dc7f539a737af379d4f383a9f8fa1754c6caec4c960a4838c40864e826de", "sequence": 159, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-30", "phase": 0, "scheduled_date": "2027-06-30" } }, { "action_id": null, "day": -64, "event_id": null, "hash": "aa6faea5ff04ba60f32f03f486643357d1b85488827eaf03cfb829cb82af094c", "id": "receipt:9360127f38510486c3bb9cfb87b5b5c1ba5d0ec4f1a24a2a984367dbd2f5579d", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f335e831223deaf8d2af865224e19e3b069b70cb82c688af93038134d2cd0141", "sequence": 160, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-06-30", "phase": 1, "scheduled_date": "2027-06-30" } }, { "action_id": null, "day": -64, "event_id": null, "hash": "9f2f5c1a6a73224dfe8f1e1fc6698d6a0cd2b0811337b006309899329695b8fd", "id": "receipt:b2b6190e5b746cf92246d6537ed07dd9597f4017a74a2d067e8be54f29e77767", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-01", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "2977778.009669605435", "last_accrual_date": "2027-07-01", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "3185536.405397732609", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2513518.36364688657", "interest_paid": "0", "last_accrual_date": "2027-07-01", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "299163.326977537043", "last_accrual_date": "2027-07-01", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "274233.049729408957", "last_accrual_date": "2027-07-01", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12016.847860438982", "expense_funding": "211203.706666018923", "income_carry": "-156591.185633695852", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "aa6faea5ff04ba60f32f03f486643357d1b85488827eaf03cfb829cb82af094c", "sequence": 161, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-06-30", "phase": 2, "scheduled_date": "2027-06-30" } }, { "action_id": null, "day": -64, "event_id": null, "hash": "dacd1aa1a62f74b5eb23b22b89170b1477cc1acdc8971fff1b060f8f21ea44b2", "id": "receipt:cf753878f649b3f9ed2580f5431b162cb2b7a2964e4a367a815480bca064ef7c", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-01", "day": -63, "financial_time": "0.07065217391304347826086956521739130434783", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "9f2f5c1a6a73224dfe8f1e1fc6698d6a0cd2b0811337b006309899329695b8fd", "sequence": 162, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -64, "funding_start_date": "2027-06-05", "to_day": -63, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -63, "event_id": null, "hash": "7edbf292d119740b8f43a1664eb772000e32e6729ccfd3d7623075e638122fe3", "id": "receipt:75c2fc8410ac14fe98950b3100e27aa71a896a096d38febf0ee534722877ff57", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "dacd1aa1a62f74b5eb23b22b89170b1477cc1acdc8971fff1b060f8f21ea44b2", "sequence": 163, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-01", "phase": 0, "scheduled_date": "2027-07-01" } }, { "action_id": null, "day": -63, "event_id": null, "hash": "4a913dca64e67717dde91b112946a0a7daa135056b3fbc53b252ba5e14e02549", "id": "receipt:218cb00a8f0a1cd748a5e2379b15a63e8d006eb66a8a5e25a1427226f2b5fb91", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "7edbf292d119740b8f43a1664eb772000e32e6729ccfd3d7623075e638122fe3", "sequence": 164, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-01", "phase": 1, "scheduled_date": "2027-07-01" } }, { "action_id": null, "day": -63, "event_id": null, "hash": "e8c5b126e6b5c78e2b9ce6b47710b33102f33ddf8aece2911714ff7c881f13cd", "id": "receipt:a72dc62634063893b0663452c2fc0c98ccad2b70b0dddbaa7151278b07401009", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-02", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "3092307.933118436413", "last_accrual_date": "2027-07-02", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "3308057.036374568478", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2610192.146864074515", "interest_paid": "0", "last_accrual_date": "2027-07-02", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "310669.608784365391", "last_accrual_date": "2027-07-02", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "284780.474719001609", "last_accrual_date": "2027-07-02", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12018.021298402691", "expense_funding": "211203.706666018923", "income_carry": "-156592.35907165956", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "4a913dca64e67717dde91b112946a0a7daa135056b3fbc53b252ba5e14e02549", "sequence": 165, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-01", "phase": 2, "scheduled_date": "2027-07-01" } }, { "action_id": null, "day": -63, "event_id": null, "hash": "6fdcbdefcb74787763e17573bfe261f8f58d6b2971afe5376d89d26426be0c60", "id": "receipt:0b8d310775a4dee500f54ea269dd00651b448325d0a125a554ef7c81591dc8fa", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-02", "day": -62, "financial_time": "0.07336956521739130434782608695652173913043", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "e8c5b126e6b5c78e2b9ce6b47710b33102f33ddf8aece2911714ff7c881f13cd", "sequence": 166, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -63, "funding_start_date": "2027-06-05", "to_day": -62, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -62, "event_id": null, "hash": "81122248ff5c626a7c164068c9faa7817efc4293b5994480b9e94143336f88ab", "id": "receipt:e325d5fe25dd4f45dbc5ddde469b30674eaf930f5212e8281d3420cba40651b9", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "6fdcbdefcb74787763e17573bfe261f8f58d6b2971afe5376d89d26426be0c60", "sequence": 167, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-02", "phase": 0, "scheduled_date": "2027-07-02" } }, { "action_id": null, "day": -62, "event_id": null, "hash": "c4b0dfbfe0f2ba7525acb1650194adb0bc97868d6c7d1b3a62f012b6abf69785", "id": "receipt:53de49c7b57345c274c0431d85bd74f1d34652797abb47ffd864aeea7f4485bb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "81122248ff5c626a7c164068c9faa7817efc4293b5994480b9e94143336f88ab", "sequence": 168, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-02", "phase": 1, "scheduled_date": "2027-07-02" } }, { "action_id": null, "day": -62, "event_id": null, "hash": "9422680a5918d17ca50e2a2945706dce7fa6b2dabc1c76ce8cc8a84c887ea5be", "id": "receipt:a90676b2e238477d3e02a79b18473024a1b41f00e244c3c7b9236c05c11c8101", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-03", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "3206837.856567267391", "last_accrual_date": "2027-07-03", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "3430577.667351404348", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2706865.93008126246", "interest_paid": "0", "last_accrual_date": "2027-07-03", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "322175.890591193739", "last_accrual_date": "2027-07-03", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "295327.899708594261", "last_accrual_date": "2027-07-03", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12019.194850951912", "expense_funding": "211203.706666018923", "income_carry": "-156593.532624208782", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "c4b0dfbfe0f2ba7525acb1650194adb0bc97868d6c7d1b3a62f012b6abf69785", "sequence": 169, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-02", "phase": 2, "scheduled_date": "2027-07-02" } }, { "action_id": null, "day": -62, "event_id": null, "hash": "c485ae5f9b5d16d2908fae7cedcf7263a42a8ff2f7bb4bdfa1d3b310719bdc1f", "id": "receipt:3e5991c12554e7530ea065a471f970158ffb28aa970ec5a7b06f22b20944fa4e", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-03", "day": -61, "financial_time": "0.07608695652173913043478260869565217391304", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "9422680a5918d17ca50e2a2945706dce7fa6b2dabc1c76ce8cc8a84c887ea5be", "sequence": 170, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -62, "funding_start_date": "2027-06-05", "to_day": -61, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -61, "event_id": null, "hash": "e7b53174d789ff762f01b5598591c4b4404ddab8c3452b600615f7b928ba94f6", "id": "receipt:487cfdf72a9227537d7a6a4a00da5f0b9bd32cac423d59027dd998110ce77a79", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "c485ae5f9b5d16d2908fae7cedcf7263a42a8ff2f7bb4bdfa1d3b310719bdc1f", "sequence": 171, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-03", "phase": 0, "scheduled_date": "2027-07-03" } }, { "action_id": null, "day": -61, "event_id": null, "hash": "96bd19020d68bb838b5e275f9c1a3b4e4c19798ee7ed00ee0ac8b2b516d94788", "id": "receipt:e9e328a5d60ec12f1211b3c147ea2100768da4e74cb1e631d85cd0e0350b863e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "e7b53174d789ff762f01b5598591c4b4404ddab8c3452b600615f7b928ba94f6", "sequence": 172, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-03", "phase": 1, "scheduled_date": "2027-07-03" } }, { "action_id": null, "day": -61, "event_id": null, "hash": "e50513d1ce4fd3a27f8ca7e800f05bfe795df87bf0662613454d50fb74ab7574", "id": "receipt:547406783ab22a9a1d5b21222c506950fff457f8ab8c881981ae253cb4ab962b", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-04", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "3321367.78001609837", "last_accrual_date": "2027-07-04", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "3553098.298328240217", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2803539.713298450405", "interest_paid": "0", "last_accrual_date": "2027-07-04", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "333682.172398022087", "last_accrual_date": "2027-07-04", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "305875.324698186913", "last_accrual_date": "2027-07-04", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12020.368518097833", "expense_funding": "211203.706666018924", "income_carry": "-156594.706291354702", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "96bd19020d68bb838b5e275f9c1a3b4e4c19798ee7ed00ee0ac8b2b516d94788", "sequence": 173, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-03", "phase": 2, "scheduled_date": "2027-07-03" } }, { "action_id": null, "day": -61, "event_id": null, "hash": "946165921c77751e719ea1614ca985699d1777f698b12947de29c7178ba8a009", "id": "receipt:0c839dc465146b833591e8b45496834507d43452cf851c5b3649d72bb546c6e2", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-04", "day": -60, "financial_time": "0.07880434782608695652173913043478260869565", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "e50513d1ce4fd3a27f8ca7e800f05bfe795df87bf0662613454d50fb74ab7574", "sequence": 174, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -61, "funding_start_date": "2027-06-05", "to_day": -60, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -60, "event_id": null, "hash": "16bedf06ba60d8c9dcf809b1eaaa872e31db6351c8c8b7d98e02a8757056de33", "id": "receipt:731746456b496791f906efffc387d2adaefbb24c70b4e9215fd756d0e0715121", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "946165921c77751e719ea1614ca985699d1777f698b12947de29c7178ba8a009", "sequence": 175, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-04", "phase": 0, "scheduled_date": "2027-07-04" } }, { "action_id": null, "day": -60, "event_id": null, "hash": "d3c3f422749d76230f8fc369bf423fb203a3849bbec73acfadce6b80a0a012b3", "id": "receipt:6ce5583218bd884e98978bd5054cc60c35905b1b5eecfbd1e1a71de03d5a25ce", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "16bedf06ba60d8c9dcf809b1eaaa872e31db6351c8c8b7d98e02a8757056de33", "sequence": 176, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-04", "phase": 1, "scheduled_date": "2027-07-04" } }, { "action_id": null, "day": -60, "event_id": null, "hash": "f432d18cafb4f3fe379c7d9b257c8a5a92545f69c95ea5ff1561624945e9bf35", "id": "receipt:f648d5be67d6f215d1f15d7599f240214b957fcc8065fda6ae8eeb8d1250cbd4", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-05", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "3435897.703464929348", "last_accrual_date": "2027-07-05", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "3675618.929305076087", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2900213.49651563835", "interest_paid": "0", "last_accrual_date": "2027-07-05", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "345188.454204850435", "last_accrual_date": "2027-07-05", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "316422.749687779565", "last_accrual_date": "2027-07-05", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12021.542299851645", "expense_funding": "211203.706666018923", "income_carry": "-156595.880073108515", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "d3c3f422749d76230f8fc369bf423fb203a3849bbec73acfadce6b80a0a012b3", "sequence": 177, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-04", "phase": 2, "scheduled_date": "2027-07-04" } }, { "action_id": null, "day": -60, "event_id": null, "hash": "2ca19b6f23d31aff9cc3be16c75be625d2d7437f6d0f70819e52ba374d892397", "id": "receipt:aaaba97bb14a3a56cd22a0b9be08201f243f19e7227dabce4a8047017f102cf7", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-05", "day": -59, "financial_time": "0.08152173913043478260869565217391304347826", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "f432d18cafb4f3fe379c7d9b257c8a5a92545f69c95ea5ff1561624945e9bf35", "sequence": 178, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -60, "funding_start_date": "2027-06-05", "to_day": -59, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -59, "event_id": null, "hash": "0dc88b38d9f34559447d9e33312dc6347284a68280f6dc8d809190354a245a34", "id": "receipt:0bb27dcab53f04c91524641636d6f22bd9718a50725017d0bee8d821c58c5a25", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "2ca19b6f23d31aff9cc3be16c75be625d2d7437f6d0f70819e52ba374d892397", "sequence": 179, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-05", "phase": 0, "scheduled_date": "2027-07-05" } }, { "action_id": null, "day": -59, "event_id": null, "hash": "32fea24ac6a1e195ddf1956496b03c5d41cd99f499b2d22b5fe8b2ded537e14f", "id": "receipt:7435cf2fd9ed8edd1bbf826e1abe5f08ef5cf0e77660c18c797733b2fbf7f905", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "0dc88b38d9f34559447d9e33312dc6347284a68280f6dc8d809190354a245a34", "sequence": 180, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-05", "phase": 1, "scheduled_date": "2027-07-05" } }, { "action_id": null, "day": -59, "event_id": null, "hash": "33793d14e659aafbe0ab1d2bfcf9aaa3da24eb8cf1a8c75b9aeae9790208c531", "id": "receipt:6fee438f1cb038c1c1b2f2c69108b45e0c3112f9cfc73e671cc1de71dda1f030", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-06", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "3550427.626913760326", "last_accrual_date": "2027-07-06", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "3798139.560281911957", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "2996887.279732826295", "interest_paid": "0", "last_accrual_date": "2027-07-06", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "356694.736011678783", "last_accrual_date": "2027-07-06", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "326970.174677372217", "last_accrual_date": "2027-07-06", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12022.716196224538", "expense_funding": "211203.706666018923", "income_carry": "-156597.053969481408", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "32fea24ac6a1e195ddf1956496b03c5d41cd99f499b2d22b5fe8b2ded537e14f", "sequence": 181, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-05", "phase": 2, "scheduled_date": "2027-07-05" } }, { "action_id": null, "day": -59, "event_id": null, "hash": "b575e758d7ee3a53f472e1bd72f86c7315f9a6eadba07e36bfd9d19625376195", "id": "receipt:826b64e49006ee14732e40e24b58168af71079377b05b4e9411485e199e6a213", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-06", "day": -58, "financial_time": "0.08423913043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "33793d14e659aafbe0ab1d2bfcf9aaa3da24eb8cf1a8c75b9aeae9790208c531", "sequence": 182, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -59, "funding_start_date": "2027-06-05", "to_day": -58, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -58, "event_id": null, "hash": "4063d097b84868951d9f56844fe934966578fbae490d6166188f00236d3e0d28", "id": "receipt:ee1720e645b055e18d7740be756a20ca9a35ef2e5f8fcdcd961e3ef54bdde1da", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b575e758d7ee3a53f472e1bd72f86c7315f9a6eadba07e36bfd9d19625376195", "sequence": 183, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-06", "phase": 0, "scheduled_date": "2027-07-06" } }, { "action_id": null, "day": -58, "event_id": null, "hash": "65eb5499c5e123250775c0610ec002fab0a78991389d685e31eef65a79be516d", "id": "receipt:5fd832e313b8954bef3e73dde75f41423b24ab5a0e533df09a3664dde62d07f1", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "4063d097b84868951d9f56844fe934966578fbae490d6166188f00236d3e0d28", "sequence": 184, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-06", "phase": 1, "scheduled_date": "2027-07-06" } }, { "action_id": null, "day": -58, "event_id": null, "hash": "39a06964f6d48dbfe6f5c01b2f53033abe67cf8d9f1ce78cfc33aa87cb2ccdc4", "id": "receipt:8c99e36ad18b83547dff88f624230683e0ef2868d8b661dd1d721681928ad3fc", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-07", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "3664957.550362591304", "last_accrual_date": "2027-07-07", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "3920660.191258747826", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3093561.06295001424", "interest_paid": "0", "last_accrual_date": "2027-07-07", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "368201.01781850713", "last_accrual_date": "2027-07-07", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "337517.59966696487", "last_accrual_date": "2027-07-07", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12023.890207227706", "expense_funding": "211203.706666018923", "income_carry": "-156598.227980484575", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "65eb5499c5e123250775c0610ec002fab0a78991389d685e31eef65a79be516d", "sequence": 185, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-06", "phase": 2, "scheduled_date": "2027-07-06" } }, { "action_id": null, "day": -58, "event_id": null, "hash": "019e3b381bce166f513277e0d446be653229cfdab504142d13594f8b4b07c9f8", "id": "receipt:3928b3f2ecb3e67e09e60409a04388d2f9db24fd04a500d6e39fffec607af585", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-07", "day": -57, "financial_time": "0.08695652173913043478260869565217391304348", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "39a06964f6d48dbfe6f5c01b2f53033abe67cf8d9f1ce78cfc33aa87cb2ccdc4", "sequence": 186, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -58, "funding_start_date": "2027-06-05", "to_day": -57, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -57, "event_id": null, "hash": "6c3211bd750418288ab2c87af85d130e17d286a99aa88dbedff3a4d3cc2e230f", "id": "receipt:20dde0275adb6f83e282455eca4b43d9b6adcb1fddf9919d8497e6e00143611c", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "019e3b381bce166f513277e0d446be653229cfdab504142d13594f8b4b07c9f8", "sequence": 187, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-07", "phase": 0, "scheduled_date": "2027-07-07" } }, { "action_id": null, "day": -57, "event_id": null, "hash": "e23a0e69e4af4a06fe6745ec08c03bc804426ce61a470766aa699e64f3eca911", "id": "receipt:fbd766d9b785573400b0a1877ddba6d1213a34dcfba0926669fe5ba67b00f96d", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "6c3211bd750418288ab2c87af85d130e17d286a99aa88dbedff3a4d3cc2e230f", "sequence": 188, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-07", "phase": 1, "scheduled_date": "2027-07-07" } }, { "action_id": null, "day": -57, "event_id": null, "hash": "f3d92ee200ee18d392678794a45b3925bfb43b4697dcbb7401527a81a8248267", "id": "receipt:bba4657d39071e17669f5c6d7ba3d713affbfdd7b7d96f6532d347499235e821", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-08", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "3779487.473811422283", "last_accrual_date": "2027-07-08", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "4043180.822235583696", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3190234.846167202185", "interest_paid": "0", "last_accrual_date": "2027-07-08", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "379707.299625335478", "last_accrual_date": "2027-07-08", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "348065.024656557522", "last_accrual_date": "2027-07-08", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12025.064332872343", "expense_funding": "211203.706666018924", "income_carry": "-156599.402106129213", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "e23a0e69e4af4a06fe6745ec08c03bc804426ce61a470766aa699e64f3eca911", "sequence": 189, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-07", "phase": 2, "scheduled_date": "2027-07-07" } }, { "action_id": null, "day": -57, "event_id": null, "hash": "69e0bd2a83ca93add6c07e17c7d0a7fa6ff02253f5ae2d6f35d2706e74aa8745", "id": "receipt:79ce4d97de114f5d42deda9a9c70963626a4ddf910dae2877fdf0ce4c24379f3", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-08", "day": -56, "financial_time": "0.08967391304347826086956521739130434782609", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "f3d92ee200ee18d392678794a45b3925bfb43b4697dcbb7401527a81a8248267", "sequence": 190, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -57, "funding_start_date": "2027-06-05", "to_day": -56, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -56, "event_id": null, "hash": "e05e35a3ce43c06d8ef58028f85b7b7c85c36875ecb5006920b69433e13af45f", "id": "receipt:63782e3e7aac48aa19bc5b69797acea8f1f4eba2ac9a8ddfe07f8e8374fbefea", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "69e0bd2a83ca93add6c07e17c7d0a7fa6ff02253f5ae2d6f35d2706e74aa8745", "sequence": 191, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-08", "phase": 0, "scheduled_date": "2027-07-08" } }, { "action_id": null, "day": -56, "event_id": null, "hash": "670fcc3c04d021cbf3926ca4b74d5868d8171200b6fae283185971b5d28305be", "id": "receipt:9232a748e2611424208ae5e82630047b2296a83df19930cd6db0d9c6223b0ecd", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "e05e35a3ce43c06d8ef58028f85b7b7c85c36875ecb5006920b69433e13af45f", "sequence": 192, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-08", "phase": 1, "scheduled_date": "2027-07-08" } }, { "action_id": null, "day": -56, "event_id": null, "hash": "d89d7ae000ccbb739f8cdc25315cdc546ecc10ccea44252649905ec9744c3491", "id": "receipt:6ed189b504e76a6aabbc9f6175d843eb84dc40b7f27e3264801c6fef48d2640d", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-09", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "3894017.397260253261", "last_accrual_date": "2027-07-09", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "4165701.453212419565", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3286908.62938439013", "interest_paid": "0", "last_accrual_date": "2027-07-09", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "391213.581432163826", "last_accrual_date": "2027-07-09", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "358612.449646150174", "last_accrual_date": "2027-07-09", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12026.238573169642", "expense_funding": "211203.706666018923", "income_carry": "-156600.576346426511", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "670fcc3c04d021cbf3926ca4b74d5868d8171200b6fae283185971b5d28305be", "sequence": 193, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-08", "phase": 2, "scheduled_date": "2027-07-08" } }, { "action_id": null, "day": -56, "event_id": null, "hash": "b5ecbba2a5e1aed6b3da3cb0b467e4ae1a1b62b1d54fa17d19b6c0edfd2eacc6", "id": "receipt:56434f6a674be7a7491b5e9052589246da8cc24dec5f8a93c4fb1eb2b620b354", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-09", "day": -55, "financial_time": "0.0923913043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "d89d7ae000ccbb739f8cdc25315cdc546ecc10ccea44252649905ec9744c3491", "sequence": 194, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -56, "funding_start_date": "2027-06-05", "to_day": -55, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -55, "event_id": null, "hash": "21899471c26afb99ad2bd16f1c2fc8eb2fc62f7a6b4f7e66a9bcecd7a8d770de", "id": "receipt:5adfc5ea4ed845a6333dd1c52ab76d926034ed6819067e518fec3a1e2f3bc006", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b5ecbba2a5e1aed6b3da3cb0b467e4ae1a1b62b1d54fa17d19b6c0edfd2eacc6", "sequence": 195, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-09", "phase": 0, "scheduled_date": "2027-07-09" } }, { "action_id": null, "day": -55, "event_id": null, "hash": "b6d98c6d04f2198aa935a09982ffa304e8a927a9c09f7e08ddafef9af44e61f8", "id": "receipt:cb66833bce31047f7d88ec24d2c6bb69130beee698e4f65a5ef77a5ba51448f7", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "21899471c26afb99ad2bd16f1c2fc8eb2fc62f7a6b4f7e66a9bcecd7a8d770de", "sequence": 196, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-09", "phase": 1, "scheduled_date": "2027-07-09" } }, { "action_id": null, "day": -55, "event_id": null, "hash": "14a20012b5b0d7c6d4e2796ba4f2c27022ffbebeaf617854c79ba9e56ef56946", "id": "receipt:01c560edb102fe220e22449c8f79925bbd9ba1b16cc4fda6dc9acf6b07eacf62", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-10", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4008547.320709084239", "last_accrual_date": "2027-07-10", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "4288222.084189255435", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3383582.412601578075", "interest_paid": "0", "last_accrual_date": "2027-07-10", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "402719.863238992174", "last_accrual_date": "2027-07-10", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "369159.874635742826", "last_accrual_date": "2027-07-10", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12027.4129281308", "expense_funding": "211203.706666018923", "income_carry": "-156601.75070138767", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "b6d98c6d04f2198aa935a09982ffa304e8a927a9c09f7e08ddafef9af44e61f8", "sequence": 197, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-09", "phase": 2, "scheduled_date": "2027-07-09" } }, { "action_id": null, "day": -55, "event_id": null, "hash": "e5aa1be448fdca1b50f8239fc64e83b24463c987afa66b42c8f93e1f63c44d2c", "id": "receipt:8b8b57fb153696cd2d423bf3dc394a5aface97075ce4be9d28451589121eabef", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-10", "day": -54, "financial_time": "0.0951086956521739130434782608695652173913", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "14a20012b5b0d7c6d4e2796ba4f2c27022ffbebeaf617854c79ba9e56ef56946", "sequence": 198, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -55, "funding_start_date": "2027-06-05", "to_day": -54, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -54, "event_id": null, "hash": "40a95314e5fc73799cf2436d8ffcca643c826e39e2c5919decc62f08e7331526", "id": "receipt:350b101f65463e8092ff68953007bb712b0671c384e8a28609dfdc4b1a8dc1c6", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "e5aa1be448fdca1b50f8239fc64e83b24463c987afa66b42c8f93e1f63c44d2c", "sequence": 199, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-10", "phase": 0, "scheduled_date": "2027-07-10" } }, { "action_id": null, "day": -54, "event_id": null, "hash": "b1f8ba96080ec44d0d7bc2c3fbe0cf85ae6a782e75a5b413c90a4688bfd3233b", "id": "receipt:f601896e14f857c41134fb274b04825a245e30faddbb4feddce3d51b18865e1c", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "40a95314e5fc73799cf2436d8ffcca643c826e39e2c5919decc62f08e7331526", "sequence": 200, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-10", "phase": 1, "scheduled_date": "2027-07-10" } }, { "action_id": null, "day": -54, "event_id": null, "hash": "3bab9b246919ef58be322c0f8a8f70c5305ea2267e260e8770a4e1ab61d4285e", "id": "receipt:fcc1218d7db0711ec4ebce1e5eb0f4dbc8a61ee67ddb86821901ec7099f32c71", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-11", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4123077.244157915217", "last_accrual_date": "2027-07-11", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "4410742.715166091304", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3480256.19581876602", "interest_paid": "0", "last_accrual_date": "2027-07-11", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "414226.145045820522", "last_accrual_date": "2027-07-11", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "379707.299625335478", "last_accrual_date": "2027-07-11", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12028.587397767013", "expense_funding": "211203.706666018923", "income_carry": "-156602.925171023882", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "b1f8ba96080ec44d0d7bc2c3fbe0cf85ae6a782e75a5b413c90a4688bfd3233b", "sequence": 201, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-10", "phase": 2, "scheduled_date": "2027-07-10" } }, { "action_id": null, "day": -54, "event_id": null, "hash": "2f19593037e24d052e7a02735e0b9c40831de530f28c76fa44f9c8ae00ff2cba", "id": "receipt:3cabdc6219e7e4ca8141a7186006443a0b110ce86ee52feda43766b14ecc9633", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-11", "day": -53, "financial_time": "0.09782608695652173913043478260869565217391", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "3bab9b246919ef58be322c0f8a8f70c5305ea2267e260e8770a4e1ab61d4285e", "sequence": 202, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -54, "funding_start_date": "2027-06-05", "to_day": -53, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -53, "event_id": null, "hash": "05290e0802d57689ce66af0b09877ff66724c76499aa36abfde1ca1e8e2c9bb0", "id": "receipt:342f6ab86bf4fc3a2e9cf1928539f825e0ee5776164e3f402544fdfdb4069bca", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "2f19593037e24d052e7a02735e0b9c40831de530f28c76fa44f9c8ae00ff2cba", "sequence": 203, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-11", "phase": 0, "scheduled_date": "2027-07-11" } }, { "action_id": null, "day": -53, "event_id": null, "hash": "09cd510311468b917d0079d52a0148e4b91013ba1b01e2377d30a7a4177cd56d", "id": "receipt:8f191602a27e5580a9539bdddc5c7385fda14abf3451e829548d7a869dba8c1d", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "05290e0802d57689ce66af0b09877ff66724c76499aa36abfde1ca1e8e2c9bb0", "sequence": 204, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-11", "phase": 1, "scheduled_date": "2027-07-11" } }, { "action_id": null, "day": -53, "event_id": null, "hash": "8c3bd07c40e9daddc42874202758ccd261f33cb978b2d9c7f08bb868b2f17f14", "id": "receipt:389368108de75ae8945a56b947d1ce77f9d8440614bd91ce67a74bd86403e627", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-12", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4237607.167606746196", "last_accrual_date": "2027-07-12", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "4533263.346142927174", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3576929.979035953965", "interest_paid": "0", "last_accrual_date": "2027-07-12", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "425732.42685264887", "last_accrual_date": "2027-07-12", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "390254.72461492813", "last_accrual_date": "2027-07-12", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12029.761982089479", "expense_funding": "211203.706666018924", "income_carry": "-156604.099755346349", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "09cd510311468b917d0079d52a0148e4b91013ba1b01e2377d30a7a4177cd56d", "sequence": 205, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-11", "phase": 2, "scheduled_date": "2027-07-11" } }, { "action_id": null, "day": -53, "event_id": null, "hash": "d9c9c151ca5163058f8180b81e2f8393bac4fa1ef3b7af029385fcbff6bc4f30", "id": "receipt:67fce1d85385161e078edd6429c6abe555d5039de34a5a28d5ffc1a50c590de0", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-12", "day": -52, "financial_time": "0.1005434782608695652173913043478260869565", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "8c3bd07c40e9daddc42874202758ccd261f33cb978b2d9c7f08bb868b2f17f14", "sequence": 206, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -53, "funding_start_date": "2027-06-05", "to_day": -52, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -52, "event_id": null, "hash": "4514b0726d386c3920a8c44770777ee39260bf0acd5b10220b3e7c9a123ca3f7", "id": "receipt:d83349575cbcaf7c8c2d50e2ab11c9e840096531b2c6f4752451654090ee226c", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "d9c9c151ca5163058f8180b81e2f8393bac4fa1ef3b7af029385fcbff6bc4f30", "sequence": 207, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-12", "phase": 0, "scheduled_date": "2027-07-12" } }, { "action_id": null, "day": -52, "event_id": null, "hash": "7af0ffb538fcfce4e10e42b94a04262abf87f79b9b864bc8c5c6c0b87c34c175", "id": "receipt:32f8c9a82c68a7f13271c6f58c315b403b0392d5b9678b4d3bc617704f6804a2", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "4514b0726d386c3920a8c44770777ee39260bf0acd5b10220b3e7c9a123ca3f7", "sequence": 208, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-12", "phase": 1, "scheduled_date": "2027-07-12" } }, { "action_id": null, "day": -52, "event_id": null, "hash": "abde3e95bd3f8851c24d3a5f31e047cebe58eaf74bab3e201520bda56b5ad265", "id": "receipt:fa93d88971a922a3aa8629aa3b07538d35d583091a83d78b4469fcce6e369842", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-13", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4352137.091055577174", "last_accrual_date": "2027-07-13", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "4655783.977119763043", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3673603.76225314191", "interest_paid": "0", "last_accrual_date": "2027-07-13", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "437238.708659477217", "last_accrual_date": "2027-07-13", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "400802.149604520783", "last_accrual_date": "2027-07-13", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12030.936681109398", "expense_funding": "211203.706666018923", "income_carry": "-156605.274454366267", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "7af0ffb538fcfce4e10e42b94a04262abf87f79b9b864bc8c5c6c0b87c34c175", "sequence": 209, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-12", "phase": 2, "scheduled_date": "2027-07-12" } }, { "action_id": null, "day": -52, "event_id": null, "hash": "29b7fd27836c2d4f9089a94902985952ca9a1a2b335256dadaa31c04d50e3078", "id": "receipt:7c144abc1062b95d2f7fe23566ffbd42d3b64e591e1113de3c6a6ddea64aab1a", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-13", "day": -51, "financial_time": "0.1032608695652173913043478260869565217391", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "abde3e95bd3f8851c24d3a5f31e047cebe58eaf74bab3e201520bda56b5ad265", "sequence": 210, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -52, "funding_start_date": "2027-06-05", "to_day": -51, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -51, "event_id": null, "hash": "5d111d901d73c6664250991c1077890bbc6f12e76401e3a12480e0be85ca60d4", "id": "receipt:9148c6b3ad2e61d430086adb1a03c3474f0f4abfc63a2aec1dbbba7d9c775acf", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "29b7fd27836c2d4f9089a94902985952ca9a1a2b335256dadaa31c04d50e3078", "sequence": 211, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-13", "phase": 0, "scheduled_date": "2027-07-13" } }, { "action_id": null, "day": -51, "event_id": null, "hash": "bb6ebd7ccdcc467a725798e2f74eaea7983a4451780d65a872eb2e63a6d7018b", "id": "receipt:1540f1843a0443c30dc4a67f6496ec1d016e35e7e8283e89af1009d10da076ca", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "5d111d901d73c6664250991c1077890bbc6f12e76401e3a12480e0be85ca60d4", "sequence": 212, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-13", "phase": 1, "scheduled_date": "2027-07-13" } }, { "action_id": null, "day": -51, "event_id": null, "hash": "7aba07b6efed052bd4a8dd4a934c824d41761aeba114135146ffa65e17973f3e", "id": "receipt:164869a0f8ec8b83ae1488b09e6d8ff8ca72a0e95751a3c94100910b8b5ff319", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-14", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4466667.014504408152", "last_accrual_date": "2027-07-14", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "4778304.608096598913", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3770277.545470329855", "interest_paid": "0", "last_accrual_date": "2027-07-14", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "448744.990466305565", "last_accrual_date": "2027-07-14", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "411349.574594113435", "last_accrual_date": "2027-07-14", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12032.11149483797", "expense_funding": "211203.706666018923", "income_carry": "-156606.44926809484", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "bb6ebd7ccdcc467a725798e2f74eaea7983a4451780d65a872eb2e63a6d7018b", "sequence": 213, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-13", "phase": 2, "scheduled_date": "2027-07-13" } }, { "action_id": null, "day": -51, "event_id": null, "hash": "271f8a80a9a1b82fcffb879beed7ef4a44313e32aa1797a62e246f6042201ee2", "id": "receipt:59271aa554023fd1ff1a10c026c4995e3c6f7f1d1336dbabb06e3f9baead8de1", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-14", "day": -50, "financial_time": "0.1059782608695652173913043478260869565217", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "7aba07b6efed052bd4a8dd4a934c824d41761aeba114135146ffa65e17973f3e", "sequence": 214, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -51, "funding_start_date": "2027-06-05", "to_day": -50, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -50, "event_id": null, "hash": "a943e6925cff86ad280fee6af5ba8ec9c8b5984ebb5c50cf18a9bdcbfca53dc0", "id": "receipt:fa1a4dcd01cfc5d8a76dd78a7aecd6dc108b69ef489015fc6ce630f3c4d6344e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "271f8a80a9a1b82fcffb879beed7ef4a44313e32aa1797a62e246f6042201ee2", "sequence": 215, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-14", "phase": 0, "scheduled_date": "2027-07-14" } }, { "action_id": null, "day": -50, "event_id": null, "hash": "03354e0dc2c1797620878af3d5ccf5fc2418827e3be987359c8d99c424e739a7", "id": "receipt:69729524cd6abcd33d6dc28e625ca1b47dd9a682e0995e9c1636f765cc4d0c90", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "a943e6925cff86ad280fee6af5ba8ec9c8b5984ebb5c50cf18a9bdcbfca53dc0", "sequence": 216, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-14", "phase": 1, "scheduled_date": "2027-07-14" } }, { "action_id": null, "day": -50, "event_id": null, "hash": "e41743888f6fef2ff5d9361f400c724882fb1eb5b58241a4fd3f6dd160191b06", "id": "receipt:fc0326875be47008d81e8f3a2b1e82154db7a3d7a2a11c087d6fa6d7b8767b18", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-15", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4581196.93795323913", "last_accrual_date": "2027-07-15", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "4900825.239073434783", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3866951.3286875178", "interest_paid": "0", "last_accrual_date": "2027-07-15", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "460251.272273133913", "last_accrual_date": "2027-07-15", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "421896.999583706087", "last_accrual_date": "2027-07-15", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12033.286423286395", "expense_funding": "211203.706666018923", "income_carry": "-156607.624196543265", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "03354e0dc2c1797620878af3d5ccf5fc2418827e3be987359c8d99c424e739a7", "sequence": 217, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-14", "phase": 2, "scheduled_date": "2027-07-14" } }, { "action_id": null, "day": -50, "event_id": null, "hash": "6cfe0bb1d1446c37138cfcaff3d7fd974999c18451f945cc9a395196491d60ac", "id": "receipt:af1ba1d8fdb477768fd8df954849946c42dba63c5f1b08b36b8b3f291e0ee5da", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-15", "day": -49, "financial_time": "0.1086956521739130434782608695652173913043", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "e41743888f6fef2ff5d9361f400c724882fb1eb5b58241a4fd3f6dd160191b06", "sequence": 218, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -50, "funding_start_date": "2027-06-05", "to_day": -49, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -49, "event_id": null, "hash": "01ae70bde8b6799ecfc3c2477acd2b0fc485c5cae76b5a948ea4bcd550cb657b", "id": "receipt:b41e62fdf13c0d9eb852c0dcb3c0773eca8aee3bb2432f8577a062a172989b01", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "6cfe0bb1d1446c37138cfcaff3d7fd974999c18451f945cc9a395196491d60ac", "sequence": 219, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-15", "phase": 0, "scheduled_date": "2027-07-15" } }, { "action_id": null, "day": -49, "event_id": null, "hash": "4a9605e2bed5970f712e2e2939b3a09e06286c36bce1138d3290c9892fdb3d31", "id": "receipt:12160bdb36d891b8afdd51e3205139c6f81adc6a8dada69580c3abd6263e129c", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "01ae70bde8b6799ecfc3c2477acd2b0fc485c5cae76b5a948ea4bcd550cb657b", "sequence": 220, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-15", "phase": 1, "scheduled_date": "2027-07-15" } }, { "action_id": null, "day": -49, "event_id": null, "hash": "02afd6f155f1ecc156fa35c2488e8fafdf12789d773f31c3198a5c7849e410b7", "id": "receipt:121bccd57da2dc604b1039800b8adec93acee823ce3dcd4868380369959bd679", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-16", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4695726.861402070109", "last_accrual_date": "2027-07-16", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "5023345.870050270652", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "3963625.111904705745", "interest_paid": "0", "last_accrual_date": "2027-07-16", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "471757.554079962261", "last_accrual_date": "2027-07-16", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "432444.424573298739", "last_accrual_date": "2027-07-16", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12034.461466465876", "expense_funding": "211203.706666018924", "income_carry": "-156608.799239722745", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "4a9605e2bed5970f712e2e2939b3a09e06286c36bce1138d3290c9892fdb3d31", "sequence": 221, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-15", "phase": 2, "scheduled_date": "2027-07-15" } }, { "action_id": null, "day": -49, "event_id": null, "hash": "f9f2c60cd1ceecc6375e18943672817f6a941878f6815ae6887b2f84367ef1c8", "id": "receipt:8a90ca2ed2ff2ab320b4cb539386330fba73115ec1e22fa7e57748352fee0709", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-16", "day": -48, "financial_time": "0.111413043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "02afd6f155f1ecc156fa35c2488e8fafdf12789d773f31c3198a5c7849e410b7", "sequence": 222, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -49, "funding_start_date": "2027-06-05", "to_day": -48, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -48, "event_id": null, "hash": "1ad4b7a7c711126d7a0d6ab4aaa2fe96a3215d8e6b51e52836a3fbe28794183a", "id": "receipt:d686e6f6c9881587fb4fbab73c4aaba80c8bf6b50a6a356c610f1e5163abe705", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f9f2c60cd1ceecc6375e18943672817f6a941878f6815ae6887b2f84367ef1c8", "sequence": 223, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-16", "phase": 0, "scheduled_date": "2027-07-16" } }, { "action_id": null, "day": -48, "event_id": null, "hash": "cacec6d07c9a798be280a82b51ff8fecf6fc9c76f578a97244957c729172d6c0", "id": "receipt:824d386fb93668edc6ce80b47b69cf25bb7f83e50d5937d05516cba76974f542", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "1ad4b7a7c711126d7a0d6ab4aaa2fe96a3215d8e6b51e52836a3fbe28794183a", "sequence": 224, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-16", "phase": 1, "scheduled_date": "2027-07-16" } }, { "action_id": null, "day": -48, "event_id": null, "hash": "3452de6e2a8c61604075bfed6ee8bd52c0aa6c77f5531aa6a6afd0cd97dc4cfc", "id": "receipt:fd4ea60d0f6f7bffdbfa85c6a2700165d06dec87f66fc2aab721e3780edaefc9", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-17", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4810256.784850901087", "last_accrual_date": "2027-07-17", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "5145866.501027106522", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4060298.89512189369", "interest_paid": "0", "last_accrual_date": "2027-07-17", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "483263.835886790609", "last_accrual_date": "2027-07-17", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "442991.849562891391", "last_accrual_date": "2027-07-17", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12035.636624387617", "expense_funding": "211203.706666018923", "income_carry": "-156609.974397644487", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "cacec6d07c9a798be280a82b51ff8fecf6fc9c76f578a97244957c729172d6c0", "sequence": 225, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-16", "phase": 2, "scheduled_date": "2027-07-16" } }, { "action_id": null, "day": -48, "event_id": null, "hash": "455c43c1a5b0cd76fa7a607bf8cecf75facd885f7190621f3462b495fa89e072", "id": "receipt:02aadc683e31631cd1bee7c753f74bee4b071be74f10c05e4c099cd26af58ad9", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-17", "day": -47, "financial_time": "0.1141304347826086956521739130434782608696", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "3452de6e2a8c61604075bfed6ee8bd52c0aa6c77f5531aa6a6afd0cd97dc4cfc", "sequence": 226, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -48, "funding_start_date": "2027-06-05", "to_day": -47, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -47, "event_id": null, "hash": "049238c344f837d1533e30e65ef82f2c419aee429eab5638a112b0461feb0cfe", "id": "receipt:d2f9c38931f55b29ac311cf68b4c5423cc223a1e7b46e9f87a5dda2cc4e40ed8", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "455c43c1a5b0cd76fa7a607bf8cecf75facd885f7190621f3462b495fa89e072", "sequence": 227, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-17", "phase": 0, "scheduled_date": "2027-07-17" } }, { "action_id": null, "day": -47, "event_id": null, "hash": "54a9c5f7596fa53e80b6796be08bc91e5321ef057211803a672984fa00ad5215", "id": "receipt:24ab4a5df34d6726af3753a1d85ce82f173385812f5d03c3a6124133bf1f0552", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "049238c344f837d1533e30e65ef82f2c419aee429eab5638a112b0461feb0cfe", "sequence": 228, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-17", "phase": 1, "scheduled_date": "2027-07-17" } }, { "action_id": null, "day": -47, "event_id": null, "hash": "c681d2b56d863707496d9f42c5ebf05d10db324446171eb48e99cfa8cadd1c70", "id": "receipt:21f592c9483008d67c772fd023f4dfdb557f6c274ba6d0bae7665d863e471ad9", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-18", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "4924786.708299732065", "last_accrual_date": "2027-07-18", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "5268387.132003942391", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4156972.678339081635", "interest_paid": "0", "last_accrual_date": "2027-07-18", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "494770.117693618957", "last_accrual_date": "2027-07-18", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "453539.274552484043", "last_accrual_date": "2027-07-18", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12036.811897062822", "expense_funding": "211203.706666018923", "income_carry": "-156611.149670319691", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "54a9c5f7596fa53e80b6796be08bc91e5321ef057211803a672984fa00ad5215", "sequence": 229, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-17", "phase": 2, "scheduled_date": "2027-07-17" } }, { "action_id": null, "day": -47, "event_id": null, "hash": "07680f36254f5a4928f2bfaee0b8ca82cee553fc0207d41342e717a294fa63b4", "id": "receipt:4c05d0e0cc316f49557150f97be6b74a42ee5a39f7632795bf6470214f4dbd94", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-18", "day": -46, "financial_time": "0.1168478260869565217391304347826086956522", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "c681d2b56d863707496d9f42c5ebf05d10db324446171eb48e99cfa8cadd1c70", "sequence": 230, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -47, "funding_start_date": "2027-06-05", "to_day": -46, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -46, "event_id": null, "hash": "823372df8d9c310099cc4a47aeaee8fff136567780c7697323ae58be499cca97", "id": "receipt:420df753c2e6e0f86f09453d09808aa5830331230e2b2598f3fc981cd78f06fc", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "07680f36254f5a4928f2bfaee0b8ca82cee553fc0207d41342e717a294fa63b4", "sequence": 231, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-18", "phase": 0, "scheduled_date": "2027-07-18" } }, { "action_id": null, "day": -46, "event_id": null, "hash": "3c6d66989eede0f9f350606f587de9d46876c50c061f68b9932e5f206136588e", "id": "receipt:6c806382f1899e29c8e958996221da67a873a98af99a45468070a6b8d7f9de22", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "823372df8d9c310099cc4a47aeaee8fff136567780c7697323ae58be499cca97", "sequence": 232, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-18", "phase": 1, "scheduled_date": "2027-07-18" } }, { "action_id": null, "day": -46, "event_id": null, "hash": "19dff3fb86b2bf8a39613a11a65ed5419d3974de80b9d8c3c687c236d55f3eb6", "id": "receipt:bd1c6b20a94209b1a6b77815b7789f17d5d3ac1a9ebf1f64db79268792101cf4", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-19", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5039316.631748563043", "last_accrual_date": "2027-07-19", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "5390907.762980778261", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4253646.46155626958", "interest_paid": "0", "last_accrual_date": "2027-07-19", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "506276.399500447304", "last_accrual_date": "2027-07-19", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "464086.699542076696", "last_accrual_date": "2027-07-19", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12037.987284502696", "expense_funding": "211203.706666018923", "income_carry": "-156612.325057759566", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "3c6d66989eede0f9f350606f587de9d46876c50c061f68b9932e5f206136588e", "sequence": 233, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-18", "phase": 2, "scheduled_date": "2027-07-18" } }, { "action_id": null, "day": -46, "event_id": null, "hash": "93952f177f74b867494cc50af5cbd3ddf9442f8215c3b6259a199be26f085e7b", "id": "receipt:06b38140613be54d13fea3c2144276f8b6e5c0280374b6660f399253a5f222f3", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-19", "day": -45, "financial_time": "0.1195652173913043478260869565217391304348", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "19dff3fb86b2bf8a39613a11a65ed5419d3974de80b9d8c3c687c236d55f3eb6", "sequence": 234, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -46, "funding_start_date": "2027-06-05", "to_day": -45, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -45, "event_id": null, "hash": "c13e9e0a493e1aa8d1c6815afe6bd98af8a7ff984c6fd32850d6c435ecdadf51", "id": "receipt:f723a103a409be41c37529203c8606ec0f0e115f780ffbcf76ec72eb523d6c7e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "93952f177f74b867494cc50af5cbd3ddf9442f8215c3b6259a199be26f085e7b", "sequence": 235, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-19", "phase": 0, "scheduled_date": "2027-07-19" } }, { "action_id": null, "day": -45, "event_id": null, "hash": "e6a869aaf03b46b062def70a42db6d3a38129943dd3aa5e34104cf24b1c5b874", "id": "receipt:4a49484aa169b92fe0e1a2b76aee0949567212f77d9885d8b657c784140e4060", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "c13e9e0a493e1aa8d1c6815afe6bd98af8a7ff984c6fd32850d6c435ecdadf51", "sequence": 236, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-19", "phase": 1, "scheduled_date": "2027-07-19" } }, { "action_id": null, "day": -45, "event_id": null, "hash": "fb502adcdde698dad8f642a9f5ea66bc6a295f1447e5c09ba3e045f0e9d6e963", "id": "receipt:e5bbc467bf4a8b3c7013602cb735befe9f6cfbb3a9224c03d451f8b32cd54856", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-20", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5153846.555197394022", "last_accrual_date": "2027-07-20", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "5513428.39395761413", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4350320.244773457525", "interest_paid": "0", "last_accrual_date": "2027-07-20", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "517782.681307275652", "last_accrual_date": "2027-07-20", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "474634.124531669348", "last_accrual_date": "2027-07-20", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12039.162786718447", "expense_funding": "211203.706666018924", "income_carry": "-156613.500559975316", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "e6a869aaf03b46b062def70a42db6d3a38129943dd3aa5e34104cf24b1c5b874", "sequence": 237, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-19", "phase": 2, "scheduled_date": "2027-07-19" } }, { "action_id": null, "day": -45, "event_id": null, "hash": "ba7de7c7adc9e62ae8c3cb91cafcf248c602c944850ce58f3d7dffd13fd545c1", "id": "receipt:d2671eaa98bb6da2a9c9517283f630bb1aae8d02a59a36b92b73f709d479b8e3", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-20", "day": -44, "financial_time": "0.1222826086956521739130434782608695652174", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "fb502adcdde698dad8f642a9f5ea66bc6a295f1447e5c09ba3e045f0e9d6e963", "sequence": 238, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -45, "funding_start_date": "2027-06-05", "to_day": -44, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -44, "event_id": null, "hash": "2574979c09fac33de3de6f915e5da2b5d2a8bc65115235b7452ecc76f218ba02", "id": "receipt:1ec7d56e22dc406fd1859b472fd0ef656f749ae0502a562076963554dafba9cb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ba7de7c7adc9e62ae8c3cb91cafcf248c602c944850ce58f3d7dffd13fd545c1", "sequence": 239, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-20", "phase": 0, "scheduled_date": "2027-07-20" } }, { "action_id": null, "day": -44, "event_id": null, "hash": "5d093a68efe25a7746bd2c781b70089e97054ada0785e837baa603be60465319", "id": "receipt:04a85c5e6c1aecafe6258658eb9f501134cebc71f3be4c2dc02714b31915b4eb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "2574979c09fac33de3de6f915e5da2b5d2a8bc65115235b7452ecc76f218ba02", "sequence": 240, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-20", "phase": 1, "scheduled_date": "2027-07-20" } }, { "action_id": null, "day": -44, "event_id": null, "hash": "0e5511e94df19d98a1adb85043c757514718cf5f9af6c46aba7f3cf33e39bd39", "id": "receipt:5f227c702657643a13dc582ddab2a643f09f51a84062d1b8c4d4553b6ffac624", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-21", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5268376.478646225", "last_accrual_date": "2027-07-21", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "5635949.02493445", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4446994.02799064547", "interest_paid": "0", "last_accrual_date": "2027-07-21", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "529288.963114104", "last_accrual_date": "2027-07-21", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "485181.549521262", "last_accrual_date": "2027-07-21", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12040.338403721282", "expense_funding": "211203.706666018923", "income_carry": "-156614.676176978152", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "5d093a68efe25a7746bd2c781b70089e97054ada0785e837baa603be60465319", "sequence": 241, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-20", "phase": 2, "scheduled_date": "2027-07-20" } }, { "action_id": null, "day": -44, "event_id": null, "hash": "3bc56420277a7f4ede0a44c9a87f3f09d570364f5dbdcb3f7e0aa358fcbb710a", "id": "receipt:f16ab5827f70eb6da1c1559d6026e3cf786581aad697f29767e069dae78208a6", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-21", "day": -43, "financial_time": "0.125", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "0e5511e94df19d98a1adb85043c757514718cf5f9af6c46aba7f3cf33e39bd39", "sequence": 242, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -44, "funding_start_date": "2027-06-05", "to_day": -43, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -43, "event_id": null, "hash": "b981137ca75cfd18f14ccd95e4fcd4634ddc627db646a0c1c698807e56f0288c", "id": "receipt:6e4d51a3d78692acc38fa8750d1e85c640bf92e37e63b4d248542123dc741352", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "3bc56420277a7f4ede0a44c9a87f3f09d570364f5dbdcb3f7e0aa358fcbb710a", "sequence": 243, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-21", "phase": 0, "scheduled_date": "2027-07-21" } }, { "action_id": null, "day": -43, "event_id": null, "hash": "175f6d0e0a94f28f6d46d6afee6f8185db6a850a38c40cc0778109f8cadc0345", "id": "receipt:36084da961f9b481efcdbca0187de1a113c4801e10430e6690859407c6064c26", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b981137ca75cfd18f14ccd95e4fcd4634ddc627db646a0c1c698807e56f0288c", "sequence": 244, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-21", "phase": 1, "scheduled_date": "2027-07-21" } }, { "action_id": null, "day": -43, "event_id": null, "hash": "e5911ccd5659c6ee522bbd50fe4a4b7065343a139453eb384a773e66c51ee79b", "id": "receipt:d5271b5c971353983134156ed963a0381ffda3dee85dbac43dd76ad3cff611ac", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-22", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5382906.402095055978", "last_accrual_date": "2027-07-22", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "5758469.65591128587", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4543667.811207833415", "interest_paid": "0", "last_accrual_date": "2027-07-22", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "540795.244920932348", "last_accrual_date": "2027-07-22", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "495728.974510854652", "last_accrual_date": "2027-07-22", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12041.51413552241", "expense_funding": "211203.706666018923", "income_carry": "-156615.85190877928", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "175f6d0e0a94f28f6d46d6afee6f8185db6a850a38c40cc0778109f8cadc0345", "sequence": 245, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-21", "phase": 2, "scheduled_date": "2027-07-21" } }, { "action_id": null, "day": -43, "event_id": null, "hash": "3121bbde527aeaea5b43d7289c0dba24422a4ad92b54d6d4f8c71ac5c78fd6ef", "id": "receipt:ddca2f25fa238a896db6616a7e6e96838324ba45fc15d652822b29c193a7494d", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-22", "day": -42, "financial_time": "0.1277173913043478260869565217391304347826", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "e5911ccd5659c6ee522bbd50fe4a4b7065343a139453eb384a773e66c51ee79b", "sequence": 246, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -43, "funding_start_date": "2027-06-05", "to_day": -42, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -42, "event_id": null, "hash": "ad7fea9367128436cbea59d89de9bd3bc36e58f0f1c35756b36b851982fc2671", "id": "receipt:090285920026582cdf497802fa9d501231edca4f2eef1ab851c9f4f488a3e5ee", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "3121bbde527aeaea5b43d7289c0dba24422a4ad92b54d6d4f8c71ac5c78fd6ef", "sequence": 247, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-22", "phase": 0, "scheduled_date": "2027-07-22" } }, { "action_id": null, "day": -42, "event_id": null, "hash": "ae0d2be10d4e6379e377429888748e412c0878774db1a99990f70947ce7b8759", "id": "receipt:cd31342f0c7bb4f02e8d15dcfdcbb29a7bb272f94f3d7d59aa78069fb0f33d92", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ad7fea9367128436cbea59d89de9bd3bc36e58f0f1c35756b36b851982fc2671", "sequence": 248, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-22", "phase": 1, "scheduled_date": "2027-07-22" } }, { "action_id": null, "day": -42, "event_id": null, "hash": "5503f951d644b76cc87cd87810f2509768e29cedb38ca080bab36d1e4bd338b3", "id": "receipt:708ce53b1c1b9f3fec12a8e9c6e7f73b28e0f0a910dc1aa1287b032713a3229c", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-23", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5497436.325543886957", "last_accrual_date": "2027-07-23", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "5880990.286888121739", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4640341.59442502136", "interest_paid": "0", "last_accrual_date": "2027-07-23", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "552301.526727760696", "last_accrual_date": "2027-07-23", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "506276.399500447304", "last_accrual_date": "2027-07-23", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12042.689982133041", "expense_funding": "211203.706666018924", "income_carry": "-156617.02775538991", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "ae0d2be10d4e6379e377429888748e412c0878774db1a99990f70947ce7b8759", "sequence": 249, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-22", "phase": 2, "scheduled_date": "2027-07-22" } }, { "action_id": null, "day": -42, "event_id": null, "hash": "633d8c5384111b0386087d43ca97508f897504d4eefb8760a85be731fb7acee9", "id": "receipt:13d6d8c2d13c2ff74cd9ae4c77b2bd4fcac983f11af2fbeb458acab60197c536", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-23", "day": -41, "financial_time": "0.1304347826086956521739130434782608695652", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "5503f951d644b76cc87cd87810f2509768e29cedb38ca080bab36d1e4bd338b3", "sequence": 250, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -42, "funding_start_date": "2027-06-05", "to_day": -41, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -41, "event_id": null, "hash": "dc57273d49a903d633e37451a53fd5dccd2def991149d06633cedb7f74df8c5f", "id": "receipt:3ef105075f5cf638b586e2b94bc8cac1737e01c01ecbc4ebdf515c64e3d95384", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "633d8c5384111b0386087d43ca97508f897504d4eefb8760a85be731fb7acee9", "sequence": 251, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-23", "phase": 0, "scheduled_date": "2027-07-23" } }, { "action_id": null, "day": -41, "event_id": null, "hash": "368cd72ecba45b0ed5f6406ab082f9c80572f941d4578f772ca6aeffc5359954", "id": "receipt:7960a530d455ce75dd733112fee281406fc67a7f086ef6daf6a869034639bd04", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "dc57273d49a903d633e37451a53fd5dccd2def991149d06633cedb7f74df8c5f", "sequence": 252, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-23", "phase": 1, "scheduled_date": "2027-07-23" } }, { "action_id": null, "day": -41, "event_id": null, "hash": "c94de10a89ff13a1e11406904262a9c6a06c4ec107156269f7fbea659622451d", "id": "receipt:763992e872aac0c28bad958a224e8aa6571f6f12ec17c78d307263d151ed7820", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-24", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5611966.248992717935", "last_accrual_date": "2027-07-24", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6003510.917864957609", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4737015.377642209305", "interest_paid": "0", "last_accrual_date": "2027-07-24", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "563807.808534589043", "last_accrual_date": "2027-07-24", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "516823.824490039957", "last_accrual_date": "2027-07-24", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12043.865943564386", "expense_funding": "211203.706666018923", "income_carry": "-156618.203716821256", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "368cd72ecba45b0ed5f6406ab082f9c80572f941d4578f772ca6aeffc5359954", "sequence": 253, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-23", "phase": 2, "scheduled_date": "2027-07-23" } }, { "action_id": null, "day": -41, "event_id": null, "hash": "f116b95062aa10ee1dde659d548127e9b23de559920b6bc4d2f171d207d53601", "id": "receipt:4c2404f1eb556317b3e730f1c3ed97b8a66227a0b6b27aba5f393171c8fbe745", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-24", "day": -40, "financial_time": "0.1331521739130434782608695652173913043478", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "c94de10a89ff13a1e11406904262a9c6a06c4ec107156269f7fbea659622451d", "sequence": 254, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -41, "funding_start_date": "2027-06-05", "to_day": -40, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -40, "event_id": null, "hash": "7cf6b5cdfa294d1481d492410b26ba2582838ccad0c7389678736ed18d363844", "id": "receipt:3bed01a1bb0d0e846e661b1707a8f1498ec8018072908ce15882be2c164dc428", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f116b95062aa10ee1dde659d548127e9b23de559920b6bc4d2f171d207d53601", "sequence": 255, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-24", "phase": 0, "scheduled_date": "2027-07-24" } }, { "action_id": null, "day": -40, "event_id": null, "hash": "8d439e084d665425902b502f94f492537281e4281123cd9e11d35caa2121b8ac", "id": "receipt:134aab55f4b4770be688c79022ed5070ae2fa6959fe846debf0d9105689e0c94", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "7cf6b5cdfa294d1481d492410b26ba2582838ccad0c7389678736ed18d363844", "sequence": 256, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-24", "phase": 1, "scheduled_date": "2027-07-24" } }, { "action_id": null, "day": -40, "event_id": null, "hash": "6a2790b9e2b9673b7038f7ca0b451eb319948459369dda99167b4ba40e8f9995", "id": "receipt:64593d165d3d1de4438295b26c9dbf5f28c45053269cc3a2a01a6815f699448c", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-25", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5726496.172441548913", "last_accrual_date": "2027-07-25", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6126031.548841793478", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4833689.16085939725", "interest_paid": "0", "last_accrual_date": "2027-07-25", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "575314.090341417391", "last_accrual_date": "2027-07-25", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "527371.249479632609", "last_accrual_date": "2027-07-25", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12045.042019827658", "expense_funding": "211203.706666018923", "income_carry": "-156619.379793084527", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "8d439e084d665425902b502f94f492537281e4281123cd9e11d35caa2121b8ac", "sequence": 257, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-24", "phase": 2, "scheduled_date": "2027-07-24" } }, { "action_id": null, "day": -40, "event_id": null, "hash": "cc125969896b1fc07632b3071bd2486487466ef4e88305110e4e4a8c21d53c5b", "id": "receipt:ff4e0a870150e9a0b8256139ed6b85914774ee91eecc80ebf1cd611e6881dbe5", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-25", "day": -39, "financial_time": "0.1358695652173913043478260869565217391304", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "6a2790b9e2b9673b7038f7ca0b451eb319948459369dda99167b4ba40e8f9995", "sequence": 258, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -40, "funding_start_date": "2027-06-05", "to_day": -39, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -39, "event_id": null, "hash": "22bf9f987665cf8278b7232c2565ca203d08ba1aefcb9204d91863ee3a291c68", "id": "receipt:bf11c2edd38dfb0766047a96bf77157d65fee0a42a61254489a7b560ac6ffb50", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "cc125969896b1fc07632b3071bd2486487466ef4e88305110e4e4a8c21d53c5b", "sequence": 259, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-25", "phase": 0, "scheduled_date": "2027-07-25" } }, { "action_id": null, "day": -39, "event_id": null, "hash": "dca306cc2353c15a04e63c02523a5f5209392b812b5137c39824a7c4c140a4af", "id": "receipt:6d33605e87525541c8716af0bf3022d9bbeb5cb5b2643b3527cdaa7586219a50", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "22bf9f987665cf8278b7232c2565ca203d08ba1aefcb9204d91863ee3a291c68", "sequence": 260, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-25", "phase": 1, "scheduled_date": "2027-07-25" } }, { "action_id": null, "day": -39, "event_id": null, "hash": "c953434ffb8d9657b75d883546018c7c3092dac852d66d9b429adeb363eec1bc", "id": "receipt:6754a7c12f39b52a11d8351f4e9ec7f7f954cd352968db42a2ba217bd5f7d25e", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-26", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5841026.095890379891", "last_accrual_date": "2027-07-26", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6248552.179818629348", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "4930362.944076585195", "interest_paid": "0", "last_accrual_date": "2027-07-26", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "586820.372148245739", "last_accrual_date": "2027-07-26", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "537918.674469225261", "last_accrual_date": "2027-07-26", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12046.218210934069", "expense_funding": "211203.706666018923", "income_carry": "-156620.555984190939", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "dca306cc2353c15a04e63c02523a5f5209392b812b5137c39824a7c4c140a4af", "sequence": 261, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-25", "phase": 2, "scheduled_date": "2027-07-25" } }, { "action_id": null, "day": -39, "event_id": null, "hash": "82680180ff22b6d6bf434c4e30855d2d95728a73c6507542f04003be2f45d7b2", "id": "receipt:b24f4fc6dddf4ad898b241627873e5bc456ed754f47a522cce702d1e9cdb77fe", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-26", "day": -38, "financial_time": "0.138586956521739130434782608695652173913", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "c953434ffb8d9657b75d883546018c7c3092dac852d66d9b429adeb363eec1bc", "sequence": 262, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -39, "funding_start_date": "2027-06-05", "to_day": -38, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -38, "event_id": null, "hash": "d7c540915a3492f55a06c99838cf306c0edb4803e77535862982cdc34752826d", "id": "receipt:b8c2e5056ab466c887a42ed663e6a622274ff9d98a085821031cb51abcd59abf", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "82680180ff22b6d6bf434c4e30855d2d95728a73c6507542f04003be2f45d7b2", "sequence": 263, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-26", "phase": 0, "scheduled_date": "2027-07-26" } }, { "action_id": null, "day": -38, "event_id": null, "hash": "7834e0641d600644a1388382cc11e947752ec925d70e4b8223d7dcc1f7664f68", "id": "receipt:f0356f00cd294d3e0ee474031fd46b404c49f2858aad331b85df5f6bba571119", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "d7c540915a3492f55a06c99838cf306c0edb4803e77535862982cdc34752826d", "sequence": 264, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-26", "phase": 1, "scheduled_date": "2027-07-26" } }, { "action_id": null, "day": -38, "event_id": null, "hash": "0ce50e5dea94b666679a59a783858bb6c419e086158ef26044f6344c03c2bfda", "id": "receipt:050177cc62e4ab7b66cde94b69d72b2bdbaf74618e2f384b960ef80502829fb2", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-27", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "5955556.01933921087", "last_accrual_date": "2027-07-27", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6371072.810795465217", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5027036.72729377314", "interest_paid": "0", "last_accrual_date": "2027-07-27", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "598326.653955074087", "last_accrual_date": "2027-07-27", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "548466.099458817913", "last_accrual_date": "2027-07-27", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12047.394516894833", "expense_funding": "211203.706666018924", "income_carry": "-156621.732290151702", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "7834e0641d600644a1388382cc11e947752ec925d70e4b8223d7dcc1f7664f68", "sequence": 265, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-26", "phase": 2, "scheduled_date": "2027-07-26" } }, { "action_id": null, "day": -38, "event_id": null, "hash": "f4a53404659cd7c5786f5bb9390ca449f77af10e776bc1c8bd29f1242d2a1523", "id": "receipt:b611fc84c61b1790b005548a0ecd84e947c32169c9df74b3fb708653acc0765e", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-27", "day": -37, "financial_time": "0.1413043478260869565217391304347826086957", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "0ce50e5dea94b666679a59a783858bb6c419e086158ef26044f6344c03c2bfda", "sequence": 266, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -38, "funding_start_date": "2027-06-05", "to_day": -37, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -37, "event_id": null, "hash": "0b6c377e7928d2c8e4163a4d483ba9bf7ca7dd1cc767038a3852d1fa724d5496", "id": "receipt:8dd28994270d755dac2d442387911780aeb891f723c32be40728538abc1bc262", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f4a53404659cd7c5786f5bb9390ca449f77af10e776bc1c8bd29f1242d2a1523", "sequence": 267, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-27", "phase": 0, "scheduled_date": "2027-07-27" } }, { "action_id": null, "day": -37, "event_id": null, "hash": "4c471ccdf21234f411c923f7d5de7fc7246cab961b1709be163a137fd2199d9f", "id": "receipt:9932d350087648abc280d683dd430e2ab7092c2c3bfc229646839de8432ed766", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "0b6c377e7928d2c8e4163a4d483ba9bf7ca7dd1cc767038a3852d1fa724d5496", "sequence": 268, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-27", "phase": 1, "scheduled_date": "2027-07-27" } }, { "action_id": null, "day": -37, "event_id": null, "hash": "efedb642e60d0a70132f7a2e7e29ae2b4350fc09aa812a4fa9cfdf9c7a8be718", "id": "receipt:55d692213f645fc98b3e5caa098da32fd5ab8bf643fe2c2ae40de9a9f8f489bf", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-28", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6070085.942788041848", "last_accrual_date": "2027-07-28", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6493593.441772301087", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5123710.510510961085", "interest_paid": "0", "last_accrual_date": "2027-07-28", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "609832.935761902435", "last_accrual_date": "2027-07-28", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "559013.524448410565", "last_accrual_date": "2027-07-28", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12048.570937721168", "expense_funding": "211203.706666018923", "income_carry": "-156622.908710978038", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "4c471ccdf21234f411c923f7d5de7fc7246cab961b1709be163a137fd2199d9f", "sequence": 269, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-27", "phase": 2, "scheduled_date": "2027-07-27" } }, { "action_id": null, "day": -37, "event_id": null, "hash": "8e15f7533d478eea2f0b69f134fbab75b0caccdad7ea2c368bae2018a9007f95", "id": "receipt:023fbf0e9b97e0cb51d1f8c4717dff58902cd4e733e4c7dc5e1f8a63c44ae274", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-28", "day": -36, "financial_time": "0.1440217391304347826086956521739130434783", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "efedb642e60d0a70132f7a2e7e29ae2b4350fc09aa812a4fa9cfdf9c7a8be718", "sequence": 270, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -37, "funding_start_date": "2027-06-05", "to_day": -36, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -36, "event_id": null, "hash": "f2b109d33ce4ad64e2e91d6051c24e96b1fef86c735ecf9ab47ef8f10f28c872", "id": "receipt:1b2c3c432e17238489e281878f7899542c4eea1bb0e6984334580819fd706006", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "8e15f7533d478eea2f0b69f134fbab75b0caccdad7ea2c368bae2018a9007f95", "sequence": 271, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-28", "phase": 0, "scheduled_date": "2027-07-28" } }, { "action_id": null, "day": -36, "event_id": null, "hash": "e19ca856f705b058dc5a79a0f056802f26f2e00e0affd32d63f388c1bee935f1", "id": "receipt:0234af40c88c8a8c46198fcb5ef5dafcce20aa6c40b89608f7f46dc3610eaf25", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f2b109d33ce4ad64e2e91d6051c24e96b1fef86c735ecf9ab47ef8f10f28c872", "sequence": 272, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-28", "phase": 1, "scheduled_date": "2027-07-28" } }, { "action_id": null, "day": -36, "event_id": null, "hash": "49e3e239465bb981fa2e43cf3497e02f18f9b14a08f7ee44dac108c62d0056be", "id": "receipt:6627cefe27f6aac1ae5b8d0580b817f7f7af9602dfa022b274c1a9924151912a", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-29", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6184615.866236872826", "last_accrual_date": "2027-07-29", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6616114.072749136957", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5220384.29372814903", "interest_paid": "0", "last_accrual_date": "2027-07-29", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "621339.217568730783", "last_accrual_date": "2027-07-29", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "569560.949438003217", "last_accrual_date": "2027-07-29", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12049.747473424288", "expense_funding": "211203.706666018923", "income_carry": "-156624.085246681158", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "e19ca856f705b058dc5a79a0f056802f26f2e00e0affd32d63f388c1bee935f1", "sequence": 273, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-28", "phase": 2, "scheduled_date": "2027-07-28" } }, { "action_id": null, "day": -36, "event_id": null, "hash": "0f3eae920508918a613e63c18f455162ab0fecb30cdc27abf01ea7aefd9cada4", "id": "receipt:40202bff15323cfe2e8c6222a0fe510b8760798534004597b87e8d2d77fba6aa", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-29", "day": -35, "financial_time": "0.1467391304347826086956521739130434782609", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "49e3e239465bb981fa2e43cf3497e02f18f9b14a08f7ee44dac108c62d0056be", "sequence": 274, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -36, "funding_start_date": "2027-06-05", "to_day": -35, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -35, "event_id": null, "hash": "9f3a25cbce3374b981c914e7823a545c7eb3e20eb038455df1ffa524ada4a822", "id": "receipt:800f79a708571c480b958fa62aeb29afe69471037ac199ac45fdb72d6d146b3d", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "0f3eae920508918a613e63c18f455162ab0fecb30cdc27abf01ea7aefd9cada4", "sequence": 275, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-29", "phase": 0, "scheduled_date": "2027-07-29" } }, { "action_id": null, "day": -35, "event_id": null, "hash": "7f33f5738b959d5820891b0d0ad673f9fc02a584d6d784068a711d5d5e08caa5", "id": "receipt:e09b0db53dc15efc7f0847765a4ff4d162d1dce72f771bd5e97277086d4b3492", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "9f3a25cbce3374b981c914e7823a545c7eb3e20eb038455df1ffa524ada4a822", "sequence": 276, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-29", "phase": 1, "scheduled_date": "2027-07-29" } }, { "action_id": null, "day": -35, "event_id": null, "hash": "1911cb3b13cfed73f4a3a529d206d4bdf4f06da723236e75672531b546f876d5", "id": "receipt:a80d2a734cad4d24e2a4e66ae8bd51e9e9dee4ea502ed72b52c749df8bb76af6", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-30", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6299145.789685703804", "last_accrual_date": "2027-07-30", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6738634.703725972826", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5317058.076945336975", "interest_paid": "0", "last_accrual_date": "2027-07-30", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "632845.49937555913", "last_accrual_date": "2027-07-30", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "580108.37442759587", "last_accrual_date": "2027-07-30", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12050.924124015411", "expense_funding": "211203.706666018923", "income_carry": "-156625.26189727228", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "7f33f5738b959d5820891b0d0ad673f9fc02a584d6d784068a711d5d5e08caa5", "sequence": 277, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-29", "phase": 2, "scheduled_date": "2027-07-29" } }, { "action_id": null, "day": -35, "event_id": null, "hash": "af1641a3f4dfb85527f960ed38378749355168e15214643d1fc5c26419562429", "id": "receipt:51b82efcc2a40fcbcadebdc6d1f8f25c361a47860604ac07da00541467478bdd", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-30", "day": -34, "financial_time": "0.1494565217391304347826086956521739130435", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "1911cb3b13cfed73f4a3a529d206d4bdf4f06da723236e75672531b546f876d5", "sequence": 278, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -35, "funding_start_date": "2027-06-05", "to_day": -34, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -34, "event_id": null, "hash": "97345d80d66338912f31c609c59344b42840ff1221214377e039c17da986957e", "id": "receipt:c01a20c9dc5622b6414d147b728162e28d0a2f5587a537f687f26fa5fbb931b7", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "af1641a3f4dfb85527f960ed38378749355168e15214643d1fc5c26419562429", "sequence": 279, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-30", "phase": 0, "scheduled_date": "2027-07-30" } }, { "action_id": null, "day": -34, "event_id": null, "hash": "9140dc520d1e499bce7c9240f4fe0431179377dd4c5477c5942c34f3f4249d08", "id": "receipt:f549674d1c47090bf9c18332d69bde826cdbb3300acd3a92e3bf485b34369433", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "97345d80d66338912f31c609c59344b42840ff1221214377e039c17da986957e", "sequence": 280, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-30", "phase": 1, "scheduled_date": "2027-07-30" } }, { "action_id": null, "day": -34, "event_id": null, "hash": "f9ce29e4edf3d2a9cec12270be77e401009d1e36e5040d575ce0916d5b25ec3f", "id": "receipt:af29d89cd526347207bc809f8a0b55c3a9f78975b3951d3158abde5065570be9", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-07-31", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6413675.713134534783", "last_accrual_date": "2027-07-31", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6861155.334702808696", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5413731.86016252492", "interest_paid": "0", "last_accrual_date": "2027-07-31", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "644351.781182387478", "last_accrual_date": "2027-07-31", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "590655.799417188522", "last_accrual_date": "2027-07-31", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12052.100889505757", "expense_funding": "211203.706666018924", "income_carry": "-156626.438662762627", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "9140dc520d1e499bce7c9240f4fe0431179377dd4c5477c5942c34f3f4249d08", "sequence": 281, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-30", "phase": 2, "scheduled_date": "2027-07-30" } }, { "action_id": null, "day": -34, "event_id": null, "hash": "fc897df5c47a602c16d725b22158563dbb4167f4e096eb81d7fc3c503b07a9aa", "id": "receipt:5ff490cf2b9af73d42a21d2625f2f3ad2b3eff555ab945c6eb442f8a44cfaee2", "kind": "opening_clock", "operations": [ { "as_of": "2027-07-31", "day": -33, "financial_time": "0.1521739130434782608695652173913043478261", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "f9ce29e4edf3d2a9cec12270be77e401009d1e36e5040d575ce0916d5b25ec3f", "sequence": 282, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -34, "funding_start_date": "2027-06-05", "to_day": -33, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -33, "event_id": null, "hash": "4f6b0beaaa332ffad74c12fc70e948e818a7701e9fa24f927151ad2aaa8471d5", "id": "receipt:1473ac64e2407bf2ee638a5a8e9cf495109333f6521d2663010e8dda32ee3950", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "fc897df5c47a602c16d725b22158563dbb4167f4e096eb81d7fc3c503b07a9aa", "sequence": 283, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-31", "phase": 0, "scheduled_date": "2027-07-31" } }, { "action_id": null, "day": -33, "event_id": null, "hash": "11ba02f3f198aaf1bc3ed8baa58fdf3b713a23ffe78c0bab9e8de2e96d7d584b", "id": "receipt:a7b1a902caed09a4597749fbefd81224df9bdaf9e2f4b73fc56a56acc63e6767", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "4f6b0beaaa332ffad74c12fc70e948e818a7701e9fa24f927151ad2aaa8471d5", "sequence": 284, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-07-31", "phase": 1, "scheduled_date": "2027-07-31" } }, { "action_id": null, "day": -33, "event_id": null, "hash": "a7c2e9754c7e65256c2b66b8abb0b78c51abea905eb4a10ca23746e69d3766d3", "id": "receipt:2e2a1914e53d4a9fcd751193d9e195e1f9d0771ab034fa0758a896b452c4e1fb", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-01", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6528205.636583365761", "last_accrual_date": "2027-08-01", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "6983675.965679644565", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5510405.643379712865", "interest_paid": "0", "last_accrual_date": "2027-08-01", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "655858.062989215826", "last_accrual_date": "2027-08-01", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "601203.224406781174", "last_accrual_date": "2027-08-01", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12053.277769906545", "expense_funding": "211203.706666018923", "income_carry": "-156627.615543163414", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "11ba02f3f198aaf1bc3ed8baa58fdf3b713a23ffe78c0bab9e8de2e96d7d584b", "sequence": 285, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-07-31", "phase": 2, "scheduled_date": "2027-07-31" } }, { "action_id": null, "day": -33, "event_id": null, "hash": "ec43b5d079a2f19879e574c743c911d0783e1ebbbe40f0da89e38363e7297e04", "id": "receipt:ebf0f3075470da26eb40bce463335b787f20508596c0928b432cfcac5d27e611", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-01", "day": -32, "financial_time": "0.1548913043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "a7c2e9754c7e65256c2b66b8abb0b78c51abea905eb4a10ca23746e69d3766d3", "sequence": 286, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -33, "funding_start_date": "2027-06-05", "to_day": -32, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -32, "event_id": null, "hash": "11e83790e496d1ef3da188a4ea68741bdc007a900b59c4f6760a0bace5277235", "id": "receipt:b73cdf596d6f98a75ecf4c0067620b771eeacea0e6f25ab97972ae48fdb9ef27", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ec43b5d079a2f19879e574c743c911d0783e1ebbbe40f0da89e38363e7297e04", "sequence": 287, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-01", "phase": 0, "scheduled_date": "2027-08-01" } }, { "action_id": null, "day": -32, "event_id": null, "hash": "c872a31aeb2e9093c5b0068881c800ec2b60eef42c654474bc65e91bdb7359b5", "id": "receipt:db1c2197db9d2c65b934b469223b24f1c489b33ae7c23524aa547eb71957dd69", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "11e83790e496d1ef3da188a4ea68741bdc007a900b59c4f6760a0bace5277235", "sequence": 288, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-01", "phase": 1, "scheduled_date": "2027-08-01" } }, { "action_id": null, "day": -32, "event_id": null, "hash": "0fa7351bd8c13370975dee0c0a7abb416b19d2d4154cbbf88cb5e938ca3e9616", "id": "receipt:873b7ba791f6cfadb945dcc5fcd9653985035b4f464fda3a5a300d949c274ad6", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-02", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6642735.560032196739", "last_accrual_date": "2027-08-02", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "7106196.596656480435", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5607079.42659690081", "interest_paid": "0", "last_accrual_date": "2027-08-02", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "667364.344796044174", "last_accrual_date": "2027-08-02", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "611750.649396373826", "last_accrual_date": "2027-08-02", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12054.454765228996", "expense_funding": "211203.706666018923", "income_carry": "-156628.792538485866", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "c872a31aeb2e9093c5b0068881c800ec2b60eef42c654474bc65e91bdb7359b5", "sequence": 289, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-01", "phase": 2, "scheduled_date": "2027-08-01" } }, { "action_id": null, "day": -32, "event_id": null, "hash": "9964d530a35a508dd58a3ab84709051fb9bb59fa37b38e122a01375be3a1219b", "id": "receipt:bc083cb94689cea78055d0e8d9f44e83510d2c00242833977f67f731396659df", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-02", "day": -31, "financial_time": "0.1576086956521739130434782608695652173913", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "0fa7351bd8c13370975dee0c0a7abb416b19d2d4154cbbf88cb5e938ca3e9616", "sequence": 290, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -32, "funding_start_date": "2027-06-05", "to_day": -31, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -31, "event_id": null, "hash": "27ed11de3268fe3360df30ace4252220d395654ed03dc3eebf215632831edda5", "id": "receipt:58e02862cd1a8282045986e368626fd9d9f32c9960cac1ec8663034ce0c7af5e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "9964d530a35a508dd58a3ab84709051fb9bb59fa37b38e122a01375be3a1219b", "sequence": 291, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-02", "phase": 0, "scheduled_date": "2027-08-02" } }, { "action_id": null, "day": -31, "event_id": null, "hash": "b66b8c4168773d9c10947c30b4dfad2086c8f777c88954ffe2e3cf521a1ea80c", "id": "receipt:6ff4df727cf1694f0ee70461f9cfcea9bceac70c388118e7bba93ef880b70b76", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "27ed11de3268fe3360df30ace4252220d395654ed03dc3eebf215632831edda5", "sequence": 292, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-02", "phase": 1, "scheduled_date": "2027-08-02" } }, { "action_id": null, "day": -31, "event_id": null, "hash": "90e56e6355aa7a7cfd441ae22cbb640e477a629ba48a6b56df36d42ada93b691", "id": "receipt:0eb9f9834cfd261e8cbeca6594a626c22dfb6f67033686327e1c661ea3ffc721", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-03", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6757265.483481027717", "last_accrual_date": "2027-08-03", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "7228717.227633316304", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5703753.209814088755", "interest_paid": "0", "last_accrual_date": "2027-08-03", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "678870.626602872522", "last_accrual_date": "2027-08-03", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "622298.074385966478", "last_accrual_date": "2027-08-03", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12055.631875484332", "expense_funding": "211203.706666018923", "income_carry": "-156629.969648741201", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "b66b8c4168773d9c10947c30b4dfad2086c8f777c88954ffe2e3cf521a1ea80c", "sequence": 293, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-02", "phase": 2, "scheduled_date": "2027-08-02" } }, { "action_id": null, "day": -31, "event_id": null, "hash": "f269f7302d4f944512234e23914fba3c14aabc5e7130a1cc62d781d8994d62bd", "id": "receipt:6e1e555692768edf267d9d6f725a445c4a421349021b0c35126696d978e3e245", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-03", "day": -30, "financial_time": "0.1603260869565217391304347826086956521739", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "90e56e6355aa7a7cfd441ae22cbb640e477a629ba48a6b56df36d42ada93b691", "sequence": 294, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -31, "funding_start_date": "2027-06-05", "to_day": -30, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -30, "event_id": null, "hash": "2eb8f07ac0ce4be7daabf5047a6502fd48d06fad22cbca9bcca2f635e3991074", "id": "receipt:fd5bceaab84ca60c622c240da137ef68e0b4c19b1267fbc6bafbd6a22479adf0", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f269f7302d4f944512234e23914fba3c14aabc5e7130a1cc62d781d8994d62bd", "sequence": 295, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-03", "phase": 0, "scheduled_date": "2027-08-03" } }, { "action_id": null, "day": -30, "event_id": null, "hash": "a1d738dfab82da8e800da22a39a8b88a435efa67e3c09fd56fb5010539623416", "id": "receipt:da699e1134d37fde3048f6c802175ff704d0b704120e0469f2781292559b45b9", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "2eb8f07ac0ce4be7daabf5047a6502fd48d06fad22cbca9bcca2f635e3991074", "sequence": 296, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-03", "phase": 1, "scheduled_date": "2027-08-03" } }, { "action_id": null, "day": -30, "event_id": null, "hash": "de0078e42237df0c3cddb3a88935be8e075eae90a59a46c09058a1dc5cfb750c", "id": "receipt:4e70be0e6dcd4bb857dba9157def802428da5b85b6128274e38891169c6cd156", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-04", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6871795.406929858696", "last_accrual_date": "2027-08-04", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "7351237.858610152174", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5800426.9930312767", "interest_paid": "0", "last_accrual_date": "2027-08-04", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "690376.90840970087", "last_accrual_date": "2027-08-04", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "632845.49937555913", "last_accrual_date": "2027-08-04", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12056.809100683777", "expense_funding": "211203.706666018924", "income_carry": "-156631.146873940647", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "a1d738dfab82da8e800da22a39a8b88a435efa67e3c09fd56fb5010539623416", "sequence": 297, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-03", "phase": 2, "scheduled_date": "2027-08-03" } }, { "action_id": null, "day": -30, "event_id": null, "hash": "d111caf85d20b5dc1a5330c842645fac5a9f53ee8704299752529d253c4c4823", "id": "receipt:43ca3ff886e6899b96075fa10cf9193376394f81eb2d51128b8afb16c39d492d", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-04", "day": -29, "financial_time": "0.1630434782608695652173913043478260869565", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "de0078e42237df0c3cddb3a88935be8e075eae90a59a46c09058a1dc5cfb750c", "sequence": 298, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -30, "funding_start_date": "2027-06-05", "to_day": -29, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -29, "event_id": null, "hash": "dd66a5a301a308dde8cb7d18f31fa2d72209ae1f1a94bdcf58257e4bc9e46183", "id": "receipt:b1416a41126921c50988f153da1e917f9e8f530d62e1b00cdc86c67bc62cc04c", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "d111caf85d20b5dc1a5330c842645fac5a9f53ee8704299752529d253c4c4823", "sequence": 299, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-04", "phase": 0, "scheduled_date": "2027-08-04" } }, { "action_id": null, "day": -29, "event_id": null, "hash": "f78795efd448438a09333c510f0ea04a84522ea713e05a0808682daa735fb1b7", "id": "receipt:2e4011fccccd42197899ffbfc0c0b7b19edcb5157e57f9f60df79ac7ea72b4b9", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "dd66a5a301a308dde8cb7d18f31fa2d72209ae1f1a94bdcf58257e4bc9e46183", "sequence": 300, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-04", "phase": 1, "scheduled_date": "2027-08-04" } }, { "action_id": null, "day": -29, "event_id": null, "hash": "c62f67e83c7bfcd681df3ee996d8d88c9bb26e34c94b0864cf744b90b1d599df", "id": "receipt:bb013465f842c951bb5053d84763f96ae70ed3693e7801a21fff2e5b4c9c0d92", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-05", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "6986325.330378689674", "last_accrual_date": "2027-08-05", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "7473758.489586988043", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5897100.776248464645", "interest_paid": "0", "last_accrual_date": "2027-08-05", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "701883.190216529217", "last_accrual_date": "2027-08-05", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "643392.924365151783", "last_accrual_date": "2027-08-05", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12057.986440838554", "expense_funding": "211203.706666018923", "income_carry": "-156632.324214095423", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "f78795efd448438a09333c510f0ea04a84522ea713e05a0808682daa735fb1b7", "sequence": 301, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-04", "phase": 2, "scheduled_date": "2027-08-04" } }, { "action_id": null, "day": -29, "event_id": null, "hash": "5508e7293795201135a3850c457887946343a4f38a2cb4b8a5a6551d635754da", "id": "receipt:4da9cb4f1c46fecc79dde5c6392c1b324e1f0891d51b4f91660854a0fd831fa4", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-05", "day": -28, "financial_time": "0.1657608695652173913043478260869565217391", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "c62f67e83c7bfcd681df3ee996d8d88c9bb26e34c94b0864cf744b90b1d599df", "sequence": 302, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -29, "funding_start_date": "2027-06-05", "to_day": -28, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -28, "event_id": null, "hash": "5e4ba6c74c0d325468d260c3c9f8e4bc0cefa4e6f249d30d9079e0bbfc2f9292", "id": "receipt:d61f3078d5892b19086fbce92a50fa1d6227eca01b00af46ed732bbdbbd13619", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "5508e7293795201135a3850c457887946343a4f38a2cb4b8a5a6551d635754da", "sequence": 303, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-05", "phase": 0, "scheduled_date": "2027-08-05" } }, { "action_id": null, "day": -28, "event_id": null, "hash": "5c5bb56dfbee141e744ff12901c4c7c5b0ee4a992b214942bf676973c91a114c", "id": "receipt:2788d717e6eaf4d1fd44857570b73feaa398fec45031061e840b5e252e0b044f", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "5e4ba6c74c0d325468d260c3c9f8e4bc0cefa4e6f249d30d9079e0bbfc2f9292", "sequence": 304, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-05", "phase": 1, "scheduled_date": "2027-08-05" } }, { "action_id": null, "day": -28, "event_id": null, "hash": "fb17cb03b775568e057cdc8d5397eff82c1ecbd0398057598b50655ac2db1f87", "id": "receipt:ed006cd944ee336f74372dd0063f063f90c75df1df0819e55c812b844d1d548c", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-06", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "7100855.253827520652", "last_accrual_date": "2027-08-06", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "7596279.120563823913", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "5993774.55946565259", "interest_paid": "0", "last_accrual_date": "2027-08-06", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "713389.472023357565", "last_accrual_date": "2027-08-06", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "653940.349354744435", "last_accrual_date": "2027-08-06", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12059.163895959888", "expense_funding": "211203.706666018923", "income_carry": "-156633.501669216758", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "5c5bb56dfbee141e744ff12901c4c7c5b0ee4a992b214942bf676973c91a114c", "sequence": 305, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-05", "phase": 2, "scheduled_date": "2027-08-05" } }, { "action_id": null, "day": -28, "event_id": null, "hash": "75661de310c8bfbd18f5c26d560ec80a34721c815d712c6c953c20d044c8e3db", "id": "receipt:7dd91fe3a724e784a7dde98e22b7ef4917510d4df51521e0d9e09cf48903cd56", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-06", "day": -27, "financial_time": "0.1684782608695652173913043478260869565217", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "fb17cb03b775568e057cdc8d5397eff82c1ecbd0398057598b50655ac2db1f87", "sequence": 306, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -28, "funding_start_date": "2027-06-05", "to_day": -27, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -27, "event_id": null, "hash": "b436515ff4e026f309b7726b00c4b80071e589c9303147faf0dca36288ab9ecb", "id": "receipt:dc5ad6df2085da8708886cf4000cb7177a6d03f1e3a8ac4188ad2b6ce33ad57b", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "75661de310c8bfbd18f5c26d560ec80a34721c815d712c6c953c20d044c8e3db", "sequence": 307, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-06", "phase": 0, "scheduled_date": "2027-08-06" } }, { "action_id": null, "day": -27, "event_id": null, "hash": "675999a685340f426cf82294ec24ea91feccf51dee8fae05f37d06b62655d0f2", "id": "receipt:8e558a70e8563360d237cc83a5b28142a98d297c7dd367b110616471f6b4a99e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b436515ff4e026f309b7726b00c4b80071e589c9303147faf0dca36288ab9ecb", "sequence": 308, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-06", "phase": 1, "scheduled_date": "2027-08-06" } }, { "action_id": null, "day": -27, "event_id": null, "hash": "5cbabbac684cfeb976b189dc300270354e8eb2e0b5d5804ee08a0e6a14c6150a", "id": "receipt:ece94bbcf8b493ff305c8b3a59762e9182b63aa57c3301dedd63dc71eb19ad80", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-07", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "7215385.17727635163", "last_accrual_date": "2027-08-07", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "7718799.751540659783", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6090448.342682840535", "interest_paid": "0", "last_accrual_date": "2027-08-07", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "724895.753830185913", "last_accrual_date": "2027-08-07", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "664487.774344337087", "last_accrual_date": "2027-08-07", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12060.341466059007", "expense_funding": "211203.706666018923", "income_carry": "-156634.679239315877", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "675999a685340f426cf82294ec24ea91feccf51dee8fae05f37d06b62655d0f2", "sequence": 309, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-06", "phase": 2, "scheduled_date": "2027-08-06" } }, { "action_id": null, "day": -27, "event_id": null, "hash": "ae76f25c9ed266bb7353a777aa2b6306f43f70f35ff7c97694682a756ff6c5ef", "id": "receipt:dca1c72c980bd1f0eba1548467639a03e87a67c96629179f3efb644225855562", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-07", "day": -26, "financial_time": "0.1711956521739130434782608695652173913043", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "5cbabbac684cfeb976b189dc300270354e8eb2e0b5d5804ee08a0e6a14c6150a", "sequence": 310, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -27, "funding_start_date": "2027-06-05", "to_day": -26, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -26, "event_id": null, "hash": "4eb313c6ae95a687baf505dca4e2a299d97d8eaba3c7f8dc4f22c9d6cf46a10f", "id": "receipt:2fb6ec04dfe21258b45df4184273550f03efb3444d9cf9b98afb51d957488014", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ae76f25c9ed266bb7353a777aa2b6306f43f70f35ff7c97694682a756ff6c5ef", "sequence": 311, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-07", "phase": 0, "scheduled_date": "2027-08-07" } }, { "action_id": null, "day": -26, "event_id": null, "hash": "c1c0ce6a82a1af565774fde200a9567e2645b5fe5c79a6751b527fb78168bdef", "id": "receipt:89e2de0b2e8851781a33a699e4ca59b8c3a74f270ff784d78e2f3750076301ad", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "4eb313c6ae95a687baf505dca4e2a299d97d8eaba3c7f8dc4f22c9d6cf46a10f", "sequence": 312, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-07", "phase": 1, "scheduled_date": "2027-08-07" } }, { "action_id": null, "day": -26, "event_id": null, "hash": "c4452c53c42fa1e15af9a1200525b44e43fd3ddb797e92c6a9a97c4e8ed10c15", "id": "receipt:6ddb2ac0bc9e1e5cc337a1cee8b4800838c65854f5fca06d6b0b092cf0753162", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-08", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "7329915.100725182609", "last_accrual_date": "2027-08-08", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "7841320.382517495652", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6187122.12590002848", "interest_paid": "0", "last_accrual_date": "2027-08-08", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "736402.035637014261", "last_accrual_date": "2027-08-08", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "675035.199333929739", "last_accrual_date": "2027-08-08", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12061.519151147138", "expense_funding": "211203.706666018924", "income_carry": "-156635.856924404007", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "c1c0ce6a82a1af565774fde200a9567e2645b5fe5c79a6751b527fb78168bdef", "sequence": 313, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-07", "phase": 2, "scheduled_date": "2027-08-07" } }, { "action_id": null, "day": -26, "event_id": null, "hash": "11ccae46e0b969843bcfd3109923ea72b5e0e232cb2e3a822856033fdca87308", "id": "receipt:1c6b34cddfd5ec7d80dba0ef7eaac1fe9fbca8d5992bd045dd4042f3fecc5ae4", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-08", "day": -25, "financial_time": "0.173913043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "c4452c53c42fa1e15af9a1200525b44e43fd3ddb797e92c6a9a97c4e8ed10c15", "sequence": 314, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -26, "funding_start_date": "2027-06-05", "to_day": -25, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -25, "event_id": null, "hash": "fb587443eb47992962444d9fb3604623b52e0d640a36976fb1e2058ef4dce9eb", "id": "receipt:4f4fcffbb95e30e1e39b8b75a93926b71f216a778f3712eecfccb5977954c552", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "11ccae46e0b969843bcfd3109923ea72b5e0e232cb2e3a822856033fdca87308", "sequence": 315, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-08", "phase": 0, "scheduled_date": "2027-08-08" } }, { "action_id": null, "day": -25, "event_id": null, "hash": "a4ce7e0d5669082dd69afdcc9bb15e087db86d9659e47e48a6d7f2dbbc4939a0", "id": "receipt:96f165e45e1f49aafb118c63f3284b97398594a581c367dacb0939edd37b8508", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "fb587443eb47992962444d9fb3604623b52e0d640a36976fb1e2058ef4dce9eb", "sequence": 316, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-08", "phase": 1, "scheduled_date": "2027-08-08" } }, { "action_id": null, "day": -25, "event_id": null, "hash": "9e233a12f9e4ac9bbc8a45c6e300834e87ca4f953a5e183d3e61e76e3692850e", "id": "receipt:2376c6d3b3b68e348ea2e8c96335ed5aabc9745a75a72bbae244742acf383205", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-09", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "7444445.024174013587", "last_accrual_date": "2027-08-09", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "7963841.013494331522", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6283795.909117216425", "interest_paid": "0", "last_accrual_date": "2027-08-09", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "747908.317443842609", "last_accrual_date": "2027-08-09", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "685582.624323522391", "last_accrual_date": "2027-08-09", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12062.696951235509", "expense_funding": "211203.706666018923", "income_carry": "-156637.034724492379", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "a4ce7e0d5669082dd69afdcc9bb15e087db86d9659e47e48a6d7f2dbbc4939a0", "sequence": 317, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-08", "phase": 2, "scheduled_date": "2027-08-08" } }, { "action_id": null, "day": -25, "event_id": null, "hash": "d448be6c0d2647878f11043a7ca42e0c0e8034e4ee8972730e2f511d116996d4", "id": "receipt:efce921ac95d3b4317225965f8edb27d16c6db029efb26ce77a97f737d3b3d43", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-09", "day": -24, "financial_time": "0.1766304347826086956521739130434782608696", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "9e233a12f9e4ac9bbc8a45c6e300834e87ca4f953a5e183d3e61e76e3692850e", "sequence": 318, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -25, "funding_start_date": "2027-06-05", "to_day": -24, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -24, "event_id": null, "hash": "63dad53c1b538a2ce70c3f0f1c47f5a0fa2ffe542cb79165d0e96b7be6291e4b", "id": "receipt:ec8deb6d9611b8e8a269d185707fbee4628eb7473771dc0fae5c63dd6d9a3e7c", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "d448be6c0d2647878f11043a7ca42e0c0e8034e4ee8972730e2f511d116996d4", "sequence": 319, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-09", "phase": 0, "scheduled_date": "2027-08-09" } }, { "action_id": null, "day": -24, "event_id": null, "hash": "fd5ffd1a3510cbd882c283508263827b23d000175d44f3e08a6039b44de6790c", "id": "receipt:b2e26cf91542e97475471cfee57eb4fb5ea5a4e3e7333946fc6f33c40ef39e15", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "63dad53c1b538a2ce70c3f0f1c47f5a0fa2ffe542cb79165d0e96b7be6291e4b", "sequence": 320, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-09", "phase": 1, "scheduled_date": "2027-08-09" } }, { "action_id": null, "day": -24, "event_id": null, "hash": "784f5d12380e860b9f5874f462f7b0167e5d2735d95bab8b1a9ed3b01a91a40c", "id": "receipt:b340ff7faeb55a6fd244fca262beb7da41d47a6b6933d0dc7a334705dff5b6af", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-10", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "7558974.947622844565", "last_accrual_date": "2027-08-10", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "8086361.644471167391", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6380469.69233440437", "interest_paid": "0", "last_accrual_date": "2027-08-10", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "759414.599250670957", "last_accrual_date": "2027-08-10", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "696130.049313115043", "last_accrual_date": "2027-08-10", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12063.87486633535", "expense_funding": "211203.706666018923", "income_carry": "-156638.212639592219", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "fd5ffd1a3510cbd882c283508263827b23d000175d44f3e08a6039b44de6790c", "sequence": 321, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-09", "phase": 2, "scheduled_date": "2027-08-09" } }, { "action_id": null, "day": -24, "event_id": null, "hash": "86e1ca68c981a0059d3dc4d3a72337409fcd758f1bb0cb39754fe16f0963c8f3", "id": "receipt:68b414f8aa6d6193c2e6c11a3e894749bb31a1df17d1e8f8dfcce5cd297db7cd", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-10", "day": -23, "financial_time": "0.1793478260869565217391304347826086956522", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "784f5d12380e860b9f5874f462f7b0167e5d2735d95bab8b1a9ed3b01a91a40c", "sequence": 322, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -24, "funding_start_date": "2027-06-05", "to_day": -23, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -23, "event_id": null, "hash": "065afb1261f37591699a7421727bb344d32529ddff4a12c53fd4630d89f91410", "id": "receipt:5f56c2100f7ed92172ad5ab95ca7c18fb81691fcbb8903d0544232596c53cc93", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "86e1ca68c981a0059d3dc4d3a72337409fcd758f1bb0cb39754fe16f0963c8f3", "sequence": 323, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-10", "phase": 0, "scheduled_date": "2027-08-10" } }, { "action_id": null, "day": -23, "event_id": null, "hash": "2b7f3ad487531e34347564b4b53758e5b1ce5a07db97b791c3ad089855751b2a", "id": "receipt:2391faf50740cfc8735990bf906829783dc7f2d8fa41ae1930a114fc2f0c2dfe", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "065afb1261f37591699a7421727bb344d32529ddff4a12c53fd4630d89f91410", "sequence": 324, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-10", "phase": 1, "scheduled_date": "2027-08-10" } }, { "action_id": null, "day": -23, "event_id": null, "hash": "9cd47cd7a13e894a32aec87563810d6651547405b98cf3639693da89d55b5c86", "id": "receipt:d680b463bc50ddb3cef3f9809a2ad07920fc1eda3824c7c083afe5a877232534", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-11", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "7673504.871071675543", "last_accrual_date": "2027-08-11", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "8208882.275448003261", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6477143.475551592315", "interest_paid": "0", "last_accrual_date": "2027-08-11", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "770920.881057499304", "last_accrual_date": "2027-08-11", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "706677.474302707696", "last_accrual_date": "2027-08-11", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12065.052896457891", "expense_funding": "211203.706666018923", "income_carry": "-156639.390669714761", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "2b7f3ad487531e34347564b4b53758e5b1ce5a07db97b791c3ad089855751b2a", "sequence": 325, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-10", "phase": 2, "scheduled_date": "2027-08-10" } }, { "action_id": null, "day": -23, "event_id": null, "hash": "dc4804181d8948f05a5cf815691c37bf8c5e6e774b54f6fe1bcf57ef6ff4c5cb", "id": "receipt:e87c39adb259f479cb5d02be62f79c3dd3ff8d576ce82ad9a7bb9dbefc24de8a", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-11", "day": -22, "financial_time": "0.1820652173913043478260869565217391304348", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "9cd47cd7a13e894a32aec87563810d6651547405b98cf3639693da89d55b5c86", "sequence": 326, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -23, "funding_start_date": "2027-06-05", "to_day": -22, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -22, "event_id": null, "hash": "76ee8bb9f76a20a9582e45a9cc514c16dc8b3e79d3072edcfd0b200da83ab7de", "id": "receipt:36e010bd8065a93b879d245b9f452fd8e517817af0f506e8f17dedba5e512220", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "dc4804181d8948f05a5cf815691c37bf8c5e6e774b54f6fe1bcf57ef6ff4c5cb", "sequence": 327, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-11", "phase": 0, "scheduled_date": "2027-08-11" } }, { "action_id": null, "day": -22, "event_id": null, "hash": "5a6f66f3dba8aafc3400bf97567989b2c112c894ffcfb36d914a9236fb67ba37", "id": "receipt:85e3aae687a048615a70b160ac085265c7c4b0b587b7fccd9aa8c77fcc9c9cbb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "76ee8bb9f76a20a9582e45a9cc514c16dc8b3e79d3072edcfd0b200da83ab7de", "sequence": 328, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-11", "phase": 1, "scheduled_date": "2027-08-11" } }, { "action_id": null, "day": -22, "event_id": null, "hash": "322ee40e84ecf483ebc064aaef87bdbaa00d99c711fdcab3dcbb6b78dbe15db7", "id": "receipt:45bcd8b4838b0af3787e73e45ab200bacb819c59e190280e2c0c2fa70bc42e1e", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-12", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "7788034.794520506522", "last_accrual_date": "2027-08-12", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "8331402.90642483913", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6573817.25876878026", "interest_paid": "0", "last_accrual_date": "2027-08-12", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "782427.162864327652", "last_accrual_date": "2027-08-12", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "717224.899292300348", "last_accrual_date": "2027-08-12", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12066.231041614366", "expense_funding": "211203.706666018924", "income_carry": "-156640.568814871235", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "5a6f66f3dba8aafc3400bf97567989b2c112c894ffcfb36d914a9236fb67ba37", "sequence": 329, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-11", "phase": 2, "scheduled_date": "2027-08-11" } }, { "action_id": null, "day": -22, "event_id": null, "hash": "e3737e599acec13592795853731e293929a05f46638108385d168ee9200af617", "id": "receipt:d44b5640be4455d40d9e4f2e15be3ccf8af566b7d6612b45bf5659cb913a96e6", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-12", "day": -21, "financial_time": "0.1847826086956521739130434782608695652174", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "322ee40e84ecf483ebc064aaef87bdbaa00d99c711fdcab3dcbb6b78dbe15db7", "sequence": 330, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -22, "funding_start_date": "2027-06-05", "to_day": -21, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -21, "event_id": null, "hash": "639c64ebb341566247d966e57ca795823248a2c635a0bed988853b23b46c385e", "id": "receipt:1d639c1a022753dd9f3e5f05373ac4c7167c97e4a3c95b24a255e622c0803613", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "e3737e599acec13592795853731e293929a05f46638108385d168ee9200af617", "sequence": 331, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-12", "phase": 0, "scheduled_date": "2027-08-12" } }, { "action_id": null, "day": -21, "event_id": null, "hash": "7c55c15b507d7cb79f3d0a2eaad9e332c8fe6398f7c43f7f81b998df5a11e158", "id": "receipt:08182cd812eb0cce3bdeab490f9d99daa4cb1fd57dfed56ab2b36c78f3479fca", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "639c64ebb341566247d966e57ca795823248a2c635a0bed988853b23b46c385e", "sequence": 332, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-12", "phase": 1, "scheduled_date": "2027-08-12" } }, { "action_id": null, "day": -21, "event_id": null, "hash": "1a21416daee60f3587d41dae9faae3c62d29f87f22b5721bcd756c28729caab1", "id": "receipt:d6f59bd056e243e43e49f43bbdba040d1c52e0b5f523e122d1a9e1a347b18822", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-13", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "7902564.7179693375", "last_accrual_date": "2027-08-13", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "8453923.537401675", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6670491.041985968205", "interest_paid": "0", "last_accrual_date": "2027-08-13", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "793933.444671156", "last_accrual_date": "2027-08-13", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "727772.324281893", "last_accrual_date": "2027-08-13", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12067.409301816006", "expense_funding": "211203.706666018923", "income_carry": "-156641.747075072876", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "7c55c15b507d7cb79f3d0a2eaad9e332c8fe6398f7c43f7f81b998df5a11e158", "sequence": 333, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-12", "phase": 2, "scheduled_date": "2027-08-12" } }, { "action_id": null, "day": -21, "event_id": null, "hash": "71dc65c07e14a8dd1e56ae763a32d634144fa8020f9e95b890634559ef0377c7", "id": "receipt:75f952d0ab5cbf6abdb85b7547c0b5c83af81eff0534738ab1272273c35577b6", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-13", "day": -20, "financial_time": "0.1875", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "1a21416daee60f3587d41dae9faae3c62d29f87f22b5721bcd756c28729caab1", "sequence": 334, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -21, "funding_start_date": "2027-06-05", "to_day": -20, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -20, "event_id": null, "hash": "fccee8247f10009402a09a857211cd08c29810cc2a5035961ec5eeb420d982cd", "id": "receipt:f24b5cdebe19f595e78fbe0519172bcd891fe4f1d95fc4124ffec6debc64552a", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "71dc65c07e14a8dd1e56ae763a32d634144fa8020f9e95b890634559ef0377c7", "sequence": 335, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-13", "phase": 0, "scheduled_date": "2027-08-13" } }, { "action_id": null, "day": -20, "event_id": null, "hash": "e12fc4237b28ffc9abfb9f3dc8d7912b1fac8b53fc832469eeda13b1f34503f4", "id": "receipt:0f5e5e9a5d424178139c39b3463bbc7ed5ffb7c740c4feb2f754a7bf42fa8d42", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "fccee8247f10009402a09a857211cd08c29810cc2a5035961ec5eeb420d982cd", "sequence": 336, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-13", "phase": 1, "scheduled_date": "2027-08-13" } }, { "action_id": null, "day": -20, "event_id": null, "hash": "786819fde1505f862a895d2ad49ed57f8c1e8ac7fcb6cf87b0cd9d993c4d8d55", "id": "receipt:c700076de1440fd7645f7d4c9018c95a721ed4da91cefddd82754c6337ac9569", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-14", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8017094.641418168478", "last_accrual_date": "2027-08-14", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "8576444.16837851087", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6767164.82520315615", "interest_paid": "0", "last_accrual_date": "2027-08-14", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "805439.726477984348", "last_accrual_date": "2027-08-14", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "738319.749271485652", "last_accrual_date": "2027-08-14", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12068.587677074046", "expense_funding": "211203.706666018923", "income_carry": "-156642.925450330916", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "e12fc4237b28ffc9abfb9f3dc8d7912b1fac8b53fc832469eeda13b1f34503f4", "sequence": 337, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-13", "phase": 2, "scheduled_date": "2027-08-13" } }, { "action_id": null, "day": -20, "event_id": null, "hash": "ceee4fc0142c2a748a019cdd5d59316d794aea000a9fc1a64ef6293bfa9215ac", "id": "receipt:ecd3d71d106fd576aa91e2c42ece4cde3d0dae5071150a8cc0a8ec6281bd9c22", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-14", "day": -19, "financial_time": "0.1902173913043478260869565217391304347826", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "786819fde1505f862a895d2ad49ed57f8c1e8ac7fcb6cf87b0cd9d993c4d8d55", "sequence": 338, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -20, "funding_start_date": "2027-06-05", "to_day": -19, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -19, "event_id": null, "hash": "cff75497d25a1ac72c59338f9dabbe94581483ef130dfdc30972c4eacd91b0c8", "id": "receipt:abc192612b1b36bd73a58e026ec283bdac7181efbc36a20163460f013500899e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ceee4fc0142c2a748a019cdd5d59316d794aea000a9fc1a64ef6293bfa9215ac", "sequence": 339, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-14", "phase": 0, "scheduled_date": "2027-08-14" } }, { "action_id": null, "day": -19, "event_id": null, "hash": "d2b6659b5fb40655b3d3b1e11a071e97573d6beef6e870c1d15741a41bb38257", "id": "receipt:f61c73afb1ab7edb9d34aa5ba1275c2c1cd80290e9e6978bceb6241b4f9b30e6", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "cff75497d25a1ac72c59338f9dabbe94581483ef130dfdc30972c4eacd91b0c8", "sequence": 340, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-14", "phase": 1, "scheduled_date": "2027-08-14" } }, { "action_id": null, "day": -19, "event_id": null, "hash": "fd29dcf846cd33b76e0cef72000f31d6e0dedc011579acb5c7f88b594afe53e0", "id": "receipt:bff8c907680bb02a202849f8bc7266ad8926b58ebc528f312b7eb6479771a5d9", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-15", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8131624.564866999457", "last_accrual_date": "2027-08-15", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "8698964.799355346739", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6863838.608420344095", "interest_paid": "0", "last_accrual_date": "2027-08-15", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "816946.008284812696", "last_accrual_date": "2027-08-15", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "748867.174261078304", "last_accrual_date": "2027-08-15", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12069.766167399721", "expense_funding": "211203.706666018924", "income_carry": "-156644.10394065659", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "d2b6659b5fb40655b3d3b1e11a071e97573d6beef6e870c1d15741a41bb38257", "sequence": 341, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-14", "phase": 2, "scheduled_date": "2027-08-14" } }, { "action_id": null, "day": -19, "event_id": null, "hash": "90033135beee3e0294d85f22b49a083e90c3e12204b3c21199f33e90ad1fb66c", "id": "receipt:4c7252493580cfcfab676bb9a0f30519ba8896b4fdec7aa7cce368fe996543fd", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-15", "day": -18, "financial_time": "0.1929347826086956521739130434782608695652", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "fd29dcf846cd33b76e0cef72000f31d6e0dedc011579acb5c7f88b594afe53e0", "sequence": 342, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -19, "funding_start_date": "2027-06-05", "to_day": -18, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -18, "event_id": null, "hash": "570d8867ee17bce285e9554312e42161b89cbeba493caa8ecfbf3ef20405e437", "id": "receipt:22a7acd45fe793677d86fd2ad0681c6b6260302047c63d16f4f64e40fc2d6415", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "90033135beee3e0294d85f22b49a083e90c3e12204b3c21199f33e90ad1fb66c", "sequence": 343, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-15", "phase": 0, "scheduled_date": "2027-08-15" } }, { "action_id": null, "day": -18, "event_id": null, "hash": "a6354faa4cae522296e914a89571b13c942fde241e1e19ab008e09aa5b89514a", "id": "receipt:04ec017f8630a3e935392181eea838f17c2d144fcce8748b2b538ac5ba24bfa7", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "570d8867ee17bce285e9554312e42161b89cbeba493caa8ecfbf3ef20405e437", "sequence": 344, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-15", "phase": 1, "scheduled_date": "2027-08-15" } }, { "action_id": null, "day": -18, "event_id": null, "hash": "611c42703e95e4ec1a124abe4843628d4dc3741b9678a385ed5f14aa357ef52b", "id": "receipt:bbacfce2fc8e823930f8be3d8f6dcdfebbc9e10dcbef7883a66ea74493367d5f", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-16", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8246154.488315830435", "last_accrual_date": "2027-08-16", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "8821485.430332182609", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "6960512.39163753204", "interest_paid": "0", "last_accrual_date": "2027-08-16", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "828452.290091641043", "last_accrual_date": "2027-08-16", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "759414.599250670957", "last_accrual_date": "2027-08-16", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12070.944772804267", "expense_funding": "211203.706666018923", "income_carry": "-156645.282546061137", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "a6354faa4cae522296e914a89571b13c942fde241e1e19ab008e09aa5b89514a", "sequence": 345, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-15", "phase": 2, "scheduled_date": "2027-08-15" } }, { "action_id": null, "day": -18, "event_id": null, "hash": "7454ce0c9613b4c5c253558195ddf83b41f13dcb4a335d0bbfa980d562b62829", "id": "receipt:409cbbb0dd703dd5ff9f847f15a6545ab776a6d8f72f8134830d4eb5eb26b2c7", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-16", "day": -17, "financial_time": "0.1956521739130434782608695652173913043478", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "611c42703e95e4ec1a124abe4843628d4dc3741b9678a385ed5f14aa357ef52b", "sequence": 346, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -18, "funding_start_date": "2027-06-05", "to_day": -17, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -17, "event_id": null, "hash": "aade4d5fcadd798afff9b4c832f231fd7a578a72d79b42267e69c96ae466522b", "id": "receipt:861130c91e67d2c3eb4aaa070f2036c74733ac74b1e7e4caf5cc31240f00d2db", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "7454ce0c9613b4c5c253558195ddf83b41f13dcb4a335d0bbfa980d562b62829", "sequence": 347, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-16", "phase": 0, "scheduled_date": "2027-08-16" } }, { "action_id": null, "day": -17, "event_id": null, "hash": "226db736265a598a98fd3babe93c4ea3e4ff5cc6ba9ab5fd89bde05bf5f470c9", "id": "receipt:ab6c6ee273f52b9f82979c2d4cb55235db2aee4a878318c7e168d06c53f13608", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "aade4d5fcadd798afff9b4c832f231fd7a578a72d79b42267e69c96ae466522b", "sequence": 348, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-16", "phase": 1, "scheduled_date": "2027-08-16" } }, { "action_id": null, "day": -17, "event_id": null, "hash": "ebd91ff1a2ad0ac914640d333e42a49e56649dfa6157d2f937e56f79dab0a60e", "id": "receipt:dd45a6b408a01781fa36ca94ea978219037c6c5864eb4bee6b8ea30cb8bd6170", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-17", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8360684.411764661413", "last_accrual_date": "2027-08-17", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "8944006.061309018478", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7057186.174854719985", "interest_paid": "0", "last_accrual_date": "2027-08-17", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "839958.571898469391", "last_accrual_date": "2027-08-17", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "769962.024240263609", "last_accrual_date": "2027-08-17", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12072.123493298922", "expense_funding": "211203.706666018923", "income_carry": "-156646.461266555791", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "226db736265a598a98fd3babe93c4ea3e4ff5cc6ba9ab5fd89bde05bf5f470c9", "sequence": 349, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-16", "phase": 2, "scheduled_date": "2027-08-16" } }, { "action_id": null, "day": -17, "event_id": null, "hash": "aa0931ce4d4fcda62430c65f414e07c76183eff40bf8f6ae8fa6383e2c31aeb7", "id": "receipt:89e9848234024b85ee81b4b90699ba7e4f0200eada6fc19a1a07b5f12e18ceb3", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-17", "day": -16, "financial_time": "0.1983695652173913043478260869565217391304", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "ebd91ff1a2ad0ac914640d333e42a49e56649dfa6157d2f937e56f79dab0a60e", "sequence": 350, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -17, "funding_start_date": "2027-06-05", "to_day": -16, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -16, "event_id": null, "hash": "0a69fcca5c4e2ba39c0d6d77cf4cf7ec715ff4c08cf61f47fb2b9c8c70261335", "id": "receipt:7ec0dff16bbf26db39b6f25448f1b3de34b5253f94486a3a0e7f0dbdea25bcbc", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "aa0931ce4d4fcda62430c65f414e07c76183eff40bf8f6ae8fa6383e2c31aeb7", "sequence": 351, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-17", "phase": 0, "scheduled_date": "2027-08-17" } }, { "action_id": null, "day": -16, "event_id": null, "hash": "23b9046f840fe5c9578365552b982972a570dcd2c722be18d10aaca9a802198d", "id": "receipt:cf3980eb614f3f5111c0cab4b88394b21011e064f5057cf478e2bc3a957480d9", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "0a69fcca5c4e2ba39c0d6d77cf4cf7ec715ff4c08cf61f47fb2b9c8c70261335", "sequence": 352, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-17", "phase": 1, "scheduled_date": "2027-08-17" } }, { "action_id": null, "day": -16, "event_id": null, "hash": "71d060f2a9ef17949a29fbe21cc088d4fffbec55b73bd9d81efdab5b8fda628f", "id": "receipt:86132c29abb267c8f0f49c51305a501f46aa0cb78cd07a3304447a5bfcb7bbc6", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-18", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8475214.335213492391", "last_accrual_date": "2027-08-18", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "9066526.692285854348", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7153859.95807190793", "interest_paid": "0", "last_accrual_date": "2027-08-18", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "851464.853705297739", "last_accrual_date": "2027-08-18", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "780509.449229856261", "last_accrual_date": "2027-08-18", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12073.302328894924", "expense_funding": "211203.706666018923", "income_carry": "-156647.640102151794", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "23b9046f840fe5c9578365552b982972a570dcd2c722be18d10aaca9a802198d", "sequence": 353, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-17", "phase": 2, "scheduled_date": "2027-08-17" } }, { "action_id": null, "day": -16, "event_id": null, "hash": "10e722b7de2fc73008d1347ea740294ccf3abf35d88bd4eddcd5fb6970371faf", "id": "receipt:3d279c46fa8c4d959e84e7fb1e12dfe1db1ee96eea133cc2c3da3f9f08ad3241", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-18", "day": -15, "financial_time": "0.201086956521739130434782608695652173913", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "71d060f2a9ef17949a29fbe21cc088d4fffbec55b73bd9d81efdab5b8fda628f", "sequence": 354, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -16, "funding_start_date": "2027-06-05", "to_day": -15, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -15, "event_id": null, "hash": "10a278da81ffc6d0f4f963e02a99512313e859ef0b4e1f4e995789090fc70c4c", "id": "receipt:12d0680f74b62ade7bc25c638a8fca40fef67c66e8a2f7bed9a481211cfb4786", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "10e722b7de2fc73008d1347ea740294ccf3abf35d88bd4eddcd5fb6970371faf", "sequence": 355, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-18", "phase": 0, "scheduled_date": "2027-08-18" } }, { "action_id": null, "day": -15, "event_id": null, "hash": "496087b5a70b602b90261e515f9580e09a82072ad8cd565ea541455afa931a3d", "id": "receipt:0d0f23abd8dd25f2390876a00e9d0572bf4560b78a0180eb98aed75a21438daa", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "10a278da81ffc6d0f4f963e02a99512313e859ef0b4e1f4e995789090fc70c4c", "sequence": 356, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-18", "phase": 1, "scheduled_date": "2027-08-18" } }, { "action_id": null, "day": -15, "event_id": null, "hash": "f2cf516ba54ef91e481240bd6a259e3e2069ef2f9465fdba0563ea214e54b0d6", "id": "receipt:afb5dd70f4535fdbef5ff147faa0afbb653fe591f5ba35f46326106448ef172b", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-19", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8589744.25866232337", "last_accrual_date": "2027-08-19", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "9189047.323262690217", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7250533.741289095875", "interest_paid": "0", "last_accrual_date": "2027-08-19", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "862971.135512126087", "last_accrual_date": "2027-08-19", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "791056.874219448913", "last_accrual_date": "2027-08-19", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12074.481279603512", "expense_funding": "211203.706666018924", "income_carry": "-156648.819052860381", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "496087b5a70b602b90261e515f9580e09a82072ad8cd565ea541455afa931a3d", "sequence": 357, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-18", "phase": 2, "scheduled_date": "2027-08-18" } }, { "action_id": null, "day": -15, "event_id": null, "hash": "479a33277ecc62b244eefa358ffd4df6d390605d6ee7ae154f155650c9d7f457", "id": "receipt:24a31fad4459b7fbfe1f4a1360117c05015f35499bb63dc63fa12857770e5e30", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-19", "day": -14, "financial_time": "0.2038043478260869565217391304347826086957", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "f2cf516ba54ef91e481240bd6a259e3e2069ef2f9465fdba0563ea214e54b0d6", "sequence": 358, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -15, "funding_start_date": "2027-06-05", "to_day": -14, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -14, "event_id": null, "hash": "7d5f19ebf3b8858f5aec5f0f25e7fdb5b5b28cfb55ecf840b2cd3d5c15615dca", "id": "receipt:ee2c9336b0ab6a347a7f3d6cd0fd2237e536e44c53af05a8ca1861323a8128cb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "479a33277ecc62b244eefa358ffd4df6d390605d6ee7ae154f155650c9d7f457", "sequence": 359, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-19", "phase": 0, "scheduled_date": "2027-08-19" } }, { "action_id": null, "day": -14, "event_id": null, "hash": "8ab3b0ec5ad460cc79576d9d3823a0692b7854e800edb252407fbd53ac2050f2", "id": "receipt:19bc8f468e862e43ef2509afc8aaceeb9d076d8d2644c7ba1b3657c52454eb52", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "7d5f19ebf3b8858f5aec5f0f25e7fdb5b5b28cfb55ecf840b2cd3d5c15615dca", "sequence": 360, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-19", "phase": 1, "scheduled_date": "2027-08-19" } }, { "action_id": null, "day": -14, "event_id": null, "hash": "2dacc2b3afa504ba17705c49b95fd7ad141c0bf92a35862443173d7b68c5cf33", "id": "receipt:bca6039c7e30a21e358f4246d604577c1a63f951adc6736d51ec52081250c6b7", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-20", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8704274.182111154348", "last_accrual_date": "2027-08-20", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "9311567.954239526087", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7347207.52450628382", "interest_paid": "0", "last_accrual_date": "2027-08-20", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "874477.417318954435", "last_accrual_date": "2027-08-20", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "801604.299209041565", "last_accrual_date": "2027-08-20", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12075.660345435928", "expense_funding": "211203.706666018923", "income_carry": "-156649.998118692798", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "8ab3b0ec5ad460cc79576d9d3823a0692b7854e800edb252407fbd53ac2050f2", "sequence": 361, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-19", "phase": 2, "scheduled_date": "2027-08-19" } }, { "action_id": null, "day": -14, "event_id": null, "hash": "0690c0bd95139d4757c667d26c121f56819a7c5f7ca27c3b52bbd1d0044aec6d", "id": "receipt:5d6ec65a47bfc94d8c0a8cf13d3a450b69814e1acd242726097f9cf323eca8d0", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-20", "day": -13, "financial_time": "0.2065217391304347826086956521739130434783", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "2dacc2b3afa504ba17705c49b95fd7ad141c0bf92a35862443173d7b68c5cf33", "sequence": 362, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -14, "funding_start_date": "2027-06-05", "to_day": -13, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -13, "event_id": null, "hash": "e7c7faac01d4d496b49e291ed6c7ae5d7513298f7dbd6cc415e740d8e0a476db", "id": "receipt:930cc9519b52a2ac0d60c7bd7ae8d2bb1d5f52558e8302e68706a0c7153c6f06", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "0690c0bd95139d4757c667d26c121f56819a7c5f7ca27c3b52bbd1d0044aec6d", "sequence": 363, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-20", "phase": 0, "scheduled_date": "2027-08-20" } }, { "action_id": null, "day": -13, "event_id": null, "hash": "820584aac2bf7df20681c358db4d069f64c7f5ce01fc521447e0bf8ee13a274a", "id": "receipt:761ae625db5a8af7df8a552ed9047cddd4011732b81558627c09cfebe5ba819e", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "e7c7faac01d4d496b49e291ed6c7ae5d7513298f7dbd6cc415e740d8e0a476db", "sequence": 364, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-20", "phase": 1, "scheduled_date": "2027-08-20" } }, { "action_id": null, "day": -13, "event_id": null, "hash": "a69886fdb8ac68d5a23d5f30b0c3ed5d549df2de86227924daa6416c7bd0b663", "id": "receipt:80ebbfbd04ab9deafcd5ad7555151c27c2be15183b2cb173c4fe7785f946db60", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-21", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8818804.105559985326", "last_accrual_date": "2027-08-21", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "9434088.585216361957", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7443881.307723471765", "interest_paid": "0", "last_accrual_date": "2027-08-21", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "885983.699125782783", "last_accrual_date": "2027-08-21", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "812151.724198634217", "last_accrual_date": "2027-08-21", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12076.839526403414", "expense_funding": "211203.706666018923", "income_carry": "-156651.177299660284", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "820584aac2bf7df20681c358db4d069f64c7f5ce01fc521447e0bf8ee13a274a", "sequence": 365, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-20", "phase": 2, "scheduled_date": "2027-08-20" } }, { "action_id": null, "day": -13, "event_id": null, "hash": "596303d2a76939fefb2b1a32ec33dadcaeb59fe86ebdb4fefd7b52a6fc717054", "id": "receipt:bea7c879f252d56cb741b9428d5cd4c79433ae4c58fb72844ba3e52abe3673df", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-21", "day": -12, "financial_time": "0.2092391304347826086956521739130434782609", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "a69886fdb8ac68d5a23d5f30b0c3ed5d549df2de86227924daa6416c7bd0b663", "sequence": 366, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -13, "funding_start_date": "2027-06-05", "to_day": -12, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -12, "event_id": null, "hash": "ce3ee0234bc2725ffdd6813a88eae923acc3ee9481682b35c48110700920d484", "id": "receipt:0c0af29d231710ddb1dfbb3e91553f95dc9a21b3b6b078f6f174a280b0d64ce0", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "596303d2a76939fefb2b1a32ec33dadcaeb59fe86ebdb4fefd7b52a6fc717054", "sequence": 367, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-21", "phase": 0, "scheduled_date": "2027-08-21" } }, { "action_id": null, "day": -12, "event_id": null, "hash": "fd449d7ec4d583c2fbe4f92bd300baac506fbde3dc74a7c8d68bb36bc05b2804", "id": "receipt:d92a161bab16ec5d49a38f29811182b8b8ee02eb834f64bb5e63cc85e28efb97", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "ce3ee0234bc2725ffdd6813a88eae923acc3ee9481682b35c48110700920d484", "sequence": 368, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-21", "phase": 1, "scheduled_date": "2027-08-21" } }, { "action_id": null, "day": -12, "event_id": null, "hash": "3e2baec2d0b3a89c61fd74d510b562e54cc8200ea674a8ebccdce30c57237789", "id": "receipt:188a209042d18a5ed66e033c8dfb067d6982e05d2069852004ff715f067e89c9", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-22", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "8933334.029008816304", "last_accrual_date": "2027-08-22", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "9556609.216193197826", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7540555.09094065971", "interest_paid": "0", "last_accrual_date": "2027-08-22", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "897489.98093261113", "last_accrual_date": "2027-08-22", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "822699.14918822687", "last_accrual_date": "2027-08-22", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12078.018822517211", "expense_funding": "211203.706666018923", "income_carry": "-156652.35659577408", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "fd449d7ec4d583c2fbe4f92bd300baac506fbde3dc74a7c8d68bb36bc05b2804", "sequence": 369, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-21", "phase": 2, "scheduled_date": "2027-08-21" } }, { "action_id": null, "day": -12, "event_id": null, "hash": "d2880bc4b3fe3dc43c481b518bbb75dc3edb33aa12974e59449341be17775c1c", "id": "receipt:54a7a8ffbdd304d6ac3ed968176b8e9a4081bfc680453afef35cc0dbe837f2e7", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-22", "day": -11, "financial_time": "0.2119565217391304347826086956521739130435", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "3e2baec2d0b3a89c61fd74d510b562e54cc8200ea674a8ebccdce30c57237789", "sequence": 370, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -12, "funding_start_date": "2027-06-05", "to_day": -11, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -11, "event_id": null, "hash": "89bd2928413e8cbf3339d77b5b37296f874323c5134ceccc78093f777bbfd317", "id": "receipt:4bd62057eeab4f37a42607680db1ab4f958f140a1634394f01e5c94806f6250b", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "d2880bc4b3fe3dc43c481b518bbb75dc3edb33aa12974e59449341be17775c1c", "sequence": 371, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-22", "phase": 0, "scheduled_date": "2027-08-22" } }, { "action_id": null, "day": -11, "event_id": null, "hash": "cb32db0450c1d8040052ba10803213362c8dbb7e5ed6ddd9396f562ddee9f45f", "id": "receipt:8866ec8a035ac8acce559d274884a35e49136a84a4d8b410a30e7f17ebd0c47b", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "89bd2928413e8cbf3339d77b5b37296f874323c5134ceccc78093f777bbfd317", "sequence": 372, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-22", "phase": 1, "scheduled_date": "2027-08-22" } }, { "action_id": null, "day": -11, "event_id": null, "hash": "11720043a8346133b1935eb3a993ac3eff492ab1267bf754ab5c64014cb1eafa", "id": "receipt:9ab128795930362acbe782eff2e48ad1a889a4d1efca48e1333b99fb3fb40f04", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-23", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9047863.952457647283", "last_accrual_date": "2027-08-23", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "9679129.847170033696", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7637228.874157847655", "interest_paid": "0", "last_accrual_date": "2027-08-23", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "908996.262739439478", "last_accrual_date": "2027-08-23", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "833246.574177819522", "last_accrual_date": "2027-08-23", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12079.198233788564", "expense_funding": "211203.706666018924", "income_carry": "-156653.536007045434", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "cb32db0450c1d8040052ba10803213362c8dbb7e5ed6ddd9396f562ddee9f45f", "sequence": 373, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-22", "phase": 2, "scheduled_date": "2027-08-22" } }, { "action_id": null, "day": -11, "event_id": null, "hash": "f31ec8af49d9dd580d79bb849a423199dd50d6320bbb2a8e0a2afe59f6d923ef", "id": "receipt:1483222d7454da28e2fbd577346c4b5327d1ca487594ef8a6ba847e4923581a3", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-23", "day": -10, "financial_time": "0.2146739130434782608695652173913043478261", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "11720043a8346133b1935eb3a993ac3eff492ab1267bf754ab5c64014cb1eafa", "sequence": 374, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -11, "funding_start_date": "2027-06-05", "to_day": -10, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -10, "event_id": null, "hash": "2dbd704bfe29d80787031a91c1897184153cacfd5c7bc3329a16c0c4333912b8", "id": "receipt:6dec19b99aa965f67bda1a0ffeae59cd7cf75b9077a629cff277271f0e089296", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f31ec8af49d9dd580d79bb849a423199dd50d6320bbb2a8e0a2afe59f6d923ef", "sequence": 375, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-23", "phase": 0, "scheduled_date": "2027-08-23" } }, { "action_id": null, "day": -10, "event_id": null, "hash": "d7d12876f47c1ff6e482e0c36630491eb1d8e5378ee9f6ce9bcda9e2f6d2d981", "id": "receipt:c07d959bbb0a2d97d7ed66f2402bc504cbc24f88e5f057932bb41203ee556755", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "2dbd704bfe29d80787031a91c1897184153cacfd5c7bc3329a16c0c4333912b8", "sequence": 376, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-23", "phase": 1, "scheduled_date": "2027-08-23" } }, { "action_id": null, "day": -10, "event_id": null, "hash": "8da06c63905c3bd15a2cbaa5cb2d7b6c5dfd8d56f369a12a50d1a5fcf113c00a", "id": "receipt:6641738198c2497e913b8daff84237013a7be67ceceba4537e759594ba7a0256", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-24", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9162393.875906478261", "last_accrual_date": "2027-08-24", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "9801650.478146869565", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7733902.6573750356", "interest_paid": "0", "last_accrual_date": "2027-08-24", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "920502.544546267826", "last_accrual_date": "2027-08-24", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "843793.999167412174", "last_accrual_date": "2027-08-24", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12080.377760228718", "expense_funding": "211203.706666018923", "income_carry": "-156654.715533485587", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "d7d12876f47c1ff6e482e0c36630491eb1d8e5378ee9f6ce9bcda9e2f6d2d981", "sequence": 377, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-23", "phase": 2, "scheduled_date": "2027-08-23" } }, { "action_id": null, "day": -10, "event_id": null, "hash": "92101b3b05aaac0d4541ffbb60131ddf53de80edb629d34e5b02f780d27cb387", "id": "receipt:b5a1efa178c28f0a0c982a02f6dc11d64e9c9683b82c56d54355826e85f8de23", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-24", "day": -9, "financial_time": "0.2173913043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "8da06c63905c3bd15a2cbaa5cb2d7b6c5dfd8d56f369a12a50d1a5fcf113c00a", "sequence": 378, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -10, "funding_start_date": "2027-06-05", "to_day": -9, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -9, "event_id": null, "hash": "b99a508c5d844d26208420f95d2579dbcd50068b7bb0f9a304f355ef249455de", "id": "receipt:848861429067c0212637e6dc700d8f0968f5805357fd9b4290a794ce5e67d8d2", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "92101b3b05aaac0d4541ffbb60131ddf53de80edb629d34e5b02f780d27cb387", "sequence": 379, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-24", "phase": 0, "scheduled_date": "2027-08-24" } }, { "action_id": null, "day": -9, "event_id": null, "hash": "bff87d5e8d06d9c49f3c5da51e6d9540aca1dee4445d28a2030b185db26907ca", "id": "receipt:7a68a91cf716aeff4af068c2a58b63eaf34b46dd8ce2ec48f43269ca8c90a950", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b99a508c5d844d26208420f95d2579dbcd50068b7bb0f9a304f355ef249455de", "sequence": 380, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-24", "phase": 1, "scheduled_date": "2027-08-24" } }, { "action_id": null, "day": -9, "event_id": null, "hash": "3649a45ecc86313371aa40dec104dfec5d990d92d751931ba632c6ff50ca8118", "id": "receipt:31f474d664c4a82dfc7193b22042a5c31f0ea4063fc2c6b83a63da354d0cedae", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-25", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9276923.799355309239", "last_accrual_date": "2027-08-25", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "9924171.109123705435", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7830576.440592223545", "interest_paid": "0", "last_accrual_date": "2027-08-25", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "932008.826353096174", "last_accrual_date": "2027-08-25", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "854341.424157004826", "last_accrual_date": "2027-08-25", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12081.55740184892", "expense_funding": "211203.706666018923", "income_carry": "-156655.89517510579", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "bff87d5e8d06d9c49f3c5da51e6d9540aca1dee4445d28a2030b185db26907ca", "sequence": 381, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-24", "phase": 2, "scheduled_date": "2027-08-24" } }, { "action_id": null, "day": -9, "event_id": null, "hash": "bb2f9d469dcaebf7f1d3d51d6f3e637db69e17f5eabcc1b71eac24639deaf2ac", "id": "receipt:c9a98ae5faf2f3e3f8f3a4973f094feb78df50a5bd128694064416333aea0fc8", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-25", "day": -8, "financial_time": "0.2201086956521739130434782608695652173913", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "3649a45ecc86313371aa40dec104dfec5d990d92d751931ba632c6ff50ca8118", "sequence": 382, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -9, "funding_start_date": "2027-06-05", "to_day": -8, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -8, "event_id": null, "hash": "3b72230c00e4f8afc59f3ac5843280b2af1ade6c3721532d54f485eaebe9e09d", "id": "receipt:8c455fe883220f47c61d8e284a1f21f4d7ee1e89e8f7954cbec87357dbeac893", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "bb2f9d469dcaebf7f1d3d51d6f3e637db69e17f5eabcc1b71eac24639deaf2ac", "sequence": 383, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-25", "phase": 0, "scheduled_date": "2027-08-25" } }, { "action_id": null, "day": -8, "event_id": null, "hash": "4f3364f8ebe268c8a8b2e917a5604548b59b274c3af5eff970ef2816069c379e", "id": "receipt:89e6fe4d50cd50cdae756eb45a3e7fefee7634d10e3468dfea0ab028ae6066fe", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "3b72230c00e4f8afc59f3ac5843280b2af1ade6c3721532d54f485eaebe9e09d", "sequence": 384, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-25", "phase": 1, "scheduled_date": "2027-08-25" } }, { "action_id": null, "day": -8, "event_id": null, "hash": "c813be4abdb740951f7d4c591da9b93e0528a164ee2ea236586a40a4acf819bb", "id": "receipt:254f49f214ceaef4f195f14fc068a6bee7b60147ffdc5c25def9d8498e060174", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-26", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9391453.722804140217", "last_accrual_date": "2027-08-26", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10046691.740100541304", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "7927250.22380941149", "interest_paid": "0", "last_accrual_date": "2027-08-26", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "943515.108159924522", "last_accrual_date": "2027-08-26", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "864888.849146597478", "last_accrual_date": "2027-08-26", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12082.737158660416", "expense_funding": "211203.706666018923", "income_carry": "-156657.074931917285", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "4f3364f8ebe268c8a8b2e917a5604548b59b274c3af5eff970ef2816069c379e", "sequence": 385, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-25", "phase": 2, "scheduled_date": "2027-08-25" } }, { "action_id": null, "day": -8, "event_id": null, "hash": "1a27c8f8967955da132b83c0eb0db561346771b8470db66fe3604b5dbb0d8749", "id": "receipt:54eb9fa40cb7397aa8f3e00d78ec90db8e3204436b1d94c8bb15da22df0bba5d", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-26", "day": -7, "financial_time": "0.2228260869565217391304347826086956521739", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "c813be4abdb740951f7d4c591da9b93e0528a164ee2ea236586a40a4acf819bb", "sequence": 386, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -8, "funding_start_date": "2027-06-05", "to_day": -7, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -7, "event_id": null, "hash": "f03690786e17d25b623614101ce4e3af96e53a69e2db38326009f1eaf6d30610", "id": "receipt:8aaadf2abf00596bf41a65ff6babda50dd5fd81e20f747767c5dbc3f41e5e1de", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "1a27c8f8967955da132b83c0eb0db561346771b8470db66fe3604b5dbb0d8749", "sequence": 387, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-26", "phase": 0, "scheduled_date": "2027-08-26" } }, { "action_id": null, "day": -7, "event_id": null, "hash": "2d08b4f86cd6085d435736773922f53ec4216d15ceaf5debee3777c7d765270c", "id": "receipt:be552cc38ff610bc0d7d1a3f3a2bb502df19c6521fb88d57379a3104783a03c8", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f03690786e17d25b623614101ce4e3af96e53a69e2db38326009f1eaf6d30610", "sequence": 388, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-26", "phase": 1, "scheduled_date": "2027-08-26" } }, { "action_id": null, "day": -7, "event_id": null, "hash": "5e3b8e46d955eb5ae331f6722ae160fb348a06303585b069348d703767f166ba", "id": "receipt:7db04220132d6233350e0f15dbe3d48e77cf8dd4dc2cedef4b94617d8fae9d39", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-27", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9505983.646252971196", "last_accrual_date": "2027-08-27", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10169212.371077377174", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "8023924.007026599435", "interest_paid": "0", "last_accrual_date": "2027-08-27", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "955021.38996675287", "last_accrual_date": "2027-08-27", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "875436.27413619013", "last_accrual_date": "2027-08-27", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12083.917030674455", "expense_funding": "211203.706666018924", "income_carry": "-156658.254803931325", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "2d08b4f86cd6085d435736773922f53ec4216d15ceaf5debee3777c7d765270c", "sequence": 389, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-26", "phase": 2, "scheduled_date": "2027-08-26" } }, { "action_id": null, "day": -7, "event_id": null, "hash": "b9bea866263af338c2097e8c3c52dd7893298f1cb5f47ffeb34b7fd814be4c1c", "id": "receipt:37745f61506039aecc492d1e1d8651737f9cab462f16a41abfcde3813930ec89", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-27", "day": -6, "financial_time": "0.2255434782608695652173913043478260869565", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "5e3b8e46d955eb5ae331f6722ae160fb348a06303585b069348d703767f166ba", "sequence": 390, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -7, "funding_start_date": "2027-06-05", "to_day": -6, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -6, "event_id": null, "hash": "93497dea7289acc35c94609c0c58475d78f49d62c6ea904f1b96869d8f52683a", "id": "receipt:cd9ee9a5f4a41f440fc5b3d748f2aaf5d730242463c8be1f1e0a49608bb3a550", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "b9bea866263af338c2097e8c3c52dd7893298f1cb5f47ffeb34b7fd814be4c1c", "sequence": 391, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-27", "phase": 0, "scheduled_date": "2027-08-27" } }, { "action_id": null, "day": -6, "event_id": null, "hash": "0e931786c62dadfb7c568c885b7c61ced677f8b2f6e07bbd0cf26ac2e036921b", "id": "receipt:3b8857daf3580f6605e88220d07a8adccc3c31b9442b7c2157a5f64dcca76d02", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "93497dea7289acc35c94609c0c58475d78f49d62c6ea904f1b96869d8f52683a", "sequence": 392, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-27", "phase": 1, "scheduled_date": "2027-08-27" } }, { "action_id": null, "day": -6, "event_id": null, "hash": "1db708d9b4d79c6b7e4dc657162ee4e99243294d0ff30e4a685304886b7a98b1", "id": "receipt:9ec51aa5a459cbfeddcd837a58f9c291016ad698b46c0e1b5152cc450e88752a", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-28", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9620513.569701802174", "last_accrual_date": "2027-08-28", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10291733.002054213043", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "8120597.79024378738", "interest_paid": "0", "last_accrual_date": "2027-08-28", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "966527.671773581217", "last_accrual_date": "2027-08-28", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "885983.699125782783", "last_accrual_date": "2027-08-28", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12085.097017902286", "expense_funding": "211203.706666018923", "income_carry": "-156659.434791159155", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "0e931786c62dadfb7c568c885b7c61ced677f8b2f6e07bbd0cf26ac2e036921b", "sequence": 393, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-27", "phase": 2, "scheduled_date": "2027-08-27" } }, { "action_id": null, "day": -6, "event_id": null, "hash": "623a2d0c3642e9efc0b8729ad1ab6033571baf11ad0f88a2dbf00a8082038897", "id": "receipt:1c36c6be4cfac8aff600b965c6b64496dc430d776ca969db9f0d2c4063dbb823", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-28", "day": -5, "financial_time": "0.2282608695652173913043478260869565217391", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "1db708d9b4d79c6b7e4dc657162ee4e99243294d0ff30e4a685304886b7a98b1", "sequence": 394, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -6, "funding_start_date": "2027-06-05", "to_day": -5, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -5, "event_id": null, "hash": "95fbe57305202b8b4d92832755b78e58a662a13fb6404cade748e2d2b538cb6b", "id": "receipt:3890bc526926ed2b6b21372214bc3cf9510d3e28acd603158dda8c0084f39392", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "623a2d0c3642e9efc0b8729ad1ab6033571baf11ad0f88a2dbf00a8082038897", "sequence": 395, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-28", "phase": 0, "scheduled_date": "2027-08-28" } }, { "action_id": null, "day": -5, "event_id": null, "hash": "036cc66bf2c9ec5cdae8d4181a780b2f9fc636c467d2536512a30251446da4c4", "id": "receipt:2c4843a584beae8423ce4f5158fe7caac46d76efab5462ccc0038a2cf918a874", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "95fbe57305202b8b4d92832755b78e58a662a13fb6404cade748e2d2b538cb6b", "sequence": 396, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-28", "phase": 1, "scheduled_date": "2027-08-28" } }, { "action_id": null, "day": -5, "event_id": null, "hash": "2c2d8c8672006b1e38b87854fbb24f63e767a1312d3eb0ecc03174dd5c5906c8", "id": "receipt:d35873e2ba56f7008206c50db05965671752dc959cdd50a71235830505402476", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-29", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9735043.493150633152", "last_accrual_date": "2027-08-29", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10414253.633031048913", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "8217271.573460975325", "interest_paid": "0", "last_accrual_date": "2027-08-29", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "978033.953580409565", "last_accrual_date": "2027-08-29", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "896531.124115375435", "last_accrual_date": "2027-08-29", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12086.27712035516", "expense_funding": "211203.706666018923", "income_carry": "-156660.61489361203", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "036cc66bf2c9ec5cdae8d4181a780b2f9fc636c467d2536512a30251446da4c4", "sequence": 397, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-28", "phase": 2, "scheduled_date": "2027-08-28" } }, { "action_id": null, "day": -5, "event_id": null, "hash": "fda224f2a686167634bd052d22d150fa0905fc7c1b92645d0d8cbdfa958857fe", "id": "receipt:47824eb094be83330bb1c6a2ac44d6717dfb97a5efbd4aeb6ec18feec2743771", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-29", "day": -4, "financial_time": "0.2309782608695652173913043478260869565217", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "2c2d8c8672006b1e38b87854fbb24f63e767a1312d3eb0ecc03174dd5c5906c8", "sequence": 398, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -5, "funding_start_date": "2027-06-05", "to_day": -4, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -4, "event_id": null, "hash": "db606befa0ba17dc86143940131f44f308c1278bfaa2409b730e11f6b649b2ea", "id": "receipt:a107b1cf97b3fb91cace4cccbeb8dc8f1bc03a478ee7623f13e731912032c622", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "fda224f2a686167634bd052d22d150fa0905fc7c1b92645d0d8cbdfa958857fe", "sequence": 399, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-29", "phase": 0, "scheduled_date": "2027-08-29" } }, { "action_id": null, "day": -4, "event_id": null, "hash": "aeb7023663fcbf3f6f7ff8bd530407402f5a8973d265a6eda1112541b7490ab5", "id": "receipt:0640b80253264ab3a7481d26fef3c393876c53f29f5f63c3f6ab2474186e6a54", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "db606befa0ba17dc86143940131f44f308c1278bfaa2409b730e11f6b649b2ea", "sequence": 400, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-29", "phase": 1, "scheduled_date": "2027-08-29" } }, { "action_id": null, "day": -4, "event_id": null, "hash": "3ccaf7bb7ba2646510c57d8dd066722ee6d9ba30530ffd5572b7f9b8c22a3a7f", "id": "receipt:aa1df356c1ec3c9039e17ffec4d6bcdb5c52c38bff51ef91f06bfa982db13931", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-30", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9849573.41659946413", "last_accrual_date": "2027-08-30", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10536774.264007884783", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "8313945.35667816327", "interest_paid": "0", "last_accrual_date": "2027-08-30", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "989540.235387237913", "last_accrual_date": "2027-08-30", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "907078.549104968087", "last_accrual_date": "2027-08-30", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12087.457338044328", "expense_funding": "211203.706666018923", "income_carry": "-156661.795111301198", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "aeb7023663fcbf3f6f7ff8bd530407402f5a8973d265a6eda1112541b7490ab5", "sequence": 401, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-29", "phase": 2, "scheduled_date": "2027-08-29" } }, { "action_id": null, "day": -4, "event_id": null, "hash": "cc9e1329101a1c95d733f93099332bbc1ddbc1dbbd01a0b932f9991eda0f954d", "id": "receipt:936238729a185e6d0918059c5c5aac879139b9bc1fc5d76d8bbff2c9250f2299", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-30", "day": -3, "financial_time": "0.2336956521739130434782608695652173913043", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "3ccaf7bb7ba2646510c57d8dd066722ee6d9ba30530ffd5572b7f9b8c22a3a7f", "sequence": 402, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -4, "funding_start_date": "2027-06-05", "to_day": -3, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -3, "event_id": null, "hash": "a2b0428cca4b7650fe71ba33d2b21755ad402b48e921c8a9e7513f26637e91b1", "id": "receipt:2858d1dca5b0472e8974f426d25788e269e647224e15f59f78b90b706df03581", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "cc9e1329101a1c95d733f93099332bbc1ddbc1dbbd01a0b932f9991eda0f954d", "sequence": 403, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-30", "phase": 0, "scheduled_date": "2027-08-30" } }, { "action_id": null, "day": -3, "event_id": null, "hash": "1fc0347addd6bb37bde2854238ff4b2461c1e5b344cbf2649dc48a248b20db43", "id": "receipt:4c23850ddd6ef1d6ca12d395d049012263f61c663347db66625ca95e40ba26eb", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "a2b0428cca4b7650fe71ba33d2b21755ad402b48e921c8a9e7513f26637e91b1", "sequence": 404, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-30", "phase": 1, "scheduled_date": "2027-08-30" } }, { "action_id": null, "day": -3, "event_id": null, "hash": "ca900cd8ab6dd0e1ce7389f91ac13ab43adf4abcd5fddfaf6777f63e0396049d", "id": "receipt:9725977d14ab12f0e20e3a074a3e487bb70a347639c5189be8a94ca01bcc7ab7", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-08-31", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "9964103.340048295109", "last_accrual_date": "2027-08-31", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10659294.894984720652", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "8410619.139895351215", "interest_paid": "0", "last_accrual_date": "2027-08-31", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "1001046.517194066261", "last_accrual_date": "2027-08-31", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "917625.974094560739", "last_accrual_date": "2027-08-31", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12088.637670981044", "expense_funding": "211203.706666018924", "income_carry": "-156662.975444237913", "unpaid_payable": "-211203.706666018924", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "1fc0347addd6bb37bde2854238ff4b2461c1e5b344cbf2649dc48a248b20db43", "sequence": 405, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-30", "phase": 2, "scheduled_date": "2027-08-30" } }, { "action_id": null, "day": -3, "event_id": null, "hash": "d9eacb0402b675fbad15234e217faee21609610144f9ed908146709dc9e27d0c", "id": "receipt:a2a1d09c1a1a4a0009eaf390a2384a8801c97e2e4d595757712c8956611cfca4", "kind": "opening_clock", "operations": [ { "as_of": "2027-08-31", "day": -2, "financial_time": "0.236413043478260869565217391304347826087", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "ca900cd8ab6dd0e1ce7389f91ac13ab43adf4abcd5fddfaf6777f63e0396049d", "sequence": 406, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -3, "funding_start_date": "2027-06-05", "to_day": -2, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -2, "event_id": null, "hash": "f03263a1b139c06897952631d29337da621b58289540621935b75d9721cc38b7", "id": "receipt:b1d36415c0a896a010d2bedb86f76cff970ed5f7ac8dde2e3a5c0a4c5b661c23", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "d9eacb0402b675fbad15234e217faee21609610144f9ed908146709dc9e27d0c", "sequence": 407, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-31", "phase": 0, "scheduled_date": "2027-08-31" } }, { "action_id": null, "day": -2, "event_id": null, "hash": "8972701b48e508cc58430569c5a0b72ca30730ef5f5df5c6d68d9fe60a477226", "id": "receipt:a6bddc38b72734644c721ca8fee67e5fd8cbeaa0779e1c9249c2f811d91eb3e9", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "f03263a1b139c06897952631d29337da621b58289540621935b75d9721cc38b7", "sequence": 408, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-08-31", "phase": 1, "scheduled_date": "2027-08-31" } }, { "action_id": null, "day": -2, "event_id": null, "hash": "bf451744563698f652cbf946083d16a705664fe262bde3d2bd6270b08085c3e1", "id": "receipt:72f2aa6ac1a3dcb4807b99ac444688be32d2ca37667d42652f89c584b3dd3d42", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-09-01", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "10078633.263497126087", "last_accrual_date": "2027-09-01", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10781815.525961556522", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "8507292.92311253916", "interest_paid": "0", "last_accrual_date": "2027-09-01", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "1012552.799000894609", "last_accrual_date": "2027-09-01", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "928173.399084153391", "last_accrual_date": "2027-09-01", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12089.818119176561", "expense_funding": "211203.706666018923", "income_carry": "-156664.155892433431", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.33777325687" }, "previous_receipt_hash": "8972701b48e508cc58430569c5a0b72ca30730ef5f5df5c6d68d9fe60a477226", "sequence": 409, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-08-31", "phase": 2, "scheduled_date": "2027-08-31" } }, { "action_id": null, "day": -2, "event_id": null, "hash": "c4859d76689a9299022fa839ea946c6dd1737ebcb07e6cec3af9fecec14c7719", "id": "receipt:1228798c7ad1acbcbd75d357b72a13cb03e99a57fa635dca6dc97ea1b5be3b09", "kind": "opening_clock", "operations": [ { "as_of": "2027-09-01", "day": -1, "financial_time": "0.2391304347826086956521739130434782608696", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "bf451744563698f652cbf946083d16a705664fe262bde3d2bd6270b08085c3e1", "sequence": 410, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -2, "funding_start_date": "2027-06-05", "to_day": -1, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": -1, "event_id": null, "hash": "5897f7b9d4fb37b4b086b7bc0cd3f87561788a10817164931d34c6b9def7c08c", "id": "receipt:30fe2ea324136cbd6fb09fabb7dedd197ee1c1d91f3682ef31b007fefa0eefad", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "c4859d76689a9299022fa839ea946c6dd1737ebcb07e6cec3af9fecec14c7719", "sequence": 411, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-09-01", "phase": 0, "scheduled_date": "2027-09-01" } }, { "action_id": null, "day": -1, "event_id": null, "hash": "0b61f73c295de67f3bc50f0f7faa60a243663667ae6519099a1b4138005e70ab", "id": "receipt:45260c63c5cd6546396aab916c285b55bd9d8669d1f3490d5a30dea7ca885259", "kind": "scheduled:approval_review", "operations": [], "postings": {}, "previous_receipt_hash": "5897f7b9d4fb37b4b086b7bc0cd3f87561788a10817164931d34c6b9def7c08c", "sequence": 412, "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-desk-mandate" } ], "terms": { "contract_id": null, "kind": "approval_review", "period_id": "2027-09-01", "phase": 1, "scheduled_date": "2027-09-01" } }, { "action_id": null, "day": -1, "event_id": null, "hash": "2b7412c41ba120f9247ff3061d2bb3f1176c8ae441cdd265d8b517f9f91524ed", "id": "receipt:2b5b6bc098710aed2ee44078f68f0c51423ae91735cbbdf1ef22a016296be1f3", "kind": "scheduled:day_close", "operations": [ { "id": "FACILITY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FACILITY", "kind": "facility", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "file": "worker/legal-terms.txt", "locator": "actual-deployment-terms" }, { "file": "worker/docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "state": { "interest_accrued": "0", "interest_paid": "0", "last_accrual_date": "2027-09-02", "outstanding_principal": "0", "paid_periods": [] }, "status": "active", "terms": { "cash_account_id": "CASH_BRANCH", "day_count": "ACT/365F", "fee": "0", "initial_own_bond_spread": "0.0064352412", "lender_id": "FACILITY_LENDER", "limit": "257402340", "ois": "0.0356420304", "spread": "0.0108903245", "unconditional_by_selected_cutoff": true, "year_days": "365" } } }, { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": {}, "financing_coupon_accrued": "10193163.186945957065", "last_accrual_date": "2027-09-02", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10904336.156938392391", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } }, { "id": "LEGACY", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "LEGACY", "kind": "legacy", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-ledgers" } ], "state": { "interest_accrued": "8603966.706329727105", "interest_paid": "0", "last_accrual_date": "2027-09-02", "outstanding_principal": "990009000", "paid_periods": [] }, "status": "active", "terms": { "day_count": "ACT/365F", "ois": "0.0356420304", "principal": "990009000", "quarter": "0.25", "spread": "0" } } }, { "id": "inventory:L1", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L1", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "1024059.080807722957", "last_accrual_date": "2027-09-02", "outstanding_principal": "118801080", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L1", "lot_id": "L1", "ois": "0.0356420304", "principal": "118801080", "quarter": "0.25" } } }, { "id": "inventory:L2", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "inventory:L2", "kind": "inventory_security", "maturity_date": "2032-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05" ], "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-actions" }, "state": { "interest_accrued": "938720.824073746043", "last_accrual_date": "2027-09-02", "outstanding_principal": "108900990", "paid_periods": [] }, "status": "active", "terms": { "coupon_spread": "0", "day_count": "quarter_actual_fraction", "instrument_id": "L2", "lot_id": "L2", "ois": "0.0356420304", "principal": "108900990", "quarter": "0.25" } } } ], "postings": { "cash": "12090.998682642134", "expense_funding": "211203.706666018923", "income_carry": "-156665.336455899003", "unpaid_payable": "-211203.706666018923", "unpaid_receivable": "144574.337773256869" }, "previous_receipt_hash": "0b61f73c295de67f3bc50f0f7faa60a243663667ae6519099a1b4138005e70ab", "sequence": 413, "source_evidence": [ { "file": "fixtures/desk-policy.json", "locator": "/calendar" } ], "terms": { "contract_id": null, "kind": "day_close", "period_id": "2027-09-01", "phase": 2, "scheduled_date": "2027-09-01" } }, { "action_id": null, "day": -1, "event_id": null, "hash": "252b97695db77d17a7d7a66d5640e912fd10bef88173e8b31c0899a68ea87694", "id": "receipt:4b57bf8c268e2007b9f79c2d31f134988fe7a2769bca33fffe2a652a5143e273", "kind": "opening_clock", "operations": [ { "as_of": "2027-09-02", "day": 0, "financial_time": "0.2418478260869565217391304347826086956522", "op": "commit_day", "revision": 0 } ], "postings": {}, "previous_receipt_hash": "2b7412c41ba120f9247ff3061d2bb3f1176c8ae441cdd265d8b517f9f91524ed", "sequence": 414, "source_evidence": [ { "file": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" } ], "terms": { "from_day": -1, "funding_start_date": "2027-06-05", "to_day": 0, "window_start_date": "2027-09-02" } }, { "action_id": null, "day": 0, "event_id": null, "hash": "0088a4f7766fb2319151fe963f9e7fba59db8bda2eb064b7dfce91cc9517be3c", "id": "receipt:faaf57f0d87185b53cdb726d33a42fa8823a83f1bb9ed6f047a30839fb443480", "kind": "checkpoint", "operations": [ { "id": "FUND_TRS", "op": "put_contract", "value": { "effective_date": "2027-06-05", "execution_date": "2027-06-05", "id": "FUND_TRS", "kind": "funding_trs", "maturity_date": "2047-06-05", "payment_dates": [ "2027-09-05", "2027-12-05", "2028-03-05", "2028-06-05", "2028-09-05", "2028-12-05", "2029-03-05", "2029-06-05", "2029-09-05", "2029-12-05", "2030-03-05", "2030-06-05", "2030-09-05", "2030-12-05", "2031-03-05", "2031-06-05", "2031-09-05", "2031-12-05", "2032-03-05", "2032-06-05", "2032-09-05", "2032-12-05", "2033-03-05", "2033-06-05", "2033-09-05", "2033-12-05", "2034-03-05", "2034-06-05", "2034-09-05", "2034-12-05", "2035-03-05", "2035-06-05", "2035-09-05", "2035-12-05", "2036-03-05", "2036-06-05", "2036-09-05", "2036-12-05", "2037-03-05", "2037-06-05", "2037-09-05", "2037-12-05", "2038-03-05", "2038-06-05", "2038-09-05", "2038-12-05", "2039-03-05", "2039-06-05", "2039-09-05", "2039-12-05", "2040-03-05", "2040-06-05", "2040-09-05", "2040-12-05", "2041-03-05", "2041-06-05", "2041-09-05", "2041-12-05", "2042-03-05", "2042-06-05", "2042-09-05", "2042-12-05", "2043-03-05", "2043-06-05", "2043-09-05", "2043-12-05", "2044-03-05", "2044-06-05", "2044-09-05", "2044-12-05", "2045-03-05", "2045-06-05", "2045-09-05", "2045-12-05", "2046-03-05", "2046-06-05", "2046-09-05", "2046-12-05", "2047-03-05", "2047-06-05" ], "source_evidence": [ { "document_id": "SYNTHETIC_PACKET", "locator": "fictional-executed-agreements" } ], "state": { "checkpoint_attribution": { "carry": "33376419.767308484527", "cash_funding_drag": "18797129.89327568417", "claim_loss": "0", "closing_as_of": "2027-09-02", "deferral_observability": "-41581875.436912685824", "deferral_theta": "0", "funding_action": "41581875.436912685824", "funding_mtm": "0", "funding_theta": "0", "hedge_accrual": "0", "hedge_cash": "0", "hedge_mark": "0", "management_equity_change": "374455742.38934580729", "opening_as_of": "2027-06-05", "operating_cost": "990009", "overlay_equity_change": "-30187093.484686993067", "overlay_journal_pnl": "-30187093.484686993067", "owner_contributions": "391053555", "pnl_total": "-16597812.61065419271", "reserve_action": "-30187093.484686993067", "reserve_mtm": "0", "reserve_theta": "0", "scope": "Actual journal P&L. Reserve theta is old-market elapsed-time repricing; MTM changes only current market inputs; action is received legal, settlement and accepted-position change, never a residual accounting plug. Cash and debt principal are excluded.", "statutory_equity_change": "404642835.874032800357", "statutory_journal_pnl": "13589280.874032800357", "statutory_mark": "0", "tie_difference": "0" }, "financing_coupon_accrued": "10193163.186945957065", "last_accrual_date": "2027-09-02", "last_reset_date": "2027-06-05", "last_reset_price": "1", "netting_id": "FUNDING_P", "observability_history": [ { "day": -89, "observable": false } ], "paid_periods": [], "principal": "990009000", "reference_coupon_accrued": "10904336.156938392391", "reset_periods": [], "unsettled_stub": "0", "vm_balance": "0" }, "status": "active", "terms": { "NICA": "0", "SA_CVA_approval": false, "classification_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-classification" }, "contract_id": "FUND_TRS", "currency": "USD", "full_value_reset": false, "last_reset_price": "1", "locked_financing_spread": "0.0069303218", "minimum_transfer_amount": "0", "mpor_floor": { "illiquid_or_hard_to_replace": true, "non_centrally_cleared": true, "over_5000_transactions": false, "remargin_interval_days": "1", "repeated_disputes": false, "source_evidence": { "file": "docs/reference-input-contract.md", "locator": "mpor-floor-facts" } }, "netting_set_id": "FUNDING_P", "next_price_settlement_years": "0.25", "notional": "990009000", "ois": "0.0356420304", "ordinary_BA_maturity_floor_applies": true, "original_reference_rating": "AAA", "provider_ECRA_rating": "A", "provider_bank_eligible": true, "provider_credit_quality": "IG", "provider_due_diligence_uplift": false, "provider_id": "P", "provider_recovery": "0.4", "provider_sector": "financial", "quantity": "990009000", "quarter": "0.25", "ratings_permitted": true, "reference_coupon_spread": "0.009900578", "reference_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-executed-agreements" }, "reference_id": "U", "reference_issuer_kind": "other", "reference_price_basis": "USD per unit of original principal; final ex-distribution price zero", "regulatory_classification": "Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately", "remaining_years": "20", "replacement_quote": { "closeout_basis": "Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment", "contract_id": "FUND_TRS", "conversion": "remaining_quarterly_annuity", "conversion_rate": "0.0356420304", "currency": "USD", "executable": true, "id": "SYN-REPL-FUND-FUND_01-S1", "includes_old_reference_adjustment": false, "locked_financing_spread": "0.0069303218", "notional": "990009000", "off_quarter_convention": "fractional_remaining_annuity_clean_quote", "old_reference_adjustment_upfront": "0", "provider_id": "P", "quantity": "990009000", "quarter": "0.25", "quote_basis": "reset_to_today", "quoted_at": "2027-06-05", "quoted_base_financing_spread": "0.009900825", "reference_id": "U", "remaining_years": "20", "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "reset_price_convention": "Current reference price; old reference-price return is excluded from quoted margin", "roll_convention": "Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios", "scenario_margin_beta": "1", "source_evidence": { "file": "docs/exhibit-fields.md", "locator": "fictional-quote-board" }, "status": "Fictional binding quote convention for this educational instance, not an observed market quote" }, "reset_basis": "Quarterly reference-price return settlement; future financing advantage survives", "stub": "0", "threshold": "0" } } } ], "postings": { "deployment_accrued": "19437814.846170841304", "income_carry": "-19437814.846170841304", "management_deferral": "-41581875.436912685824", "management_funding_mark": "41581875.436912685824", "management_income_deferral": "41581875.436912685824", "management_income_mark": "-41581875.436912685824", "management_income_reserve": "30187093.484686993067", "management_xva": "-30187093.484686993067" }, "previous_receipt_hash": "252b97695db77d17a7d7a66d5640e912fd10bef88173e8b31c0899a68ea87694", "sequence": 415, "source_evidence": { "DAILY_ALLOCATION": [ { "claim": "DAILY_ALLOCATION", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Valuation and accounting" }, { "claim": "DAILY_ALLOCATION", "exhibit_id": "fixtures/desk-policy.json", "locator": "/" }, { "claim": "DAILY_ALLOCATION", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Executable action set" }, { "claim": "DAILY_ALLOCATION", "exhibit_id": "CURRENT_INPUTS.json", "locator": "/parameters/allocation" }, { "claim": "DAILY_ALLOCATION", "exhibit_id": "FACILITY", "locator": "/terms" } ], "DAILY_ATTRIBUTION": [ { "claim": "DAILY_ATTRIBUTION", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Valuation and accounting" }, { "claim": "DAILY_ATTRIBUTION", "exhibit_id": "fixtures/desk-policy.json", "locator": "/" }, { "claim": "DAILY_ATTRIBUTION", "exhibit_id": "docs/reserve-module.md", "locator": "## 3. The two management pots and the P&L identity" }, { "claim": "DAILY_ATTRIBUTION", "exhibit_id": "FUND_TRS", "locator": "/" } ], "DAILY_CAPITAL": [ { "claim": "DAILY_CAPITAL", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Valuation and accounting" }, { "claim": "DAILY_CAPITAL", "exhibit_id": "fixtures/desk-policy.json", "locator": "/" }, { "claim": "DAILY_CAPITAL", "exhibit_id": "docs/capital-rulebook.md", "locator": "## 3. SA-CCR" }, { "claim": "DAILY_CAPITAL", "exhibit_id": "docs/capital-rulebook.md", "locator": "## 5. Comprehensive banking-book collateral" }, { "claim": "DAILY_CAPITAL", "exhibit_id": "FUND_TRS", "locator": "/" }, { "claim": "DAILY_CAPITAL", "exhibit_id": "DEP_LOAN", "locator": "/" }, { "claim": "DAILY_CAPITAL", "exhibit_id": "DEP_SECURITY", "locator": "/" }, { "claim": "DAILY_CAPITAL", "exhibit_id": "FACILITY", "locator": "/" }, { "claim": "DAILY_CAPITAL", "exhibit_id": "CURRENT_INPUTS.json", "locator": "/parameters/leverage_snapshot" } ], "DAILY_CREDIT": [ { "claim": "DAILY_CREDIT", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Valuation and accounting" }, { "claim": "DAILY_CREDIT", "exhibit_id": "fixtures/desk-policy.json", "locator": "/" }, { "claim": "DAILY_CREDIT", "exhibit_id": "docs/capital-rulebook.md", "locator": "## 9. Capital ratios and the desk KVA annex" }, { "claim": "DAILY_CREDIT", "exhibit_id": "FUND_TRS", "locator": "/" } ], "DAILY_FUNDING": [ { "claim": "DAILY_FUNDING", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Valuation and accounting" }, { "claim": "DAILY_FUNDING", "exhibit_id": "fixtures/desk-policy.json", "locator": "/" }, { "claim": "DAILY_FUNDING", "exhibit_id": "docs/economic-specification.md", "locator": "### 3.1 Quote-conditioned valuation" }, { "claim": "DAILY_FUNDING", "exhibit_id": "FUND_TRS", "locator": "/" }, { "claim": "DAILY_FUNDING", "exhibit_id": "CURRENT_INPUTS.json", "locator": "/parameters/replacement_quote" }, { "claim": "DAILY_FUNDING", "exhibit_id": "CURRENT_INPUTS.json", "locator": "/family/deployment_contract" }, { "claim": "DAILY_FUNDING", "exhibit_id": "CURRENT_INPUTS.json", "locator": "/parameters/book" }, { "claim": "DAILY_FUNDING", "exhibit_id": "DEP_LOAN", "locator": "/terms" } ], "DAILY_LIQUIDITY": [ { "claim": "DAILY_LIQUIDITY", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Valuation and accounting" }, { "claim": "DAILY_LIQUIDITY", "exhibit_id": "fixtures/desk-policy.json", "locator": "/" }, { "claim": "DAILY_LIQUIDITY", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Clock and settlement order" }, { "claim": "DAILY_LIQUIDITY", "exhibit_id": "DEP_LOAN", "locator": "/" }, { "claim": "DAILY_LIQUIDITY", "exhibit_id": "DEP_SECURITY", "locator": "/" }, { "claim": "DAILY_LIQUIDITY", "exhibit_id": "FACILITY", "locator": "/" }, { "claim": "DAILY_LIQUIDITY", "exhibit_id": "CURRENT_INPUTS.json", "locator": "/family/deployment_contract" } ], "DAILY_PROTECTION": [ { "claim": "DAILY_PROTECTION", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Valuation and accounting" }, { "claim": "DAILY_PROTECTION", "exhibit_id": "fixtures/desk-policy.json", "locator": "/" }, { "claim": "DAILY_PROTECTION", "exhibit_id": "docs/capital-rulebook.md", "locator": "## 6. Guarantees and CDS against P's default risk" }, { "claim": "DAILY_PROTECTION", "exhibit_id": "docs/capital-rulebook.md", "locator": "## 7. Regulatory CVA capital" }, { "claim": "DAILY_PROTECTION", "exhibit_id": "CURRENT_INPUTS.json", "locator": "/parameters/actions/CDS" } ], "DAILY_RECOGNITION": [ { "claim": "DAILY_RECOGNITION", "exhibit_id": "docs/desk-runtime-contract.md", "locator": "## Valuation and accounting" }, { "claim": "DAILY_RECOGNITION", "exhibit_id": "fixtures/desk-policy.json", "locator": "/" }, { "claim": "DAILY_RECOGNITION", "exhibit_id": "docs/reserve-module.md", "locator": "## 3. The two management pots and the P&L identity" }, { "claim": "DAILY_RECOGNITION", "exhibit_id": "FUND_TRS", "locator": "/" } ] }, "terms": { "attribution": { "carry": "33376419.767308484527", "cash_funding_drag": "18797129.89327568417", "claim_loss": "0", "closing_as_of": "2027-09-02", "deferral_observability": "-41581875.436912685824", "deferral_theta": "0", "funding_action": "41581875.436912685824", "funding_mtm": "0", "funding_theta": "0", "hedge_accrual": "0", "hedge_cash": "0", "hedge_mark": "0", "management_equity_change": "374455742.38934580729", "opening_as_of": "2027-06-05", "operating_cost": "990009", "overlay_equity_change": "-30187093.484686993067", "overlay_journal_pnl": "-30187093.484686993067", "owner_contributions": "391053555", "pnl_total": "-16597812.61065419271", "reserve_action": "-30187093.484686993067", "reserve_mtm": "0", "reserve_theta": "0", "scope": "Actual journal P&L. Reserve theta is old-market elapsed-time repricing; MTM changes only current market inputs; action is received legal, settlement and accepted-position change, never a residual accounting plug. Cash and debt principal are excluded.", "statutory_equity_change": "404642835.874032800357", "statutory_journal_pnl": "13589280.874032800357", "statutory_mark": "0", "tie_difference": "0" }, "targets": { "deployment_accrued": "19437814.846170841304", "inventory": "267302430", "management_deferral": "-41581875.436912685824", "management_funding_mark": "41581875.436912685824", "management_hedge_asset": "0", "management_xva": "-30187093.484686993067", "retained_U": "990009000", "return_liability": "0", "statutory_derivative_asset": "0", "statutory_derivative_liability": "0" } } } ]