[{"step":0,"generation":0,"created_at":"2026-09-20T09:20:14.214Z","event":{"content":"New agent session \"main-agent\" started at 2026-09-20T09:20:14Z.","marker":"new_session","type":"system"}},{"step":0,"generation":0,"created_at":"2026-09-20T09:20:14.215Z","event":{"content":"You are an expert AI Research Agent capable of reasoning, planning, and independently executing complex, long-horizon research tasks that may span hours or days. You are also a highly capable programmer, primarily proficient in Python. Your objective is to achieve the best possible outcomes under specific resource constraints (time and compute) by employing a rigorous, principled research methodology.\n\n**METHODOLOGY 1: WELL-DEFINED FOCUSED TASKS**\nWhen executing tasks with clear success criteria, strictly follow this linear pipeline:\n1. **Understand:** Gather context, define the goal, and review constraints.\n2. **Plan:** Formulate a step-by-step approach before writing any code.\n3. **Implement:** Prototype, write code and tests, fix test failures and lint errors.\n4. **Evaluate:** Experiment, debug, and analyze the results.\n5. **Conclude:** Document your findings and finalize the deliverable.\n\n**METHODOLOGY 2: OPEN-ENDED RESEARCH TASKS**\nWhen tackling open-ended research without strict \"success\" criteria, you must adhere to the following workflow practices:\n* **Context Gathering:** Always begin by absorbing the task definition and background knowledge. Deeply familiarize yourself with the relevant codebase, existing literature, and documentation.\n* **Literature Survey & Idea Generation:** Spawn parallel sub-agents to conduct a thorough survey of the state-of-the-art. Common sources include the Internet, available documentation, and codebase. Use these findings to generate a list of promising directions by adapting new research, combining existing ideas, or developing entirely novel approaches.\n* **Ambitious & Iterative Planning:** Formulate a dynamic, iterative research plan. Prioritize ambitious, high-impact, and novel research directions. Dedicate 80% of your effort to high-risk/high-reward exploration, falling back to incremental improvements for the final 20% of your time only if necessary.\n* **Parallel Exploration:** Select 3-5 most promising research directions and spawn parallel sub-agents (using 'link' workspace mode) to explore each as a focused task. Evaluate the outcomes, then iterate and build upon the strongest results from previous cycles. Keep your focus on the research scope and ambitious goal, be critical if the sub-agents want to abandon the task with half-baked results.\n* **Version Control Discipline:** Use VCS rigorously to manage important milestones. Prefer workspace-local VCS commits over changelists (CLs) unless explicitly instructed otherwise.\n* **State Management:** Continuously monitor and log your overall progress, the status of individual sub-tasks, and your alignment with the overarching project goals.\n* **Sub-agent Discipline:** Avoid delegating indefinitely. At 3+ levels deep, prefer doing the work yourself over sub-agent delegation.\n\n## Execution principles\n\n- **Maximize scope.** Be ambitious and exhaust the promising avenues before concluding something is impossible.\n- **Finish the task.** Don't stop early on a self-imposed constraint. Validate any \"this is blocked\" hypothesis before abandoning it. If your result falls short of the objective, close the gap rather than concluding with an acknowledgment of the shortfall.\n- **Stay sustainable.** Your speed produces a lot of code; to survive hundreds of iterations it must be clean, modular, and easy to extend.\n- **Optimize the feedback loop.** Prefer fast local checks (build, unit test, run) over slow remote jobs; fail early and cheaply.\n\n## Coding principles\n\nKeep the codebase easy to maintain and evolve:\n\n- **Code over prose.** Prefer self-explanatory code to explanation; prefer an explicit\n interface, a check, or a test to a sentence promising the same thing.\n- **Lean comments.** Document the non-obvious \"why\"; never restate what the code says.\n One line is the target — a paragraph needs a reason. Historical context goes in the\n commit message, not the code.\n- **Comments rot silently.** Nothing lints them. State a fact once, next to the code\n that owns it, and cross-reference rather than repeat.\n\n## Tool usage strategy\n\n- **Prefer specialized tools over bash.** When a purpose-built tool exists (file view/edit, full-text search, session inspection, recall), use it instead of shelling out — the results are cleaner and cheaper.\n- **Learn on the fly.** If a task needs an unfamiliar tool, CLI, skill, path, or resource, use `recall_search` to find a relevant skill or lesson *before* proceeding. Never declare you can't do something before checking your skills.\n- **Don't busy-poll a long job — background it and wait to be woken.** For work whose timing you don't control (a long build/test/experiment, a file appearing, a metric crossing a threshold), launch a detached background script that captures output and notifies you on completion, then `await_event` to park until it reports back. The script reaches you via `amplio-notify \"\"` (delivered to your own session; add `--session=` to target another, or pipe a long body via `amplio-notify -`). Canonical one-shot recipe (a single detached subshell runs the command, saves stdout/stderr to the run's scratch dir, and notifies with the exit code + paths when it finishes):\n\n ```bash\n J=\"$AMPLIO_ARTIFACT_DIR/job-$(date +%s)\"\n ( >\"$J.out\" 2>\"$J.err\"; amplio-notify \"job done (exit $?): out=$J.out err=$J.err\" ) &\n ```\n\n Then call `await_event` to wait for it efficiently. Periodic/conditional variant: loop with a `sleep` inside the subshell and notify only when your condition holds (e.g. `while ! grep -q DONE \"$LOG\"; do sleep 10; done; amplio-notify \"ready\"`). A notification wakes you if you're parked in `await_event`, and revives you if you've gone idle or are awaiting; it does **not** revive you once you have concluded (or crashed/been cancelled) — the environment cannot resurrect a finished agent. When woken, read the captured output with `view_file`.\n\n- **Every notification must carry news, and no notifier may run forever.** Send one when something changed that you would actually act on — not heartbeats (\"still running\", \"3/7 done\") and never from an unbounded loop. Each notification wakes you and is replayed verbatim in your context on every later turn, so uninformative ones crowd out the informative one. The server caps notification per session step and refuses beyond that (`amplio-notify` exits 3 with `env_notice_capped` on stderr — match that to stop a loop). Give any watcher an exit condition, and **kill the ones you started before you finish**.\n\n\n## Sub-agent strategy\n\nUse `spawn_agent` to delegate work. It returns immediately and the sub-agent runs in parallel, delivering its final result as a message when it finishes.\n\n- **Workspace mode.** `share` (default): the sub-agent works in the *same* workspace — best for read-only or information-gathering tasks (avoid concurrent edits). `link`: an isolated linked workspace (git/jj worktree or CitC link) with independent file edits but shared history — best for spawning several parallel coding attempts that must not clobber each other.\n- **Share via the artifact dir.** All sub-agents share the run's artifact directory; use it as scratch space — e.g. a parent-written plan read by every child, and per-child result files read back by the parent.\n- **Coordinate, don't poll.** Use `send_message` (always naming the target session id) to talk to another session, `await_event` to park until a child finishes or the operator messages you, and `session_peek` only when you suspect a child is stuck. Don't expect results the instant you spawn.\n- **Act and wait in one turn.** `await_event` can be called in the *same* step as the action that will produce the event — e.g. `spawn_agent` + `await_event`, `send_message` + `await_event`, or launching a background `bash` job + `await_event`. This blocks the turn until the work reports back, instead of spending a separate turn just to wait.\n- **A sub-agent can be re-engaged in any state.** `send_message` reaches it whether it is live (running or parked) or stopped (`idle`/`concluded`/`crashed`/`cancelled`); if it has stopped, your message revives it with its full prior context intact (a status like `concluded` just means it finished its last turn, not that it's gone). Prefer this to re-spawning a fresh agent when you want to ask a follow-up question or hand more work to a child with existing context.\n- **Delegate less the deeper you are.** Your step-0 bootstrap message says how many levels below the run's root you are. Avoid delegating indefinitely. **At 3 or more levels deep, do the work yourself**. Spawn at that depth only when the work genuinely splits into parallel parts you cannot do sequentially, and then tell each child to do its part itself rather than delegating again.\n\n\n## Completion\n\nWhen the overarching task is completely finished, give your final summary in plain text with NO tool calls — the absence of tool calls signals completion. Be concise and direct about the final state.\n\n**ARTIFACT DIRECTORY**\nYou have a per-run private scratch directory at the absolute path in the `$AMPLIO_ARTIFACT_DIR` environment variable — separate from your working directory (the user's project). Use it for plan files, intermediate analysis, notes, and anything you want sub-agents (or your future self after a context compaction) to read. When you share these artifacts with the user, always format the *full path*: $AMPLIO_ARTIFACT_DIR/path/to/file. The UI will linkify it into a helpful link for the user.","marker":"system_prompt","type":"system"}},{"step":0,"generation":0,"created_at":"2026-09-20T09:20:14.216Z","event":{"content":"Working directory: `/work`","marker":"workspace","type":"system"}},{"step":0,"generation":0,"created_at":"2026-09-20T09:20:14.217Z","event":{"content":"Work as the funding trader: manage the firm's interests, serve its clients and control risk throughout the entire management period. Keep funding and client commitments viable, respond to changing exposures, and account for earnings, costs and surviving obligations. A transaction, approval or correct report is one step, not the complete objective. Use treasury, credit and market risk, capital, legal and compliance, accounting and settlement evidence together. Operate the current financial desk checkpoint in /packet/packet.json. Treat that read-only packet as authority for the parent hash, versions, current state, executable quotes, ordered phases and available evidence. Earlier delivered receipts are retained in /work/receipts. Your prior working files and Amplio run history remain in /work. Use the public conventions and exact citations in public_inputs.documents, including the complete schemas/daily-report.schema.json document for report fields and citations. In calculations.recommendation.rationale connect the locked funding price and remaining tenor, drawn versus committed capacity, idle carry, matching replacement-curve evidence, collateral flexibility and signed spread sensitivity to the recommended decision. A funding advantage gains on spread widening and loses on tightening; it is a two-sided linear position, not a free conventional option. Separate widening P&L from the desk's negative spread-duration convention and from the deployment's own credit risk. Compare retaining the mismatch with available collateralised deployment or hedge routes after fees, expected loss, capital, margin liquidity and unwind costs. Explain collateral weights, factor betas, tenor and residual basis only where supported by packet evidence. Sold protection is long credit and sizes to residual risky CS01, not face amount; entering it would not cash out a funding mark. Bilateral VM and IM principal are collateral, not fee income; cleared mark-to-market payments may instead settle gains and losses. The current packet fixes its curve and permitted instruments: purchased provider protection is not a sold CDX bridge. Do not invent a curve change, CDX trade or CLO purchase. Identify unavailable alternatives and their missing quotes or permissions in the explanation, not as actions. Name the binding legal, mandate, client or liquidity constraint and the market or client fact that would change the recommendation. Preserve surviving settlement duties, actual receipts and the distinction between regulatory recognition and economic coverage. Do not claim to have chosen this inherited book's opening trades. The optional /packet/calculator.py only accepts the registered practice query contract in packet.calculator and never grades or values this live book. Prepare one strict JSON desk-envelope.v2 object with parent_state_hash, revision, market_version, legal_version, actions and calculations. Calculations use daily-book.v2. Actions are explicit decisions with unique action_id, quoted quote_id and integer phase. Only accepted actions settle the current day. An empty action list cannot advance it. Use hold_capital if it is your supported decision; never fabricate an executable quote, capacity, cash receipt, title or legal right. Report the current parent before your actions, not a projected next-day book. Write the whole envelope as UTF-8 JSON, at most 1048576 bytes, to /work/artifacts/envelope-e122816fc13e47cf8f75ad5f8bbb4b1c.json. Do not execute or submit it yourself. Finish this attempt after the file is durable; future instructions arrive externally. Current parent: 6d1645a487425409f4da8db6aa0d4fcaab93ce7b8516b65ce41eaaf60d2ad165.","type":"user"}},{"step":1,"generation":0,"created_at":"2026-09-20T09:20:30.357Z","event":{"stop_reason":"tool_calls","tool_calls":[{"id":"call_4ef136a3fe8c581aae957761aa94ca17","name":"bash","arguments":"{\"command\":\"ls -la /packet /work && ls -la /work/receipts 2>/dev/null && printf '\\\\nARTIFACT_DIR=%s\\\\n' \\\"$AMPLIO_ARTIFACT_DIR\\\"\",\"max_output_length\":20000}"}],"type":"assistant","usage":{"prompt_tokens":4875,"completion_tokens":66,"total_tokens":4941}}},{"step":1,"generation":0,"created_at":"2026-09-20T09:20:30.368Z","event":{"content":"STDOUT:\n/packet:\ntotal 2864\ndr-xr-xr-x 1 root root 200 Sep 20 09:20 .\ndrwxr-xr-x 1 root root 240 Sep 20 09:20 ..\n-r-xr-xr-x 1 root root 7086 Sep 20 09:20 calculator.py\n-r--r--r-- 1 root root 745 Sep 20 09:20 manifest.json\n-r--r--r-- 1 root root 2921009 Sep 20 09:20 packet.json\n-r--r--r-- 1 root root 2520 Sep 20 09:20 practice-inputs.json\n\n/work:\ntotal 0\ndrwx------ 1 amplio amplio 140 Sep 20 09:20 .\ndrwxr-xr-x 1 root root 240 Sep 20 09:20 ..\ndrwx------ 1 amplio amplio 40 Sep 20 09:20 artifacts\ndrwx------ 1 amplio amplio 240 Sep 20 09:20 data\ndrwx------ 1 amplio amplio 40 Sep 20 09:20 home\ndrwx------ 1 amplio amplio 60 Sep 20 09:20 receipts\ndrwx------ 1 amplio amplio 80 Sep 20 09:20 tmp\ntotal 1171\ndrwx------ 1 amplio amplio 60 Sep 20 09:20 .\ndrwx------ 1 amplio amplio 140 Sep 20 09:20 ..\n-rw------- 1 amplio amplio 1198704 Sep 20 09:20 page-6d1645a487425409f4da8db6aa0d4fcaab93ce7b8516b65ce41eaaf60d2ad165-0-415.json\n\nARTIFACT_DIR=/work/data/artifacts/2195hynj\n\n\nSTATUS:\nFinished normally at 2026-09-20T09:20:30Z (elapsed=0.01s)","tool_call_id":"call_4ef136a3fe8c581aae957761aa94ca17","type":"tool_result"}},{"step":2,"generation":0,"created_at":"2026-09-20T09:20:51.416Z","event":{"stop_reason":"tool_calls","tool_calls":[{"id":"call_d9327076684b5633814dc0a2a10d1f69","name":"view_file","arguments":"{\"path\":\"/packet/manifest.json\"}"},{"id":"call_94ac79241f16521383a5246a6a609a59","name":"bash","arguments":"{\"command\":\"python - <<'PY'\\nimport json\\nfrom pathlib import Path\\np=json.loads(Path('/packet/packet.json').read_text())\\nfor k,v in p.items():\\n print(k, type(v).__name__, len(v) if hasattr(v,'__len__') else '')\\n if isinstance(v,dict):\\n for k2,v2 in v.items():\\n print(' ', k2, type(v2).__name__,len(v2) if hasattr(v2,'__len__') else '')\\n elif isinstance(v,list):\\n print(str(v[:1])[:1000])\\n else: print(' ',str(v)[:500])\\nPY\",\"max_output_length\":30000}"}],"type":"assistant","usage":{"prompt_tokens":5388,"completion_tokens":336,"total_tokens":5724,"cache_read_tokens":4873}}},{"step":2,"generation":0,"created_at":"2026-09-20T09:20:51.419Z","event":{"content":"file_fingerprint=584406f5e925\nFile: /packet/manifest.json\n[L1 #a0debb] {\"authority\":{\"family_id\":\"FUND_01\",\"parent_state_hash\":\"6d1645a487425409f4da8db6aa0d4fcaab93ce7b8516b65ce41eaaf60d2ad165\",\"receipt_window\":{\"after_sequence\":0,\"has_more\":false,\"last_sequence\":415,\"through_sequence\":415},\"revision\":0,\"run_id\":\"13d746f479bc4edd888a536d7f835919\"},\"files\":[{\"path\":\"calculator.py\",\"sha256\":\"20b35016ecb2bea66bb1f6ad44e5fc559c4ced8816019392f4ea882e5306b6b7\",\"size\":7086,\"type\":\"file\"},{\"path\":\"packet.json\",\"sha256\":\"e88996e871f1ce6b6576e1fb7a84b03e6e5dbb1542f5c71a4c7cc56b65f140fd\",\"size\":2921009,\"type\":\"file\"},{\"path\":\"practice-inputs.json\",\"sha256\":\"a06191da956fa908812fbad691660d1dd36f3084b4bf0a7fdd64b8a23f97bd5a\",\"size\":2520,\"type\":\"file\"}],\"schema_version\":\"amplio_packet_manifest.v2\",\"total_bytes\":2930615}\n","tool_call_id":"call_d9327076684b5633814dc0a2a10d1f69","type":"tool_result"}},{"step":2,"generation":0,"created_at":"2026-09-20T09:20:51.508Z","event":{"content":"STDOUT:\nas_of str 10\n 2027-09-02\navailable_events list 0\n[]\ncalculator dict 10\n accepts_live_state bool \n accepts_parameter_overrides bool \n calculator_sha256 str 64\n limits dict 8\n operations list 4\n practice_ids list 1\n registry_sha256 str 64\n request_fields list 5\n schema_version str 21\n scope str 28\nday int \n 0\nevent_bindings dict 0\nfamily_id str 7\n FUND_01\nlegal_version int \n 0\nmarket_version int \n 0\nparent_state_hash str 64\n 6d1645a487425409f4da8db6aa0d4fcaab93ce7b8516b65ce41eaaf60d2ad165\nphases list 3\n[{'event': None, 'phase': 0, 'scheduled': [{'contract_id': None, 'kind': 'approval_review', 'period_id': '2027-09-02', 'scheduled_date': '2027-09-02'}]}]\npolicy dict 26\n accounting dict 13\n calendar dict 14\n capital dict 19\n collections dict 8\n csa dict 7\n daily_report dict 7\n defaults dict 19\n execution dict 3\n facility dict 12\n institutional dict 10\n inventory dict 25\n name str 46\n offset dict 7\n opening dict 10\n prices dict 16\n protection dict 8\n prudent_valuation dict 12\n reinvestment dict 9\n repo dict 9\n resource_limits dict 21\n rights dict 12\n schema_version str 14\n source_documents list 7\n source_evidence list 2\n status str 151\n substitution dict 7\nprior_receipts list 415\n[{'action_id': None, 'day': -89, 'event_id': None, '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'}}]\npublic_inputs dict 5\n case dict 12\n documents dict 10\n family dict 8\n parameters dict 30\n policy dict 26\nquotes list 66\n[{'as_of': '2027-09-02', 'id': '157e8cf5a33d362b83926d6b0e6bea27a2f9e6681700623a150a29f36e790213', 'kind': 'hold_capital', 'legal_version': 0, 'market_version': 0, 'parent_state_hash': '6d1645a487425409f4da8db6aa0d4fcaab93ce7b8516b65ce41eaaf60d2ad165', 'phase': 0, 'revision': 0, 'source_evidence': [{'file': 'fixtures/desk-policy.json', 'locator': 'prices'}, {'file': 'fixtures/numerical-inputs.json', 'locator': '/actions/hold'}, {'document_id': 'SYNTHETIC_PACKET', 'locator': 'fictional-desk-mandate'}], 'terms': {'disclosed_event_prefix': [], 'fee': '0', 'mandate': {'bank_id': 'MERIDIAN', 'evidence': [{'document_id': 'SYNTHETIC_PACKET', 'locator': 'fictional-desk-mandate'}], 'mandate_id': 'BOOK_DESK_MANDATE', 'rules': [{'action_kind': 'hold_capital', 'approval_delay_days': 0, 'approval_outcome': None, 'approval_valid_days': 0, 'approver_id': None, 'evidence': [{'document_id': 'SYNTHETIC_PACKET', 'locator': 'fictional-desk-mandate'}], 'maximum_amount': None, 'reason_codes': ['CAPITAL_RETA\nreceipt_window dict 4\n after_sequence int \n has_more bool \n last_sequence int \n through_sequence int \nrevision int \n 0\nrun_id str 32\n 13d746f479bc4edd888a536d7f835919\nschema_version str 21\n desk-worker-packet.v1\nstate dict 20\n accepted_action_count int \n accepted_action_ids list 0\n accounts dict 35\n applied_event_ids list 0\n as_of str 10\n contracts dict 7\n day int \n family_id str 7\n financial_time str 42\n last_receipt_hash str 64\n last_receipt_sequence int \n legal dict 9\n legal_version int \n lots dict 54\n market dict 8\n market_version int \n obligations dict 0\n pending list 0\n revision int \n schema_version str 13\n\n\nSTATUS:\nFinished normally at 2026-09-20T09:20:51Z (elapsed=0.09s)","tool_call_id":"call_94ac79241f16521383a5246a6a609a59","type":"tool_result"}},{"step":3,"generation":0,"created_at":"2026-09-20T09:21:36.515Z","event":{"content":"I’ll review the authoritative book, quotes, phases and reporting schema, then reconcile the funding decision with client commitments, legal constraints, risk and settlement evidence. I’ll write the current-parent envelope without submitting it.","stop_reason":"tool_calls","tool_calls":[{"id":"call_726dbb98cb3f503fb1332c205070ebe0","name":"bash","arguments":"{\"command\":\"python - <<'PY'\\nimport json, os\\nfrom pathlib import Path\\np=json.loads(Path('/packet/packet.json').read_text())\\na=Path(os.environ['AMPLIO_ARTIFACT_DIR']); a.mkdir(parents=True,exist_ok=True)\\nfor k in ['state','policy','phases','quotes','public_inputs','prior_receipts']:\\n (a/(k+'.json')).write_text(json.dumps(p[k],indent=2,ensure_ascii=False))\\nprint('PUBLIC DOCUMENTS')\\nfor k,v in p['public_inputs']['documents'].items():\\n print(k, type(v).__name__,len(v),str(v)[:180])\\n if isinstance(v,dict): print(' keys:',list(v))\\nprint('PHASES');print(json.dumps(p['phases'],indent=2))\\nprint('CASE');print(json.dumps(p['public_inputs']['case'],indent=2))\\nprint('STATE EXCLUDING LOTS/CONTRACTS');print(json.dumps({k:v for k,v in p['state'].items() if k not in ['lots','contracts']},indent=2))\\nPY\",\"max_output_length\":52000}"}],"type":"assistant","usage":{"prompt_tokens":7572,"completion_tokens":396,"total_tokens":7968,"cache_read_tokens":5386}}},{"step":3,"generation":0,"created_at":"2026-09-20T09:21:36.668Z","event":{"content":"STDOUT:\nPUBLIC DOCUMENTS\nCURRENT_INPUTS.json dict 2 {'sha256': '76856db6f8f135b7fc21ec86623f24a6aaa37040808ffb6cfe233edda6e05722', 'text': '{\"case\":{\"agreements\":[{\"agreement_id\":\"SALE_U\",\"closeout\":{\"currency\":\"USD\",\"dispute_proces\n keys: ['sha256', 'text']\ndocs/capital-actions.md dict 2 {'sha256': 'b89cc0ab4ebb2da49f50ae0ab44260c9916ab3c45e82e2832c08205467bcac87', 'text': '# Capital actions, prices and binding constraints\\n\\nThis is a fictional pricing annex dated\n keys: ['sha256', 'text']\ndocs/capital-rulebook.md dict 2 {'sha256': 'e41e897bb0f859af89299499433324884cd157819b8d49257d7d07d0d577ad7a', 'text': '# Capital rulebook for the back-to-back funding capstone\\n\\nAs-of date: 19 September 2026. A\n keys: ['sha256', 'text']\ndocs/desk-runtime-contract.md dict 2 {'sha256': '9c70cf772762ca0845b4d6b107d1ef948ebc557d397564566f74109e7fb16a3a', 'text': '# Settled desk contract\\n\\nThis contract specifies the actual daily book, not the seventeen \n keys: ['sha256', 'text']\ndocs/economic-specification.md dict 2 {'sha256': '80cb44c6e1c3346e1d345eb0647e2381fc97f074150654a3ce0aa6f4129daf44', 'text': '# Economic specification of the funding book\\n\\nAs of 19 September 2026. This is a fictional\n keys: ['sha256', 'text']\ndocs/reference-input-contract.md dict 2 {'sha256': 'bc59f27372ec2c6f81be9e4e83b404f45e3bb42d2ee9d742da2dedd537bb5f62', 'text': '# Reference input contract\\n\\nThis annex defines the implemented BOOK reference conventions.\n keys: ['sha256', 'text']\ndocs/reserve-module.md dict 2 {'sha256': '30a551175152fb2b98dec975fec539e1131c8c4458adce7c7a0fa454deb74708', 'text': '# Cash, reserves and the statutory bridge\\n\\nAs of **19 September 2026**. All entities, cont\n keys: ['sha256', 'text']\nfamily/worker/legal-terms.txt dict 2 {'sha256': 'ee06975127ae967c42cb3d0f51447b5008200eb04b6157dd5f6dfa945ad87694', 'text': '\\nFictional current contract for FUND_01, series 1. Juri\n keys: ['sha256', 'text']\nfixtures/desk-policy.json dict 2 {'sha256': '99a4529f5f18565cef56d712bc35bd226678bccc1d91a92ea0f1c237538fe099', 'text': '{\\n \"schema_version\": \"desk-policy.v3\",\\n \"name\": \"Settled synthetic desk conventions, 202\n keys: ['sha256', 'text']\nschemas/daily-report.schema.json dict 2 {'sha256': '08ba89e6b7d0709a080d2e4f32ee2eb7271b5b8cbdc9b875de8b9c5d7409211b', 'text': '{\\n \"$schema\": \"https://json-schema.org/draft/2020-12/schema\",\\n \"$id\": \"urn:back-to-back-\n keys: ['sha256', 'text']\nPHASES\n[\n {\n \"event\": null,\n \"phase\": 0,\n \"scheduled\": [\n {\n \"contract_id\": null,\n \"kind\": \"approval_review\",\n \"period_id\": \"2027-09-02\",\n \"scheduled_date\": \"2027-09-02\"\n }\n ]\n },\n {\n \"event\": null,\n \"phase\": 1,\n \"scheduled\": [\n {\n \"contract_id\": null,\n \"kind\": \"approval_review\",\n \"period_id\": \"2027-09-02\",\n \"scheduled_date\": \"2027-09-02\"\n }\n ]\n },\n {\n \"event\": null,\n \"phase\": 2,\n \"scheduled\": [\n {\n \"contract_id\": null,\n \"kind\": \"day_close\",\n \"period_id\": \"2027-09-02\",\n \"scheduled_date\": \"2027-09-02\"\n }\n ]\n }\n]\nCASE\n{\n \"agreements\": [\n {\n \"agreement_id\": \"SALE_U\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": false,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"principal_and_accrued_interest\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"SALE_U_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"asset_sale\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"principal_terms\": \"sale_consideration\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"buyer_id\": \"P\",\n \"cash_event_id\": \"CF_SALE\",\n \"instrument_id\": \"U\",\n \"kind\": \"asset_sale\",\n \"quantity\": \"990009000\",\n \"repurchase_obligation\": \"none\",\n \"sale_price_per_unit\": \"1\",\n \"seller_id\": \"MERIDIAN\",\n \"title_event_id\": \"TITLE_SALE\"\n },\n \"trade_ids\": []\n },\n {\n \"agreement_id\": \"FUND_TRS\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": true,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"replacement_value_full_remaining_terms\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"FUND_TRS_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"funding_TRS\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"principal_terms\": \"no_principal_exchange\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"counterparty_id\": \"P\",\n \"financing_base_curve_id\": \"OIS\",\n \"financing_payer_id\": \"MERIDIAN\",\n \"kind\": \"funding_TRS\",\n \"last_settled_reference_price\": \"1\",\n \"locked_financing_spread\": \"0.0069303218\",\n \"notional\": \"990009000\",\n \"principal_exchange\": \"none\",\n \"quantity\": \"990009000\",\n \"reference_instrument_id\": \"U\",\n \"replacement_quote\": {\n \"file\": \"fixtures/numerical-inputs.json\",\n \"pointer\": \"/replacement_quote\"\n },\n \"reset\": {\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"next_price_adjustment\": \"quantity_times_current_less_last_settled_price_discounted_to_next_settlement\",\n \"post_redemption_price\": \"0\",\n \"redemption_in_final_distribution\": true,\n \"reference_price_reset\": \"last_actual_price_settlement\",\n \"reset_frequency\": \"quarterly\",\n \"resets_full_trade_value_to_zero\": false,\n \"stub_paid_separately_once\": true\n },\n \"same_quantity_notional_maturity_and_remaining_terms\": true,\n \"total_return_receiver_id\": \"MERIDIAN\"\n },\n \"trade_ids\": [\n \"FUND_TRS\"\n ]\n },\n {\n \"agreement_id\": \"DEP_LOAN\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": false,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"secured_loan_acceleration\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"DEP_LOAN_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"BORROWER\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"deployment_loan\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"BORROWER\"\n ],\n \"principal_terms\": \"cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2032-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"borrower_id\": \"BORROWER\",\n \"coupon_base_curve_id\": \"OIS\",\n \"coupon_spread\": \"0.0455411592\",\n \"funding_cash_event_id\": \"CF_DEPLOY\",\n \"kind\": \"deployment_loan\",\n \"lender_id\": \"MERIDIAN\",\n \"principal\": \"990009000\",\n \"principal_repaid_at_maturity\": true,\n \"security_agreement_id\": \"DEP_SECURITY\",\n \"year5_reinvestment\": \"OIS_cash\"\n },\n \"trade_ids\": [\n \"LOAN\"\n ]\n },\n {\n \"agreement_id\": \"DEP_SECURITY\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": false,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"principal_and_accrued_interest\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"DEP_SECURITY_AUTH\",\n \"description\": \"Actual deployment enforcement status is effective; this does not change the independent funding sale or controlled comparators\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"BORROWER\",\n \"MERIDIAN\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"security\",\n \"opinion_ids\": [\n \"OP_BRANCH\"\n ],\n \"party_ids\": [\n \"BORROWER\",\n \"MERIDIAN\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2032-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"asset_id\": \"DEPSEC\",\n \"collateral_kind\": \"issued_security\",\n \"enforcement_business_days\": 0,\n \"grantor_id\": \"BORROWER\",\n \"kind\": \"security\",\n \"perfection_status\": \"perfected\",\n \"permitted_by_contract\": true,\n \"priority\": \"first_ranking\",\n \"reuse_conditions\": [],\n \"reuse_right\": \"prohibited\",\n \"secured_party_id\": \"MERIDIAN\",\n \"withdrawal_right\": \"prohibited\"\n },\n \"trade_ids\": [\n \"LOAN\"\n ]\n },\n {\n \"agreement_id\": \"MASTER\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": true,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"replacement_value_full_remaining_terms\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"MASTER_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"netting_master\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"covered_trade_ids\": [\n \"FUND_TRS\"\n ],\n \"cross_product\": false,\n \"kind\": \"netting_master\",\n \"party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"single_closeout_balance\": true,\n \"walkaway_clause\": false\n },\n \"trade_ids\": [\n \"FUND_TRS\"\n ]\n },\n {\n \"agreement_id\": \"LOAN_MASTER\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": true,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"replacement_value_full_remaining_terms\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"LOAN_MASTER_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"BORROWER\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"netting_master\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"BORROWER\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"covered_trade_ids\": [\n \"LOAN\"\n ],\n \"cross_product\": false,\n \"kind\": \"netting_master\",\n \"party_ids\": [\n \"MERIDIAN\",\n \"BORROWER\"\n ],\n \"single_closeout_balance\": true,\n \"walkaway_clause\": false\n },\n \"trade_ids\": [\n \"LOAN\"\n ]\n },\n {\n \"agreement_id\": \"H_MASTER\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": true,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"replacement_value_full_remaining_terms\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"H_MASTER_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"netting_master\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"covered_trade_ids\": [\n \"CDS_TRADE\"\n ],\n \"cross_product\": false,\n \"kind\": \"netting_master\",\n \"party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"single_closeout_balance\": true,\n \"walkaway_clause\": false\n },\n \"trade_ids\": [\n \"CDS_TRADE\"\n ]\n },\n {\n \"agreement_id\": \"MASTER_P_CONSOLIDATED\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fic\n[...truncated...]\nalue_full_remaining_terms\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"NEW_MASTER_SIGN\",\n \"description\": \"All signatures required before effectiveness\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"pending\"\n }\n ],\n \"effective_at\": \"2027-07-16T12:00:00Z\",\n \"status\": \"pending\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-actions\"\n }\n ],\n \"execution\": {\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-actions\"\n }\n ],\n \"proposed_at\": \"2027-06-05T12:00:00Z\",\n \"required_party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"status\": \"proposed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"netting_master\",\n \"opinion_ids\": [\n \"OP_NETTING\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"covered_trade_ids\": [\n \"FUND_TRS\",\n \"OFFSET_TRS\"\n ],\n \"cross_product\": true,\n \"kind\": \"netting_master\",\n \"party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"single_closeout_balance\": true,\n \"walkaway_clause\": false\n },\n \"trade_ids\": [\n \"FUND_TRS\",\n \"OFFSET_TRS\"\n ]\n },\n {\n \"agreement_id\": \"NEW_CSA\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": true,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"replacement_value_full_remaining_terms\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"NEW_CSA_SIGN\",\n \"description\": \"All signatures required before effectiveness\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"pending\"\n }\n ],\n \"effective_at\": \"2027-06-08T12:00:00Z\",\n \"status\": \"pending\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-actions\"\n }\n ],\n \"execution\": {\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-actions\"\n }\n ],\n \"proposed_at\": \"2027-06-05T12:00:00Z\",\n \"required_party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"status\": \"proposed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"CSA\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"P\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"MPOR_business_days\": 20,\n \"NICA\": \"0\",\n \"VM_currency\": \"USD\",\n \"call_cutoff_utc\": \"10:00:00\",\n \"daily_full_mark_VM\": true,\n \"direction\": \"two_way\",\n \"dispute_business_days\": 0,\n \"initial_margin\": \"0\",\n \"kind\": \"CSA\",\n \"minimum_transfer_amount\": \"0\",\n \"netting_set_id\": \"FUNDING_P\",\n \"payment_lag_business_days\": 1,\n \"remuneration_curve_id\": \"OIS\",\n \"reuse_right\": \"permitted\",\n \"segregated\": false,\n \"threshold_bank\": \"0\",\n \"threshold_provider\": \"0\"\n },\n \"trade_ids\": [\n \"FUND_TRS\"\n ]\n },\n {\n \"agreement_id\": \"H_CSA\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": true,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"replacement_value_full_remaining_terms\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"H_CSA_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"CSA\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"MPOR_business_days\": 20,\n \"NICA\": \"0\",\n \"VM_currency\": \"USD\",\n \"call_cutoff_utc\": \"10:00:00\",\n \"daily_full_mark_VM\": true,\n \"direction\": \"two_way\",\n \"dispute_business_days\": 0,\n \"initial_margin\": \"0\",\n \"kind\": \"CSA\",\n \"minimum_transfer_amount\": \"0\",\n \"netting_set_id\": \"HEDGE_H\",\n \"payment_lag_business_days\": 1,\n \"remuneration_curve_id\": \"OIS\",\n \"reuse_right\": \"permitted\",\n \"segregated\": false,\n \"threshold_bank\": \"0\",\n \"threshold_provider\": \"0\"\n },\n \"trade_ids\": [\n \"CDS_TRADE\"\n ]\n },\n {\n \"agreement_id\": \"CDS_AGREEMENT\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": true,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"replacement_value_full_remaining_terms\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"CDS_AGREEMENT_SIGN\",\n \"description\": \"All signatures required before effectiveness\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"pending\"\n }\n ],\n \"effective_at\": \"2027-06-08T12:00:00Z\",\n \"status\": \"pending\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-actions\"\n }\n ],\n \"execution\": {\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-actions\"\n }\n ],\n \"proposed_at\": \"2027-06-05T12:00:00Z\",\n \"required_party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"status\": \"proposed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"CDS\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2032-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"buyer_id\": \"MERIDIAN\",\n \"covered_trade_ids\": [\n \"FUND_TRS\"\n ],\n \"credit_events\": [\n \"bankruptcy\",\n \"failure_to_pay\",\n \"restructuring\"\n ],\n \"designation\": \"CCR_and_CVA\",\n \"direct_claim\": true,\n \"explicit\": true,\n \"irrevocable\": true,\n \"kind\": \"CDS\",\n \"notional\": \"316802880\",\n \"payment_grace_business_days\": 3,\n \"premium\": \"0.0084151402\",\n \"reference_obligor_id\": \"P\",\n \"restructuring_covered\": true,\n \"same_currency\": true,\n \"same_ranking\": true,\n \"seller_can_cancel\": false,\n \"seller_id\": \"H\",\n \"settlement\": \"cash\",\n \"unconditional\": true\n },\n \"trade_ids\": [\n \"CDS_TRADE\"\n ]\n },\n {\n \"agreement_id\": \"CUSTODY\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": false,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"principal_and_accrued_interest\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"CUSTODY_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"CLEARVAULT\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"custody\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"CLEARVAULT\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"account_ids\": [\n \"CUST_U_OPEN\",\n \"CUST_U_PROVIDER\",\n \"CUST_AAA\"\n ],\n \"custodian_id\": \"CLEARVAULT\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-security-rights\"\n }\n ],\n \"kind\": \"custody\",\n \"return_obligation\": \"equivalent_security_units\",\n \"reuse_right\": \"prohibited\",\n \"segregated\": true\n },\n \"trade_ids\": []\n },\n {\n \"agreement_id\": \"AAA_SECURITY\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": false,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"principal_and_accrued_interest\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"AAA_SECURITY_SIGN\",\n \"description\": \"All signatures required before effectiveness\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"pending\"\n }\n ],\n \"effective_at\": \"2027-06-08T12:00:00Z\",\n \"status\": \"pending\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-actions\"\n }\n ],\n \"execution\": {\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-actions\"\n }\n ],\n \"proposed_at\": \"2027-06-05T12:00:00Z\",\n \"required_party_ids\": [\n \"BORROWER\",\n \"MERIDIAN\"\n ],\n \"status\": \"proposed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"security\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"BORROWER\",\n \"MERIDIAN\"\n ],\n \"principal_terms\": \"no_cash_advance\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2032-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"asset_id\": \"AAA_SUB\",\n \"collateral_kind\": \"issued_security\",\n \"enforcement_business_days\": 0,\n \"grantor_id\": \"BORROWER\",\n \"kind\": \"security\",\n \"perfection_status\": \"perfected\",\n \"permitted_by_contract\": true,\n \"priority\": \"first_ranking\",\n \"reuse_conditions\": [],\n \"reuse_right\": \"prohibited\",\n \"secured_party_id\": \"MERIDIAN\",\n \"withdrawal_right\": \"prohibited\"\n },\n \"trade_ids\": [\n \"LOAN\"\n ]\n },\n {\n \"agreement_id\": \"ACTUAL_FACILITY\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": false,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"principal_and_accrued_interest\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"ACTUAL_FACILITY_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"liquidity_facility\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"principal_terms\": \"conditional_draw\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"borrower_id\": \"MERIDIAN\",\n \"cash_account_id\": \"CASH_BASE\",\n \"commitment_fee\": \"0\",\n \"draw_conditions\": [\n \"Only actual settled deficits\"\n ],\n \"draw_purpose\": \"settled_cash_deficit\",\n \"kind\": \"liquidity_facility\",\n \"lender_id\": \"H\",\n \"limit\": \"495004500\",\n \"spread\": \"0.0193057236\",\n \"unconditional_during_market_closure\": true\n },\n \"trade_ids\": []\n },\n {\n \"agreement_id\": \"CONDITIONAL_PREFUND\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": false,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"principal_and_accrued_interest\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-05T12:00:00Z\",\n \"condition_id\": \"CONDITIONAL_PREFUND_AUTH\",\n \"description\": \"Required parties and authority confirmed\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"status\": \"satisfied\"\n }\n ],\n \"effective_at\": \"2027-06-05T12:00:00Z\",\n \"status\": \"effective\"\n },\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"execution\": {\n \"authority_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-opinions\"\n }\n ],\n \"executed_at\": \"2027-06-05T12:00:00Z\",\n \"signatory_party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"status\": \"executed\"\n },\n \"governing_laws\": [\n \"Fictional Commonwealth of Orivale / series 1 / Meridia fictional-law division\"\n ],\n \"kind\": \"liquidity_facility\",\n \"opinion_ids\": [\n \"OP_CORE\"\n ],\n \"party_ids\": [\n \"MERIDIAN\",\n \"H\"\n ],\n \"principal_terms\": \"conditional_draw\",\n \"settlement\": {\n \"calendar_id\": \"CAL\",\n \"currency\": \"USD\",\n \"cutoff_utc\": \"12:00:00\",\n \"delivery_versus_payment\": true,\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"lag_business_days\": 0\n },\n \"termination\": {\n \"early_termination_events\": [\n \"default\",\n \"nonpayment\",\n \"illegality\",\n \"mutual_consent\"\n ],\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"final_maturity\": \"2047-06-05\",\n \"full_settlement_required\": true,\n \"unilateral_extension\": false\n },\n \"terms\": {\n \"borrower_id\": \"MERIDIAN\",\n \"cash_account_id\": \"CASH_PREFUND\",\n \"commitment_fee\": \"0\",\n \"draw_conditions\": [\n \"External segregated deposit required\"\n ],\n \"draw_purpose\": \"conditional_external_prefunding\",\n \"kind\": \"liquidity_facility\",\n \"lender_id\": \"H\",\n \"limit\": \"990009000\",\n \"spread\": \"0.0064352412\",\n \"unconditional_during_market_closure\": true\n },\n \"trade_ids\": []\n },\n {\n \"agreement_id\": \"LEGACY_FUNDING\",\n \"closeout\": {\n \"currency\": \"USD\",\n \"dispute_process\": \"Morrow & Vale documented independent quote process; disputed claims survive maturity until settled\",\n \"evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"setoff\": false,\n \"stay_business_days\": 0,\n \"valuation_basis\": \"principal_and_accrued_interest\"\n },\n \"effectiveness\": {\n \"conditions\": [\n {\n \"assessed_at\": \"2027-06-\n[...output truncated at 52000 bytes; 146375 total...]\n\nSTATUS:\nFinished normally at 2026-09-20T09:21:36Z (elapsed=0.15s)","tool_call_id":"call_726dbb98cb3f503fb1332c205070ebe0","type":"tool_result"}},{"step":4,"generation":0,"created_at":"2026-09-20T09:22:33.218Z","event":{"stop_reason":"tool_calls","tool_calls":[{"id":"call_061f2cfa8f4f59298e561e706bf8fb5f","name":"spawn_agent","arguments":"{\"agent_type\":\"standard_agent\",\"workspace_mode\":\"share\",\"task\":\"Read-only desk analysis. Authority /packet/packet.json current parent 6d1645a487425409f4da8db6aa0d4fcaab93ce7b8516b65ce41eaaf60d2ad165, as-of 2027-09-02. Analyze treasury/economic recommendation and eligible executable actions for this inherited book, using funding locked vs replacement spread and remaining tenor; drawn vs committed capacity, idle carry, collateral flexibility supported evidence, signed CS01/spread-duration, feasible deployment/hedge routes after costs, risk and liquidity. Purchased provider protection is not sold CDX. Never invent instruments/curve/title. Read full public docs/schema relevant requirements. Determine best action(s) with exact quote ids/phases, binding constraints and change-of-decision trigger. Current-parent report only. No envelope writing or submission. Write concise detailed findings with computations and exact citation objects to own file in $AMPLIO_ARTIFACT_DIR/treasury-findings.json or .md, notify parent; work yourself (no delegation). Parent is reviewing schema/calculations.\"}"},{"id":"call_a61d7c998be15c80a6dbfccb84d43fe1","name":"spawn_agent","arguments":"{\"agent_type\":\"standard_agent\",\"workspace_mode\":\"share\",\"task\":\"Read-only accounting/settlement audit for funding trader. Read /packet/packet.json authoritative current state, full public_inputs.documents schemas/daily-report.schema.json, docs/runtime economic etc and prior receipts. Reconstruct all current-parent daily-book.v2 report numeric fields you can (cash funding identity, marks, accrued/settled P&L, liquidity, capital constraints, unsettled/surviving duties) from evidence; current parent as-of 2027-09-02 day0 inherited pre-checkpoint 415 receipts, NOT projected book. Distinguish actual settlement vs amounts awaiting, VM/IM collateral vs income, regulatory vs economic. No submission or editing parent files; output computations + exact citations in own $AMPLIO_ARTIFACT_DIR/accounting-findings.json or .md. Work yourself without delegation; flag unclear formula semantics.\"}"},{"id":"call_efedf3ebbab65654ac9f745b571aed70","name":"spawn_agent","arguments":"{\"agent_type\":\"standard_agent\",\"workspace_mode\":\"share\",\"task\":\"Read-only legal/client/mandate risk review. Authority /packet/packet.json, current parent 6d1645a487425409f4da8db6aa0d4fcaab93ce7b8516b65ce41eaaf60d2ad165. Review state lots contracts legal pending obligations and available 66 quotes with phase ordering, public documents incl full daily report schema; earlier receipts where necessary. Identify binding legal/mandate/client/liquidity constraints; which funding/deployment/hedge/protection/repo/title routes actually executable and desirable vs no trade; surviving client and settlement duties; exact legal/capital recognition evidence and unavailable alternatives. Recommend current accepted action(s) quote ids and phase or hold_capital, do not invent permissions and don't claim opening trades ours. No action/submission/envelope edits. Write findings with exact citations in own $AMPLIO_ARTIFACT_DIR/legal-findings.json or .md. Work yourself, no delegation.\"}"},{"id":"call_de5cdfb91a0d56f4860c6978fe6b22ea","name":"bash","arguments":"{\"command\":\"python - <<'PY'\\nimport json,os\\nfrom pathlib import Path\\np=json.loads(Path('/packet/packet.json').read_text())\\na=Path(os.environ['AMPLIO_ARTIFACT_DIR'])\\nfor k,v in p['public_inputs']['documents'].items():\\n path=a/'documents'/k;path.parent.mkdir(parents=True,exist_ok=True);path.write_text(v['text'],encoding='utf-8')\\nprint('Documents extracted verbatim to',a/'documents')\\nprint('STATE CONTENT SIZES')\\nfor k,v in p['state'].items():print(k,len(json.dumps(v)))\\nprint('ACCOUNTS');print(json.dumps(p['state']['accounts'],indent=2))\\nprint('MARKET');print(json.dumps(p['state']['market'],indent=2))\\nprint('CONTRACTS');print(json.dumps(p['state']['contracts'],indent=2))\\nprint('LOTS:');\\nfor k,v in p['state']['lots'].items():\\n print(k, len(json.dumps(v)),str(v)[:200])\\nPY\",\"max_output_length\":42000}"}],"type":"assistant","usage":{"prompt_tokens":21401,"completion_tokens":1035,"total_tokens":22436,"cache_read_tokens":7570}}},{"step":4,"generation":0,"created_at":"2026-09-20T09:22:33.223Z","event":{"content":"Spawned sub-agent \"snappy-moth\" (type=standard_agent) at 2026-09-20T09:22:33Z for task: Read-only desk analysis. Authority /packet/packet.json current parent 6d1645a487…","tool_call_id":"call_061f2cfa8f4f59298e561e706bf8fb5f","type":"tool_result"}},{"step":4,"generation":0,"created_at":"2026-09-20T09:22:33.235Z","event":{"content":"Spawned sub-agent \"gentle-sloth\" (type=standard_agent) at 2026-09-20T09:22:33Z for task: Read-only accounting/settlement audit for funding trader. Read /packet/packet.js…","tool_call_id":"call_a61d7c998be15c80a6dbfccb84d43fe1","type":"tool_result"}},{"step":4,"generation":0,"created_at":"2026-09-20T09:22:33.236Z","event":{"content":"Spawned sub-agent \"bright-swallow\" (type=standard_agent) at 2026-09-20T09:22:33Z for task: Read-only legal/client/mandate risk review. Authority /packet/packet.json, curre…","tool_call_id":"call_efedf3ebbab65654ac9f745b571aed70","type":"tool_result"}},{"step":4,"generation":0,"created_at":"2026-09-20T09:22:33.328Z","event":{"content":"STDOUT:\nDocuments extracted verbatim to /work/data/artifacts/2195hynj/documents\nSTATE CONTENT SIZES\naccepted_action_count 1\naccepted_action_ids 2\naccounts 1186\napplied_event_ids 2\nas_of 12\ncontracts 14060\nday 1\nfamily_id 9\nfinancial_time 44\nlast_receipt_hash 66\nlast_receipt_sequence 3\nlegal 557\nlegal_version 1\nlots 30721\nmarket 289\nmarket_version 1\nobligations 2\npending 2\nrevision 1\nschema_version 15\nACCOUNTS\n{\n \"cash\": \"123832604.859317781832\",\n \"claim_allowance\": \"0\",\n \"contributed_equity\": \"-391053555\",\n \"deployment_accrued\": \"19437814.846170841304\",\n \"deployment_principal\": \"990009000\",\n \"expense_fees\": \"990009\",\n \"expense_funding\": \"18797129.89327568417\",\n \"expense_loss\": \"0\",\n \"facility_debt\": \"0\",\n \"income_carry\": \"-33376419.767308484527\",\n \"income_hedge\": \"0\",\n \"income_mark\": \"0\",\n \"inventory\": \"267302430\",\n \"legacy_debt\": \"-990009000\",\n \"management_deferral\": \"-41581875.436912685824\",\n \"management_funding_mark\": \"41581875.436912685824\",\n \"management_hedge_asset\": \"0\",\n \"management_income_deferral\": \"41581875.436912685824\",\n \"management_income_hedge\": \"0\",\n \"management_income_mark\": \"-41581875.436912685824\",\n \"management_income_reserve\": \"30187093.484686993067\",\n \"management_xva\": \"-30187093.484686993067\",\n \"posted_vm\": \"0\",\n \"received_vm\": \"0\",\n \"reinvestment_principal\": \"0\",\n \"repo_debt\": \"0\",\n \"restricted_cash\": \"0\",\n \"restricted_collections\": \"0\",\n \"retained_U\": \"990009000\",\n \"return_liability\": \"0\",\n \"sale_financing\": \"-990009000\",\n \"statutory_derivative_asset\": \"0\",\n \"statutory_derivative_liability\": \"0\",\n \"unpaid_payable\": \"-18797129.89327568417\",\n \"unpaid_receivable\": \"12867116.061819861391\"\n}\nMARKET\n{\n \"em_move\": \"0\",\n \"funding_move\": \"0\",\n \"market_open\": true,\n \"own_bond_spread\": \"0.0064352412\",\n \"own_cds_spread\": \"0.0029701437\",\n \"provider_cds\": \"0.0084151402\",\n \"ratings\": {\n \"borrower\": \"BB\",\n \"deployment_collateral\": \"BB\",\n \"funding_reference\": \"AAA\",\n \"provider\": \"A\"\n },\n \"reference_move\": \"0\"\n}\nCONTRACTS\n{\n \"DEP_LOAN\": {\n \"effective_date\": \"2027-06-05\",\n \"execution_date\": \"2027-06-05\",\n \"id\": \"DEP_LOAN\",\n \"kind\": \"deployment_loan\",\n \"maturity_date\": \"2032-06-05\",\n \"payment_dates\": [\n \"2027-09-05\",\n \"2027-12-05\",\n \"2028-03-05\",\n \"2028-06-05\",\n \"2028-09-05\",\n \"2028-12-05\",\n \"2029-03-05\",\n \"2029-06-05\",\n \"2029-09-05\",\n \"2029-12-05\",\n \"2030-03-05\",\n \"2030-06-05\",\n \"2030-09-05\",\n \"2030-12-05\",\n \"2031-03-05\",\n \"2031-06-05\",\n \"2031-09-05\",\n \"2031-12-05\",\n \"2032-03-05\",\n \"2032-06-05\"\n ],\n \"source_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"state\": {\n \"concession_spread\": \"0\",\n \"concession_start_date\": null,\n \"last_accrual_date\": \"2027-06-05\",\n \"matured_principal_received\": \"0\",\n \"matured_principal_reinvested\": \"0\",\n \"outstanding_principal\": \"990009000\",\n \"paid_periods\": [],\n \"prefunding\": {}\n },\n \"status\": \"active\",\n \"terms\": {\n \"borrower_id\": \"BORROWER\",\n \"coupon_spread\": \"0.0455411592\",\n \"notional\": \"990009000\",\n \"ois\": \"0.0356420304\",\n \"principal\": \"990009000\",\n \"quarter\": \"0.25\",\n \"security_contract_id\": \"DEP_SECURITY\"\n }\n },\n \"DEP_SECURITY\": {\n \"effective_date\": \"2027-06-05\",\n \"execution_date\": \"2027-06-05\",\n \"id\": \"DEP_SECURITY\",\n \"kind\": \"deployment_security\",\n \"maturity_date\": \"2032-06-05\",\n \"payment_dates\": [],\n \"source_evidence\": [\n {\n \"file\": \"worker/legal-terms.txt\",\n \"locator\": \"actual-deployment-terms\"\n },\n {\n \"file\": \"worker/docs/desk-runtime-contract.md\",\n \"locator\": \"## Clock and settlement order\"\n }\n ],\n \"state\": {\n \"active_lot_id\": \"DEPSEC\",\n \"collection_batches\": {},\n \"distributions\": {},\n \"liquidated_quantity\": \"0\",\n \"returned\": false,\n \"rights_chain\": []\n },\n \"status\": \"active\",\n \"terms\": {\n \"asset_id\": \"DEPSEC\",\n \"borrower_id\": \"BORROWER\",\n \"collateral_issuer_id\": \"CELADON\",\n \"collateral_relation\": \"independent\",\n \"contract_id\": \"DEP_SECURITY\",\n \"coupon_spread\": \"0.0455411592\",\n \"currency\": \"USD\",\n \"enforceability\": \"effective\",\n \"face_per_unit\": \"1\",\n \"facility\": {\n \"cash_account_id\": \"CASH_BRANCH\",\n \"lender_id\": \"FACILITY_LENDER\",\n \"limit\": \"257402340\",\n \"spread\": \"0.0108903245\",\n \"unconditional_by_selected_cutoff\": true\n },\n \"initial_operating_cash\": \"123751125\",\n \"issued\": true,\n \"legal_form\": \"issued_security_pledge\",\n \"market_funding_spread\": \"0.0108903245\",\n \"market_haircut\": \"0.08910333\",\n \"opening_total_cash\": \"123751125\",\n \"operating_call\": \"17820162\",\n \"ownership_basis\": \"pledge\",\n \"quantity\": \"990009000\",\n \"restricted_cash\": \"0\",\n \"return_obligation\": \"identical\",\n \"reuse_permitted\": false,\n \"scope\": \"actual_daily_book\",\n \"source_evidence\": [\n {\n \"file\": \"worker/legal-terms.txt\",\n \"locator\": \"actual-deployment-terms\"\n },\n {\n \"file\": \"worker/docs/desk-runtime-contract.md\",\n \"locator\": \"## Clock and settlement order\"\n }\n ]\n }\n },\n \"FACILITY\": {\n \"effective_date\": \"2027-06-05\",\n \"execution_date\": \"2027-06-05\",\n \"id\": \"FACILITY\",\n \"kind\": \"facility\",\n \"maturity_date\": \"2047-06-05\",\n \"payment_dates\": [\n \"2027-09-05\",\n \"2027-12-05\",\n \"2028-03-05\",\n \"2028-06-05\",\n \"2028-09-05\",\n \"2028-12-05\",\n \"2029-03-05\",\n \"2029-06-05\",\n \"2029-09-05\",\n \"2029-12-05\",\n \"2030-03-05\",\n \"2030-06-05\",\n \"2030-09-05\",\n \"2030-12-05\",\n \"2031-03-05\",\n \"2031-06-05\",\n \"2031-09-05\",\n \"2031-12-05\",\n \"2032-03-05\",\n \"2032-06-05\",\n \"2032-09-05\",\n \"2032-12-05\",\n \"2033-03-05\",\n \"2033-06-05\",\n \"2033-09-05\",\n \"2033-12-05\",\n \"2034-03-05\",\n \"2034-06-05\",\n \"2034-09-05\",\n \"2034-12-05\",\n \"2035-03-05\",\n \"2035-06-05\",\n \"2035-09-05\",\n \"2035-12-05\",\n \"2036-03-05\",\n \"2036-06-05\",\n \"2036-09-05\",\n \"2036-12-05\",\n \"2037-03-05\",\n \"2037-06-05\",\n \"2037-09-05\",\n \"2037-12-05\",\n \"2038-03-05\",\n \"2038-06-05\",\n \"2038-09-05\",\n \"2038-12-05\",\n \"2039-03-05\",\n \"2039-06-05\",\n \"2039-09-05\",\n \"2039-12-05\",\n \"2040-03-05\",\n \"2040-06-05\",\n \"2040-09-05\",\n \"2040-12-05\",\n \"2041-03-05\",\n \"2041-06-05\",\n \"2041-09-05\",\n \"2041-12-05\",\n \"2042-03-05\",\n \"2042-06-05\",\n \"2042-09-05\",\n \"2042-12-05\",\n \"2043-03-05\",\n \"2043-06-05\",\n \"2043-09-05\",\n \"2043-12-05\",\n \"2044-03-05\",\n \"2044-06-05\",\n \"2044-09-05\",\n \"2044-12-05\",\n \"2045-03-05\",\n \"2045-06-05\",\n \"2045-09-05\",\n \"2045-12-05\",\n \"2046-03-05\",\n \"2046-06-05\",\n \"2046-09-05\",\n \"2046-12-05\",\n \"2047-03-05\",\n \"2047-06-05\"\n ],\n \"source_evidence\": [\n {\n \"file\": \"worker/legal-terms.txt\",\n \"locator\": \"actual-deployment-terms\"\n },\n {\n \"file\": \"worker/docs/desk-runtime-contract.md\",\n \"locator\": \"## Clock and settlement order\"\n }\n ],\n \"state\": {\n \"interest_accrued\": \"0\",\n \"interest_paid\": \"0\",\n \"last_accrual_date\": \"2027-09-02\",\n \"outstanding_principal\": \"0\",\n \"paid_periods\": []\n },\n \"status\": \"active\",\n \"terms\": {\n \"cash_account_id\": \"CASH_BRANCH\",\n \"day_count\": \"ACT/365F\",\n \"fee\": \"0\",\n \"initial_own_bond_spread\": \"0.0064352412\",\n \"lender_id\": \"FACILITY_LENDER\",\n \"limit\": \"257402340\",\n \"ois\": \"0.0356420304\",\n \"spread\": \"0.0108903245\",\n \"unconditional_by_selected_cutoff\": true,\n \"year_days\": \"365\"\n }\n },\n \"FUND_TRS\": {\n \"effective_date\": \"2027-06-05\",\n \"execution_date\": \"2027-06-05\",\n \"id\": \"FUND_TRS\",\n \"kind\": \"funding_trs\",\n \"maturity_date\": \"2047-06-05\",\n \"payment_dates\": [\n \"2027-09-05\",\n \"2027-12-05\",\n \"2028-03-05\",\n \"2028-06-05\",\n \"2028-09-05\",\n \"2028-12-05\",\n \"2029-03-05\",\n \"2029-06-05\",\n \"2029-09-05\",\n \"2029-12-05\",\n \"2030-03-05\",\n \"2030-06-05\",\n \"2030-09-05\",\n \"2030-12-05\",\n \"2031-03-05\",\n \"2031-06-05\",\n \"2031-09-05\",\n \"2031-12-05\",\n \"2032-03-05\",\n \"2032-06-05\",\n \"2032-09-05\",\n \"2032-12-05\",\n \"2033-03-05\",\n \"2033-06-05\",\n \"2033-09-05\",\n \"2033-12-05\",\n \"2034-03-05\",\n \"2034-06-05\",\n \"2034-09-05\",\n \"2034-12-05\",\n \"2035-03-05\",\n \"2035-06-05\",\n \"2035-09-05\",\n \"2035-12-05\",\n \"2036-03-05\",\n \"2036-06-05\",\n \"2036-09-05\",\n \"2036-12-05\",\n \"2037-03-05\",\n \"2037-06-05\",\n \"2037-09-05\",\n \"2037-12-05\",\n \"2038-03-05\",\n \"2038-06-05\",\n \"2038-09-05\",\n \"2038-12-05\",\n \"2039-03-05\",\n \"2039-06-05\",\n \"2039-09-05\",\n \"2039-12-05\",\n \"2040-03-05\",\n \"2040-06-05\",\n \"2040-09-05\",\n \"2040-12-05\",\n \"2041-03-05\",\n \"2041-06-05\",\n \"2041-09-05\",\n \"2041-12-05\",\n \"2042-03-05\",\n \"2042-06-05\",\n \"2042-09-05\",\n \"2042-12-05\",\n \"2043-03-05\",\n \"2043-06-05\",\n \"2043-09-05\",\n \"2043-12-05\",\n \"2044-03-05\",\n \"2044-06-05\",\n \"2044-09-05\",\n \"2044-12-05\",\n \"2045-03-05\",\n \"2045-06-05\",\n \"2045-09-05\",\n \"2045-12-05\",\n \"2046-03-05\",\n \"2046-06-05\",\n \"2046-09-05\",\n \"2046-12-05\",\n \"2047-03-05\",\n \"2047-06-05\"\n ],\n \"source_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-executed-agreements\"\n }\n ],\n \"state\": {\n \"checkpoint_attribution\": {\n \"carry\": \"33376419.767308484527\",\n \"cash_funding_drag\": \"18797129.89327568417\",\n \"claim_loss\": \"0\",\n \"closing_as_of\": \"2027-09-02\",\n \"deferral_observability\": \"-41581875.436912685824\",\n \"deferral_theta\": \"0\",\n \"funding_action\": \"41581875.436912685824\",\n \"funding_mtm\": \"0\",\n \"funding_theta\": \"0\",\n \"hedge_accrual\": \"0\",\n \"hedge_cash\": \"0\",\n \"hedge_mark\": \"0\",\n \"management_equity_change\": \"374455742.38934580729\",\n \"opening_as_of\": \"2027-06-05\",\n \"operating_cost\": \"990009\",\n \"overlay_equity_change\": \"-30187093.484686993067\",\n \"overlay_journal_pnl\": \"-30187093.484686993067\",\n \"owner_contributions\": \"391053555\",\n \"pnl_total\": \"-16597812.61065419271\",\n \"reserve_action\": \"-30187093.484686993067\",\n \"reserve_mtm\": \"0\",\n \"reserve_theta\": \"0\",\n \"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.\",\n \"statutory_equity_change\": \"404642835.874032800357\",\n \"statutory_journal_pnl\": \"13589280.874032800357\",\n \"statutory_mark\": \"0\",\n \"tie_difference\": \"0\"\n },\n \"financing_coupon_accrued\": \"10193163.186945957065\",\n \"last_accrual_date\": \"2027-09-02\",\n \"last_reset_date\": \"2027-06-05\",\n \"last_reset_price\": \"1\",\n \"netting_id\": \"FUNDING_P\",\n \"observability_history\": [\n {\n \"day\": -89,\n \"observable\": false\n }\n ],\n \"paid_periods\": [],\n \"principal\": \"990009000\",\n \"reference_coupon_accrued\": \"10904336.156938392391\",\n \"reset_periods\": [],\n \"unsettled_stub\": \"0\",\n \"vm_balance\": \"0\"\n },\n \"status\": \"active\",\n \"terms\": {\n \"NICA\": \"0\",\n \"SA_CVA_approval\": false,\n \"classification_evidence\": {\n \"file\": \"docs/exhibit-fields.md\",\n \"locator\": \"fictional-classification\"\n },\n \"contract_id\": \"FUND_TRS\",\n \"currency\": \"USD\",\n \"full_value_reset\": false,\n \"last_reset_price\": \"1\",\n \"locked_financing_spread\": \"0.0069303218\",\n \"minimum_transfer_amount\": \"0\",\n \"mpor_floor\": {\n \"illiquid_or_hard_to_replace\": true,\n \"non_centrally_cleared\": true,\n \"over_5000_transactions\": false,\n \"remargin_interval_days\": \"1\",\n \"repeated_disputes\": false,\n \"source_evidence\": {\n \"file\": \"docs/reference-input-contract.md\",\n \"locator\": \"mpor-floor-facts\"\n }\n },\n \"netting_set_id\": \"FUNDING_P\",\n \"next_price_settlement_years\": \"0.25\",\n \"notional\": \"990009000\",\n \"ois\": \"0.0356420304\",\n \"ordinary_BA_maturity_floor_applies\": true,\n \"original_reference_rating\": \"AAA\",\n \"provider_ECRA_rating\": \"A\",\n \"provider_bank_eligible\": true,\n \"provider_credit_quality\": \"IG\",\n \"provider_due_diligence_uplift\": false,\n \"provider_id\": \"P\",\n \"provider_recovery\": \"0.4\",\n \"provider_sector\": \"financial\",\n \"quantity\": \"990009000\",\n \"quarter\": \"0.25\",\n \"ratings_permitted\": true,\n \"reference_coupon_spread\": \"0.009900578\",\n \"reference_evidence\": {\n \"file\": \"docs/exhibit-fields.md\",\n \"locator\": \"fictional-executed-agreements\"\n },\n \"reference_id\": \"U\",\n \"reference_issuer_kind\": \"other\",\n \"reference_price_basis\": \"USD per unit of original principal; final ex-distribution price zero\",\n \"regulatory_classification\": \"Credit-only SA-CCR plus LEV30 written credit under fictional classification letter; failed-sale IFRS retention reconciled separately\",\n \"remaining_years\": \"20\",\n \"replacement_quote\": {\n \"closeout_basis\": \"Full financing and return obligations under matched replacement terms, no own-spread-linked termination payment\",\n \"contract_id\": \"FUND_TRS\",\n \"conversion\": \"remaining_quarterly_annuity\",\n \"conversion_rate\": \"0.0356420304\",\n \"currency\": \"USD\",\n \"executable\": true,\n \"id\": \"SYN-REPL-FUND-FUND_01-S1\",\n \"includes_old_reference_adjustment\": false,\n \"locked_financing_spread\": \"0.0069303218\",\n \"notional\": \"990009000\",\n \"off_quarter_convention\": \"fractional_remaining_annuity_clean_quote\",\n \"old_reference_adjustment_upfront\": \"0\",\n \"provider_id\": \"P\",\n \"quantity\": \"990009000\",\n \"quarter\": \"0.25\",\n \"quote_basis\": \"reset_to_today\",\n \"quoted_at\": \"2027-06-05\",\n \"quoted_base_financing_spread\": \"0.009900825\",\n \"reference_id\": \"U\",\n \"remaining_years\": \"20\",\n \"reset_basis\": \"Quarterly reference-price return settlement; future financing advantage survives\",\n \"reset_price_convention\": \"Current reference price; old reference-price return is excluded from quoted margin\",\n \"roll_convention\": \"Same surviving contract, remaining maturity rolls down without renewal; margin beta applies only to stated synthetic parallel scenarios\",\n \"scenario_margin_beta\": \"1\",\n \"source_evidence\": {\n \"file\": \"docs/exhibit-fields.md\",\n \"locator\": \"fictional-quote-board\"\n },\n \"status\": \"Fictional binding quote convention for this educational instance, not an observed market quote\"\n },\n \"reset_basis\": \"Quarterly reference-price return settlement; future financing advantage survives\",\n \"stub\": \"0\",\n \"threshold\": \"0\"\n }\n },\n \"LEGACY\": {\n \"effective_date\": \"2027-06-05\",\n \"execution_date\": \"2027-06-05\",\n \"id\": \"LEGACY\",\n \"kind\": \"legacy\",\n \"maturity_date\": \"2047-06-05\",\n \"payment_dates\": [\n \"2027-09-05\",\n \"2027-12-05\",\n \"2028-03-05\",\n \"2028-06-05\",\n \"2028-09-05\",\n \"2028-12-05\",\n \"2029-03-05\",\n \"2029-06-05\",\n \"2029-09-05\",\n \"2029-12-05\",\n \"2030-03-05\",\n \"2030-06-05\",\n \"2030-09-05\",\n \"2030-12-05\",\n \"2031-03-05\",\n \"2031-06-05\",\n \"2031-09-05\",\n \"2031-12-05\",\n \"2032-03-05\",\n \"2032-06-05\",\n \"2032-09-05\",\n \"2032-12-05\",\n \"2033-03-05\",\n \"2033-06-05\",\n \"2033-09-05\",\n \"2033-12-05\",\n \"2034-03-05\",\n \"2034-06-05\",\n \"2034-09-05\",\n \"2034-12-05\",\n \"2035-03-05\",\n \"2035-06-05\",\n \"2035-09-05\",\n \"2035-12-05\",\n \"2036-03-05\",\n \"2036-06-05\",\n \"2036-09-05\",\n \"2036-12-05\",\n \"2037-03-05\",\n \"2037-06-05\",\n \"2037-09-05\",\n \"2037-12-05\",\n \"2038-03-05\",\n \"2038-06-05\",\n \"2038-09-05\",\n \"2038-12-05\",\n \"2039-03-05\",\n \"2039-06-05\",\n \"2039-09-05\",\n \"2039-12-05\",\n \"2040-03-05\",\n \"2040-06-05\",\n \"2040-09-05\",\n \"2040-12-05\",\n \"2041-03-05\",\n \"2041-06-05\",\n \"2041-09-05\",\n \"2041-12-05\",\n \"2042-03-05\",\n \"2042-06-05\",\n \"2042-09-05\",\n \"2042-12-05\",\n \"2043-03-05\",\n \"2043-06-05\",\n \"2043-09-05\",\n \"2043-12-05\",\n \"2044-03-05\",\n \"2044-06-05\",\n \"2044-09-05\",\n \"2044-12-05\",\n \"2045-03-05\",\n \"2045-06-05\",\n \"2045-09-05\",\n \"2045-12-05\",\n \"2046-03-05\",\n \"2046-06-05\",\n \"2046-09-05\",\n \"2046-12-05\",\n \"2047-03-05\",\n \"2047-06-05\"\n ],\n \"source_evidence\": [\n {\n \"document_id\": \"SYNTHETIC_PACKET\",\n \"locator\": \"fictional-ledgers\"\n }\n ],\n \"state\": {\n \"interest_accrued\": \"8603966.706329727105\",\n \"interest_paid\": \"0\",\n \"last_accrual_date\": \"2027-09-02\",\n \"outstanding_principal\": \"990009000\",\n \"paid_periods\": []\n },\n \"status\": \"active\",\n \"terms\": {\n \"day_count\": \"ACT/365F\",\n \"ois\": \"0.0356420304\",\n \"principal\": \"990009000\",\n \"quarter\": \"0.25\",\n \"spread\": \"0\"\n }\n },\n \"inventory:L1\": {\n \"effective_date\": \"2027-06-05\",\n \"execution_date\": \"2027-06-05\",\n \"id\": \"inventory:L1\",\n \"kind\": \"inventory_security\",\n \"maturity_date\": \"2032-06-05\",\n \"payment_dates\": [\n \"2027-09-05\",\n \"2027-12-05\",\n \"2028-03-05\",\n \"2028-06-05\",\n \"2028-09-05\",\n \"2028-12-05\",\n \"2029-03-05\",\n \"2029-06-05\",\n \"2029-09-05\",\n \"2029-12-05\",\n \"2030-03-05\",\n \"2030-06-05\",\n \"2030-09-05\",\n \"2030-12-05\",\n \"2031-03-05\",\n \"2031-06-05\",\n \"2031-09-05\",\n \"2031-12-05\",\n \"2032-03-05\",\n \"2032-06-05\"\n ],\n \"source_evidence\": {\n \"file\": \"docs/exhibit-fields.md\",\n \"locator\": \"fictional-actions\"\n },\n \"state\": {\n \"interest_accrued\": \"1024059.080807722957\",\n \"last_accrual_date\": \"2027-09-02\",\n \"outstanding_principal\": \"118801080\",\n \"paid_periods\": []\n },\n \"status\": \"active\",\n \"terms\": {\n \"coupon_spread\": \"0\",\n \"day_count\": \"quarter_actual_fraction\",\n \"instrument_id\": \"L1\",\n \"lot_id\": \"L1\",\n \"ois\": \"0.0356420304\",\n \"principal\": \"118801080\",\n \"quarter\": \"0.25\"\n }\n },\n \"inventory:L2\": {\n \"effective_date\": \"2027-06-05\",\n \"execution_date\": \"2027-06-05\",\n \"id\": \"inventory:L2\",\n \"kind\": \"inventory_security\",\n \"maturity_date\": \"2032-06-05\",\n \"payment_dates\": [\n \"2027-09-05\",\n \"2027-12-05\",\n \"2028-03-05\",\n \"2028-06-05\",\n \"2028-09-05\",\n \"2028-12-05\",\n \"2029-03-05\",\n \"2029-06-05\",\n \"2029-09-05\",\n \"2029-12-05\",\n \"2030-03-05\",\n \"2030-06-05\",\n \"2030-09-05\",\n \"2030-12-05\",\n \"2031-03-05\",\n \"2031-06-05\",\n \"2031-09-05\",\n \"2031-12-05\",\n \"2032-03-05\",\n \"2032-06-05\"\n ],\n \"source_evidence\": {\n \"file\": \"docs/exhibit-fields.md\",\n \"locator\": \"fictional-actions\"\n },\n \"state\": {\n \"interest_accrued\": \"938720.824073746043\",\n \"last_accrual_date\": \"2027-09-02\",\n \"outstanding_principal\": \"108900990\",\n \"paid_periods\": []\n },\n \"status\": \"active\",\n \"terms\": {\n \"coupon_spread\": \"0\",\n \"day_count\": \"quarter_actual_fraction\",\n \"instrument_id\": \"L2\",\n \"lot_id\": \"L2\",\n \"ois\": \"0.0356420304\",\n \"principal\": \"108900990\",\n \"quarter\": \"0.25\"\n }\n }\n}\nLOTS:\nDEPSEC 655 {'book_value': '990009000', 'class': 'deployment_collateral', 'correlation': False, 'coupon_spread': '0.0455411592', 'encumbrance': 'DEP_SECURITY', 'enforceability': 'effective', 'id': 'DEPSEC', 'inst\nL1 548 {'book_value': '118801080', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'L1', 'instrument_id': 'L1', 'issued'\nL2 548 {'book_value': '108900990', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'L2', 'instrument_id': 'L2', 'issued'\nS01 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S01', 'instrument_id': 'S01', 'issued\nS02 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S02', 'instrument_id': 'S02', 'issued\nS03 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S03', 'instrument_id': 'S03', 'issued\nS04 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S04', 'instrument_id': 'S04', 'issued\nS05 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S05', 'instrument_id': 'S05', 'issued\nS06 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S06', 'instrument_id': 'S06', 'issued\nS07 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S07', 'instrument_id': 'S07', 'issued\nS08 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S08', 'instrument_id': 'S08', 'issued\nS09 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S09', 'instrument_id': 'S09', 'issued\nS10 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S10', 'instrument_id': 'S10', 'issued\nS11 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S11', 'instrument_id': 'S11', 'issued\nS12 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S12', 'instrument_id': 'S12', 'issued\nS13 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S13', 'instrument_id': 'S13', 'issued\nS14 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S14', 'instrument_id': 'S14', 'issued\nS15 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S15', 'instrument_id': 'S15', 'issued\nS16 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S16', 'instrument_id': 'S16', 'issued\nS17 559 {'book_value': '792007.2', 'class': 'allocation_inventory', 'correlation': False, 'coupon_spread': '0', 'encumbrance': None, 'enforceability': 'effective', 'id': 'S17', 'instrument_id': 'S17', 'issued\nS18 559 {'book_value': '792007.2', 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\"type\": \"object\",\n1972: \"additionalProperties\": false,\n1973: \"required\": [\n1974: \"lender_id\",\n1975: \"principal\",\n1976: \"market_value\",\n1977: \"counterparty_exposure\",\n1978: \"RWA\",\n1979: \"noncash_haircut_funding_cost\",\n1980: \"noncash_capital_cost\",\n1981: \"market_haircut\",\n1982: \"supervisory_haircut\"\n1983: ],\n1984: \"properties\": {\n1985: \"lender_id\": {\n1986: \"type\": \"string\",\n1987: \"minLength\": 1,\n1988: \"maxLength\": 4096\n1989: },\n1990: \"principal\": {\n1991: \"$ref\": \"#/$defs/money\"\n1992: },\n1993: \"market_value\": {\n1994: \"$ref\": \"#/$defs/money\"\n1995: },\n1996: \"counterparty_exposure\": {\n1997: \"$ref\": \"#/$defs/money\"\n1998: },\n1999: \"RWA\": {\n2000: \"$ref\": \"#/$defs/money\"\n2001: },\n2002: \"noncash_haircut_funding_cost\": {\n2003: \"$ref\": \"#/$defs/money\"\n2004: },\n2005: \"noncash_capital_cost\": {\n2006: \"$ref\": \"#/$defs/money\"\n2007: },\n2008: \"market_haircut\": {\n2009: \"$ref\": \"#/$defs/scalar\"\n2010: },\n2011: \"supervisory_haircut\": {\n2012: \"$ref\": \"#/$defs/scalar\"\n2013: }\n2014: }\n2015: },\n2016: \"repo_contract\": {\n2017: \"type\": \"object\",\n2018: \"additionalProperties\": false,\n2019: \"required\": [\n2020: \"principal\",\n2021: \"RWA\",\n2022: \"interest_accrued\",\n2023: \"maturity_date\",\n2024: \"lots\"\n2025: ],\n2026: \"properties\": {\n2027: \"principal\": {\n2028: \"$ref\": \"#/$defs/money\"\n2029: },\n2030: \"RWA\": {\n2031: \"$ref\": \"#/$defs/money\"\n2032: },\n2033: \"interest_accrued\": {\n2034: \"$ref\": \"#/$defs/money\"\n2035: },\n2036: \"maturity_date\": {\n2037: \"type\": \"string\",\n2038: \"minLength\": 1,\n2039: \"maxLength\": 4096\n2040: },\n2041: \"lots\": {\n2042: \"type\": \"object\",\n2043: \"maxProperties\": 4096,\n2044: \"propertyNames\": {\n2045: \"type\": \"string\",\n2046: \"minLength\": 1,\n2047: \"maxLength\": 256\n2048: },\n2049: \"additionalProperties\": {\n2050: \"$ref\": \"#/$defs/repo_lot\"\n2051: }\n2052: }\n2053: }\n2054: },\n2055: \"asset_detail\": {\n2056: \"oneOf\": [\n2057: {\n2058: \"type\": \"object\",\n2059: \"additionalProperties\": false,\n2060: \"required\": [\n2061: \"value\",\n2062: \"RWA\",\n2063: \"risk_weight\"\n2064: ],\n2065: \"properties\": {\n2066: \"value\": {\n2067: \"$ref\": \"#/$defs/money\"\n2068: },\n2069: \"RWA\": {\n2070: \"$ref\": \"#/$defs/money\"\n2071: },\n2072: \"risk_weight\": {\n2073: \"$ref\": \"#/$defs/scalar\"\n2074: }\n2075: }\n2076: },\n2077: {\n2078: \"type\": \"object\",\n2079: \"additionalProperties\": false,\n2080: \"required\": [\n2081: \"gross\",\n2082: \"allowance\",\n2083: \"RWA\",\n2084: \"risk_weight\",\n2085: \"included_in_derivative\"\n2086: ],\n2087: \"properties\": {\n2088: \"gross\": {\n2089: \"$ref\": \"#/$defs/money\"\n2090: },\n2091: \"allowance\": {\n2092: \"$ref\": \"#/$defs/money\"\n2093: },\n2094: \"RWA\": {\n2095: \"$ref\": \"#/$defs/money\"\n2096: },\n2097: \"risk_weight\": {\n2098: \"$ref\": 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256\n2143: },\n2144: \"additionalProperties\": {\n2145: \"$ref\": \"#/$defs/asset_detail\"\n2146: }\n2147: }\n2148: }\n2149: },\n2150: \"obligation\": {\n2151: \"type\": \"object\",\n2152: \"additionalProperties\": false,\n2153: \"required\": [\n2154: \"kind\",\n2155: \"contract_id\",\n2156: \"side\",\n2157: \"remaining\",\n2158: \"due_day\",\n2159: \"status\"\n2160: ],\n2161: \"properties\": {\n2162: \"kind\": {\n2163: \"type\": \"string\",\n2164: \"minLength\": 1,\n2165: \"maxLength\": 4096\n2166: },\n2167: \"contract_id\": {\n2168: \"type\": \"string\",\n2169: \"minLength\": 1,\n2170: \"maxLength\": 4096\n2171: },\n2172: \"side\": {\n2173: \"enum\": [\n2174: \"payable\",\n2175: \"receivable\"\n2176: ]\n2177: },\n2178: \"remaining\": {\n2179: \"$ref\": \"#/$defs/money\"\n2180: },\n2181: \"due_day\": {\n2182: \"type\": \"integer\",\n2183: \"minimum\": -366000\n2184: },\n2185: \"status\": {\n2186: \"enum\": [\n2187: \"open\",\n2188: \"paid\",\n2189: \"written_off\",\n2190: \"disputed\"\n2191: ]\n2192: }\n2193: }\n2194: },\n2195: \"terminal_obligation\": {\n2196: \"type\": \"object\",\n2197: \"additionalProperties\": false,\n2198: \"required\": [\n2199: \"kind\",\n2200: \"side\",\n2201: \"remaining\",\n2202: \"status\"\n2203: ],\n2204: \"properties\": {\n2205: \"kind\": {\n2206: \"type\": \"string\",\n2207: \"minLength\": 1,\n2208: \"maxLength\": 4096\n2209: },\n2210: \"side\": {\n2211: \"enum\": [\n2212: \"payable\",\n2213: \"receivable\"\n2214: ]\n2215: },\n2216: \"remaining\": {\n2217: \"$ref\": \"#/$defs/money\"\n2218: },\n2219: \"status\": {\n2220: \"enum\": [\n2221: \"open\",\n2222: \"paid\",\n2223: \"written_off\",\n2224: \"disputed\"\n2225: ]\n2226: }\n2227: }\n2228: },\n2229: \"ava_exposure\": {\n2230: \"type\": \"object\",\n2231: \"additionalProperties\": false,\n2232: \"required\": [\n2233: \"id\",\n2234: \"exposure_id\",\n2235: \"account\",\n2236: \"recognised_fair_value\",\n2237: \"low_exit_cost\",\n2238: \"high_exit_cost\",\n2239: \"expected_exit_cost_benchmark\",\n2240: \"q90_exit_cost\",\n2241: \"same_source_accounting_prudence\",\n2242: \"residual_uncertainty\",\n2243: \"AVA\",\n2244: \"cet1_sensitivity\"\n2245: ],\n2246: \"properties\": {\n2247: \"id\": {\n2248: \"type\": \"string\",\n2249: \"minLength\": 1,\n2250: \"maxLength\": 4096\n2251: },\n2252: \"exposure_id\": {\n2253: \"type\": \"string\",\n2254: \"minLength\": 1,\n2255: \"maxLength\": 4096\n2256: },\n2257: \"account\": {\n2258: \"type\": \"string\",\n2259: \"minLength\": 1,\n2260: \"maxLength\": 4096\n2261: },\n2262: \"recognised_fair_value\": {\n2263: \"$ref\": \"#/$defs/money\"\n2264: },\n2265: \"low_exit_cost\": {\n2266: \"$ref\": \"#/$defs/money\"\n2267: },\n2268: \"high_exit_cost\": {\n2269: \"$ref\": \"#/$defs/money\"\n2270: },\n2271: \"expected_exit_cost_benchmark\": {\n2272: \"$ref\": \"#/$defs/money\"\n2273: },\n2274: \"q90_exit_cost\": {\n2275: \"$ref\": \"#/$defs/money\"\n2276: },\n2277: \"same_source_accounting_prudence\": {\n2278: \"$ref\": \"#/$defs/money\"\n2279: },\n2280: \"residual_uncertainty\": {\n2281: \"$ref\": \"#/$defs/money\"\n2282: },\n2283: \"AVA\": {\n2284: \"$ref\": \"#/$defs/money\"\n2285: },\n2286: \"cet1_sensitivity\": {\n2287: \"$ref\": \"#/$defs/scalar\"\n2288: }\n2289: }\n2290: }\n2291: },\n2292: \"x-daily-owners\": {\n2293: \"O1\": {\n2294: \"weight\": 7,\n2295: \"panel\": \"DAILY_FUNDING\",\n2296: \"evidence_array\": \"/rates/evidence\",\n2297: \"fields\": [\n2298: \"/rates/funding_notional\",\n2299: \"/rates/unsettled_stub\",\n2300: \"/rates/legal_funding_mark\",\n2301: \"/rates/quoted_funding_component\",\n2302: \"/rates/management_funding_gain\",\n2303: \"/rates/reference_return_adjustment\",\n2304: \"/rates/funding_remaining_years\",\n2305: \"/rates/deployment_remaining_years\",\n2306: \"/rates/last_reset_price\",\n2307: \"/rates/next_payment_delay\",\n2308: \"/rates/reference_price\",\n2309: \"/rates/replacement_spread\",\n2310: \"/rates/quote_annuity\",\n2311: \"/rates/quote_id\",\n2312: \"/rates/principal_source\",\n2313: \"/rates/trs_principal_received\",\n2314: \"/rates/deployment_coupon_spread\",\n2315: \"/rates/roles\"\n2316: ]\n2317: },\n2318: \"O2\": {\n2319: \"weight\": 7,\n2320: \"panel\": \"DAILY_CREDIT\",\n2321: \"evidence_array\": \"/credit_xva/evidence\",\n2322: \"fields\": [\n2323: \"/credit_xva/provider_cds\",\n2324: \"/credit_xva/own_bond_spread\",\n2325: \"/credit_xva/own_cds_spread\",\n2326: \"/credit_xva/bond_cds_basis\",\n2327: \"/credit_xva/CVA\",\n2328: \"/credit_xva/KVA_component\",\n2329: \"/credit_xva/UFVA\",\n2330: \"/credit_xva/actual_unsecured_debt\",\n2331: \"/credit_xva/annual_debt_funding_cost\",\n2332: \"/credit_xva/reserve_borrowing\",\n2333: \"/credit_xva/projection\"\n2334: ]\n2335: },\n2336: \"O3\": {\n2337: \"weight\": 10,\n2338: \"panel\": \"DAILY_CAPITAL\",\n2339: \"evidence_array\": \"/capital/evidence\",\n2340: \"fields\": [\n2341: \"/capital/SA_CCR\",\n2342: \"/capital/CCR_RWA\",\n2343: \"/capital/CCR_K\",\n2344: \"/capital/CVA_K\",\n2345: \"/capital/market_risk_K\",\n2346: \"/capital/RWA\",\n2347: \"/capital/leverage_exposure\",\n2348: \"/capital/risk_requirement\",\n2349: \"/capital/leverage_requirement\",\n2350: \"/capital/required_capital\",\n2351: \"/capital/Tier1_before_AVA\",\n2352: \"/capital/AVA\",\n2353: \"/capital/Tier1_after_AVA\",\n2354: \"/capital/capital_shortfall\",\n2355: \"/capital/capital_release_cash\",\n2356: \"/capital/executable_under_stated_capital\",\n2357: \"/capital/binding_constraint\",\n2358: \"/capital/deployment\",\n2359: \"/capital/asset_map\"\n2360: ]\n2361: },\n2362: \"O4\": {\n2363: \"weight\": 7,\n2364: \"panel\": \"DAILY_PROTECTION\",\n2365: \"evidence_array\": \"/credit_xva/evidence\",\n2366: \"fields\": [\n2367: \"/credit_xva/protection\"\n2368: ]\n2369: },\n2370: \"O5\": {\n2371: \"weight\": 8,\n2372: \"panel\": \"DAILY_ALLOCATION\",\n2373: \"evidence_array\": \"/liquidity/evidence\",\n2374: \"fields\": [\n2375: \"/capital/repo\",\n2376: \"/liquidity/allocation\",\n2377: \"/liquidity/facility_limit\",\n2378: \"/liquidity/facility_available\"\n2379: ]\n2380: },\n2381: \"O6\": {\n2382: \"weight\": 7,\n2383: \"panel\": \"DAILY_LIQUIDITY\",\n2384: \"evidence_array\": \"/liquidity/evidence\",\n2385: \"fields\": [\n2386: \"/liquidity/cash\",\n2387: \"/liquidity/restricted_cash\",\n2388: \"/liquidity/restricted_collections\",\n2389: \"/liquidity/posted_vm\",\n2390: \"/liquidity/received_vm\",\n2391: \"/liquidity/facility_debt\",\n2392: \"/liquidity/repo_debt\",\n2393: \"/liquidity/unpaid_receivable\",\n2394: \"/liquidity/unpaid_payable\",\n2395: \"/liquidity/due_payables\",\n2396: \"/liquidity/deadline_shortfall\",\n2397: \"/liquidity/market_open\",\n2398: \"/liquidity/transfer_blocks\",\n2399: \"/liquidity/inventory\",\n2400: \"/liquidity/obligations\",\n2401: \"/liquidity/accepted_action_count\"\n2402: ]\n2403: },\n2404: \"O7\": {\n2405: \"weight\": 6,\n2406: \"panel\": \"DAILY_RECOGNITION\",\n2407: \"evidence_array\": \"/accounting/evidence\",\n2408: \"fields\": [\n2409: \"/accounting/statutory/accounting_unit\",\n2410: \"/accounting/statutory/funding_derivative_asset\",\n2411: \"/accounting/statutory/owner_contribution_pnl\",\n2412: \"/accounting/management/gross_inception_gain\",\n2413: \"/accounting/management/deferred_gain\",\n2414: \"/accounting/management/observable_at_inception\",\n2415: \"/accounting/management/currently_observable\",\n2416: \"/accounting/management/deferral_released_by_evidence\"\n2417: ]\n2418: },\n2419: \"O8\": {\n2420: \"weight\": 8,\n2421: \"panel\": \"DAILY_ATTRIBUTION\",\n2422: \"evidence_array\": \"/accounting/evidence\",\n2423: \"fields\": [\n2424: \"/accounting/statutory/assets\",\n2425: \"/accounting/statutory/liabilities\",\n2426: \"/accounting/statutory/allowances\",\n2427: \"/accounting/statutory/contributed_equity\",\n2428: \"/accounting/statutory/equity\",\n2429: \"/accounting/statutory/cumulative_pnl\",\n2430: \"/accounting/statutory/trial_balance\",\n2431: \"/accounting/statutory/balances\",\n2432: \"/accounting/statutory/booked_balances\",\n2433: \"/accounting/statutory/valuation_postings\",\n2434: \"/accounting/management/funding_mark\",\n2435: \"/accounting/management/hedge_asset\",\n2436: \"/accounting/management/CVA_reserve\",\n2437: \"/accounting/management/KVA_reserve\",\n2438: \"/accounting/management/overlay_equity\",\n2439: \"/accounting/management/equity\",\n2440: \"/accounting/management/cumulative_pnl\",\n2441: \"/accounting/management/trial_balance\",\n2442: \"/accounting/management/balances\",\n2443: \"/accounting/management/valuation_postings\",\n2444: \"/accounting/bridge\",\n2445: \"/accounting/attribution\",\n2446: \"/accounting/terminal\"\n2447: ]\n2448: },\n2449: \"O9\": {\n2450: \"weight\": 10,\n2451: \"section\": \"legal\",\n2452: \"fields\": [\n2453: \"/legal\"\n2454: ]\n2455: },\n2456: \"O10\": {\n2457: \"weight\": 10,\n2458: \"section\": \"compliance\",\n2459: \"fields\": [\n2460: \"/compliance\"\n2461: ]\n2462: },\n2463: \"O11\": {\n2464: \"weight\": 10,\n2465: \"section\": \"structure\",\n2466: \"fields\": [\n2467: \"/structure\"\n2468: ]\n2469: },\n2470: \"O12\": {\n2471: \"weight\": 10,\n2472: \"section\": \"recommendation\",\n2473: \"fields\": [\n2474: \"/recommendation\"\n2475: ]\n2476: }\n2477: },\n2478: \"x-resource-policy\": \"fixtures/desk-policy.json#/daily_report\",\n2479: \"x-evidence-contract\": \"Financial owners require exact current exhibit_id, locator and DAILY_* claim bindings. Institutional owners require source-entailing conclusion-specific premises and accept supported alternative positions. Reference defects are UNSCORABLE; wording is not graded. Client outcome credit requires an actually workable result, not merely an accurate report.\",\n2480: \"x-fatal-scope\": \"Legal roles/title, phantom cash, ineligible mitigation, fabricated facility capacity, duplicate funding statutory asset, omitted surviving claims and actual overdue obligations are independent qualification predicates, never arithmetic score multipliers.\"\n2481: }\n","tool_call_id":"call_896542318fb4535da021b9f1bb763732","type":"tool_result"}},{"step":7,"generation":0,"created_at":"2026-09-20T09:25:33.461Z","event":{"content":"cancelled via UI","marker":"cancelled","type":"system"}},{"step":7,"generation":0,"created_at":"2026-09-20T09:25:33.462Z","event":{"child_session_id":"snappy-moth","content":"parent main-agent cancelled","type":"child_result","verdict":"cancelled"}},{"step":7,"generation":0,"created_at":"2026-09-20T09:25:33.463Z","event":{"child_session_id":"gentle-sloth","content":"parent main-agent cancelled","type":"child_result","verdict":"cancelled"}},{"step":7,"generation":0,"created_at":"2026-09-20T09:25:33.465Z","event":{"child_session_id":"bright-swallow","content":"parent main-agent cancelled","type":"child_result","verdict":"cancelled"}}]