1 files changed, 8 insertions, 0 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index 81ddf650..51451f9d 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -952,6 +952,14 @@ def build_termination(
     ]
     if deal_type == "CreditDefaultSwapDeal":
         headers += ["TradeDate", "EffectiveDate", "FirstCouponDate"]
+        with conn.cursor() as c:
+            c.execute(
+                "SELECT (detach-attach)/(orig_detach-orig_attach) "
+                "FROM cds WHERE dealid=%s",
+                (dealid,),
+            )
+            (tranche_factor,) = c.fetchone()
+            termination_amount *= tranche_factor
     else:
         headers += ["Reserved"] * 3
     headers += ["FeePaymentDate", "SpecialInstructions"]