interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
80 lines (79 loc) • 3.17 kB
text/xml
<!--View is confirmation-->
<!--Version is 5-10-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--
== Copyright (c) 2014-2018 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<executionNotification
xmlns="http://www.fpml.org/FpML-5/confirmation"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
fpmlVersion="5-10"
xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"
>
<header>
<messageId messageIdScheme="http://www.clearinghouse.com/messageId/OTC">112</messageId>
<sentBy messageAddressScheme="http://www.clearinghouse.com/partyId">CLEARING_HOUSE</sentBy>
<sendTo>Party A</sendTo>
<creationTimestamp>2000-08-26T14:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.PartyA.com/schemes/correlation-id">CORR019</correlationId>
<sequenceNumber>2</sequenceNumber>
<optionExercise>
<tradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.PartyA.com/tradeId/OTC">1234</tradeId>
</tradeIdentifier>
<exerciseDate>2008-09-26</exerciseDate>
<exerciseTime>12:00:00Z</exerciseTime>
<exerciseInNotionalAmount>
<currency>JPY</currency>
<amount>10000000000</amount>
</exerciseInNotionalAmount>
<outstandingNotionalAmount>
<currency>JPY</currency>
<amount>0</amount>
</outstandingNotionalAmount>
<physicalSettlement>
<instrumentTradeDetails>
<buyerPartyReference href="party1" />
<sellerPartyReference href="party2" />
<bond>
<instrumentId instrumentIdScheme="CUSIP">ExampleCUSIP1</instrumentId>
<currency>JPY</currency>
<couponRate>0.014</couponRate>
<maturity>2011-03-20</maturity>
</bond>
<!-- it was a call option on JPY 10000000000
so the transaction is to buy that much of the bond -->
<quantity>
<nominal>
<!-- Lyteck 3/15/2011: renamed from notional to nominal per BPWG 3/04/2011 -->
<currency>JPY</currency>
<amount>10000000000</amount>
</nominal>
</quantity>
<!-- the price of the trade is the strike of the option -->
<pricing>
<quote>
<value>99.7</value>
<measureType>CleanGrossCurrentMarketPrice</measureType>
</quote>
<quote>
<value>101.25</value>
<measureType>DirtyGrossCurrentMarketPrice</measureType>
</quote>
</pricing>
</instrumentTradeDetails>
</physicalSettlement>
</optionExercise>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
</party>
</executionNotification>