interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/commodity-derivatives/com-ex16-physical-power-us-eei-floating-price.xml

A Global Schema Registry for Data Interchange formats

<?xml version="1.0" encoding="utf-8" ?>
<!--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
-->
<dataDocument
    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"
>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="partyA" />
        <tradeId tradeIdScheme="http://www.PartyA.com/com-trade-id">1234</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="partyB" />
        <tradeId tradeIdScheme="http://www.PartyB.com/com-trade-id">2345</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2009-01-28</tradeDate>
    </tradeHeader>
    <commoditySwap>
      <effectiveDate>
        <adjustableDate>
          <unadjustedDate>2009-08-01</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </effectiveDate>
      <terminationDate>
        <adjustableDate>
          <unadjustedDate>2009-08-31</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </terminationDate>
      <settlementCurrency>USD</settlementCurrency>
      <electricityPhysicalLeg>
        <payerPartyReference href="partyA" />
        <receiverPartyReference href="partyB" />
        <deliveryPeriods>
          <periodsSchedule>
            <periodMultiplier>1</periodMultiplier>
            <period>T</period>
            <balanceOfFirstPeriod>false</balanceOfFirstPeriod>
          </periodsSchedule>
        </deliveryPeriods>
        <settlementPeriods id="settlementPeriods">
          <duration>1Hour</duration>
          <applicableDay>MON</applicableDay>
          <applicableDay>TUE</applicableDay>
          <applicableDay>WED</applicableDay>
          <applicableDay>THU</applicableDay>
          <applicableDay>FRI</applicableDay>
          <startTime>
            <time>
              <hourMinuteTime>07:00:00</hourMinuteTime>
              <location>America/Chicago</location>
            </time>
          </startTime>
          <endTime>
            <time>
              <hourMinuteTime>22:00:00</hourMinuteTime>
              <location>America/Chicago</location>
            </time>
          </endTime>
          <excludeHolidays>NERC</excludeHolidays>
        </settlementPeriods>
<!-- loadType below is optional in Confirmation View      -->
<!-- That is the load profile (loadType) is 'Peak' is     -->
<!-- apparent from the settlementPeriods element in       -->
<!-- in electricityLeg: specifically the startTime and    -->
<!-- endTime and the applicableDays. Care must be taken   -->
<!-- as there is no validation that loadType is consistent-->
<!-- with the load profile described in settlementPeriods -->
        <loadType>Peak</loadType>
        <electricity>
          <type>Electricity</type>
        </electricity>
        <deliveryConditions>
          <deliveryPoint deliveryPointScheme="http://www.PartyA.com/delivery-point-scheme-power-1-0">ErcotNorthCongestionZone</deliveryPoint>
          <deliveryType>
            <firm>
              <forceMajeure>true</forceMajeure>
            </firm>
          </deliveryType>
        </deliveryConditions>
        <deliveryQuantity id="deliveryQuantity">
          <physicalQuantity>
            <quantityUnit>MWh</quantityUnit>
            <quantityFrequency>PerSettlementPeriod</quantityFrequency>
            <quantity>200.0</quantity>
            <settlementPeriodsReference href="settlementPeriods" />
          </physicalQuantity>
        </deliveryQuantity>
      </electricityPhysicalLeg>
      <floatingLeg>
        <payerPartyReference href="partyB" />
        <receiverPartyReference href="partyA" />
        <calculationPeriodsSchedule id="floatingLegCalculationPeriods">
          <periodMultiplier>1</periodMultiplier>
          <period>M</period>
          <balanceOfFirstPeriod>false</balanceOfFirstPeriod>
        </calculationPeriodsSchedule>
        <commodity>
          <instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-1-0">ELECTRICITY-ERCOT-NORTH PEAK-ICE/10X DAILY-POWER</instrumentId>
          <specifiedPrice>MeanOfHighAndLow</specifiedPrice>
        </commodity>
        <quantityReference href="deliveryQuantity" />
        <calculation>
          <pricingDates>
            <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods" />
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>All</dayDistribution>
            <businessCalendar>ICE/10X-DAILY</businessCalendar>
          </pricingDates>
          <spread>
            <currency>USD</currency>
            <amount>3.0</amount>
          </spread>
        </calculation>
        <masterAgreementPaymentDates>true</masterAgreementPaymentDates>
      </floatingLeg>
    </commoditySwap>
  </trade>
  <party id="partyA">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300KFSLY4U7N3LL12</partyId>
    <partyName>Bank</partyName>
  </party>
  <party id="partyB">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300AJRHKBLY9GM262</partyId>
    <partyName>Energy Co.</partyName>
  </party>
</dataDocument>