interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/commodity-derivatives/com-ex2-gas-swap-prices-first-day.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>2006-06-26</tradeDate>
    </tradeHeader>
    <commoditySwap>
      <effectiveDate>
        <adjustableDate>
          <unadjustedDate>2006-09-01</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </effectiveDate>
      <terminationDate>
        <adjustableDate>
          <unadjustedDate>2006-09-30</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </terminationDate>
      <settlementCurrency>USD</settlementCurrency>
      <fixedLeg>
        <payerPartyReference href="partyA" />
        <receiverPartyReference href="partyB" />
        <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods" />
        <fixedPrice>
          <price>5.55</price>
          <priceCurrency>USD</priceCurrency>
          <priceUnit>MMBTU</priceUnit>
        </fixedPrice>
        <notionalQuantity>
          <quantityUnit>MMBTU</quantityUnit>
          <quantityFrequency>PerCalculationPeriod</quantityFrequency>
          <quantity>5000.0</quantity>
        </notionalQuantity>
        <totalNotionalQuantity>5000.0</totalNotionalQuantity>
        <relativePaymentDates>
          <payRelativeTo>CalculationPeriodStartDate</payRelativeTo>
          <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods" />
          <paymentDaysOffset>
            <periodMultiplier>5</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
          </paymentDaysOffset>
          <businessCenters>
            <businessCenter>USNY</businessCenter>
          </businessCenters>
        </relativePaymentDates>
      </fixedLeg>
      <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">NATURAL GAS-AECO C/NIT (US$/MMBTU)-CANADIAN GAS REPORTER</instrumentId>
          <specifiedPrice>MeanOfHighAndLow</specifiedPrice>
        </commodity>
        <notionalQuantity>
          <quantityUnit>MMBTU</quantityUnit>
          <quantityFrequency>PerCalculationPeriod</quantityFrequency>
          <quantity>5000.0</quantity>
        </notionalQuantity>
        <totalNotionalQuantity>5000.0</totalNotionalQuantity>
        <calculation>
          <pricingDates>
            <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods" />
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>First</dayDistribution>
          </pricingDates>
        </calculation>
        <relativePaymentDates>
          <payRelativeTo>CalculationPeriodStartDate</payRelativeTo>
          <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods" />
          <paymentDaysOffset>
            <periodMultiplier>5</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
          </paymentDaysOffset>
          <businessCenters>
            <businessCenter>USNY</businessCenter>
          </businessCenters>
        </relativePaymentDates>
      </floatingLeg>
      <marketDisruption>
        <marketDisruptionEvents>AsSpecifiedInMasterAgreement</marketDisruptionEvents>
        <disruptionFallbacks>AsSpecifiedInMasterAgreement</disruptionFallbacks>
      </marketDisruption>
    </commoditySwap>
    <documentation>
      <masterAgreement>
        <masterAgreementType>ISDA</masterAgreementType>
      </masterAgreement>
      <contractualDefinitions>ISDA2005Commodity</contractualDefinitions>
    </documentation>
  </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>