interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
194 lines (193 loc) • 7.9 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
-->
<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.swapswire.com/spec/2001/trade-id-1-0">268151</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB" />
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">268151</tradeId>
</partyTradeIdentifier>
<tradeDate>2008-11-12</tradeDate>
</tradeHeader>
<commoditySwaption>
<buyerPartyReference href="partyA" />
<sellerPartyReference href="partyB" />
<optionType>Call</optionType>
<commoditySwap>
<effectiveDate id="forwardEffectiveDate">
<adjustableDate>
<unadjustedDate>2010-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="forwardTerminationDate">
<adjustableDate>
<unadjustedDate>2010-12-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<settlementCurrency>EUR</settlementCurrency>
<fixedLeg id="fixedLeg">
<payerPartyReference href="partyB" />
<receiverPartyReference href="partyA" />
<calculationPeriodsSchedule id="fixedLegCalculationPeriods">
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<balanceOfFirstPeriod>false</balanceOfFirstPeriod>
</calculationPeriodsSchedule>
<settlementPeriodsPrice>
<price>30.7</price>
<priceCurrency>EUR</priceCurrency>
<priceUnit>MW</priceUnit>
<settlementPeriodsReference href="settlementPeriods1" />
</settlementPeriodsPrice>
<totalPrice>
<currency>EUR</currency>
<amount>34961160.0</amount>
</totalPrice>
<quantityReference href="deliveryQuantity" />
<masterAgreementPaymentDates>true</masterAgreementPaymentDates>
</fixedLeg>
<electricityPhysicalLeg id="electricityLeg">
<payerPartyReference href="partyA" />
<receiverPartyReference href="partyB" />
<deliveryPeriods id="deliveryPeriods">
<calculationPeriodsScheduleReference href="fixedLegCalculationPeriods" />
</deliveryPeriods>
<settlementPeriods id="settlementPeriods1">
<duration>1Hour</duration>
<applicableDay>MON</applicableDay>
<applicableDay>TUE</applicableDay>
<applicableDay>WED</applicableDay>
<applicableDay>THU</applicableDay>
<applicableDay>FRI</applicableDay>
<applicableDay>SAT</applicableDay>
<applicableDay>SUN</applicableDay>
<startTime>
<time>
<hourMinuteTime>00:00:00</hourMinuteTime>
<location>Europe/Berlin</location>
</time>
</startTime>
<endTime>
<time>
<hourMinuteTime>00:00:00</hourMinuteTime>
<location>Europe/Berlin</location>
</time>
</endTime>
</settlementPeriods>
<electricity>
<type>Electricity</type>
<voltage>230</voltage>
</electricity>
<deliveryConditions>
<deliveryPoint>Germany</deliveryPoint>
</deliveryConditions>
<deliveryQuantity id="deliveryQuantity">
<physicalQuantity>
<quantityUnit>MW</quantityUnit>
<quantityFrequency>PerSettlementPeriod</quantityFrequency>
<quantity>130</quantity>
<settlementPeriodsReference href="settlementPeriods1" />
</physicalQuantity>
<totalPhysicalQuantity>
<quantityUnit>MW</quantityUnit>
<quantity>1138800</quantity>
</totalPhysicalQuantity>
</deliveryQuantity>
</electricityPhysicalLeg>
</commoditySwap>
<physicalExercise>
<europeanExercise>
<expirationDates>
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<dateRelativeTo href="forwardEffectiveDate" />
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<dateRelativeTo href="forwardTerminationDate" />
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters id="bc1">
<businessCenter>USNY</businessCenter>
<businessCenter>GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</expirationDates>
<expirationTime>
<hourMinuteTime>09:30:00</hourMinuteTime>
<location>Europe/Berlin</location>
</expirationTime>
</europeanExercise>
<automaticExercise>false</automaticExercise>
<writtenConfirmation>false</writtenConfirmation>
</physicalExercise>
<premium>
<payerPartyReference href="partyA" />
<receiverPartyReference href="partyB" />
<paymentDate>
<adjustableDate>
<unadjustedDate>2008-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="bc1" />
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency>EUR</currency>
<amount>280800.0</amount>
</paymentAmount>
<premiumPerUnit>
<currency>EUR</currency>
<amount>3.0</amount>
</premiumPerUnit>
</premium>
</commoditySwaption>
</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>