interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
143 lines (142 loc) • 6.13 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.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>2006-08-24</tradeDate>
</tradeHeader>
<commoditySwap>
<effectiveDate>
<adjustableDate>
<unadjustedDate>2009-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2009-12-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<settlementCurrency>USD</settlementCurrency>
<fixedLeg>
<payerPartyReference href="partyA" />
<receiverPartyReference href="partyB" />
<calculationPeriodsScheduleReference href="floatingLegCalculationPeriods" />
<fixedPrice>
<price>9.64</price>
<priceCurrency>USD</priceCurrency>
<priceUnit>MMBTU</priceUnit>
</fixedPrice>
<notionalQuantity>
<quantityUnit>MMBTU</quantityUnit>
<quantityFrequency>PerCalendarDay</quantityFrequency>
<quantity>5000.0</quantity>
</notionalQuantity>
<totalNotionalQuantity>1825000.0</totalNotionalQuantity>
<relativePaymentDates>
<payRelativeTo>CalculationPeriodEndDate</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>
<!-- Attention: Updated the Coding Scheme Location. Should the CFTC coding scheme value be here? -->
<!-- PCS: No. I definitely do not think it should -->
<instrumentId instrumentIdScheme="http://www.partyA.com/instrumentId/commodity-reference-price">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>
<specifiedPrice>Settlement</specifiedPrice>
<deliveryDates>FirstNearby</deliveryDates>
<!-- Attention: Should have a delivery roll date convention -->
<!-- PCS: I disagree. The confirmation does not specify so believe the default is that it rolls the last day of the contract -->
</commodity>
<notionalQuantity>
<quantityUnit>MMBTU</quantityUnit>
<quantityFrequency>PerCalendarDay</quantityFrequency>
<quantity>5000.0</quantity>
</notionalQuantity>
<totalNotionalQuantity>182500.0</totalNotionalQuantity>
<calculation>
<pricingDates>
<calculationPeriodsScheduleReference href="floatingLegCalculationPeriods" />
<dayType>CommodityBusiness</dayType>
<dayDistribution>Last</dayDistribution>
<dayCount>3</dayCount>
<businessCalendar>NYMEX-NATURAL-GAS</businessCalendar>
</pricingDates>
<averagingMethod>Unweighted</averagingMethod>
</calculation>
<relativePaymentDates>
<payRelativeTo>CalculationPeriodEndDate</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>