interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
175 lines (174 loc) • 7.36 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.companyA.com/spec/2001/trade-id-1-0">COA1234567</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB" />
<tradeId tradeIdScheme="http://www.companyB.com/spec/2001/trade-id-1-0">COB7654321</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-04-10</tradeDate>
</tradeHeader>
<commodityOption>
<buyerPartyReference href="partyA" />
<sellerPartyReference href="partyB" />
<optionType>Put</optionType>
<commodity>
<instrumentId instrumentIdScheme="http://www.companyA.com/coding-scheme/commodity-reference-price">NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY</instrumentId>
<commodityBase>Natural Gas</commodityBase>
<commodityDetails>Louisiana (Henry Hub)</commodityDetails>
<unit>MMBTU</unit>
<currency>USD</currency>
<publication>
<rateSource>Gas-Daily</rateSource>
<rateSourcePage>Daily price survey ($/MMBtu: Louisiana-Onshore South</rateSourcePage>
<rateSourcePageHeading>Henry Hub</rateSourcePageHeading>
</publication>
<specifiedPrice>Midpoint</specifiedPrice>
</commodity>
<effectiveDate>
<adjustableDate>
<unadjustedDate>2012-09-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2012-09-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<calculationPeriodsSchedule id="calculationPeriodsSchedule">
<!-- Note the Term of this option contract is specified by Effective Date and -->
<!-- and Termination Date. It is not defined by either commencement date or Expiration Date -->
<!-- The confirmation document specifies that the Calculation Period(s) is equal to the Term -->
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<balanceOfFirstPeriod>true</balanceOfFirstPeriod>
</calculationPeriodsSchedule>
<pricingDates>
<calculationPeriodsScheduleReference href="calculationPeriodsSchedule" />
<dayType>CommodityBusiness</dayType>
<dayDistribution>All</dayDistribution>
</pricingDates>
<notionalQuantity>
<quantityUnit>MMBTU</quantityUnit>
<quantityFrequency>PerCalendarDay</quantityFrequency>
<quantity>10000</quantity>
</notionalQuantity>
<totalNotionalQuantity>300000</totalNotionalQuantity>
<exercise>
<europeanExercise id="exerciseDate">
<expirationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="calculationPeriodsSchedule" />
</relativeDate>
</expirationDate>
</europeanExercise>
<automaticExercise>true</automaticExercise>
<settlementCurrency>USD</settlementCurrency>
<paymentDates>
<relativeDate>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="exerciseDate" />
</relativeDate>
</paymentDates>
</exercise>
<floatingStrikePricePerUnit>
<pricingDates id="pricingDates">
<calculationPeriodsScheduleReference href="calculationPeriodsSchedule" />
<dayType>CommodityBusiness</dayType>
<dayDistribution>First</dayDistribution>
</pricingDates>
<commodity>
<instrumentId instrumentIdScheme="http://www.companyA.com/coding-scheme/commodity-reference-price-1-0">NATURAL GAS-S. LOUISIANA (HENRY HUB)-INSIDE FERC</instrumentId>
<commodityBase>Natural Gas</commodityBase>
<commodityDetails>Market Center Spot Gas</commodityDetails>
<unit>MMBTU</unit>
<currency>USD</currency>
<publication>
<rateSource>Gas-Daily</rateSource>
<rateSourcePage>Daily price survey ($/MMBtu): Louisiana-Onshore South</rateSourcePage>
<rateSourcePageHeading>Henry Hub</rateSourcePageHeading>
</publication>
<specifiedPrice>Midpoint</specifiedPrice>
</commodity>
</floatingStrikePricePerUnit>
<premium>
<payerPartyReference href="partyA" />
<receiverPartyReference href="partyB" />
<paymentDate>
<adjustableDate>
<unadjustedDate>2012-04-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>40500.00</amount>
</paymentAmount>
<premiumPerUnit>
<currency>USD</currency>
<amount>0.135</amount>
</premiumPerUnit>
</premium>
<marketDisruption>
<marketDisruptionEvents>AsSpecifiedInMasterAgreement</marketDisruptionEvents>
<disruptionFallbacks>AsSpecifiedInMasterAgreement</disruptionFallbacks>
</marketDisruption>
<rounding>
<roundingDirection>Nearest</roundingDirection>
<precision>4</precision>
</rounding>
</commodityOption>
<calculationAgent>
<calculationAgentPartyReference href="partyB" />
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
</masterAgreement>
<contractualDefinitions>ISDA2005Commodity</contractualDefinitions>
</documentation>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300U2FJ850G1P3962</partyId>
<partyName>Company A Inc.</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300B23HNTO1OHFU87</partyId>
<partyName>Company B Inc.</partyName>
</party>
</dataDocument>