interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
167 lines (166 loc) • 7.15 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">163476</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB" />
<tradeId tradeIdScheme="http://www.companyB.com/spec/2001/trade-id-1-0">163476</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-04-10</tradeDate>
</tradeHeader>
<commodityOption>
<buyerPartyReference href="partyA" />
<sellerPartyReference href="partyB" />
<optionType>Call</optionType>
<commodity>
<instrumentId instrumentIdScheme="http://www.companyA.com/coding-scheme/commodity-reference-price">ELECTRICITY-CAISO-SP 15 GEN HUB-DAY AHEAD</instrumentId>
<specifiedPrice>LocationalMarginal</specifiedPrice>
<!--“Multiplier is used as the rate factor applied to the value of the underlyer as quoted by the price source. If multiplier is not provided, multiplier is assumed to be 1.” -->
<multiplier>11</multiplier>
</commodity>
<effectiveDate>
<adjustableDate>
<unadjustedDate>2012-07-01</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">
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<balanceOfFirstPeriod>true</balanceOfFirstPeriod>
</calculationPeriodsSchedule>
<pricingDates>
<calculationPeriodsScheduleReference href="calculationPeriodsSchedule" />
<settlementPeriods id="settlementPeriods">
<duration>1Hour</duration>
<applicableDay>MON</applicableDay>
<applicableDay>TUE</applicableDay>
<applicableDay>WED</applicableDay>
<applicableDay>THU</applicableDay>
<applicableDay>FRI</applicableDay>
<applicableDay>SAT</applicableDay>
<startTime>
<time>
<hourMinuteTime>07:00:00</hourMinuteTime>
<location>PPT</location>
</time>
</startTime>
<endTime>
<time>
<hourMinuteTime>22:00:00</hourMinuteTime>
<location>PPT</location>
</time>
</endTime>
<excludeHolidays>NERC</excludeHolidays>
</settlementPeriods>
</pricingDates>
<notionalQuantity>
<quantityUnit>MW</quantityUnit>
<quantityFrequency>PerCalendarDay</quantityFrequency>
<quantity>25.00</quantity>
</notionalQuantity>
<totalNotionalQuantity>2300</totalNotionalQuantity>
<exercise>
<europeanExercise id="exerciseDate">
<expirationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="pricingDates" />
</relativeDate>
</expirationDate>
</europeanExercise>
<automaticExercise>true</automaticExercise>
<settlementCurrency>USD</settlementCurrency>
<!-- Note that the contract specifies daily Calculation Periods -->
<!-- but that payments of exercise cashflows are 10 days after -->
<!-- the month end containing the relevenant Calculation Periods -->
<!-- Calculation Periods. This payRelativeTo value, introduced -->
<!-- in FpML 5.4 handles this contract feature -->
<relativePaymentDates>
<payRelativeTo>CalculationPeriodMonthEnd</payRelativeTo>
<calculationPeriodsScheduleReference href="calculationPeriodsSchedule" />
<paymentDaysOffset>
<periodMultiplier>10</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
</paymentDaysOffset>
</relativePaymentDates>
</exercise>
<!-- The strike price is the heat rate multiplier (HR) multiplied by the "gas index" -->
<!-- This type of strike price is specified by setting the 'multiplier' element in -->
<!-- the 'commodity' element to a value equal to the heat rate multiplier -->
<floatingStrikePricePerUnit>
<pricingDates id="pricingDates">
<calculationPeriodsScheduleReference href="calculationPeriodsSchedule" />
<settlementPeriodsReference href="settlementPeriods" />
</pricingDates>
<commodity>
<instrumentId instrumentIdScheme="http://www.companyA.com/coding-scheme/commodity-reference-price-1-0">NATURAL GAS-SOCAL-GAS DAILY</instrumentId>
<specifiedPrice>Midpoint</specifiedPrice>
</commodity>
</floatingStrikePricePerUnit>
<premium>
<payerPartyReference href="partyA" />
<receiverPartyReference href="partyB" />
<paymentDate>
<adjustableDate>
<unadjustedDate>2012-04-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>342000.00</amount>
</paymentAmount>
</premium>
</commodityOption>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementDate>2007-07-05</masterAgreementDate>
</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>