interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/commodity-derivatives/com-ex39-basket-option-confirmation.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">ABCD1234</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="PartyB" />
        <tradeId tradeIdScheme="http://www.PartyB.com/com-trade-id">EFGH2345</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2013-04-01</tradeDate>
    </tradeHeader>
    <commodityBasketOption>
      <primaryAssetClass>Commodity</primaryAssetClass>
      <productType>Commodity:Energy:Oil:Option:Cash</productType>
      <buyerPartyReference href="PartyA" />
      <sellerPartyReference href="PartyB" />
      <optionType>Call</optionType>
      <effectiveDate>
        <adjustableDate>
          <unadjustedDate>2013-10-01</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </effectiveDate>
      <terminationDate>
        <adjustableDate>
          <unadjustedDate>2014-03-31</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </terminationDate>
      <calculationPeriodsSchedule id="CalculationPeriodsSchedule">
        <periodMultiplier>1</periodMultiplier>
        <period>M</period>
        <balanceOfFirstPeriod>false</balanceOfFirstPeriod>
      </calculationPeriodsSchedule>
      <notionalQuantityBasket id="Basket">
        <underlying id="Component1">
          <direction>Receiver</direction>
          <commodity>
            <instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-3-0">GAS OIL-0.2 PERCENT-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN</instrumentId>
            <specifiedPrice>MeanOfHighAndLow</specifiedPrice>
          </commodity>
          <pricingDates>
            <calculationPeriodsScheduleReference href="CalculationPeriodsSchedule" />
            <lag>
              <lagDuration>
                <periodMultiplier>9</periodMultiplier>
                <period>M</period>
              </lagDuration>
            </lag>
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>All</dayDistribution>
            <businessCalendar>PLATTS-OILGRAM</businessCalendar>
          </pricingDates>
          <averagingMethod>Unweighted</averagingMethod>
          <fx>
            <primaryRateSource>
              <rateSource>EuroCentralBank</rateSource>
            </primaryRateSource>
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>All</dayDistribution>
            <calculationPeriodsReference href="CalculationPeriodsSchedule" />
          </fx>
          <notionalQuantity>
            <quantityUnit>MB</quantityUnit>
            <quantityFrequency>PerCalculationPeriod</quantityFrequency>
            <quantity>28.27384309</quantity>
          </notionalQuantity>
          <totalNotionalQuantity>15174.113285</totalNotionalQuantity>
        </underlying>
        <underlying id="Component2">
          <direction>Receiver</direction>
          <commodity>
<!-- Note:  The value of 'instrumentId below is not in the most recent CRP draft (July 2012)-->
            <instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-3-0">FUEL OIL-1 PERCENT-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN</instrumentId>
            <specifiedPrice>MeanOfHighAndLow</specifiedPrice>
          </commodity>
          <pricingDates>
            <calculationPeriodsScheduleReference href="CalculationPeriodsSchedule" />
            <lag>
              <lagDuration>
                <periodMultiplier>9</periodMultiplier>
                <period>M</period>
              </lagDuration>
            </lag>
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>All</dayDistribution>
            <businessCalendar>PLATTS-OILGRAM</businessCalendar>
          </pricingDates>
          <averagingMethod>Unweighted</averagingMethod>
          <fx>
            <primaryRateSource>
              <rateSource>EuroCentralBank</rateSource>
            </primaryRateSource>
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>All</dayDistribution>
            <calculationPeriodsReference href="CalculationPeriodsSchedule" />
          </fx>
          <notionalQuantity>
            <quantityUnit>MB</quantityUnit>
            <quantityFrequency>PerCalendarDay</quantityFrequency>
            <quantity>49.2765012</quantity>
          </notionalQuantity>
          <totalNotionalQuantity>9017.59972</totalNotionalQuantity>
        </underlying>
        <underlying id="Component3">
          <direction>Receiver</direction>
          <commodity>
            <instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-3-0">OIL-BRENT/BFOE (DTD)-PLATTS MARKETWIRE</instrumentId>
            <specifiedPrice>MeanOfHighAndLow</specifiedPrice>
          </commodity>
          <pricingDates>
            <calculationPeriodsScheduleReference href="CalculationPeriodsSchedule" />
            <lag>
              <lagDuration>
                <periodMultiplier>9</periodMultiplier>
                <period>M</period>
              </lagDuration>
            </lag>
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>All</dayDistribution>
            <businessCalendar>PLATTS-OILGRAM</businessCalendar>
          </pricingDates>
          <averagingMethod>Unweighted</averagingMethod>
          <fx>
            <primaryRateSource>
              <rateSource>EuroCentralBank</rateSource>
            </primaryRateSource>
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>All</dayDistribution>
            <calculationPeriodsReference href="CalculationPeriodsSchedule" />
          </fx>
          <notionalQuantity>
            <quantityUnit>MB</quantityUnit>
            <quantityFrequency>PerCalculationPeriod</quantityFrequency>
            <quantity>10.76458229</quantity>
          </notionalQuantity>
          <totalNotionalQuantity>1969.918559</totalNotionalQuantity>
        </underlying>
      </notionalQuantityBasket>
      <strikePriceBasketReference href="Basket" />
      <strikePricePerUnit>
        <currency>EUR</currency>
        <amount>0.3693</amount>
      </strikePricePerUnit>
      <exercise>
        <europeanExercise>
          <expirationDate>
            <relativeDate>
              <periodMultiplier>0</periodMultiplier>
              <period>D</period>
              <businessDayConvention>NONE</businessDayConvention>
              <dateRelativeTo href="CalculationPeriodsSchedule" />
            </relativeDate>
          </expirationDate>
        </europeanExercise>
        <automaticExercise>true</automaticExercise>
        <writtenConfirmation>false</writtenConfirmation>
        <settlementCurrency>EUR</settlementCurrency>
        <relativePaymentDates>
          <payRelativeTo>TerminationOrExpirationDate</payRelativeTo>
          <calculationPeriodsScheduleReference href="CalculationPeriodsSchedule" />
          <paymentDaysOffset>
            <periodMultiplier>3</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
          </paymentDaysOffset>
        </relativePaymentDates>
      </exercise>
      <premium>
        <payerPartyReference href="PartyA" />
        <receiverPartyReference href="PartyB" />
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2013-01-03</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
        <paymentAmount>
          <currency>USD</currency>
          <amount>1000000.00</amount>
        </paymentAmount>
        <premiumPerUnit>
          <currency>USD</currency>
          <amount>0.03171</amount>
        </premiumPerUnit>
      </premium>
    </commodityBasketOption>
  </trade>
  <party id="PartyA">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">95980020140005196564</partyId>
    <country>US</country>
    <organizationType>SwapDealer</organizationType>
  </party>
  <party id="PartyB">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300XQFX97CITUR430</partyId>
    <organizationType>Non-SD_Non-MSP</organizationType>
  </party>
</dataDocument>