interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/commodity-derivatives/com-ex40-gas-digital-option-storage-volume-trigger.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>
      <tradeDate id="TradeDate">2013-05-10</tradeDate>
    </tradeHeader>
    <commodityDigitalOption>
      <primaryAssetClass>Commodity</primaryAssetClass>
      <productType>Commodity:Energy:NatGas:Option:Cash</productType>
      <buyerPartyReference href="PartyB" />
      <sellerPartyReference href="PartyA" />
      <optionType>Call</optionType>
      <commodity>
<!-- 'instrumentID' is required only in confirmation view-->
        <instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-3-0">NATURAL GAS-EIA-WEEKLY NATURAL GAS STORAGE REPORT</instrumentId>
        <commodityBase>Natural Gas</commodityBase>
        <commodityDetails>Gas Storage</commodityDetails>
        <unit>BCF</unit>
        <currency>USD</currency>
        <publication>
          <rateSource>Energy-Information-Agency</rateSource>
          <rateSourcePage>Weekly Natural Gas Storage Report</rateSourcePage>
          <rateSourcePageHeading>Working Gas in Underground Storage Implied Net Change (Bel) Total Lower 48</rateSourcePageHeading>
        </publication>
        <specifiedPrice>Index</specifiedPrice>
      </commodity>
<!-- PCS: The example confirmation does ot have an explicit Effective Date -->
<!-- PCS: Have set Effective Date equal to Trade Date                      -->
      <effectiveDate>
        <adjustableDate>
          <unadjustedDate>2013-04-10</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </effectiveDate>
      <calculationPeriods id="CalculationPeriods">
        <unadjustedDate>2013-09-29</unadjustedDate>
        <dateAdjustments>
          <businessDayConvention>NONE</businessDayConvention>
        </dateAdjustments>
      </calculationPeriods>
      <pricingDates>
        <calculationPeriodsReference href="CalculationPeriods" />
        <pricingDates>
          <unadjustedDate>2013-09-29</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCentersReference href="paymentBusinessCenters" />
          </dateAdjustments>
        </pricingDates>
      </pricingDates>
      <digital>
        <trigger>
          <levelQuantity>62.00</levelQuantity>
          <levelUnit>BCF</levelUnit>
          <triggerType>Less</triggerType>
        </trigger>
        <featurePaymentAmount>
          <currency>USD</currency>
          <amount>20000.00</amount>
        </featurePaymentAmount>
      </digital>
      <notionalAmount>
        <currency>USD</currency>
        <amount>20000.00</amount>
      </notionalAmount>
      <exercise>
        <europeanExercise id="ExpirationDate">
          <expirationDate>
            <adjustableDate>
              <unadjustedDate>2013-09-29</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NONE</businessDayConvention>
              </dateAdjustments>
            </adjustableDate>
          </expirationDate>
        </europeanExercise>
        <automaticExercise>true</automaticExercise>
        <relativePaymentDates>
          <payRelativeTo>TerminationOrExpirationDate</payRelativeTo>
          <calculationPeriodsScheduleReference href="CalculationPeriods" />
          <paymentDaysOffset>
            <periodMultiplier>5</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
          </paymentDaysOffset>
        </relativePaymentDates>
      </exercise>
      <premium>
        <payerPartyReference href="PartyB" />
        <receiverPartyReference href="PartyA" />
        <paymentDate>
          <relativeDate>
            <periodMultiplier>2</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCenters id="paymentBusinessCenters">
              <businessCenter>USNY</businessCenter>
            </businessCenters>
            <dateRelativeTo href="TradeDate" />
          </relativeDate>
        </paymentDate>
        <paymentAmount>
          <currency>USD</currency>
          <amount>62000.00</amount>
        </paymentAmount>
        <premiumPerUnit>
          <currency>USD</currency>
          <amount>0.00001</amount>
        </premiumPerUnit>
      </premium>
    </commodityDigitalOption>
  </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>