interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
180 lines (179 loc) • 7.2 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">UVXY54321</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2012-11-15</tradeDate>
</tradeHeader>
<commodityOption>
<primaryAssetClass>Commodity</primaryAssetClass>
<productType>Commodity:Energy:Oil: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">OIL-BRENT-IPE</instrumentId>
<specifiedPrice>Settlement</specifiedPrice>
<deliveryNearby>
<deliveryNearbyMultiplier>1</deliveryNearbyMultiplier>
<deliveryNearbyType>NearbyMonth</deliveryNearbyType>
</deliveryNearby>
</commodity>
<effectiveDate>
<adjustableDate>
<unadjustedDate>2013-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2013-03-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<calculationPeriodsSchedule id="CalculationPeriodsSchedule">
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<balanceOfFirstPeriod>false</balanceOfFirstPeriod>
</calculationPeriodsSchedule>
<pricingDates>
<calculationPeriodsScheduleReference href="CalculationPeriodsSchedule" />
<dayType>CommodityBusiness</dayType>
<dayDistribution>Last</dayDistribution>
<dayCount>5</dayCount>
</pricingDates>
<barrier>
<knock>Out</knock>
<trigger>
<levelPrice>
<price>115.00</price>
<priceCurrency>USD</priceCurrency>
<priceUnit>BBL</priceUnit>
</levelPrice>
<triggerType>Greater</triggerType>
</trigger>
</barrier>
<notionalQuantity>
<quantityUnit>BBL</quantityUnit>
<quantityFrequency>PerCalculationPeriod</quantityFrequency>
<quantity>10000</quantity>
</notionalQuantity>
<totalNotionalQuantity>30000</totalNotionalQuantity>
<exercise>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2013-01-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2013-02-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2013-03-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<exerciseFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</exerciseFrequency>
</europeanExercise>
<automaticExercise>true</automaticExercise>
<settlementCurrency>USD</settlementCurrency>
<relativePaymentDates>
<payRelativeTo>TerminationOrExpirationDate</payRelativeTo>
<calculationPeriodsScheduleReference href="CalculationPeriodsSchedule" />
<paymentDaysOffset>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
</paymentDaysOffset>
</relativePaymentDates>
</exercise>
<floatingStrikePricePerUnit>
<pricingDates>
<calculationPeriodsScheduleReference href="CalculationPeriodsSchedule" />
<dayType>CommodityBusiness</dayType>
<dayDistribution>All</dayDistribution>
</pricingDates>
<averagingMethod>Unweighted</averagingMethod>
<commodity>
<!-- 'instrumentID' is required only in confirmation view-->
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-3-0">OIL-BRENT-IPE</instrumentId>
<specifiedPrice>Settlement</specifiedPrice>
<deliveryNearby>
<deliveryNearbyMultiplier>1</deliveryNearbyMultiplier>
<deliveryNearbyType>NearbyMonth</deliveryNearbyType>
</deliveryNearby>
</commodity>
</floatingStrikePricePerUnit>
<premium>
<payerPartyReference href="PartyB" />
<receiverPartyReference href="PartyA" />
<paymentDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter id="paymentBusinessCenter">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="TradeDate" />
</relativeDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>30000.00</amount>
</paymentAmount>
<premiumPerUnit>
<currency>USD</currency>
<amount>1.00000</amount>
</premiumPerUnit>
</premium>
</commodityOption>
</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>