interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
110 lines (109 loc) • 4.79 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">ACAVS1234567</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2014-04-08</tradeDate>
</tradeHeader>
<commodityPerformanceSwap>
<primaryAssetClass>Commodity</primaryAssetClass>
<productType>Commodity:Energy:Index:Swap:Cash</productType>
<effectiveDate>
<adjustableDate>
<unadjustedDate>2014-04-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<adjustableDate>
<unadjustedDate>2014-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<commodityVarianceLeg>
<payerPartyReference href="PartyA" />
<receiverPartyReference href="PartyB" />
<calculationPeriodsSchedule id="varianceLegCalculationPeriodSchedule">
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<balanceOfFirstPeriod>false</balanceOfFirstPeriod>
</calculationPeriodsSchedule>
<paymentDates>
<adjustableDates>
<unadjustedDate>2014-11-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</paymentDates>
<commodity>
<!-- Note: instrumentId is required only in Confirmation View -->
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-3-0">MOP-CFR BRAZIL-FMB</instrumentId>
<specifiedPrice>Spot</specifiedPrice>
</commodity>
<notionalAmount id="varianceLegNotionalAmount">
<!-- Note that, because this swap does not have a reinvestment feature on the notional -->
<!-- that the 'amount' below is the notional amount for the Term -->
<currency>USD</currency>
<amount>1000000.00</amount>
<reinvestmentFeature>false</reinvestmentFeature>
</notionalAmount>
<varianceStrikePrice>0.09000</varianceStrikePrice>
<varianceCalculation>
<valuationDates>
<calculationPeriodsScheduleReference href="varianceLegCalculationPeriodSchedule" />
<dayType>CommodityBusiness</dayType>
<dayDistribution>All</dayDistribution>
</valuationDates>
<annualizationFactor>252</annualizationFactor>
<nAdjustment>false</nAdjustment>
</varianceCalculation>
</commodityVarianceLeg>
<marketDisruption>
<marketDisruptionEvent>AsSpecifiedInMasterAgreement</marketDisruptionEvent>
<disruptionFallbacks>AsSpecifiedInMasterAgreement</disruptionFallbacks>
</marketDisruption>
</commodityPerformanceSwap>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>2002</masterAgreementVersion>
<masterAgreementDate>2010-03-23</masterAgreementDate>
</masterAgreement>
<contractualDefinitions>ISDA2006</contractualDefinitions>
<contractualDefinitions>ISDA2005Commodity</contractualDefinitions>
</documentation>
</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>