interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/commodity-derivatives/com-ex46-simple-financial-put-option.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">GHJK0987</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2012-04-10</tradeDate>
    </tradeHeader>
    <commodityOption>
      <buyerPartyReference href="partyB" />
      <sellerPartyReference href="partyA" />
      <optionType>Put</optionType>
      <commodity>
        <instrumentId instrumentIdScheme="http://www.partyA.com/instrumentId/commodity-reference-price">NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY</instrumentId>
        <specifiedPrice>Midpoint</specifiedPrice>
      </commodity>
      <effectiveDate>
        <adjustableDate>
          <unadjustedDate>2012-09-01</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </effectiveDate>
      <terminationDate>
        <adjustableDate>
          <unadjustedDate>2012-09-30</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </adjustableDate>
      </terminationDate>
      <calculationPeriodsSchedule id="CalculationPeriods">
        <periodMultiplier>1</periodMultiplier>
        <period>M</period>
        <balanceOfFirstPeriod>false</balanceOfFirstPeriod>
      </calculationPeriodsSchedule>
      <pricingDates id="PricingDate">
        <calculationPeriodsReference href="CalculationPeriods" />
        <dayType>CommodityBusiness</dayType>
        <dayDistribution>Last</dayDistribution>
        <businessCalendar>GAS-DAILY-PRICE-GUIDE</businessCalendar>
      </pricingDates>
      <notionalQuantity>
        <quantityUnit>MMBTU</quantityUnit>
        <quantityFrequency>PerCalendarDay</quantityFrequency>
        <quantity>10000</quantity>
      </notionalQuantity>
      <totalNotionalQuantity>300000</totalNotionalQuantity>
      <exercise>
<!-- Note that the example confirmation does not specify exercise style direction.  Rather, the   -->
<!-- confirmation specifies a specific Exercise Date which makes it a European option transaction -->
        <europeanExercise>
          <expirationDate>
            <relativeDate>
              <periodMultiplier>0</periodMultiplier>
              <period>D</period>
              <businessDayConvention>NotApplicable</businessDayConvention>
              <dateRelativeTo href="PricingDate" />
            </relativeDate>
          </expirationDate>
        </europeanExercise>
        <automaticExercise>true</automaticExercise>
        <settlementCurrency>USD</settlementCurrency>
        <relativePaymentDates>
          <payRelativeTo>LastPricingDate</payRelativeTo>
          <calculationPeriodsReference href="CalculationPeriods" />
          <paymentDaysOffset>
            <periodMultiplier>5</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
          </paymentDaysOffset>
        </relativePaymentDates>
      </exercise>
      <strikePricePerUnit>
        <currency>USD</currency>
        <amount>1.9500</amount>
      </strikePricePerUnit>
      <premium>
        <payerPartyReference href="partyB" />
        <receiverPartyReference href="partyA" />
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2012-04-12</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
        <paymentAmount>
          <currency>USD</currency>
          <amount>40500.00</amount>
        </paymentAmount>
        <premiumPerUnit>
          <currency>USD</currency>
          <amount>0.135</amount>
        </premiumPerUnit>
      </premium>
    </commodityOption>
    <calculationAgent>
      <calculationAgentPartyReference href="partyA" />
    </calculationAgent>
    <documentation>
      <masterAgreement>
        <masterAgreementType>ISDA</masterAgreementType>
        <masterAgreementDate>2010-11-10</masterAgreementDate>
      </masterAgreement>
      <contractualDefinitions>ISDA2000</contractualDefinitions>
      <contractualDefinitions>ISDA2005Commodity</contractualDefinitions>
    </documentation>
  </trade>
  <party id="partyA">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5299000NIGT14YW8ZD26</partyId>
    <partyName>Bank A</partyName>
  </party>
  <party id="partyB">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500QCC36R89FI3U25</partyId>
    <partyName>Energy Co.</partyName>
  </party>
</dataDocument>