interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
203 lines (202 loc) • 7.93 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
-->
<requestConfirmation
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"
>
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342342</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>ABC</sendTo>
<creationTimestamp>2007-01-05T15:38:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CORR/2007/01/02/2342322</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1" />
<tradeId tradeIdScheme="http://www.PartyA.com/coding-scheme/trade-id">Trade234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TRADEDATE">2006-01-16</tradeDate>
</tradeHeader>
<creditDefaultSwapOption>
<buyerPartyReference href="Party2" />
<sellerPartyReference href="Party1" />
<optionType>Receiver</optionType>
<premium>
<payerPartyReference href="Party2" />
<receiverPartyReference href="Party1" />
<paymentAmount>
<currency>EUR</currency>
<amount>600000</amount>
</paymentAmount>
<paymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="TRADEDATE" />
</relativeDate>
</paymentDate>
<premiumType>Fixed</premiumType>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-12-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter>GBLO</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>16:00:00</hourMinuteTime>
<businessCenter>GBLO</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<fallbackExercise>false</fallbackExercise>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<notionalReference href="NOTIONAL" />
<settlementType>Physical</settlementType>
<strike>
<spread>0.004</spread>
</strike>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2006-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2011-06-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="Party1" />
<sellerPartyReference href="Party2" />
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<indexReferenceInformation>
<indexName>Dow Jones iTraxx Europe Consumers Series 2 Version 1</indexName>
<indexSeries>2</indexSeries>
<indexAnnexVersion>1</indexAnnexVersion>
<indexAnnexDate>2006-11-01</indexAnnexDate>
<indexAnnexSource>Publisher</indexAnnexSource>
<excludedReferenceEntity>
<entityName>TESCO PLC</entityName>
</excludedReferenceEntity>
</indexReferenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2007-03-20</firstPaymentDate>
<lastRegularPaymentDate>2011-03-20</lastRegularPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency>EUR</currency>
<amount>250000000</amount>
</calculationAmount>
<fixedRate>0.004</fixedRate>
<dayCountFraction>ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount id="NOTIONAL">
<currency>EUR</currency>
<amount>250000000</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency>USD</currency>
<amount>1000000</amount>
</paymentRequirement>
</failureToPay>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="Party1" />
<sellerPartyReference href="Party2" />
</notifyingParty>
<publiclyAvailableInformation>
<publicSource>Standard</publicSource>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency>USD</settlementCurrency>
<physicalSettlementPeriod>
<maximumBusinessDays>30</maximumBusinessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
</creditDefaultSwapOption>
<calculationAgent>
<calculationAgentPartyReference href="Party1" />
</calculationAgent>
</trade>
<party id="Party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="Party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
</party>
</requestConfirmation>