interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/equity-options/eqd-ex17-equityOptionTransactionSupplement-non-deliverable-share.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="party1" />
        <tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">1</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">1</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2006-09-18</tradeDate>
    </tradeHeader>
    <equityOptionTransactionSupplement>
      <buyerPartyReference href="party1" />
      <sellerPartyReference href="party2" />
      <optionType>Call</optionType>
      <underlyer>
        <singleUnderlyer>
          <equity>
            <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC-1-0">3045.TW</instrumentId>
            <description>TAIWAN MOBILE ORD</description>
            <exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">TAI</exchangeId>
            <relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">All Exchanges</relatedExchangeId>
          </equity>
        </singleUnderlyer>
      </underlyer>
      <equityExercise>
        <equityEuropeanExercise>
          <expirationDate>
            <adjustableDate>
              <unadjustedDate>2006-12-14</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NotApplicable</businessDayConvention>
              </dateAdjustments>
            </adjustableDate>
          </expirationDate>
          <equityExpirationTimeType>AsSpecifiedInMasterConfirmation</equityExpirationTimeType>
        </equityEuropeanExercise>
        <automaticExercise>true</automaticExercise>
        <equityValuation id="valuationDate" />
        <settlementDate>
          <relativeDate>
            <periodMultiplier>2</periodMultiplier>
            <period>D</period>
            <dayType>CurrencyBusiness</dayType>
            <businessDayConvention>NotApplicable</businessDayConvention>
            <dateRelativeTo href="valuationDate" />
          </relativeDate>
        </settlementDate>
        <settlementCurrency>USD</settlementCurrency>
        <settlementType>Cash</settlementType>
      </equityExercise>
      <fxFeature>
        <referenceCurrency>TWD</referenceCurrency>
        <crossCurrency>
          <fxSpotRateSource>
            <primaryRateSource>
              <rateSource>Reuters</rateSource>
              <rateSourcePage rateSourcePageScheme="http://www.example.com/rate-source-page-1-0">TAIFX1</rateSourcePage>
            </primaryRateSource>
            <fixingTime>
              <hourMinuteTime>14:15:00</hourMinuteTime>
              <businessCenter>TWTA</businessCenter>
            </fixingTime>
          </fxSpotRateSource>
        </crossCurrency>
      </fxFeature>
      <strike>
        <strikePrice>33.0</strikePrice>
        <currency>TWD</currency>
      </strike>
      <numberOfOptions>1000000.0</numberOfOptions>
      <equityPremium>
        <payerPartyReference href="party1" />
        <receiverPartyReference href="party2" />
        <paymentAmount>
          <currency>USD</currency>
          <amount>1500000</amount>
        </paymentAmount>
        <paymentDate>
          <unadjustedDate>2006-09-20</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </paymentDate>
        <pricePerOption>
          <currency>USD</currency>
          <amount>1.5</amount>
        </pricePerOption>
      </equityPremium>
      <methodOfAdjustment>CalculationAgent</methodOfAdjustment>
      <localJurisdiction>TW</localJurisdiction>
      <optionEntitlement>1.0</optionEntitlement>
    </equityOptionTransactionSupplement>
    <documentation>
      <masterConfirmation>
        <masterConfirmationType>ISDA2005EquityAsiaExcludingJapanInterdealer</masterConfirmationType>
        <masterConfirmationDate>2006-01-20</masterConfirmationDate>
      </masterConfirmation>
    </documentation>
  </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>
</dataDocument>