interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
201 lines (200 loc) • 8.42 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/documents/license
-->
<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.msdw.com/messageId/OTC">EquityShareOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2006-08-13T08:57:00-00:00</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2000/08/13/456a789b</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="jb2890" />
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2006-08-14</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="PartyB" />
<sellerPartyReference href="jb2890" />
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity id="ud892">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2006-08-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2008-08-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter>GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency>EUR</settlementCurrency>
<settlementPriceSource>OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2008-06-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="jb2890" />
</equityExercise>
<feature>
<dividendAdjustment>
<dividendPeriod>
<unadjustedStartDate>2006-08-14</unadjustedStartDate>
<unadjustedEndDate>2007-08-14</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<underlyerReference href="ud892" />
<dividend>
<currency>EUR</currency>
<amount>1.80</amount>
</dividend>
<multiplier>0.91</multiplier>
</dividendPeriod>
<dividendPeriod>
<unadjustedStartDate>2007-08-15</unadjustedStartDate>
<unadjustedEndDate>2008-08-14</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<underlyerReference href="ud892" />
<dividend>
<currency>EUR</currency>
<amount>1.90</amount>
</dividend>
<multiplier>0.91</multiplier>
</dividendPeriod>
</dividendAdjustment>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="jb2890" />
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="PartyB" />
<receiverPartyReference href="jb2890" />
<paymentAmount>
<currency>EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2006-08-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency>EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="jb2890" />
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions>ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw>GBEN</governingLaw>
</trade>
<party id="jb2890">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="PartyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
</party>
</requestConfirmation>