interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
185 lines (184 loc) • 7.32 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="perFpMLReqmt">123476-002700000005656</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/02/24/123476</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1" />
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1" />
<sellerPartyReference href="Party2" />
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency>USD</currency>
<amount>2345</amount>
</notional>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<periodicDates>
<calculationStartDate>
<adjustableDate>
<unadjustedDate>2001-11-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</calculationStartDate>
<calculationEndDate>
<adjustableDate>
<unadjustedDate>2002-11-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>NYSE</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
<numberOfValuationDates>12</numberOfValuationDates>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation" />
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<feature>
<barrier>
<barrierCap>
<trigger>
<level>30</level>
</trigger>
</barrierCap>
</barrier>
</feature>
<strike>
<strikePrice>1088</strikePrice>
</strike>
<numberOfOptions>5250</numberOfOptions>
<equityPremium>
<payerPartyReference href="Party1" />
<receiverPartyReference href="Party2" />
<paymentDate>
<unadjustedDate>2002-11-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency>USD</currency>
<amount>23</amount>
</pricePerOption>
<percentageOfNotional>1.5</percentageOfNotional>
</equityPremium>
</equityOptionTransactionSupplement>
<collateral>
<independentAmount>
<payerPartyReference href="Party2" />
<receiverPartyReference href="Party1" />
<paymentDetail>
<paymentRule xsi:type="PercentageRule">
<paymentPercent>.02</paymentPercent>
<notionalAmountReference href="Valuation" />
</paymentRule>
</paymentDetail>
</independentAmount>
</collateral>
<documentation>
<masterConfirmation>
<masterConfirmationType>ISDA2004EquityAmericasInterdealer</masterConfirmationType>
<masterConfirmationDate>2002-06-20</masterConfirmationDate>
</masterConfirmation>
</documentation>
</trade>
<party id="Party1">
<partyId partyIdScheme="DTCC">DTCC00006441</partyId>
</party>
<party id="Party2">
<partyId partyIdScheme="DTCC">DTCC00006440</partyId>
</party>
</requestConfirmation>