interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/fx-derivatives/fx-ex33-target.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
  -->
<executionNotification
    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.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
    <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
    <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
    <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="party1" />
        <tradeId tradeIdScheme="http://www.abc.com/trade-id">12345</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2011-09-11</tradeDate>
    </tradeHeader>
    <fxTargetKnockoutForward>
      <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxTarget</productType>
      <quotedCurrencyPair>
        <currency1>EUR</currency1>
        <currency2>USD</currency2>
        <quoteBasis>Currency2PerCurrency1</quoteBasis>
      </quotedCurrencyPair>
      <notionalAmount>
        <initialValue>100000.00</initialValue>
        <currency>EUR</currency>
      </notionalAmount>
      <target>
        <accumulationRegion>
          <lowerBound>
            <condition>AtOrAbove</condition>
            <strikeReference href="str1" />
          </lowerBound>
        </accumulationRegion>
        <knockoutLevel>
          <amount>
            <currency>USD</currency>
            <amount>50000</amount>
          </amount>
          <targetStyle>Exact</targetStyle>
          <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
        </knockoutLevel>
      </target>
      <expirySchedule id="exsch1">
        <adjustedDate>2011-09-28</adjustedDate>
        <adjustedDate>2011-09-29</adjustedDate>
        <adjustedDate>2011-09-30</adjustedDate>
        <adjustedDate>2011-10-03</adjustedDate>
        <adjustedDate>2011-10-04</adjustedDate>
        <adjustedDate>2011-10-05</adjustedDate>
        <adjustedDate>2011-10-06</adjustedDate>
        <adjustedDate>2011-10-07</adjustedDate>
        <adjustedDate>2011-10-11</adjustedDate>
        <adjustedDate>2011-10-12</adjustedDate>
        <adjustedDate>2011-10-13</adjustedDate>
        <adjustedDate>2011-10-14</adjustedDate>
        <adjustedDate>2011-10-17</adjustedDate>
        <adjustedDate>2011-10-18</adjustedDate>
        <adjustedDate>2011-10-19</adjustedDate>
        <adjustedDate>2011-10-20</adjustedDate>
        <adjustedDate>2011-10-21</adjustedDate>
        <adjustedDate>2011-10-24</adjustedDate>
        <adjustedDate>2011-10-25</adjustedDate>
        <adjustedDate>2011-10-26</adjustedDate>
        <adjustedDate>2011-10-27</adjustedDate>
        <adjustedDate>2011-10-28</adjustedDate>
        <adjustedDate>2011-10-31</adjustedDate>
        <adjustedDate>2011-11-01</adjustedDate>
        <adjustedDate>2011-11-02</adjustedDate>
        <adjustedDate>2011-11-03</adjustedDate>
        <adjustedDate>2011-11-04</adjustedDate>
        <adjustedDate>2011-11-07</adjustedDate>
        <adjustedDate>2011-11-08</adjustedDate>
        <adjustedDate>2011-11-09</adjustedDate>
        <adjustedDate>2011-11-10</adjustedDate>
        <adjustedDate>2011-11-14</adjustedDate>
        <adjustedDate>2011-11-15</adjustedDate>
        <adjustedDate>2011-11-16</adjustedDate>
        <adjustedDate>2011-11-17</adjustedDate>
        <adjustedDate>2011-11-18</adjustedDate>
      </expirySchedule>
      <settlementSchedule>
        <adjustedDate>2011-09-30</adjustedDate>
        <adjustedDate>2011-10-03</adjustedDate>
        <adjustedDate>2011-10-04</adjustedDate>
        <adjustedDate>2011-10-05</adjustedDate>
        <adjustedDate>2011-10-06</adjustedDate>
        <adjustedDate>2011-10-07</adjustedDate>
        <adjustedDate>2011-10-11</adjustedDate>
        <adjustedDate>2011-10-12</adjustedDate>
        <adjustedDate>2011-10-13</adjustedDate>
        <adjustedDate>2011-10-14</adjustedDate>
        <adjustedDate>2011-10-17</adjustedDate>
        <adjustedDate>2011-10-18</adjustedDate>
        <adjustedDate>2011-10-19</adjustedDate>
        <adjustedDate>2011-10-20</adjustedDate>
        <adjustedDate>2011-10-21</adjustedDate>
        <adjustedDate>2011-10-24</adjustedDate>
        <adjustedDate>2011-10-25</adjustedDate>
        <adjustedDate>2011-10-26</adjustedDate>
        <adjustedDate>2011-10-27</adjustedDate>
        <adjustedDate>2011-10-28</adjustedDate>
        <adjustedDate>2011-10-31</adjustedDate>
        <adjustedDate>2011-11-01</adjustedDate>
        <adjustedDate>2011-11-02</adjustedDate>
        <adjustedDate>2011-11-04</adjustedDate>
        <adjustedDate>2011-11-07</adjustedDate>
        <adjustedDate>2011-11-08</adjustedDate>
        <adjustedDate>2011-11-09</adjustedDate>
        <adjustedDate>2011-11-10</adjustedDate>
        <adjustedDate>2011-11-14</adjustedDate>
        <adjustedDate>2011-11-15</adjustedDate>
        <adjustedDate>2011-11-16</adjustedDate>
        <adjustedDate>2011-11-17</adjustedDate>
        <adjustedDate>2011-11-18</adjustedDate>
        <adjustedDate>2011-11-21</adjustedDate>
        <adjustedDate>2011-11-22</adjustedDate>
      </settlementSchedule>
      <fixingInformationSource>
        <rateSource>Reuters</rateSource>
        <rateSourcePage>ECB37</rateSourcePage>
        <fixingTime>
          <hourMinuteTime>14:15:00</hourMinuteTime>
          <businessCenter>EUTA</businessCenter>
        </fixingTime>
      </fixingInformationSource>
      <linearPayoffRegion>
        <exchangedCurrency1>
          <payerPartyReference href="party2" />
          <receiverPartyReference href="party1" />
          <currency>EUR</currency>
        </exchangedCurrency1>
        <exchangedCurrency2>
          <payerPartyReference href="party1" />
          <receiverPartyReference href="party2" />
          <currency>USD</currency>
        </exchangedCurrency2>
        <strike id="str1">
          <initialValue>1.4600</initialValue>
        </strike>
        <counterCurrencyAmount>
          <initialValue>146000.00</initialValue>
          <currency>USD</currency>
        </counterCurrencyAmount>
      </linearPayoffRegion>
      <additionalPayment>
        <payerPartyReference href="party2" />
        <receiverPartyReference href="party1" />
        <paymentAmount>
          <currency>EUR</currency>
          <amount>13700.00</amount>
        </paymentAmount>
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2011-09-11</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
      </additionalPayment>
    </fxTargetKnockoutForward>
    <calculationAgent>
      <calculationAgentPartyReference href="party1" />
    </calculationAgent>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC Bank</partyId>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Counterparty</partyId>
  </party>
</executionNotification>