interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
203 lines (202 loc) • 9.33 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
-->
<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="ptyA" />
<tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-02-27</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1>USD</currency1>
<currency2>CNY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>1000000</initialValue>
<currency>USD</currency>
</notionalAmount>
<target id="t1">
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>5.9800</initialValue>
</level>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency>CNY</currency>
<amount>800000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="BC" />
</dateAdjustments>
<adjustedDate>2014-02-28</adjustedDate>
<adjustedDate>2014-03-31</adjustedDate>
<adjustedDate>2014-04-30</adjustedDate>
<adjustedDate>2014-05-30</adjustedDate>
<adjustedDate>2014-06-30</adjustedDate>
<adjustedDate>2014-07-31</adjustedDate>
<adjustedDate>2014-08-29</adjustedDate>
<adjustedDate>2014-09-30</adjustedDate>
<adjustedDate>2014-10-31</adjustedDate>
<adjustedDate>2014-11-28</adjustedDate>
<adjustedDate>2014-12-31</adjustedDate>
<adjustedDate>2015-01-30</adjustedDate>
<adjustedDate>2015-02-27</adjustedDate>
<adjustedDate>2015-03-31</adjustedDate>
<adjustedDate>2015-04-30</adjustedDate>
<adjustedDate>2015-05-29</adjustedDate>
<adjustedDate>2015-06-30</adjustedDate>
<adjustedDate>2015-07-31</adjustedDate>
<adjustedDate>2015-08-31</adjustedDate>
<adjustedDate>2015-09-30</adjustedDate>
<adjustedDate>2015-10-30</adjustedDate>
<adjustedDate>2015-11-30</adjustedDate>
<adjustedDate>2015-12-31</adjustedDate>
<adjustedDate>2016-01-29</adjustedDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="BC">
<businessCenter>CNBE</businessCenter>
<businessCenter>HKHK</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-03-04</adjustedDate>
<adjustedDate>2014-04-02</adjustedDate>
<adjustedDate>2014-05-07</adjustedDate>
<adjustedDate>2014-06-04</adjustedDate>
<adjustedDate>2014-07-03</adjustedDate>
<adjustedDate>2014-08-04</adjustedDate>
<adjustedDate>2014-09-02</adjustedDate>
<adjustedDate>2014-10-09</adjustedDate>
<adjustedDate>2014-11-04</adjustedDate>
<adjustedDate>2014-12-02</adjustedDate>
<adjustedDate>2015-01-05</adjustedDate>
<adjustedDate>2015-02-03</adjustedDate>
<adjustedDate>2015-03-03</adjustedDate>
<adjustedDate>2015-04-02</adjustedDate>
<adjustedDate>2015-05-05</adjustedDate>
<adjustedDate>2015-06-02</adjustedDate>
<adjustedDate>2015-07-03</adjustedDate>
<adjustedDate>2015-08-04</adjustedDate>
<adjustedDate>2015-09-02</adjustedDate>
<adjustedDate>2015-10-09</adjustedDate>
<adjustedDate>2015-11-03</adjustedDate>
<adjustedDate>2015-12-02</adjustedDate>
<adjustedDate>2016-01-05</adjustedDate>
<adjustedDate>2016-02-02</adjustedDate>
<finalSettlementDate>2016-02-02</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource>Bloomberg</rateSource>
<rateSourcePage>BFIX</rateSourcePage>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter>JPTO</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB" />
<receiverPartyReference href="ptyA" />
<currency>USD</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA" />
<receiverPartyReference href="ptyB" />
<currency>EUR</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>6.1400</initialValue>
</strike>
<leverage>
<condition>Above</condition>
<level>
<initialValue>6.24</initialValue>
</level>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1" />
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<barrierReference href="peb1" />
</upperBound>
<!-- optional physical settlement-->
</constantPayoffRegion>
<barrier>
<barrierType>Knockout</barrierType>
<style>European</style>
<scope>Global</scope>
<condition>AtOrBelow</condition>
<triggerRate>
<initialValue>5.98</initialValue>
</triggerRate>
<rebate>
<outstandingGain>
<targetReference href="t1" />
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</outstandingGain>
</rebate>
</barrier>
<barrier id="peb1">
<barrierType>Knockin</barrierType>
<style>European</style>
<scope>PerExpiry</scope>
<condition>Above</condition>
<triggerRate>
<initialValue>6.24</initialValue>
</triggerRate>
</barrier>
</fxTargetKnockoutForward>
<calculationAgent>
<calculationAgentPartyReference href="ptyA" />
</calculationAgent>
</trade>
<party id="ptyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="ptyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
</party>
</executionNotification>