cdm-sample-files.ore-1-0-39.Commodity_APO_NYMEX_CSX.xml Maven / Gradle / Ivy

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<Trade id="Commodity_APO_NYMEX_CSX">
  <TradeType>CommodityAveragePriceOption</TradeType>
  <Envelope>
      <CounterParty>001B456BCDEFGH67XY89</CounterParty>
      <NettingSetId>ABC1234</NettingSetId>
      <AdditionalFields>
          <party_id>549300A08LH2961IPN13</party_id>
          <valuation_date>2019-09-26</valuation_date>
      </AdditionalFields>
  </Envelope>
		<CommodityAveragePriceOptionData>
            <OptionData>
                <LongShort>Short</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <NoticePeriod/>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>true</PayOffAtExpiry>
                <PremiumAmount>7342.8000000000002</PremiumAmount>
                <PremiumCurrency>USD</PremiumCurrency>
                <PremiumPayDate>2019-03-29</PremiumPayDate>
                <ExerciseFees/>
                <ExercisePrices/>
                <ExerciseDates>
                    <ExerciseDate>2020-01-31</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <Name>NYMEX:CSX</Name>
            <Currency>USD</Currency>
            <Quantity>6144</Quantity>
            <Strike>64.549999999999997</Strike>
            <PriceType>FutureSettlement</PriceType>
            <StartDate>2020-01-01</StartDate>
            <EndDate>2020-01-31</EndDate>
            <PaymentCalendar>US-NYSE</PaymentCalendar>
            <PaymentLag>5</PaymentLag>
            <PaymentConvention>Following</PaymentConvention>
            <PricingCalendar>US-NYSE</PricingCalendar>
            <CommodityQuantityFrequency>PerCalculationPeriod</CommodityQuantityFrequency>
            <CommodityPayRelativeTo>CalculationPeriodEndDate</CommodityPayRelativeTo>
            <FutureMonthOffset>0</FutureMonthOffset>
            <DeliveryRollDays>0</DeliveryRollDays>
            <IncludePeriodEnd>true</IncludePeriodEnd>
        </CommodityAveragePriceOptionData>
</Trade>