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

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<Trade id="Commodity_APO_Strip_NYMEX_CSX">
  <TradeType>CommodityOptionStrip</TradeType>
  <Envelope>
      <CounterParty>001B456BCDEFGH67XY89</CounterParty>
      <NettingSetId>ABC1234</NettingSetId>
      <AdditionalFields>
          <party_id>549300A08LH2961IPN13</party_id>
          <valuation_date>2019-09-26</valuation_date>
      </AdditionalFields>
  </Envelope>
  <CommodityOptionStripData>
    <LegData>
      <LegType>CommodityFloating</LegType>
      <Payer>true</Payer>
      <Currency>USD</Currency>
      <PaymentLag>5</PaymentLag>
      <PaymentConvention>Following</PaymentConvention>
      <PaymentCalendar>US-NYSE</PaymentCalendar>
      <CommodityFloatingLegData>
        <Name>NYMEX:CSX</Name>
        <PriceType>FutureSettlement</PriceType>
        <Quantities>
          <Quantity>6144</Quantity>
          <Quantity>5545</Quantity>
          <Quantity>5727</Quantity>
          <Quantity>5361</Quantity>
          <Quantity>5364</Quantity>
          <Quantity>5034</Quantity>
          <Quantity>5050</Quantity>
          <Quantity>4906</Quantity>
          <Quantity>4617</Quantity>
          <Quantity>4646</Quantity>
          <Quantity>4381</Quantity>
          <Quantity>4415</Quantity>
        </Quantities>
        <IsAveraged>true</IsAveraged>
        <FutureMonthOffset>0</FutureMonthOffset>
      </CommodityFloatingLegData>
      <ScheduleData>
        <Rules>
          <StartDate>2020-01-01</StartDate>
          <EndDate>2020-12-31</EndDate>
          <Tenor>1M</Tenor>
          <Calendar>NullCalendar</Calendar>
          <Convention>Unadjusted</Convention>
          <TermConvention>Unadjusted</TermConvention>
          <Rule>Backward</Rule>
          <EndOfMonth>true</EndOfMonth>
          <FirstDate/>
          <LastDate/>
        </Rules>
      </ScheduleData>
    </LegData>
    <Calls>
      <LongShorts>
        <LongShort>Short</LongShort>
      </LongShorts>
      <Strikes>
        <Strike>64.55</Strike>
      </Strikes>
    </Calls>
    <Puts>
      <LongShorts>
        <LongShort>Long</LongShort>
      </LongShorts>
      <Strikes>
        <Strike>50</Strike>
      </Strikes>
    </Puts>
    <PremiumAmount>7342.8</PremiumAmount>
    <PremiumCurrency>USD</PremiumCurrency>
    <PremiumPayDate>2019-03-29</PremiumPayDate>
  </CommodityOptionStripData>
</Trade>