cdm-sample-files.fpml-5-13.processes.execution-advice.msg-ex69-commodity-swap-coal-physical-leg.xml Maven / Gradle / Ivy

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<?xml version="1.0" encoding="utf-8"?>
<!--View is confirmation-->
<!--Version is 5-13-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--
  == Copyright (c) 2022-2023 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/documents/license
  -->
<executionAdvice xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-13" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../../../schemas/fpml-5-13/confirmation/fpml-main-5-13.xsd">
    <header>
        <messageId messageIdScheme="http://www.xxx.com/coding-scheme/message-id">COMMODITYFPMLORGPTTRADEREF</messageId>
        <sentBy messageAddressScheme="http://www.fpml.org/ext/iso9362">ORIGUS33XXX</sentBy>
        <creationTimestamp>2009-05-25T12:01:00-00:00</creationTimestamp>
    </header>
    <isCorrection>false</isCorrection>
    <correlationId correlationIdScheme="http://www.xxx.com/coding-scheme/correlation-id">COMMODITYFPMLORGTRADEID</correlationId>
    <sequenceNumber>1</sequenceNumber>
    <!-- Originating event portfolio rebalancing-->
    <originatingEvent>PortfolioRebalancing</originatingEvent>
    <trade>
        <tradeHeader>
            <partyTradeIdentifier>
                <partyReference href="partyA"/>
                <tradeId tradeIdScheme="http://www.PartyA.com/com-trade-id">1234</tradeId>
                <!-- Post Trade Risk Reduction identifier -->
                <linkId linkIdScheme="http://www.fpml.org/coding-scheme/external/compression-link-identifier">0123456789</linkId>
            </partyTradeIdentifier>
            <partyTradeIdentifier>
                <partyReference href="partyB"/>
                <tradeId tradeIdScheme="http://www.PartyB.com/com-trade-id">2345</tradeId>
            </partyTradeIdentifier>
            <partyTradeInformation>
                <partyReference href="partyA"/>
                <relatedParty>
                    <partyReference href="partyA"/>
                    <!-- Rebalancing provider role-->
                    <role>RebalancingProvider</role>
                </relatedParty>
                <reportingRegime>
                    <supervisorRegistration>
                        <supervisoryBody>ESMA</supervisoryBody>
                    </supervisorRegistration>
                    <!-- Directly linked to commercial activity or treasury financing -->
                    <directlyLinkedActivity>true</directlyLinkedActivity>
                </reportingRegime>
            </partyTradeInformation>
            <tradeDate>2009-01-28</tradeDate>
        </tradeHeader>
        <commoditySwap>
            <!-- Contract type (EMIR Refit values)-->
            <productType productTypeScheme="http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type">SWAP</productType>
            <!-- Unique Product Identifier (UPI) -->
            <productId productIdScheme="http://www.fpml.org/coding-scheme/external/iso4914">QZ17F5PN51JM</productId>
            <effectiveDate>
                <adjustableDate>
                    <unadjustedDate>2009-06-01</unadjustedDate>
                    <dateAdjustments>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                    </dateAdjustments>
                </adjustableDate>
            </effectiveDate>
            <terminationDate>
                <adjustableDate>
                    <unadjustedDate>2009-06-30</unadjustedDate>
                    <dateAdjustments>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                    </dateAdjustments>
                </adjustableDate>
            </terminationDate>
            <settlementCurrency>USD</settlementCurrency>
            <coalPhysicalLeg>
                <!-- Commodity classification system introduced in version 5.13 WD3 -->
                <commodityClassification>
                    <code commodityClassificationScheme="http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification">Energy</code>
                    <code commodityClassificationScheme="http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification">Coal</code>
                </commodityClassification>
                <commodityClassification>
                    <code commodityClassificationScheme="http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification">NRGY</code>
                    <code commodityClassificationScheme="http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification">COAL</code>
                </commodityClassification>
                <payerPartyReference href="partyA"/>
                <receiverPartyReference href="partyB"/>
                <deliveryPeriods>
                    <periodsSchedule id="deliveryPeriods">
                        <periodMultiplier>1</periodMultiplier>
                        <period>T</period>
                        <balanceOfFirstPeriod>false</balanceOfFirstPeriod>
                    </periodsSchedule>
                </deliveryPeriods>
                <coal>
                    <type commodityCoalProductTypeScheme="http://www.fpml.org/coding-scheme/commodity-coal-product-type">NXLA</type>
                    <source commodityCoalProductSourceScheme="http://www.fpml.org/coding-scheme/commodity-coal-product-source">NYMEXStandard</source>
                </coal>
                <deliveryConditions>
                    <deliveryAtSource>true</deliveryAtSource>
                </deliveryConditions>
                <deliveryQuantity>
                    <physicalQuantity id="deliveryQuantity">
                        <quantityUnit quantityUnitScheme="http://www.fpml.org/coding-scheme/price-quote-units">MT</quantityUnit>
                        <quantityFrequency>PerCalculationPeriod</quantityFrequency>
                        <quantity>10000.0</quantity>
                    </physicalQuantity>
                </deliveryQuantity>
            </coalPhysicalLeg>
            <floatingLeg>
                <payerPartyReference href="partyB"/>
                <receiverPartyReference href="partyA"/>
                <calculationPeriodsScheduleReference href="deliveryPeriods"/>
                <commodity>
                    <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2008/commodity-reference-price-1-0">OIL-WTI-NYMEX</instrumentId>
                    <specifiedPrice>Settlement</specifiedPrice>
                </commodity>
                <quantityReference href="deliveryQuantity"/>
                <calculation>
                    <pricingDates>
                        <calculationPeriodsScheduleReference href="deliveryPeriods"/>
                        <dayType>CommodityBusiness</dayType>
                        <dayDistribution>All</dayDistribution>
                    </pricingDates>
                </calculation>
                <masterAgreementPaymentDates>true</masterAgreementPaymentDates>
            </floatingLeg>
        </commoditySwap>
        <documentation>
            <masterAgreement>
                <masterAgreementType>ISDA</masterAgreementType>
            </masterAgreement>
            <contractualDefinitions>ISDA2005Commodity</contractualDefinitions>
        </documentation>
    </trade>
    <party id="partyA">
        <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300KFSLY4U7N3LL12</partyId>
        <partyName>Bank</partyName>
    </party>
    <party id="partyB">
        <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300AJRHKBLY9GM262</partyId>
        <partyName>Energy Co.</partyName>
    </party>
</executionAdvice>