cdm-sample-files.ore-1-0-39.Commodity_Swap_NYMEX_A7Q.xml Maven / Gradle / Ivy

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<Trade id="Commodity_Swap_NYMEX_A7Q">
  <TradeType>CommoditySwap</TradeType>
  <Envelope>
      <CounterParty>001B456BCDEFGH67XY89</CounterParty>
      <NettingSetId>ABC1234</NettingSetId>
      <AdditionalFields>
          <party_id>549300A08LH2961IPN13</party_id>
          <valuation_date>2019-09-26</valuation_date>
      </AdditionalFields>
  </Envelope>
  <SwapData>
    <LegData>
      <LegType>CommodityFixed</LegType>
      <Payer>false</Payer>
      <Currency>USD</Currency>
      <PaymentLag>5</PaymentLag>
      <PaymentConvention>Following</PaymentConvention>
      <PaymentCalendar>US-NYSE</PaymentCalendar>
      <CommodityFixedLegData>
        <Quantities>
          <Quantity>668556</Quantity>
          <Quantity>663768</Quantity>
          <Quantity>641676</Quantity>
          <Quantity>621558</Quantity>
          <Quantity>603708</Quantity>
          <Quantity>586656</Quantity>
          <Quantity>570612</Quantity>
          <Quantity>555744</Quantity>
          <Quantity>541800</Quantity>
          <Quantity>528654</Quantity>
          <Quantity>516306</Quantity>
          <Quantity>504630</Quantity>
        </Quantities>
        <Prices>
          <Price>0.9875</Price>
        </Prices>
      </CommodityFixedLegData>
      <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>
    <LegData>
      <LegType>CommodityFloating</LegType>
      <Payer>true</Payer>
      <Currency>USD</Currency>
      <PaymentLag>5</PaymentLag>
      <PaymentConvention>Following</PaymentConvention>
      <PaymentCalendar>US-NYSE</PaymentCalendar>
      <CommodityFloatingLegData>
        <Name>NYMEX:A7Q</Name>
        <PriceType>FutureSettlement</PriceType>
        <Quantities>
          <Quantity>668556</Quantity>
          <Quantity>663768</Quantity>
          <Quantity>641676</Quantity>
          <Quantity>621558</Quantity>
          <Quantity>603708</Quantity>
          <Quantity>586656</Quantity>
          <Quantity>570612</Quantity>
          <Quantity>555744</Quantity>
          <Quantity>541800</Quantity>
          <Quantity>528654</Quantity>
          <Quantity>516306</Quantity>
          <Quantity>504630</Quantity>
        </Quantities>
        <IsAveraged>true</IsAveraged>
      </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>
  </SwapData>
</Trade>