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YL95

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FXFpML3row

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category: "FX Spot"

description: " On 23 October, 2001, Citibank New York and Barclay's London agree to a foreign exchange trade. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001Barclays pays 10,000,000 GBP to CitibankCitibank pays 14,800,000 USD to BarclaysExchange rate equals 1.48 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation 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.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.barclays.com/fx/trade-id">BARC987</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900DTJ5A7S5UCBB52</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Spot" description: " On 23 October, 2001, Citibank New York and Barclay's London agree to a foreign exchange trade. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001Barclays pays 10,000,000 GBP to CitibankCitibank pays 14,800,000 USD to BarclaysExchange rate equals 1.48 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation 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.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.barclays.com/fx/trade-id">BARC987</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900DTJ5A7S5UCBB52</partyId> </party> </requestConfirmation> "

category: "FX Spot 'Cross' (non-base currency) with Cross Rates"

description: " On 23 October, 2001, Chase New York and CSFB New York agree to a foreign exchange trade. The terms of the contract are similar to Example 1, but in this case, the currencies exchanged are EUR and GBP. Both of these institutions are USD-based, so rates against the base currency (USD) have been captured as well. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001CSFB pays 100,000,000 EUR to ChaseChase pays 6,300,680 USD to CSFBExchange rate equals 0.630068 (GBP per EUR).GBPUSD rate equals 1.48, and EURUSD rate equals 0.9325. Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation 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.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">PARTYAUS</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>EUR</currency> <amount>6300680</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.630068</rate> <!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies --> <crossRate> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> <rate>1.4800</rate> </crossRate> <crossRate> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> <rate>0.9325</rate> </crossRate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Spot 'Cross' (non-base currency) with Cross Rates" description: " On 23 October, 2001, Chase New York and CSFB New York agree to a foreign exchange trade. The terms of the contract are similar to Example 1, but in this case, the currencies exchanged are EUR and GBP. Both of these institutions are USD-based, so rates against the base currency (USD) have been captured as well. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001CSFB pays 100,000,000 EUR to ChaseChase pays 6,300,680 USD to CSFBExchange rate equals 0.630068 (GBP per EUR).GBPUSD rate equals 1.48, and EURUSD rate equals 0.9325. Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation 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.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">PARTYAUS</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>EUR</currency> <amount>6300680</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.630068</rate> <!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies --> <crossRate> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> <rate>1.4800</rate> </crossRate> <crossRate> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> <rate>0.9325</rate> </crossRate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

category: "FX Forward"

description: " On 19 November, 2001, ABN Amro and DeutscheBank agree to a one-month forward foreign exchange contract. The terms of the contract are: Trade date: 19 November, 2001Value date: 21 December, 2001DB pays 10,000,000 EUR to ABNABN pays 9,175,000 USD to DBExchange rate equals 0.9175 (USD per EUR).Spot rate equals 0.9130, forward points equals 0.0045. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation 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.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward" description: " On 19 November, 2001, ABN Amro and DeutscheBank agree to a one-month forward foreign exchange contract. The terms of the contract are: Trade date: 19 November, 2001Value date: 21 December, 2001DB pays 10,000,000 EUR to ABNABN pays 9,175,000 USD to DBExchange rate equals 0.9175 (USD per EUR).Spot rate equals 0.9130, forward points equals 0.0045. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation 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.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "