category
stringclasses 11
values | sub category
stringlengths 23
148
⌀ | description
stringlengths 24
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stringlengths 1.83k
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stringlengths 2.1k
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|---|---|---|---|---|
category: "equity-options" | null | description: "Bermuda Long FormThis example shows a TradeConfirmed message of a bermuda long form equity option trade." | ### Response:
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-06-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<bermudaExerciseDates>
<date>2002-04-21</date>
<date>2002-05-21</date>
<date>2002-06-21</date>
</bermudaExerciseDates>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>500000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityBermudaExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined>
</mergerEvents>
<tenderOffer>false</tenderOffer>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Bermuda Long FormThis example shows a TradeConfirmed message of a bermuda long form equity option trade."
### Response:
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-06-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<bermudaExerciseDates>
<date>2002-04-21</date>
<date>2002-05-21</date>
<date>2002-06-21</date>
</bermudaExerciseDates>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>500000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityBermudaExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined>
</mergerEvents>
<tenderOffer>false</tenderOffer>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow> |
category: "equity-options" | null | description: "Bermuda Long FormThis example shows a TradeConfirmed message of a bermuda long form equity option trade." | ### Response: false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>NegotiatedCloseout</nationalisationOrInsolvency>
<delisting>NegotiatedCloseout</delisting>
</extraordinaryEvents>
<strike>
<strikePrice>8.00</strikePrice>
</strike>
<numberOfOptions>500000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1350000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2002-01-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
<masterAgreementDate>2002-03-15</masterAgreementDate>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Bermuda Long FormThis example shows a TradeConfirmed message of a bermuda long form equity option trade."
### Response: false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>NegotiatedCloseout</nationalisationOrInsolvency>
<delisting>NegotiatedCloseout</delisting>
</extraordinaryEvents>
<strike>
<strikePrice>8.00</strikePrice>
</strike>
<numberOfOptions>500000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1350000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2002-01-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
<masterAgreementDate>2002-03-15</masterAgreementDate>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions"> |
category: "equity-options" | null | description: "Binary Barrier Long FormThis example shows a RequestTradeConfirmation message of a binary barrier long form equity option trade. A European Call on S&P500 Index trade 25 March 2002:" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-12</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-12</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-03-25</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
<description>S and P 500</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000</amount>
</notional>
<equityExercise>
<equityEuropeanExercise>
<expirationDate id="expirationDate">
<adjustableDate>
<unadjustedDate>2002-06-25</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Binary Barrier Long FormThis example shows a RequestTradeConfirmation message of a binary barrier long form equity option trade. A European Call on S&P500 Index trade 25 March 2002:"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-12</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-12</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-03-25</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
<description>S and P 500</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000</amount>
</notional>
<equityExercise>
<equityEuropeanExercise>
<expirationDate id="expirationDate">
<adjustableDate>
<unadjustedDate>2002-06-25</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType> |
category: "equity-options" | null | description: "Binary Barrier Long FormThis example shows a RequestTradeConfirmation message of a binary barrier long form equity option trade. A European Call on S&P500 Index trade 25 March 2002:" | ### Response: SpecificTime</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<barrier>
<barrierCap>
<schedule>
<startDate>2002-03-29</startDate>
<endDate>2002-07-12</endDate>
<averagingPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</averagingPeriodFrequency>
</schedule>
<trigger>
<level>1606.346</level>
</trigger>
<featurePayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<amount>15000000</amount>
<time>Close</time>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<featurePaymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</featurePaymentDate>
</featurePayment>
</barrierCap>
</barrier>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Binary Barrier Long FormThis example shows a RequestTradeConfirmation message of a binary barrier long form equity option trade. A European Call on S&P500 Index trade 25 March 2002:"
### Response: SpecificTime</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<barrier>
<barrierCap>
<schedule>
<startDate>2002-03-29</startDate>
<endDate>2002-07-12</endDate>
<averagingPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</averagingPeriodFrequency>
</schedule>
<trigger>
<level>1606.346</level>
</trigger>
<featurePayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<amount>15000000</amount>
<time>Close</time>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<featurePaymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</featurePaymentDate>
</featurePayment>
</barrierCap>
</barrier>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification> |
category: "equity-options" | null | description: "Binary Barrier Long FormThis example shows a RequestTradeConfirmation message of a binary barrier long form equity option trade. A European Call on S&P500 Index trade 25 March 2002:" | ### Response:
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>900</strikePrice>
</strike>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2002-03-25</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<percentageOfNotional>0.05</percentageOfNotional>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Binary Barrier Long FormThis example shows a RequestTradeConfirmation message of a binary barrier long form equity option trade. A European Call on S&P500 Index trade 25 March 2002:"
### Response:
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>900</strikePrice>
</strike>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2002-03-25</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<percentageOfNotional>0.05</percentageOfNotional>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions"> |
category: "equity-options" | null | description: "Vanilla Short Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.PartyA.com/messageId/OTC">OTCCallorPutSpread456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">Party A</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/OTCCallorPutSpread45678</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<brokerEquityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">putSpread</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Put</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-09-27</unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Vanilla Short Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.PartyA.com/messageId/OTC">OTCCallorPutSpread456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">Party A</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/OTCCallorPutSpread45678</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<brokerEquityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">putSpread</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Put</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-09-27</unadjustedDate> |
category: "equity-options" | null | description: "Vanilla Short Form" | ### Response:
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>10000</numberOfOptions>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>27000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
<deltaCrossed>true</deltaCrossed>
<brokerageFee>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000</amount>
</brokerageFee>
<brokerNotes>Broker Notes regarding trade</brokerNotes>
</brokerEquityOption> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Vanilla Short Form"
### Response:
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>10000</numberOfOptions>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>27000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
<deltaCrossed>true</deltaCrossed>
<brokerageFee>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000</amount>
</brokerageFee>
<brokerNotes>Broker Notes regarding trade</brokerNotes>
</brokerEquityOption> |
category: "equity-options" | null | description: "1996 American Call Stock" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.0/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.0/exchangeId">XNSE</exchangeId>
</equity>
<openUnits>31000</openUnits>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "1996 American Call Stock"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.0/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.0/exchangeId">XNSE</exchangeId>
</equity>
<openUnits>31000</openUnits>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType> |
category: "equity-options" | null | description: "1996 American Call Stock" | ### Response:
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>CancellationAndPayment</shareForOther>
<shareForCombined>CancellationAndPayment</shareForCombined>
</mergerEvents>
<failureToDeliver>true</failureToDeliver>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "1996 American Call Stock"
### Response:
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>CancellationAndPayment</shareForOther>
<shareForCombined>CancellationAndPayment</shareForCombined>
</mergerEvents>
<failureToDeliver>true</failureToDeliver>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium> |
category: "equity-options" | null | description: "American Call Stock Passthrough Long Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.msdw.com/messageId/OTC">EquityShareOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/EquityShareOption987</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity id="STMicroEquity">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "American Call Stock Passthrough Long Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.msdw.com/messageId/OTC">EquityShareOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/EquityShareOption987</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity id="STMicroEquity">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate> |
category: "equity-options" | null | description: "American Call Stock Passthrough Long Form" | ### Response:
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise><feature>
<passThrough>
<passThroughItem>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyerReference href="STMicroEquity"/>
<passThroughPercentage>0.80</passThroughPercentage>
</passThroughItem>
</passThrough>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "American Call Stock Passthrough Long Form"
### Response:
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise><feature>
<passThrough>
<passThroughItem>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyerReference href="STMicroEquity"/>
<passThroughPercentage>0.80</passThroughPercentage>
</passThroughItem>
</passThrough>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare> |
category: "equity-options" | null | description: "American Call Stock Passthrough Long Form" | ### Response: ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "American Call Stock Passthrough Long Form"
### Response: ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> |
category: "equity-options" | null | description: "Equity Option Transaction Supplement" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2005-07-13</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Put</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2005-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Equity Option Transaction Supplement"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2005-07-13</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Put</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2005-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType> |
category: "equity-options" | null | description: "Equity Option Transaction Supplement" | ### Response:
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>10000</numberOfOptions>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2005-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOptionTransactionSupplement>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Equity Option Transaction Supplement"
### Response:
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>10000</numberOfOptions>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2005-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOptionTransactionSupplement>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law"> |
category: "equity-options" | null | description: "Equity Option Transaction Supplement Non-Deliverable Share" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">1</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">1</tradeId>
</partyTradeIdentifier>
<tradeDate>2006-09-18</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">3045.TW</instrumentId>
<description>TAIWAN MOBILE ORD</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">TAI</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">All Exchanges</relatedExchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>AsSpecifiedInMasterConfirmation</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate"/>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Equity Option Transaction Supplement Non-Deliverable Share"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">1</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">1</tradeId>
</partyTradeIdentifier>
<tradeDate>2006-09-18</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">3045.TW</instrumentId>
<description>TAIWAN MOBILE ORD</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">TAI</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">All Exchanges</relatedExchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>AsSpecifiedInMasterConfirmation</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate"/>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention> |
category: "equity-options" | null | description: "Equity Option Transaction Supplement Non-Deliverable Share" | ### Response: NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">TWD</referenceCurrency>
<crossCurrency>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage rateSourcePageScheme="http://www.example.com/rate-source-page-1-0">TAIFX1</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">TWTA</businessCenter>
</fixingTime>
</fxSpotRateSource>
</crossCurrency>
</fxFeature>
<strike>
<strikePrice>33.0</strikePrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">TWD</currency>
</strike>
<numberOfOptions>1000000.0</numberOfOptions>
<equityPremium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2006-09-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1.5</amount>
</pricePerOption>
</equityPremium>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<localJurisdiction countryScheme="http://www.fpml.org/coding-scheme/external/iso3166">TW</localJurisdiction> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Equity Option Transaction Supplement Non-Deliverable Share"
### Response: NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">TWD</referenceCurrency>
<crossCurrency>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage rateSourcePageScheme="http://www.example.com/rate-source-page-1-0">TAIFX1</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">TWTA</businessCenter>
</fixingTime>
</fxSpotRateSource>
</crossCurrency>
</fxFeature>
<strike>
<strikePrice>33.0</strikePrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">TWD</currency>
</strike>
<numberOfOptions>1000000.0</numberOfOptions>
<equityPremium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2006-09-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1.5</amount>
</pricePerOption>
</equityPremium>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<localJurisdiction countryScheme="http://www.fpml.org/coding-scheme/external/iso3166">TW</localJurisdiction> |
category: "equity-options" | sub category: "Nested Basket" | description: "An example illustratinga nested basket underlyer." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342340099</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">PARTYAC0902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2000/08/01/2342340099</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType><underlyer>
<basket>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.ftse.com/coding-scheme/instrument-id">FXI</instrumentId>
<description>FTSE/Xinhua China 25 Index</description>
</index><constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">005440.KS</instrumentId>
<description>HYUNDAI MOTOR COMPANY</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XKHA</exchangeId>
</equity>
<constituentWeight> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Nested Basket"
description: "An example illustratinga nested basket underlyer."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342340099</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">PARTYAC0902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2000/08/01/2342340099</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType><underlyer>
<basket>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.ftse.com/coding-scheme/instrument-id">FXI</instrumentId>
<description>FTSE/Xinhua China 25 Index</description>
</index><constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">005440.KS</instrumentId>
<description>HYUNDAI MOTOR COMPANY</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XKHA</exchangeId>
</equity>
<constituentWeight> |
category: "equity-options" | sub category: "Nested Basket" | description: "An example illustratinga nested basket underlyer." | ### Response:
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">000270.KS</instrumentId>
<description>KIA MOTORS CORPORATION</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XKHA</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket><constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Nested Basket"
description: "An example illustratinga nested basket underlyer."
### Response:
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">000270.KS</instrumentId>
<description>KIA MOTORS CORPORATION</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XKHA</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket><constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise> |
category: "equity-options" | sub category: "Nested Basket" | description: "An example illustratinga nested basket underlyer." | ### Response: true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Nested Basket"
description: "An example illustratinga nested basket underlyer."
### Response: true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Cliquet" | description: "An example illustratingcliquet." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="perFpMLReqmt">123476-002700000005656</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/02/24/123476</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>2345</amount>
</notional>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Cliquet"
description: "An example illustratingcliquet."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="perFpMLReqmt">123476-002700000005656</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/02/24/123476</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>2345</amount>
</notional>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Cliquet" | description: "An example illustratingcliquet." | ### Response:
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<periodicDates>
<calculationStartDate>
<adjustableDate>
<unadjustedDate>2001-11-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</calculationStartDate>
<calculationEndDate>
<adjustableDate>
<unadjustedDate>2002-11-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">NYSE</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
<numberOfValuationDates>12</numberOfValuationDates>
</equityValuation>
<settlementDate>
<relativeDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Cliquet"
description: "An example illustratingcliquet."
### Response:
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<periodicDates>
<calculationStartDate>
<adjustableDate>
<unadjustedDate>2001-11-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</calculationStartDate>
<calculationEndDate>
<adjustableDate>
<unadjustedDate>2002-11-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">NYSE</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
<numberOfValuationDates>12</numberOfValuationDates>
</equityValuation>
<settlementDate>
<relativeDate> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Cliquet" | description: "An example illustratingcliquet." | ### Response:
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<feature>
<barrier>
<barrierCap>
<trigger>
<level>30</level>
</trigger>
</barrierCap>
</barrier>
</feature>
<strike>
<strikePrice>1088</strikePrice>
</strike>
<numberOfOptions>5250</numberOfOptions>
<equityPremium>
<payerPartyReference href="Party1"/>
<receiverPartyReference href="Party2"/>
<paymentDate>
<unadjustedDate>2002-11-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>23</amount>
</pricePerOption>
<percentageOfNotional>0.015</percentageOfNotional>
</equityPremium>
</equityOptionTransactionSupplement>
<collateral>
<independentAmount>
<payerPartyReference href="Party2"/>
<receiverPartyReference href="Party1"/>
<paymentDetail>
<paymentRule xsi:type="PercentageRule">
<paymentPercent>.02</paymentPercent>
<notionalAmountReference href="Valuation"/>
</paymentRule>
</paymentDetail>
</independentAmount>
</collateral>
<documentation>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">ISDA2004EquityAmericasInterdealer</masterConfirmationType>
<masterConfirmationDate>2002-06-20</masterConfirmationDate>
</masterConfirmation>
</documentation>
</trade>
<party id="Party1">
<partyId partyIdScheme="DTCC">DTCC00006441</partyId>
</party>
<party id="Party2">
<partyId partyIdScheme="DTCC"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Cliquet"
description: "An example illustratingcliquet."
### Response:
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<feature>
<barrier>
<barrierCap>
<trigger>
<level>30</level>
</trigger>
</barrierCap>
</barrier>
</feature>
<strike>
<strikePrice>1088</strikePrice>
</strike>
<numberOfOptions>5250</numberOfOptions>
<equityPremium>
<payerPartyReference href="Party1"/>
<receiverPartyReference href="Party2"/>
<paymentDate>
<unadjustedDate>2002-11-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>23</amount>
</pricePerOption>
<percentageOfNotional>0.015</percentageOfNotional>
</equityPremium>
</equityOptionTransactionSupplement>
<collateral>
<independentAmount>
<payerPartyReference href="Party2"/>
<receiverPartyReference href="Party1"/>
<paymentDetail>
<paymentRule xsi:type="PercentageRule">
<paymentPercent>.02</paymentPercent>
<notionalAmountReference href="Valuation"/>
</paymentRule>
</paymentDetail>
</independentAmount>
</collateral>
<documentation>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">ISDA2004EquityAmericasInterdealer</masterConfirmationType>
<masterConfirmationDate>2002-06-20</masterConfirmationDate>
</masterConfirmation>
</documentation>
</trade>
<party id="Party1">
<partyId partyIdScheme="DTCC">DTCC00006441</partyId>
</party>
<party id="Party2">
<partyId partyIdScheme="DTCC"> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Knock-In-Knock-Out Features" | description: "An example illustratingKnock-In-Knock-Out Features." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="perFpMLReqmt">123456-002700000000001</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1234</amount>
</notional>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Knock-In-Knock-Out Features"
description: "An example illustratingKnock-In-Knock-Out Features."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="perFpMLReqmt">123456-002700000000001</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1234</amount>
</notional>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Knock-In-Knock-Out Features" | description: "An example illustratingKnock-In-Knock-Out Features." | ### Response:
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<adjustableDates id="averagingDates">
<unadjustedDate>2002-11-01</unadjustedDate>
<unadjustedDate>2002-11-15</unadjustedDate>
<unadjustedDate>2002-12-01</unadjustedDate>
<unadjustedDate>2002-12-15</unadjustedDate>
<unadjustedDate>2003-01-01</unadjustedDate>
<unadjustedDate>2003-01-15</unadjustedDate>
<unadjustedDate>2003-02-01</unadjustedDate>
<unadjustedDate>2003-02-15</unadjustedDate>
<unadjustedDate>2003-03-01</unadjustedDate>
<unadjustedDate>2003-03-15</unadjustedDate>
<unadjustedDate>2003-04-01</unadjustedDate>
<unadjustedDate>2003-04-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">NYSE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Knock-In-Knock-Out Features"
description: "An example illustratingKnock-In-Knock-Out Features."
### Response:
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<adjustableDates id="averagingDates">
<unadjustedDate>2002-11-01</unadjustedDate>
<unadjustedDate>2002-11-15</unadjustedDate>
<unadjustedDate>2002-12-01</unadjustedDate>
<unadjustedDate>2002-12-15</unadjustedDate>
<unadjustedDate>2003-01-01</unadjustedDate>
<unadjustedDate>2003-01-15</unadjustedDate>
<unadjustedDate>2003-02-01</unadjustedDate>
<unadjustedDate>2003-02-15</unadjustedDate>
<unadjustedDate>2003-03-01</unadjustedDate>
<unadjustedDate>2003-03-15</unadjustedDate>
<unadjustedDate>2003-04-01</unadjustedDate>
<unadjustedDate>2003-04-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">NYSE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation"/> |
category: "equity-options" | sub category: "Equity Option Mixed Asset Basket" | description: "An example illustratingmixed basket underlyer." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342340029</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">PARTYAC0902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType><underlyer>
<basket><basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.ftse.com/coding-scheme/instrument-id">FXI</instrumentId>
<description>FTSE/Xinhua China 25 Index</description>
</index>
<constituentWeight>
<openUnits>3</openUnits>
</constituentWeight>
</basketConstituent><basketConstituent>
<commodity>
<instrumentId instrumentIdScheme="http://www.lme.co.uk/coding-scheme/instrument-id">COPPER-LME CASH</instrumentId>
<specifiedPrice>Settlement</specifiedPrice>
<deliveryDates>FirstNearby</deliveryDates>
</commodity>
<constituentWeight>
<openUnits>1</openUnits>
</constituentWeight>
</basketConstituent><basketConstituent>
<commodity>
<instrumentId instrumentIdScheme="http://www.lme.co.uk/coding-scheme/instrument-id">ZINC-LME CASH</instrumentId>
<specifiedPrice> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Mixed Asset Basket"
description: "An example illustratingmixed basket underlyer."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342340029</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">PARTYAC0902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType><underlyer>
<basket><basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.ftse.com/coding-scheme/instrument-id">FXI</instrumentId>
<description>FTSE/Xinhua China 25 Index</description>
</index>
<constituentWeight>
<openUnits>3</openUnits>
</constituentWeight>
</basketConstituent><basketConstituent>
<commodity>
<instrumentId instrumentIdScheme="http://www.lme.co.uk/coding-scheme/instrument-id">COPPER-LME CASH</instrumentId>
<specifiedPrice>Settlement</specifiedPrice>
<deliveryDates>FirstNearby</deliveryDates>
</commodity>
<constituentWeight>
<openUnits>1</openUnits>
</constituentWeight>
</basketConstituent><basketConstituent>
<commodity>
<instrumentId instrumentIdScheme="http://www.lme.co.uk/coding-scheme/instrument-id">ZINC-LME CASH</instrumentId>
<specifiedPrice> |
category: "equity-options" | sub category: "Equity Option Mixed Asset Basket" | description: "An example illustratingmixed basket underlyer." | ### Response: Settlement</specifiedPrice>
<deliveryDates>FirstNearby</deliveryDates>
</commodity>
<constituentWeight>
<openUnits>1</openUnits>
</constituentWeight>
</basketConstituent><basketConstituent>
<commodity>
<instrumentId instrumentIdScheme="http://www.lme.co.uk/coding-scheme/instrument-id">NICKEL-LME CASH</instrumentId>
<specifiedPrice>Settlement</specifiedPrice>
<deliveryDates>FirstNearby</deliveryDates>
</commodity>
<constituentWeight>
<openUnits>1</openUnits>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Mixed Asset Basket"
description: "An example illustratingmixed basket underlyer."
### Response: Settlement</specifiedPrice>
<deliveryDates>FirstNearby</deliveryDates>
</commodity>
<constituentWeight>
<openUnits>1</openUnits>
</constituentWeight>
</basketConstituent><basketConstituent>
<commodity>
<instrumentId instrumentIdScheme="http://www.lme.co.uk/coding-scheme/instrument-id">NICKEL-LME CASH</instrumentId>
<specifiedPrice>Settlement</specifiedPrice>
<deliveryDates>FirstNearby</deliveryDates>
</commodity>
<constituentWeight>
<openUnits>1</openUnits>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source"> |
category: "equity-options" | sub category: "Equity Option Mixed Asset Basket" | description: "An example illustratingmixed basket underlyer." | ### Response: OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Mixed Asset Basket"
description: "An example illustratingmixed basket underlyer."
### Response: OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement EMEA EM (Interdealer)" | description: "An example illustratingEMEA EM (Interdealer) MCA with Foreign Ownership Event as additional disruption event." | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id-1-0">2783639</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id-1-0">2783639</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-02-11</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-Reuters-RIC-1-0">.WIG20</instrumentId>
<description>WIG20 INDEX</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchangeId">XWAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.example.com/exchangeId">XWAR</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2012-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement EMEA EM (Interdealer)"
description: "An example illustratingEMEA EM (Interdealer) MCA with Foreign Ownership Event as additional disruption event."
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id-1-0">2783639</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id-1-0">2783639</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-02-11</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-Reuters-RIC-1-0">.WIG20</instrumentId>
<description>WIG20 INDEX</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchangeId">XWAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.example.com/exchangeId">XWAR</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2012-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement EMEA EM (Interdealer)" | description: "An example illustratingEMEA EM (Interdealer) MCA with Foreign Ownership Event as additional disruption event." | ### Response: 2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<strike>
<strikePrice>100</strikePrice>
</strike>
<numberOfOptions>1000</numberOfOptions>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
<amount>50000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2011-02-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
<amount>50</amount>
</pricePerOption>
</equityPremium>
<exchangeTradedContractNearest>true</exchangeTradedContractNearest>
<multipleExchangeIndexAnnexFallback>false</multipleExchangeIndexAnnexFallback>
<extraordinaryEvents>
<additionalDisruptionEvents>
<hedgingDisruption>false</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<maximumStockLoanRate>0.11</maximumStockLoanRate>
<increasedCostOfStockBorrow>true</increasedCostOfStockBorrow>
<initialStockLoanRate>0.09</initialStockLoanRate>
<increasedCostOfHedging>false</increasedCostOfHedging><foreignOwnershipEvent>false</foreignOwnershipEvent>
</additionalDisruptionEvents>
</extraordinaryEvents>
</equityOptionTransactionSupplement>
<documentation><masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">ISDA2010EquityEMEAInterdealer</masterConfirmationType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement EMEA EM (Interdealer)"
description: "An example illustratingEMEA EM (Interdealer) MCA with Foreign Ownership Event as additional disruption event."
### Response: 2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<strike>
<strikePrice>100</strikePrice>
</strike>
<numberOfOptions>1000</numberOfOptions>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
<amount>50000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2011-02-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
<amount>50</amount>
</pricePerOption>
</equityPremium>
<exchangeTradedContractNearest>true</exchangeTradedContractNearest>
<multipleExchangeIndexAnnexFallback>false</multipleExchangeIndexAnnexFallback>
<extraordinaryEvents>
<additionalDisruptionEvents>
<hedgingDisruption>false</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<maximumStockLoanRate>0.11</maximumStockLoanRate>
<increasedCostOfStockBorrow>true</increasedCostOfStockBorrow>
<initialStockLoanRate>0.09</initialStockLoanRate>
<increasedCostOfHedging>false</increasedCostOfHedging><foreignOwnershipEvent>false</foreignOwnershipEvent>
</additionalDisruptionEvents>
</extraordinaryEvents>
</equityOptionTransactionSupplement>
<documentation><masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">ISDA2010EquityEMEAInterdealer</masterConfirmationType> |
category: "equity-swaps" | null | description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement." | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleIndex</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement."
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleIndex</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate> |
category: "equity-swaps" | null | description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement." | ### Response:
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.example.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchange-id">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.example.com/exchange-id">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.example.com/exchange-id">XMON</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5591987.41</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-21</unadjustedDate>
<unadjustedDate>2004-01-20</unadjustedDate>
<unadjustedDate>2004-04-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement."
### Response:
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.example.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchange-id">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.example.com/exchange-id">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.example.com/exchange-id">XMON</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5591987.41</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-21</unadjustedDate>
<unadjustedDate>2004-01-20</unadjustedDate>
<unadjustedDate>2004-04-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate> |
category: "equity-swaps" | null | description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement." | ### Response:
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HKHK</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5591987.41</amount>
</notionalAmount>
</notional>
<amount><currency id="EquityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<referenceAmount>Standard ISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement."
### Response:
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HKHK</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5591987.41</amount>
</notionalAmount>
</notional>
<amount><currency id="EquityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<referenceAmount>Standard ISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/> |
category: "equity-swaps" | null | description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement." | ### Response:
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional>
<interestAmount><currencyReference href="EquityPaymentCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement."
### Response:
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional>
<interestAmount><currencyReference href="EquityPaymentCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation> |
category: "equity-swaps" | null | description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement." | ### Response:
</interestLeg>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
</returnSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Index Long FormParty A sends a TradeConfirmed message to Party B with the details of the agreement."
### Response:
</interestLeg>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
</returnSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> |
category: "equity-swaps" | null | description: "Compounding Swap" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="BankB"/>
<tradeId tradeIdScheme="TradeRefNbr">TRADEABC</tradeId>
</partyTradeIdentifier>
<tradeDate>2008-01-01</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<returnLeg>
<payerPartyReference href="BankB"/>
<receiverPartyReference href="BankA"/>
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2008-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="finalCashSettlementPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-Reuters-RIC-1-0">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.abc.com/exchange-id-REC-1-0">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.abc.com/exchange-id-REC-1-0">ALL</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<amount>100</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules id="equityValuationDates"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Compounding Swap"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="BankB"/>
<tradeId tradeIdScheme="TradeRefNbr">TRADEABC</tradeId>
</partyTradeIdentifier>
<tradeDate>2008-01-01</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<returnLeg>
<payerPartyReference href="BankB"/>
<receiverPartyReference href="BankA"/>
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2008-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="finalCashSettlementPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-Reuters-RIC-1-0">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.abc.com/exchange-id-REC-1-0">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.abc.com/exchange-id-REC-1-0">ALL</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<amount>100</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules id="equityValuationDates"> |
category: "equity-swaps" | null | description: "Compounding Swap" | ### Response:
<valuationDates>
<adjustableDates>
<unadjustedDate>2009-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
</valuationPriceFinal>
<paymentDates id="CashSettlementPaymentDate">
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="equityValuationDates"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="finalCashSettlementPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="equityValuationDates"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="equityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000</amount>
</notionalAmount>
</notional>
<amount>
<currency id="settlementCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
<interestLeg>
<payerPartyReference href="BankA"/>
<receiverPartyReference href="BankB"/>
<interestLegCalculationPeriodDates id="floatingCalculationPeriodDates"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Compounding Swap"
### Response:
<valuationDates>
<adjustableDates>
<unadjustedDate>2009-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
</valuationPriceFinal>
<paymentDates id="CashSettlementPaymentDate">
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="equityValuationDates"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="finalCashSettlementPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="equityValuationDates"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="equityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000</amount>
</notionalAmount>
</notional>
<amount>
<currency id="settlementCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
<interestLeg>
<payerPartyReference href="BankA"/>
<receiverPartyReference href="BankB"/>
<interestLegCalculationPeriodDates id="floatingCalculationPeriodDates"> |
category: "equity-swaps" | null | description: "Compounding Swap" | ### Response:
<effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="finalCashSettlementPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="floatingCalculationPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<adjustableDates>
<unadjustedDate>2009-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="settlementCurrency"/>
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation id="floatingRateCalculation">
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>.01</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction><compounding>
<compoundingRate>
<interestLegRate href="floatingRateCalculation"/>
</compoundingRate>
<compoundingSpread>.05</compoundingSpread> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Compounding Swap"
### Response:
<effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="finalCashSettlementPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="floatingCalculationPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<adjustableDates>
<unadjustedDate>2009-01-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="settlementCurrency"/>
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation id="floatingRateCalculation">
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>.01</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction><compounding>
<compoundingRate>
<interestLegRate href="floatingRateCalculation"/>
</compoundingRate>
<compoundingSpread>.05</compoundingSpread> |
category: "equity-swaps" | null | description: "Short form Interest Leg driving schedule dates" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id">124897</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id">124897</tradeId>
</partyTradeIdentifier>
<tradeDate>2008-06-02</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement><interestLeg id="interestLeg">
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2009-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates"/>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</resetFrequency>
</interestLegResetDates> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Short form Interest Leg driving schedule dates"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id">124897</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id">124897</tradeId>
</partyTradeIdentifier>
<tradeDate>2008-06-02</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement><interestLeg id="interestLeg">
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2009-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates"/>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</resetFrequency>
</interestLegResetDates> |
category: "equity-swaps" | null | description: "Short form Interest Leg driving schedule dates" | ### Response: <interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</calculationStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>4</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates></interestLegCalculationPeriodDates><notional>
<relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="equityPaymentCurrency"/>
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<returnLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<effectiveDate>
<adjustableDate>
<unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Short form Interest Leg driving schedule dates"
### Response: <interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</calculationStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>4</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates></interestLegCalculationPeriodDates><notional>
<relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="equityPaymentCurrency"/>
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<returnLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<effectiveDate>
<adjustableDate>
<unadjustedDate> |
category: "equity-swaps" | null | description: "Short form Interest Leg driving schedule dates" | ### Response: 2008-06-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-Reuters-RIC-1-0">PHGe.AS</instrumentId>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">NL0000009322</instrumentId>
<description>PHILIPS BUY BACK ORD</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XAMS</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10.0</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<relativeDateSequence>
<dateRelativeTo href="interestLegPaymentDates"/>
<dateOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
</dateOffset>
</relativeDateSequence>
</valuationDates>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Short form Interest Leg driving schedule dates"
### Response: 2008-06-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-Reuters-RIC-1-0">PHGe.AS</instrumentId>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">NL0000009322</instrumentId>
<description>PHILIPS BUY BACK ORD</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XAMS</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10.0</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<relativeDateSequence>
<dateRelativeTo href="interestLegPaymentDates"/>
<dateOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
</dateOffset>
</relativeDateSequence>
</valuationDates>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules> |
category: "equity-swaps" | null | description: "Short form Interest Leg driving schedule dates" | ### Response:
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2009-06-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="equityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>300000.0</amount>
</notionalAmount>
</notional>
<amount>
<currency id="equityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
</equitySwapTransactionSupplement> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Short form Interest Leg driving schedule dates"
### Response:
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2009-06-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="equityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>300000.0</amount>
</notionalAmount>
</notional>
<amount>
<currency id="equityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
</equitySwapTransactionSupplement> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.tradeIdScheme.com/tradeIdScheme">1147071</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.tradeIdScheme.com/tradeIdScheme">1147071</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-01-19</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement><interestLeg id="interestLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate id="interestEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-01-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="interestTerminationDate">
<adjustableDate>
<unadjustedDate>2009-03-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates"/>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.tradeIdScheme.com/tradeIdScheme">1147071</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.tradeIdScheme.com/tradeIdScheme">1147071</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-01-19</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement><interestLeg id="interestLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate id="interestEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-01-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="interestTerminationDate">
<adjustableDate>
<unadjustedDate>2009-03-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates"/>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response:
</resetFrequency>
<fixingDates>
<relativeDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interestLegPaymentDates"/>
</relativeDate>
</fixingDates>
</interestLegResetDates>
<interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestTerminationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional><relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount><currencyReference href="equityPaymentCurrency"/>
<referenceAmount>StandardISDA</referenceAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response:
</resetFrequency>
<fixingDates>
<relativeDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interestLegPaymentDates"/>
</relativeDate>
</fixingDates>
</interestLegResetDates>
<interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestTerminationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional><relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount><currencyReference href="equityPaymentCurrency"/>
<referenceAmount>StandardISDA</referenceAmount> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response:
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0001234</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
</interestCalculation>
</interestLeg><returnLeg id="returnLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-01-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2009-03-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/instrument-id">.GDAXI</instrumentId>
<description>GERMAN SE XETRA DAX INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/exchange-id">XEUR</exchangeId>
</index> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response:
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0001234</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
</interestCalculation>
</interestLeg><returnLeg id="returnLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-01-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2009-03-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/instrument-id">.GDAXI</instrumentId>
<description>GERMAN SE XETRA DAX INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/exchange-id">XEUR</exchangeId>
</index> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response:
<openUnits>100000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response:
<openUnits>100000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response:
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2009-03-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
<futuresPriceValuation>false</futuresPriceValuation>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional id="equityNotionalAmount">
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response:
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2009-03-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
<futuresPriceValuation>false</futuresPriceValuation>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional id="equityNotionalAmount">
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "equity-swaps" | null | description: "European Interdealer Share Swap Short Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2009/09/01/15-99</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>PARTYBBIC2</sendTo>
<creationTimestamp>2009-09-01T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2009/09/09/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id-1-0">1558488</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id-1-0">1558488</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-09-09</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<interestLeg id="interestLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate id="interestEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="interestTerminationDate">
<adjustableDate>
<unadjustedDate>2009-12-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "European Interdealer Share Swap Short Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2009/09/01/15-99</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>PARTYBBIC2</sendTo>
<creationTimestamp>2009-09-01T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2009/09/09/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id-1-0">1558488</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id-1-0">1558488</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-09-09</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<interestLeg id="interestLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate id="interestEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="interestTerminationDate">
<adjustableDate>
<unadjustedDate>2009-12-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters> |
category: "equity-swaps" | null | description: "European Interdealer Share Swap Short Form" | ### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates"/>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</resetFrequency>
<fixingDates>
<relativeDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interestLegPaymentDates"/>
</relativeDate>
</fixingDates>
</interestLegResetDates>
<interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestTerminationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>9</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "European Interdealer Share Swap Short Form"
### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates"/>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</resetFrequency>
<fixingDates>
<relativeDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interestLegPaymentDates"/>
</relativeDate>
</fixingDates>
</interestLegResetDates>
<interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestTerminationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>9</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "equity-swaps" | null | description: "European Interdealer Share Swap Short Form" | ### Response: EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="equityPaymentCurrency"/>
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<interpolationPeriod>InitialAndFinal</interpolationPeriod>
</interestCalculation>
</interestLeg>
<returnLeg id="returnLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2009-12-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "European Interdealer Share Swap Short Form"
### Response: EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="equityPaymentCurrency"/>
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<interpolationPeriod>InitialAndFinal</interpolationPeriod>
</interestCalculation>
</interestLeg>
<returnLeg id="returnLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2009-12-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments> |
category: "equity-swaps" | null | description: "European Interdealer Share Swap Short Form" | ### Response:
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-Reuters-RIC-1-0">BMWG.DE</instrumentId>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-ISIN-1-0">DE0005190003</instrumentId>
<description>BMW ORD</description><currency id="equityIssuerPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchangeId">XETR</exchangeId>
</equity>
<openUnits>100000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "European Interdealer Share Swap Short Form"
### Response:
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-Reuters-RIC-1-0">BMWG.DE</instrumentId>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-ISIN-1-0">DE0005190003</instrumentId>
<description>BMW ORD</description><currency id="equityIssuerPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchangeId">XETR</exchangeId>
</equity>
<openUnits>100000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier> |
category: "equity-swaps" | null | description: "European Interdealer Share Swap Short Form" | ### Response: 1</periodMultiplier>
<period>M</period>
<rollConvention>9</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2009-12-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "European Interdealer Share Swap Short Form"
### Response: 1</periodMultiplier>
<period>M</period>
<rollConvention>9</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2009-12-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier> |
category: "equity-swaps" | null | description: "European Interdealer Share Swap Short Form" | ### Response:
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional id="equityNotionalAmount">
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</notionalAmount>
</notional>
<amount>
<currency id="equityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendPaymentDate>
<dividendDateReference>CashSettlementPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriod>SecondPeriod</dividendPeriod>
<currencyReference href="equityIssuerPaymentCurrency"/>
<declaredCashDividendPercentage>1</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1</declaredCashEquivalentDividendPercentage>
<nonCashDividendTreatment>PotentialAdjustmentEvent</nonCashDividendTreatment>
<dividendComposition>EquityAmountReceiverElection</dividendComposition>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
<optionalEarlyTermination>true</optionalEarlyTermination>
<breakFeeElection>FlatFee</breakFeeElection>
<breakFeeRate>0.1</breakFeeRate>
</equitySwapTransactionSupplement>
<hedgingParty href="partyB"/>
<documentation>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "European Interdealer Share Swap Short Form"
### Response:
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional id="equityNotionalAmount">
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</notionalAmount>
</notional>
<amount>
<currency id="equityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendPaymentDate>
<dividendDateReference>CashSettlementPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriod>SecondPeriod</dividendPeriod>
<currencyReference href="equityIssuerPaymentCurrency"/>
<declaredCashDividendPercentage>1</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1</declaredCashEquivalentDividendPercentage>
<nonCashDividendTreatment>PotentialAdjustmentEvent</nonCashDividendTreatment>
<dividendComposition>EquityAmountReceiverElection</dividendComposition>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
<optionalEarlyTermination>true</optionalEarlyTermination>
<breakFeeElection>FlatFee</breakFeeElection>
<breakFeeRate>0.1</breakFeeRate>
</equitySwapTransactionSupplement>
<hedgingParty href="partyB"/>
<documentation>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type"> |
category: "fx-derivatives" | null | description: "Term Deposit Term Deposit with Dual Currency featureABN Amro pays 8% USD fixed rate loan on ACT/360 basis for 1 million Deposit from Midland starting June-24-2008 and maturing July 24, 2008. The principal can be repaid after being converted into the JPY (alternative currency) at 109.48 strike rate at maturity (depending on the spot foreign exchange rate.) Quote: 109.48m 1-month JPY Put on 1m USD @ strike of 109.48 ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation. Note: this Dual Currency Deposit in FpML 4.x is represented using the Strategy component in order to bundle an instance of fxSimpleOption and termDeposit." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87653</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">MIDLGB22</sendTo>
<creationTimestamp>2008-06-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX65431</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.midlandnb.com/swaps/trade-id">MB87623</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abn.com/swaps/trade-id">AA9876</tradeId>
</partyTradeIdentifier>
<tradeDate>2008-06-24</tradeDate>
</tradeHeader><termDeposit>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DualCurrencyDeposit</productType><payerPartyReference href="party1"/><receiverPartyReference href="party2"/>
<startDate>2008-06-24</startDate>
<maturityDate>2008-07-24</maturityDate>
<principal>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.00</amount>
</principal>
<fixedRate>0.08</fixedRate><dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction><features>
<dualCurrency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<fixingDate>2008-07-22</fixingDate>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "Term Deposit Term Deposit with Dual Currency featureABN Amro pays 8% USD fixed rate loan on ACT/360 basis for 1 million Deposit from Midland starting June-24-2008 and maturing July 24, 2008. The principal can be repaid after being converted into the JPY (alternative currency) at 109.48 strike rate at maturity (depending on the spot foreign exchange rate.) Quote: 109.48m 1-month JPY Put on 1m USD @ strike of 109.48 ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation. Note: this Dual Currency Deposit in FpML 4.x is represented using the Strategy component in order to bundle an instance of fxSimpleOption and termDeposit."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87653</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">MIDLGB22</sendTo>
<creationTimestamp>2008-06-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX65431</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.midlandnb.com/swaps/trade-id">MB87623</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abn.com/swaps/trade-id">AA9876</tradeId>
</partyTradeIdentifier>
<tradeDate>2008-06-24</tradeDate>
</tradeHeader><termDeposit>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DualCurrencyDeposit</productType><payerPartyReference href="party1"/><receiverPartyReference href="party2"/>
<startDate>2008-06-24</startDate>
<maturityDate>2008-07-24</maturityDate>
<principal>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.00</amount>
</principal>
<fixedRate>0.08</fixedRate><dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction><features>
<dualCurrency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<fixingDate>2008-07-22</fixingDate>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime> |
category: "fx-derivatives" | sub 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: Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14800000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2001-10-25</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub 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: Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14800000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2001-10-25</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | sub 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: Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>6300680</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2001-10-25</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub 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: Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>6300680</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2001-10-25</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | sub 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: ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>9175000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2001-12-21</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub 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: ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>9175000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2001-12-21</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | sub category: "FX Forward with specific Settlement Instructions" | description: "On 12 November, 2001, UBS Zurich and Citibank New York agree to a foreign exchange contract. The terms of the contract are: Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation. Settlement is highlighted in this example. In this case, UBS pays the GBP from their account at UBS London to Citi's GBP account at Citi London, with the ultimate beneficiary being Citi New York. For the USD, Citi pays the USD to ultimate beneficiary UBS Zurich, but in this case, UBS Zurich holds its USD at Citibank, and therefore UBS' account as Citibank is credited." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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>2001-10-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationIdScheme">FX987</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">FWD123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">FXD2002987</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
<settlementInformation>
<settlementInstruction>
<settlementMethod settlementMethodScheme="http://www.fpml.org/coding-scheme/settlement-method">SWIFT</settlementMethod>
<correspondentInformation>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWGB2L</routingId>
</routingIds>
</correspondentInformation>
<beneficiaryBank>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX Forward with specific Settlement Instructions"
description: "On 12 November, 2001, UBS Zurich and Citibank New York agree to a foreign exchange contract. The terms of the contract are: Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation. Settlement is highlighted in this example. In this case, UBS pays the GBP from their account at UBS London to Citi's GBP account at Citi London, with the ultimate beneficiary being Citi New York. For the USD, Citi pays the USD to ultimate beneficiary UBS Zurich, but in this case, UBS Zurich holds its USD at Citibank, and therefore UBS' account as Citibank is credited."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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>2001-10-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationIdScheme">FX987</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">FWD123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">FXD2002987</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
<settlementInformation>
<settlementInstruction>
<settlementMethod settlementMethodScheme="http://www.fpml.org/coding-scheme/settlement-method">SWIFT</settlementMethod>
<correspondentInformation>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWGB2L</routingId>
</routingIds>
</correspondentInformation>
<beneficiaryBank>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362"> |
category: "fx-derivatives" | sub category: "FX Forward with specific Settlement Instructions" | description: "On 12 November, 2001, UBS Zurich and Citibank New York agree to a foreign exchange contract. The terms of the contract are: Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation. Settlement is highlighted in this example. In this case, UBS pays the GBP from their account at UBS London to Citi's GBP account at Citi London, with the ultimate beneficiary being Citi New York. For the USD, Citi pays the USD to ultimate beneficiary UBS Zurich, but in this case, UBS Zurich holds its USD at Citibank, and therefore UBS' account as Citibank is credited." | ### Response: CITIGB2L</routingId>
</routingIds>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14643000</amount>
</paymentAmount>
<settlementInformation>
<settlementInstruction>
<beneficiaryBank>
<routingIdsAndExplicitDetails>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId>
</routingIds>
<routingName>Citibank</routingName>
<routingAccountNumber>/C/1234567788</routingAccountNumber>
</routingIdsAndExplicitDetails>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWCHZH</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</exchangedCurrency2>
<valueDate>2002-04-01</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>1.4643</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">BFM8T61CT2L1QCEMIK50</partyId>
</party>
</requestConfirmation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX Forward with specific Settlement Instructions"
description: "On 12 November, 2001, UBS Zurich and Citibank New York agree to a foreign exchange contract. The terms of the contract are: Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation. Settlement is highlighted in this example. In this case, UBS pays the GBP from their account at UBS London to Citi's GBP account at Citi London, with the ultimate beneficiary being Citi New York. For the USD, Citi pays the USD to ultimate beneficiary UBS Zurich, but in this case, UBS Zurich holds its USD at Citibank, and therefore UBS' account as Citibank is credited."
### Response: CITIGB2L</routingId>
</routingIds>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14643000</amount>
</paymentAmount>
<settlementInformation>
<settlementInstruction>
<beneficiaryBank>
<routingIdsAndExplicitDetails>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId>
</routingIds>
<routingName>Citibank</routingName>
<routingAccountNumber>/C/1234567788</routingAccountNumber>
</routingIdsAndExplicitDetails>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWCHZH</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</exchangedCurrency2>
<valueDate>2002-04-01</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>1.4643</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">BFM8T61CT2L1QCEMIK50</partyId>
</party>
</requestConfirmation> |
category: "fx-derivatives" | null | description: "FX Forward identified as using standard settlement instructionsThis is identical to Example 3, but the standard settlement scheme is used to highlight that this trade will be paid using standard, pre-agreed settlement instructions. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000000</amount>
</paymentAmount>
<settlementInformation>
<standardSettlementStyle>Standard</standardSettlementStyle>
</settlementInformation>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>9175000</amount>
</paymentAmount>
<settlementInformation>
<standardSettlementStyle>Standard</standardSettlementStyle> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Forward identified as using standard settlement instructionsThis is identical to Example 3, but the standard settlement scheme is used to highlight that this trade will be paid using standard, pre-agreed settlement instructions. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000000</amount>
</paymentAmount>
<settlementInformation>
<standardSettlementStyle>Standard</standardSettlementStyle>
</settlementInformation>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>9175000</amount>
</paymentAmount>
<settlementInformation>
<standardSettlementStyle>Standard</standardSettlementStyle> |
category: "fx-derivatives" | sub category: "FX Forward with split settlement" | description: "On 12 November, 2001, DeutscheBank Frankfurt and ABN Amro Amsterdam agree to a forward foreign exchange contract. The terms of the contract are: Deutsche Bank sends a TradeConfirmed message to ABN Amro with the details of the confirmation. In this example, the exchange rate has been quoted as an "inverted" rate. Split settlement is highlighted in this example in the payment of the USD. Here, the following has been specified: The ultimate beneficiary is ABNANL2A for all USD payments, but 3 different accounts have been specified for settlement. For the EUR, ABN pays all EUR to Deutsche, but specifies settlement of the EUR via a debit of ABN's account in EUR with Deutsche." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX98765</messageId>
<sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.db.com/partyId">ABNANL2A</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX1234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">FX048VS</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abn.com/fx/trade-id">USABC023</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>13000000</amount>
</paymentAmount>
<settlementInformation>
<settlementInstruction>
<settlementMethod settlementMethodScheme="http://www.fpml.org/coding-scheme/settlement-method">SWIFT</settlementMethod>
<correspondentInformation>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTUS33</routingId>
</routingIds>
</correspondentInformation>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX Forward with split settlement"
description: "On 12 November, 2001, DeutscheBank Frankfurt and ABN Amro Amsterdam agree to a forward foreign exchange contract. The terms of the contract are: Deutsche Bank sends a TradeConfirmed message to ABN Amro with the details of the confirmation. In this example, the exchange rate has been quoted as an "inverted" rate. Split settlement is highlighted in this example in the payment of the USD. Here, the following has been specified: The ultimate beneficiary is ABNANL2A for all USD payments, but 3 different accounts have been specified for settlement. For the EUR, ABN pays all EUR to Deutsche, but specifies settlement of the EUR via a debit of ABN's account in EUR with Deutsche."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX98765</messageId>
<sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.db.com/partyId">ABNANL2A</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX1234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">FX048VS</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abn.com/fx/trade-id">USABC023</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>13000000</amount>
</paymentAmount>
<settlementInformation>
<settlementInstruction>
<settlementMethod settlementMethodScheme="http://www.fpml.org/coding-scheme/settlement-method">SWIFT</settlementMethod>
<correspondentInformation>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTUS33</routingId>
</routingIds>
</correspondentInformation>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> |
category: "fx-derivatives" | sub category: "FX Forward with split settlement" | description: "On 12 November, 2001, DeutscheBank Frankfurt and ABN Amro Amsterdam agree to a forward foreign exchange contract. The terms of the contract are: Deutsche Bank sends a TradeConfirmed message to ABN Amro with the details of the confirmation. In this example, the exchange rate has been quoted as an "inverted" rate. Split settlement is highlighted in this example in the payment of the USD. Here, the following has been specified: The ultimate beneficiary is ABNANL2A for all USD payments, but 3 different accounts have been specified for settlement. For the EUR, ABN pays all EUR to Deutsche, but specifies settlement of the EUR via a debit of ABN's account in EUR with Deutsche." | ### Response:
</routingIds>
</beneficiary>
<splitSettlement>
<splitSettlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>3000000</amount>
</splitSettlementAmount>
<beneficiaryBank>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS33</routingId>
</routingIds>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</splitSettlement>
<splitSettlement>
<splitSettlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>4000000</amount>
</splitSettlementAmount>
<beneficiaryBank>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS4C</routingId>
</routingIds>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</splitSettlement>
<splitSettlement>
<splitSettlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>6000000</amount>
</splitSettlementAmount>
<beneficiaryBank>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS6F</routingId>
</routingIds>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</splitSettlement>
</settlementInstruction>
</settlementInformation>
</exchangedCurrency1> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX Forward with split settlement"
description: "On 12 November, 2001, DeutscheBank Frankfurt and ABN Amro Amsterdam agree to a forward foreign exchange contract. The terms of the contract are: Deutsche Bank sends a TradeConfirmed message to ABN Amro with the details of the confirmation. In this example, the exchange rate has been quoted as an "inverted" rate. Split settlement is highlighted in this example in the payment of the USD. Here, the following has been specified: The ultimate beneficiary is ABNANL2A for all USD payments, but 3 different accounts have been specified for settlement. For the EUR, ABN pays all EUR to Deutsche, but specifies settlement of the EUR via a debit of ABN's account in EUR with Deutsche."
### Response:
</routingIds>
</beneficiary>
<splitSettlement>
<splitSettlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>3000000</amount>
</splitSettlementAmount>
<beneficiaryBank>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS33</routingId>
</routingIds>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</splitSettlement>
<splitSettlement>
<splitSettlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>4000000</amount>
</splitSettlementAmount>
<beneficiaryBank>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS4C</routingId>
</routingIds>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</splitSettlement>
<splitSettlement>
<splitSettlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>6000000</amount>
</splitSettlementAmount>
<beneficiaryBank>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS6F</routingId>
</routingIds>
</beneficiaryBank>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</splitSettlement>
</settlementInstruction>
</settlementInformation>
</exchangedCurrency1> |
category: "fx-derivatives" | sub category: "Non-deliverable FX Forward" | description: "On 09 January, 2002, Chase New York and CSFB New York agree to a FX non-deliverable forward contract. The terms of the contract are: Chase sends a RequestTradeConfirmation message to CSFB with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">09876</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">CSFBUS33</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="hhttp://www.partyA.com/coding-scheme/correlationId">1234</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>2002-01-09</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">INR</currency>
<amount>434000000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-04-11</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "Non-deliverable FX Forward"
description: "On 09 January, 2002, Chase New York and CSFB New York agree to a FX non-deliverable forward contract. The terms of the contract are: Chase sends a RequestTradeConfirmation message to CSFB with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">09876</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">CSFBUS33</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="hhttp://www.partyA.com/coding-scheme/correlationId">1234</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>2002-01-09</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">INR</currency>
<amount>434000000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-04-11</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | sub category: "FX Swap" | description: "On 23 January, 2002, Chase New York and Deutsche Frankfurt agree to an FX swap contract. The terms of the contract are: Deutsche Bank sends a TradeConfirmed message to Chase with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX098765</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX12345</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-23</tradeDate>
</tradeHeader>
<fxSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxSwap</productType>
<nearLeg>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14800000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-01-25</valueDate>
<exchangeRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX Swap"
description: "On 23 January, 2002, Chase New York and Deutsche Frankfurt agree to an FX swap contract. The terms of the contract are: Deutsche Bank sends a TradeConfirmed message to Chase with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX098765</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX12345</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-23</tradeDate>
</tradeHeader>
<fxSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxSwap</productType>
<nearLeg>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14800000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-01-25</valueDate>
<exchangeRate> |
category: "fx-derivatives" | sub category: "FX OTC Option - European exercise" | description: "On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX098765</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2002-01-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX12345</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-04</tradeDate>
</tradeHeader><fxOption>
<productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2002-06-04</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter id="primarybusinesscenter" businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName>
<valueDate>2002-06-06</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Option - European exercise"
description: "On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX098765</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2002-01-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX12345</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-04</tradeDate>
</tradeHeader><fxOption>
<productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2002-06-04</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter id="primarybusinesscenter" businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName>
<valueDate>2002-06-06</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | sub category: "FX OTC Option - American exercise" | description: "On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://partyA.com/trades">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://adnamro.com/trade-ids">ABN1789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-12-04</tradeDate>
</tradeHeader><fxOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxOption</productType>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><americanExercise><commencementDate>
<adjustableDate>
<unadjustedDate>2001-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2002-06-04</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Option - American exercise"
description: "On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://partyA.com/trades">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://adnamro.com/trade-ids">ABN1789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-12-04</tradeDate>
</tradeHeader><fxOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxOption</productType>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><americanExercise><commencementDate>
<adjustableDate>
<unadjustedDate>2001-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2002-06-04</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | sub category: "FX OTC Option - American exercise" | description: "On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." | ### Response: USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName><latestValueDate>2002-06-06</latestValueDate>
</americanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>75000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>36900000</amount>
</callCurrencyAmount><strike>
<rate>0.4920</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-12-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate><paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>36900</amount>
</paymentAmount>
<settlementInformation>
<settlementInstruction>
<correspondentInformation>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId>
</routingIds>
</correspondentInformation>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation><quote><value>0.001</value><quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
<partyName>PARTYA</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Option - American exercise"
description: "On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."
### Response: USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName><latestValueDate>2002-06-06</latestValueDate>
</americanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>75000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>36900000</amount>
</callCurrencyAmount><strike>
<rate>0.4920</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-12-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate><paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>36900</amount>
</paymentAmount>
<settlementInformation>
<settlementInstruction>
<correspondentInformation>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId>
</routingIds>
</correspondentInformation>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation><quote><value>0.001</value><quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
<partyName>PARTYA</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> |
category: "fx-derivatives" | sub category: "Non-deliverable FX OTC Option" | description: "On 15 January, 2001, Chase agrees to purchase a non-deliverable FX OTC USD / VEB option from ABN Amro. The terms of the contract are: ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-01-15T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-01-15</tradeDate>
</tradeHeader><fxOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">ForeignExchange:NDO</productType>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2001-04-09</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2001-04-11</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">VEB</currency>
<amount>17250000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "Non-deliverable FX OTC Option"
description: "On 15 January, 2001, Chase agrees to purchase a non-deliverable FX OTC USD / VEB option from ABN Amro. The terms of the contract are: ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-01-15T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-01-15</tradeDate>
</tradeHeader><fxOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">ForeignExchange:NDO</productType>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2001-04-09</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2001-04-11</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">VEB</currency>
<amount>17250000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | sub category: "Non-deliverable FX OTC Option" | description: "On 15 January, 2001, Chase agrees to purchase a non-deliverable FX OTC USD / VEB option from ABN Amro. The terms of the contract are: ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." | ### Response: USD</currency>
<amount>15000000</amount>
</callCurrencyAmount><strike>
<rate>1.15</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate><paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>372750</amount>
</paymentAmount>
</premium><cashSettlement>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency><fixing>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">VEB</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency1PerCurrency2</quoteBasis>
</quotedCurrencyPair>
<fixingDate>2001-04-09</fixingDate>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>VEB01</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>17:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">VECA</businessCenter>
</fixingTime>
</fxSpotRateSource>
</fixing>
</cashSettlement>
</fxOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
<partyName>PARTYA</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId>
<partyName>ABN Amro</partyName>
</party>
</requestConfirmation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "Non-deliverable FX OTC Option"
description: "On 15 January, 2001, Chase agrees to purchase a non-deliverable FX OTC USD / VEB option from ABN Amro. The terms of the contract are: ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."
### Response: USD</currency>
<amount>15000000</amount>
</callCurrencyAmount><strike>
<rate>1.15</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate><paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>372750</amount>
</paymentAmount>
</premium><cashSettlement>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency><fixing>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">VEB</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency1PerCurrency2</quoteBasis>
</quotedCurrencyPair>
<fixingDate>2001-04-09</fixingDate>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>VEB01</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>17:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">VECA</businessCenter>
</fixingTime>
</fxSpotRateSource>
</fixing>
</cashSettlement>
</fxOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
<partyName>PARTYA</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId>
<partyName>ABN Amro</partyName>
</party>
</requestConfirmation> |
category: "fx-derivatives" | sub category: "FX OTC Barrier Option" | description: "On 16 August, 2001, DB agrees to purchase a EUR call against USD put barrier option with a knock-in Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-08-16</tradeDate>
</tradeHeader><fxOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/><europeanExercise>
<expiryDate>2002-02-06</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2002-02-08</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>4500000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000</amount>
</callCurrencyAmount>
<strike>
<rate>0.9</rate>
<strikeQuoteBasis> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Barrier Option"
description: "On 16 August, 2001, DB agrees to purchase a EUR call against USD put barrier option with a knock-in Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-08-16</tradeDate>
</tradeHeader><fxOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/><europeanExercise>
<expiryDate>2002-02-06</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2002-02-08</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>4500000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000</amount>
</callCurrencyAmount>
<strike>
<rate>0.9</rate>
<strikeQuoteBasis> |
category: "fx-derivatives" | sub category: "FX OTC Double Barrier Option" | description: "On 3 January, 2001, DB agrees to purchase a 2-month double knockout FX OTC JPY put / USD call option from Chase The terms of the contract are: DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.db.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2002-01-03T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-03</tradeDate>
</tradeHeader>
<fxOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DOUBLEBARRIER</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2002-03-04</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2002-03-06</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>2500000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Double Barrier Option"
description: "On 3 January, 2001, DB agrees to purchase a 2-month double knockout FX OTC JPY put / USD call option from Chase The terms of the contract are: DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.db.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2002-01-03T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-03</tradeDate>
</tradeHeader>
<fxOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DOUBLEBARRIER</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2002-03-04</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2002-03-06</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>2500000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> |
category: "fx-derivatives" | sub category: "FX OTC Double Barrier Option" | description: "On 3 January, 2001, DB agrees to purchase a 2-month double knockout FX OTC JPY put / USD call option from Chase The terms of the contract are: DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation." | ### Response:
<amount>23798191.34</amount>
</callCurrencyAmount>
<strike>
<rate>105.05</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<spotRate>106</spotRate>
<features>
<barrier><barrierType>Knockout</barrierType>
<direction>Down</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>102</triggerRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>JPY=</rateSourcePage>
</informationSource><observationStartDate>2002-01-03</observationStartDate>
<observationEndDate>2002-03-04</observationEndDate>
<observationEndTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</observationEndTime>
</barrier>
<barrier><barrierType>Knockout</barrierType>
<direction>Up</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>115</triggerRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>JPY=</rateSourcePage>
</informationSource><observationStartDate>2002-01-03</observationStartDate>
<observationEndDate>2002-03-04</observationEndDate>
<observationEndTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Double Barrier Option"
description: "On 3 January, 2001, DB agrees to purchase a 2-month double knockout FX OTC JPY put / USD call option from Chase The terms of the contract are: DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation."
### Response:
<amount>23798191.34</amount>
</callCurrencyAmount>
<strike>
<rate>105.05</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<spotRate>106</spotRate>
<features>
<barrier><barrierType>Knockout</barrierType>
<direction>Down</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>102</triggerRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>JPY=</rateSourcePage>
</informationSource><observationStartDate>2002-01-03</observationStartDate>
<observationEndDate>2002-03-04</observationEndDate>
<observationEndTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</observationEndTime>
</barrier>
<barrier><barrierType>Knockout</barrierType>
<direction>Up</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>115</triggerRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>JPY=</rateSourcePage>
</informationSource><observationStartDate>2002-01-03</observationStartDate>
<observationEndDate>2002-03-04</observationEndDate>
<observationEndTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- Euro Binary" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European binary option and pays a premium. At expiry, if the spot rate is above the trigger rate, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.citi.com/partyId">CITIUS33</sentBy>
<sendTo messageAddressScheme="http://www.citi.com/partyId">UBSWGB2L</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10014</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20014</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroBinary</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<valueDate>2001-11-28</valueDate>
</europeanExercise>
<trigger><triggerCondition>AtOrAbove</triggerCondition>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- Euro Binary"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European binary option and pays a premium. At expiry, if the spot rate is above the trigger rate, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.citi.com/partyId">CITIUS33</sentBy>
<sendTo messageAddressScheme="http://www.citi.com/partyId">UBSWGB2L</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10014</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20014</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroBinary</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<valueDate>2001-11-28</valueDate>
</europeanExercise>
<trigger><triggerCondition>AtOrAbove</triggerCondition>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- Euro Range Digital" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European range binary option and pays a premium. At expiry, if below the higher trigger rate and above the lower trigger rate, UBS receives a payout. CITI sends a RequestTradeConfirmation message to UBS with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.citi.com/partyId">CITI10015</sentBy>
<sendTo messageAddressScheme="http://www.citi.com/partyId">UBSW20015</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10015</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20015</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroRangeBinary</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<valueDate>2001-11-26</valueDate>
</europeanExercise>
<trigger><triggerCondition>AtOrAbove</triggerCondition>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- Euro Range Digital"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European range binary option and pays a premium. At expiry, if below the higher trigger rate and above the lower trigger rate, UBS receives a payout. CITI sends a RequestTradeConfirmation message to UBS with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.citi.com/partyId">CITI10015</sentBy>
<sendTo messageAddressScheme="http://www.citi.com/partyId">UBSW20015</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10015</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20015</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroRangeBinary</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<valueDate>2001-11-26</valueDate>
</europeanExercise>
<trigger><triggerCondition>AtOrAbove</triggerCondition>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- Euro Range Digital" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European range binary option and pays a premium. At expiry, if below the higher trigger rate and above the lower trigger rate, UBS receives a payout. CITI sends a RequestTradeConfirmation message to UBS with the details of the confirmation." | ### Response:
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.4800</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource>
</trigger>
<trigger><triggerCondition>AtOrBelow</triggerCondition>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5500</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource>
</trigger>
<payout>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>1250000</amount>
<payoutStyle>Immediate</payoutStyle>
</payout>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>43000</amount>
</paymentAmount>
</premium>
</fxDigitalOption>
</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"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- Euro Range Digital"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European range binary option and pays a premium. At expiry, if below the higher trigger rate and above the lower trigger rate, UBS receives a payout. CITI sends a RequestTradeConfirmation message to UBS with the details of the confirmation."
### Response:
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.4800</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource>
</trigger>
<trigger><triggerCondition>AtOrBelow</triggerCondition>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5500</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource>
</trigger>
<payout>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>1250000</amount>
<payoutStyle>Immediate</payoutStyle>
</payout>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>43000</amount>
</paymentAmount>
</premium>
</fxDigitalOption>
</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"> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- One-Touch" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD one-touch option and pays a premium. At any time before expiry, if the spot rate is above the trigger rate, UBS receives a payout, but this payout is deferred until the value date of the option. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX019876</messageId>
<sentBy messageAddressScheme="http://www.citi.com/partyId">CITI10015</sentBy>
<sendTo messageAddressScheme="http://www.citi.com/partyId">UBSW20015</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX12345</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10016</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20016</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">OneTouch</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<americanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- One-Touch"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD one-touch option and pays a premium. At any time before expiry, if the spot rate is above the trigger rate, UBS receives a payout, but this payout is deferred until the value date of the option. CITI sends a TradeConfirmed message to UBS with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX019876</messageId>
<sentBy messageAddressScheme="http://www.citi.com/partyId">CITI10015</sentBy>
<sendTo messageAddressScheme="http://www.citi.com/partyId">UBSW20015</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX12345</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10016</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20016</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">OneTouch</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<americanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- One-Touch" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD one-touch option and pays a premium. At any time before expiry, if the spot rate is above the trigger rate, UBS receives a payout, but this payout is deferred until the value date of the option. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." | ### Response: GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<latestValueDate>2001-11-26</latestValueDate>
</americanExercise>
<touch>
<touchCondition>Touch</touchCondition><direction>AtOrAbove</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5200</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</observationEndTime>
</touch>
<payout>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>2000000</amount>
<payoutStyle>Deferred</payoutStyle>
</payout>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>78000</amount>
</paymentAmount>
</premium>
</fxDigitalOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- One-Touch"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD one-touch option and pays a premium. At any time before expiry, if the spot rate is above the trigger rate, UBS receives a payout, but this payout is deferred until the value date of the option. CITI sends a TradeConfirmed message to UBS with the details of the confirmation."
### Response: GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<latestValueDate>2001-11-26</latestValueDate>
</americanExercise>
<touch>
<touchCondition>Touch</touchCondition><direction>AtOrAbove</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5200</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</observationEndTime>
</touch>
<payout>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>2000000</amount>
<payoutStyle>Deferred</payoutStyle>
</payout>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>78000</amount>
</paymentAmount>
</premium>
</fxDigitalOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- No-Touch" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD no-touch option and pays a premium. If the spot rate remains below the trigger rate at all times until expiry, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX65432</messageId>
<sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy>
<sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/correlationId">FX09876</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10017</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20018</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">NoTouch</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<americanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- No-Touch"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD no-touch option and pays a premium. If the spot rate remains below the trigger rate at all times until expiry, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX65432</messageId>
<sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy>
<sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/correlationId">FX09876</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10017</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20018</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">NoTouch</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<americanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- No-Touch" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD no-touch option and pays a premium. If the spot rate remains below the trigger rate at all times until expiry, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." | ### Response: GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<latestValueDate>2001-11-26</latestValueDate>
</americanExercise>
<touch>
<touchCondition>Notouch</touchCondition><direction>AtOrAbove</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5200</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</observationEndTime>
</touch>
<payout>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>3000000</amount>
<payoutStyle>Immediate</payoutStyle>
</payout>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>78000</amount>
</paymentAmount>
</premium>
</fxDigitalOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- No-Touch"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD no-touch option and pays a premium. If the spot rate remains below the trigger rate at all times until expiry, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation."
### Response: GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<latestValueDate>2001-11-26</latestValueDate>
</americanExercise>
<touch>
<touchCondition>Notouch</touchCondition><direction>AtOrAbove</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5200</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</observationEndTime>
</touch>
<payout>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>3000000</amount>
<payoutStyle>Immediate</payoutStyle>
</payout>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>78000</amount>
</paymentAmount>
</premium>
</fxDigitalOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- Double One-Touch" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double one-touch option and pays a premium. UBS receives a payout at maturity if the spot rate has crossed either trigger rate at some time during the lifetime of the option. UBS sends a RequestTradeConfirmation message to Citi with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy>
<sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10018</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20018</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DoubleOneTouch</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<americanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- Double One-Touch"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double one-touch option and pays a premium. UBS receives a payout at maturity if the spot rate has crossed either trigger rate at some time during the lifetime of the option. UBS sends a RequestTradeConfirmation message to Citi with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy>
<sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10018</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20018</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DoubleOneTouch</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<americanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- Double One-Touch" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double one-touch option and pays a premium. UBS receives a payout at maturity if the spot rate has crossed either trigger rate at some time during the lifetime of the option. UBS sends a RequestTradeConfirmation message to Citi with the details of the confirmation." | ### Response: GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<latestValueDate>2001-11-26</latestValueDate>
</americanExercise>
<touch>
<touchCondition>Touch</touchCondition><direction>AtOrAbove</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5200</triggerRate><spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</observationEndTime>
</touch>
<touch>
<touchCondition>Touch</touchCondition><direction>AtOrBelow</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.4600</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- Double One-Touch"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double one-touch option and pays a premium. UBS receives a payout at maturity if the spot rate has crossed either trigger rate at some time during the lifetime of the option. UBS sends a RequestTradeConfirmation message to Citi with the details of the confirmation."
### Response: GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<latestValueDate>2001-11-26</latestValueDate>
</americanExercise>
<touch>
<touchCondition>Touch</touchCondition><direction>AtOrAbove</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5200</triggerRate><spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</observationEndTime>
</touch>
<touch>
<touchCondition>Touch</touchCondition><direction>AtOrBelow</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.4600</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- Double No-Touch" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double no-touch option and pays a premium. If the spot rate remains below the upper trigger rate and above the lower trigger rate at all times until expiry, UBS receives a payout. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy>
<sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/correlationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10019</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20019</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DoubleNoTouch</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<americanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- Double No-Touch"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double no-touch option and pays a premium. If the spot rate remains below the upper trigger rate and above the lower trigger rate at all times until expiry, UBS receives a payout. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy>
<sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/correlationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10019</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20019</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DoubleNoTouch</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<americanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expiryDate>2001-11-26</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | sub category: "FX OTC Digital/Binary Option -- Double No-Touch" | description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double no-touch option and pays a premium. If the spot rate remains below the upper trigger rate and above the lower trigger rate at all times until expiry, UBS receives a payout. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." | ### Response: GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<latestValueDate>2001-11-26</latestValueDate>
</americanExercise>
<touch>
<touchCondition>Notouch</touchCondition><direction>AtOrAbove</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5200</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</observationEndTime>
</touch>
<touch>
<touchCondition>Notouch</touchCondition><direction>AtOrBelow</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.4500</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Digital/Binary Option -- Double No-Touch"
description: "On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double no-touch option and pays a premium. If the spot rate remains below the upper trigger rate and above the lower trigger rate at all times until expiry, UBS receives a payout. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."
### Response: GBLO</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">LondonEveningPgm</cutName>
<latestValueDate>2001-11-26</latestValueDate>
</americanExercise>
<touch>
<touchCondition>Notouch</touchCondition><direction>AtOrAbove</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.5200</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</observationEndTime>
</touch>
<touch>
<touchCondition>Notouch</touchCondition><direction>AtOrBelow</direction>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.4500</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource><observationStartDate>2001-11-12</observationStartDate>
<observationEndDate>2001-11-26</observationEndDate>
<observationEndTime>
<hourMinuteTime>14:00:00</hourMinuteTime> |
category: "fx-derivatives" | sub category: "FX OTC Average Rate Option with Parametric Schedule" | description: "On 16 August, 2001, DB agrees to purchase an average rate option from Chase and pays a premium. The terms of the contract are: Chase sends a TradeConfirmed message to DB with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PA-12345</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-98765</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-08-16</tradeDate>
</tradeHeader><fxOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/><europeanExercise>
<expiryDate>2001-11-30</expiryDate>
<expiryTime>
<hourMinuteTime>12:30:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</expiryTime>
<valueDate>2001-12-04</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">MXN</currency>
<amount>5750000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>585539.71</amount>
</callCurrencyAmount><strike>
<rate>9.82</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "FX OTC Average Rate Option with Parametric Schedule"
description: "On 16 August, 2001, DB agrees to purchase an average rate option from Chase and pays a premium. The terms of the contract are: Chase sends a TradeConfirmed message to DB with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PA-12345</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-98765</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-08-16</tradeDate>
</tradeHeader><fxOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/><europeanExercise>
<expiryDate>2001-11-30</expiryDate>
<expiryTime>
<hourMinuteTime>12:30:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</expiryTime>
<valueDate>2001-12-04</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">MXN</currency>
<amount>5750000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>585539.71</amount>
</callCurrencyAmount><strike>
<rate>9.82</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> |
category: "fx-derivatives" | null | description: "FX OTC Average Rate Option with Parametric Schedule with Rate ObservationThis example is identical to Example 20. In addition, specific dates within the schedule have been specified for which rates have been observed. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2010-11-05T12:34:56-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CRR/2007/01/04/2342342</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.chase.com/fx/trade-id">CH-23948</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-89080</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-08-16</tradeDate>
</tradeHeader>
<fxOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2010-11-30</expiryDate>
<expiryTime>
<hourMinuteTime>12:30:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</expiryTime>
<valueDate>2010-12-04</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">MXN</currency>
<amount>5750000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>463709.68</amount>
</callCurrencyAmount>
<strike>
<rate>12.40</rate>
<strikeQuoteBasis> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX OTC Average Rate Option with Parametric Schedule with Rate ObservationThis example is identical to Example 20. In addition, specific dates within the schedule have been specified for which rates have been observed. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2010-11-05T12:34:56-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CRR/2007/01/04/2342342</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.chase.com/fx/trade-id">CH-23948</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-89080</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-08-16</tradeDate>
</tradeHeader>
<fxOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2010-11-30</expiryDate>
<expiryTime>
<hourMinuteTime>12:30:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</expiryTime>
<valueDate>2010-12-04</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">MXN</currency>
<amount>5750000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>463709.68</amount>
</callCurrencyAmount>
<strike>
<rate>12.40</rate>
<strikeQuoteBasis> |
category: "fx-derivatives" | null | description: "FX OTC Average Rate Option with Parametric Schedule with Rate ObservationThis example is identical to Example 20. In addition, specific dates within the schedule have been specified for which rates have been observed. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." | ### Response: PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<features>
<asian>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>BNBX</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>18:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</fixingTime>
<observationSchedule>
<startDate>2010-11-01</startDate>
<endDate>2010-11-30</endDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</observationSchedule>
<rateObservation>
<date>2010-11-01</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.34527</rate>
</rateObservation>
<rateObservation>
<date>2010-11-02</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.34527</rate>
</rateObservation>
<rateObservation>
<date>2010-11-03</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.26109</rate>
</rateObservation>
<rateObservation>
<date>2010-11-04</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.21616</rate>
</rateObservation>
<rateObservation>
<date>2010-11-05</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
<rate>12.24930</rate>
</rateObservation>
<rateObservationQuoteBasis>PutCurrencyPerCallCurrency</rateObservationQuoteBasis>
</asian>
</features>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/><paymentDate>
<adjustableDate>
<unadjustedDate>2010-08-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX OTC Average Rate Option with Parametric Schedule with Rate ObservationThis example is identical to Example 20. In addition, specific dates within the schedule have been specified for which rates have been observed. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."
### Response: PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<features>
<asian>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>BNBX</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>18:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</fixingTime>
<observationSchedule>
<startDate>2010-11-01</startDate>
<endDate>2010-11-30</endDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</observationSchedule>
<rateObservation>
<date>2010-11-01</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.34527</rate>
</rateObservation>
<rateObservation>
<date>2010-11-02</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.34527</rate>
</rateObservation>
<rateObservation>
<date>2010-11-03</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.26109</rate>
</rateObservation>
<rateObservation>
<date>2010-11-04</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.21616</rate>
</rateObservation>
<rateObservation>
<date>2010-11-05</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
<rate>12.24930</rate>
</rateObservation>
<rateObservationQuoteBasis>PutCurrencyPerCallCurrency</rateObservationQuoteBasis>
</asian>
</features>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/><paymentDate>
<adjustableDate>
<unadjustedDate>2010-08-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments> |
category: "fx-derivatives" | null | description: "FX OTC Average Rate Option with Specific Date ScheduleThis example is identical to Example 20. Instead of using a parametric frequency (e.g., daily), each specific observation date has been specified. All weighting factors are 1.0, since all rates would be weighted evenly when the average rate is computed upon expiry. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2010-11-05T12:34:56-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CRR/2007/01/04/2342342</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.chase.com/fx/trade-id">CH-23948</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-89080</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-08-16</tradeDate>
</tradeHeader>
<fxOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2010-11-30</expiryDate>
<expiryTime>
<hourMinuteTime>12:30:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</expiryTime>
<valueDate>2010-12-04</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">MXN</currency>
<amount>5750000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>463709.68</amount>
</callCurrencyAmount>
<strike>
<rate>12.40</rate>
<strikeQuoteBasis> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX OTC Average Rate Option with Specific Date ScheduleThis example is identical to Example 20. Instead of using a parametric frequency (e.g., daily), each specific observation date has been specified. All weighting factors are 1.0, since all rates would be weighted evenly when the average rate is computed upon expiry. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2010-11-05T12:34:56-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CRR/2007/01/04/2342342</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.chase.com/fx/trade-id">CH-23948</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-89080</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-08-16</tradeDate>
</tradeHeader>
<fxOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expiryDate>2010-11-30</expiryDate>
<expiryTime>
<hourMinuteTime>12:30:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</expiryTime>
<valueDate>2010-12-04</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">MXN</currency>
<amount>5750000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>463709.68</amount>
</callCurrencyAmount>
<strike>
<rate>12.40</rate>
<strikeQuoteBasis> |
category: "fx-derivatives" | null | description: "FX OTC Average Rate Option with Specific Date ScheduleThis example is identical to Example 20. Instead of using a parametric frequency (e.g., daily), each specific observation date has been specified. All weighting factors are 1.0, since all rates would be weighted evenly when the average rate is computed upon expiry. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." | ### Response: PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<features>
<asian>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>BNBX</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>18:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</fixingTime>
<rateObservation>
<date>2010-11-01</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.34527</rate>
</rateObservation>
<rateObservation>
<date>2010-11-02</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.34527</rate>
</rateObservation>
<rateObservation>
<date>2010-11-03</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.26109</rate>
</rateObservation>
<rateObservation>
<date>2010-11-04</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.21616</rate>
</rateObservation>
<rateObservation>
<date>2010-11-05</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
<rate>12.24930</rate>
</rateObservation>
<rateObservation>
<date>2010-11-08</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-09</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-10</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-11</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-12</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
</rateObservation>
<rateObservation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX OTC Average Rate Option with Specific Date ScheduleThis example is identical to Example 20. Instead of using a parametric frequency (e.g., daily), each specific observation date has been specified. All weighting factors are 1.0, since all rates would be weighted evenly when the average rate is computed upon expiry. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."
### Response: PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<features>
<asian>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>BNBX</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>18:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter>
</fixingTime>
<rateObservation>
<date>2010-11-01</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.34527</rate>
</rateObservation>
<rateObservation>
<date>2010-11-02</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.34527</rate>
</rateObservation>
<rateObservation>
<date>2010-11-03</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.26109</rate>
</rateObservation>
<rateObservation>
<date>2010-11-04</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
<rate>12.21616</rate>
</rateObservation>
<rateObservation>
<date>2010-11-05</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
<rate>12.24930</rate>
</rateObservation>
<rateObservation>
<date>2010-11-08</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-09</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-10</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-11</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-12</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
</rateObservation>
<rateObservation> |
category: "fx-derivatives" | null | description: "FX OTC Average Rate Option with Specific Date ScheduleThis example is identical to Example 20. Instead of using a parametric frequency (e.g., daily), each specific observation date has been specified. All weighting factors are 1.0, since all rates would be weighted evenly when the average rate is computed upon expiry. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." | ### Response:
<date>2010-11-15</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-16</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-17</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-18</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-19</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-22</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-23</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-24</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-25</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-26</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-29</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-30</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservationQuoteBasis>PutCurrencyPerCallCurrency</rateObservationQuoteBasis>
</asian>
</features>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/><paymentDate>
<adjustableDate>
<unadjustedDate>2010-08-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX OTC Average Rate Option with Specific Date ScheduleThis example is identical to Example 20. Instead of using a parametric frequency (e.g., daily), each specific observation date has been specified. All weighting factors are 1.0, since all rates would be weighted evenly when the average rate is computed upon expiry. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."
### Response:
<date>2010-11-15</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-16</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-17</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-18</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-19</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-22</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-23</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-24</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-25</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-26</date>
<averageRateWeightingFactor>3</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-29</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservation>
<date>2010-11-30</date>
<averageRateWeightingFactor>1</averageRateWeightingFactor>
</rateObservation>
<rateObservationQuoteBasis>PutCurrencyPerCallCurrency</rateObservationQuoteBasis>
</asian>
</features>
<premium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/><paymentDate>
<adjustableDate>
<unadjustedDate>2010-08-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments> |
category: "fx-derivatives" | null | description: "Straddle (sample usage of Strategy)On 20 November 2001, Chase agrees to purchase a straddle from ABN Amro. A straddle consists of buying a call and a put for the same currency pair, at the same strike price. This contains two instances of the fxSimpleOption structure within strategy. Note that this is used when a single trade reference number is desired. ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-11-20T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-20</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">Straddle</productType><fxOption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2001-12-24</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>50000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "Straddle (sample usage of Strategy)On 20 November 2001, Chase agrees to purchase a straddle from ABN Amro. A straddle consists of buying a call and a put for the same currency pair, at the same strike price. This contains two instances of the fxSimpleOption structure within strategy. Note that this is used when a single trade reference number is desired. ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-11-20T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-20</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">Straddle</productType><fxOption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2001-12-24</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>50000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | null | description: "Straddle (sample usage of Strategy)On 20 November 2001, Chase agrees to purchase a straddle from ABN Amro. A straddle consists of buying a call and a put for the same currency pair, at the same strike price. This contains two instances of the fxSimpleOption structure within strategy. Note that this is used when a single trade reference number is desired. ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation." | ### Response: USD</currency>
<amount>26000000</amount>
</callCurrencyAmount><strike>
<rate>0.5200</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate><paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000</amount>
</paymentAmount><quote><value>0.001</value><quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption><fxOption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName>
<valueDate>2001-12-24</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>50000000</amount>
</callCurrencyAmount><strike>
<rate>0.5200</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "Straddle (sample usage of Strategy)On 20 November 2001, Chase agrees to purchase a straddle from ABN Amro. A straddle consists of buying a call and a put for the same currency pair, at the same strike price. This contains two instances of the fxSimpleOption structure within strategy. Note that this is used when a single trade reference number is desired. ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation."
### Response: USD</currency>
<amount>26000000</amount>
</callCurrencyAmount><strike>
<rate>0.5200</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate><paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000</amount>
</paymentAmount><quote><value>0.001</value><quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption><fxOption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName>
<valueDate>2001-12-24</valueDate>
</europeanExercise><putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>50000000</amount>
</callCurrencyAmount><strike>
<rate>0.5200</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments> |
category: "fx-derivatives" | sub category: "Delta Hedge (sample usage of Strategy)" | description: "On 4 December, 2001, Chase agrees to purchase an FX OTC European option from ABN Amro. At the same time, they agree to hedge their FX spot risk by doing a FX spot transaction. This is all part of a single trade strategy. ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-12-04</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DeltaHedge</productType><fxOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuropeanFXOption</productType>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2002-06-04</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName>
<valueDate>2002-06-06</valueDate>
</europeanExercise><putCurrencyAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "Delta Hedge (sample usage of Strategy)"
description: "On 4 December, 2001, Chase agrees to purchase an FX OTC European option from ABN Amro. At the same time, they agree to hedge their FX spot risk by doing a FX spot transaction. This is all part of a single trade strategy. ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-12-04</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DeltaHedge</productType><fxOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuropeanFXOption</productType>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><europeanExercise>
<expiryDate>2002-06-04</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName>
<valueDate>2002-06-06</valueDate>
</europeanExercise><putCurrencyAmount> |
category: "fx-derivatives" | sub category: "Delta Hedge (sample usage of Strategy)" | description: "On 4 December, 2001, Chase agrees to purchase an FX OTC European option from ABN Amro. At the same time, they agree to hedge their FX spot risk by doing a FX spot transaction. This is all part of a single trade strategy. ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>75000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>36900000</amount>
</callCurrencyAmount><strike>
<rate>0.4920</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-12-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate><paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>36900</amount>
</paymentAmount><quote><value>0.001</value><quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
<fxSingleLeg>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">SpotHedge</productType>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>18750000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>9736875</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2001-12-06</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
sub category: "Delta Hedge (sample usage of Strategy)"
description: "On 4 December, 2001, Chase agrees to purchase an FX OTC European option from ABN Amro. At the same time, they agree to hedge their FX spot risk by doing a FX spot transaction. This is all part of a single trade strategy. ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>75000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>36900000</amount>
</callCurrencyAmount><strike>
<rate>0.4920</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike><premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><paymentDate>
<adjustableDate>
<unadjustedDate>2001-12-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate><paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>36900</amount>
</paymentAmount><quote><value>0.001</value><quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
<fxSingleLeg>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">SpotHedge</productType>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>18750000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>9736875</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2001-12-06</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | null | description: "FX Option Strategy Component Identifier" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-11-20T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier id="Trade1-USI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678913</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade1-UTI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678913</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade2-USI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678914</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade2-UTI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Option Strategy Component Identifier"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-11-20T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier id="Trade1-USI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678913</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade1-UTI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678913</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade2-USI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678914</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade2-UTI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"> |
category: "fx-derivatives" | null | description: "FX Option Strategy Component Identifier" | ### Response: 01234567890123456789012345678914</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-20</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">Straddle</productType>
<strategyComponentIdentifier>
<tradeIdentifierReference href="Trade1-USI"/>
<tradeIdentifierReference href="Trade1-UTI"/>
<componentReference href="Option1"/>
</strategyComponentIdentifier>
<strategyComponentIdentifier>
<tradeIdentifierReference href="Trade2-USI"/>
<tradeIdentifierReference href="Trade2-UTI"/>
<componentReference href="Option2"/>
</strategyComponentIdentifier>
<fxOption id="Option1">
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2001-12-24</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>50000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000000</amount>
</callCurrencyAmount>
<strike>
<rate>0.5200</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Option Strategy Component Identifier"
### Response: 01234567890123456789012345678914</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-20</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">Straddle</productType>
<strategyComponentIdentifier>
<tradeIdentifierReference href="Trade1-USI"/>
<tradeIdentifierReference href="Trade1-UTI"/>
<componentReference href="Option1"/>
</strategyComponentIdentifier>
<strategyComponentIdentifier>
<tradeIdentifierReference href="Trade2-USI"/>
<tradeIdentifierReference href="Trade2-UTI"/>
<componentReference href="Option2"/>
</strategyComponentIdentifier>
<fxOption id="Option1">
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2001-12-24</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>50000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000000</amount>
</callCurrencyAmount>
<strike>
<rate>0.5200</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/> |
category: "fx-derivatives" | null | description: "FX Option Strategy Component Identifier" | ### Response:
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000</amount>
</paymentAmount>
<quote>
<value>0.001</value>
<quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
<fxOption id="Option2">
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName>
<valueDate>2001-12-24</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>50000000</amount>
</callCurrencyAmount>
<strike>
<rate>0.5200</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000</amount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Option Strategy Component Identifier"
### Response:
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000</amount>
</paymentAmount>
<quote>
<value>0.001</value>
<quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
<fxOption id="Option2">
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<cutName cutNameScheme="http://www.fpml.org/coding-scheme/cut-name">NewYork</cutName>
<valueDate>2001-12-24</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<amount>50000000</amount>
</callCurrencyAmount>
<strike>
<rate>0.5200</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>26000</amount> |
category: "fx-derivatives" | null | description: "FX Swap with Multiple USI(s)" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX098765</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX12345</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier id="nearLegId">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1031234567</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">712345678901234567890123456789012</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="farLegId">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1031234567</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">712345678901234567890123456789013</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-23</tradeDate>
</tradeHeader>
<fxSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxSwap</productType>
<nearLeg>
<tradeIdentifierReference href="nearLegId"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Swap with Multiple USI(s)"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX098765</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX12345</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier id="nearLegId">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1031234567</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">712345678901234567890123456789012</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="farLegId">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1031234567</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">712345678901234567890123456789013</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-23</tradeDate>
</tradeHeader>
<fxSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxSwap</productType>
<nearLeg>
<tradeIdentifierReference href="nearLegId"/> |
category: "fx-derivatives" | null | description: "FX Swap with Multiple USI(s)" | ### Response:
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14800000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-01-25</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>1.48</rate>
</exchangeRate>
</nearLeg>
<farLeg>
<tradeIdentifierReference href="farLegId"/>
<exchangedCurrency1>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>15000000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-02-25</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Swap with Multiple USI(s)"
### Response:
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14800000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-01-25</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>1.48</rate>
</exchangeRate>
</nearLeg>
<farLeg>
<tradeIdentifierReference href="farLegId"/>
<exchangedCurrency1>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>15000000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-02-25</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair> |
category: "fx-derivatives" | null | description: "Non-deliverable FX Forward with disruption events" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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>2013-04-16T22:00:00Z</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="urn:hsbc:trade-id">12345678</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="run:bnpp/trade-id">AZ5678901</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-04-01</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency>
<amount>3000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>2307000</amount>
</paymentAmount>
</exchangedCurrency2>
<tenorPeriod>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</tenorPeriod>
<valueDate>2013-10-01</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "Non-deliverable FX Forward with disruption events"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<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>2013-04-16T22:00:00Z</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="urn:hsbc:trade-id">12345678</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="run:bnpp/trade-id">AZ5678901</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-04-01</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency>
<amount>3000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>2307000</amount>
</paymentAmount>
</exchangedCurrency2>
<tenorPeriod>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</tenorPeriod>
<valueDate>2013-10-01</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | null | description: "Non-deliverable FX Forward with disruption events" | ### Response: BRL</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>0.7690</rate>
<spotRate>0.7645</spotRate>
<forwardPoints>0.0045</forwardPoints>
</exchangeRate>
<nonDeliverableSettlement>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<rateSourceFixing>
<settlementRateSource>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL09</settlementRateOption>
</settlementRateSource>
<fixingDate>
<unadjustedDate>2013-09-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</fixingDate>
</rateSourceFixing>
</nonDeliverableSettlement>
<disruption>
<baseCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</baseCurrency>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</referenceCurrency>
<provisions>
<events>
<priceSourceDisruption/>
<priceMateriality>
<primaryRateSource settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL09</primaryRateSource>
<secondaryRateSource settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL12</secondaryRateSource>
<percentage>0.03</percentage>
</priceMateriality>
</events>
<fallbacks>
<fallbackReferencePrice>
<primaryRateSource settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL09</primaryRateSource>
<secondaryRateSource settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL12</secondaryRateSource>
</fallbackReferencePrice>
<valuationPostponement/>
<calculationAgentDetermination/>
</fallbacks>
<applicableTerms fxTemplateTermsScheme="http://www.fpml.org/coding-scheme/fx-template-terms"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "Non-deliverable FX Forward with disruption events"
### Response: BRL</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>0.7690</rate>
<spotRate>0.7645</spotRate>
<forwardPoints>0.0045</forwardPoints>
</exchangeRate>
<nonDeliverableSettlement>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<rateSourceFixing>
<settlementRateSource>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL09</settlementRateOption>
</settlementRateSource>
<fixingDate>
<unadjustedDate>2013-09-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</fixingDate>
</rateSourceFixing>
</nonDeliverableSettlement>
<disruption>
<baseCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</baseCurrency>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</referenceCurrency>
<provisions>
<events>
<priceSourceDisruption/>
<priceMateriality>
<primaryRateSource settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL09</primaryRateSource>
<secondaryRateSource settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL12</secondaryRateSource>
<percentage>0.03</percentage>
</priceMateriality>
</events>
<fallbacks>
<fallbackReferencePrice>
<primaryRateSource settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL09</primaryRateSource>
<secondaryRateSource settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL12</secondaryRateSource>
</fallbackReferencePrice>
<valuationPostponement/>
<calculationAgentDetermination/>
</fallbacks>
<applicableTerms fxTemplateTermsScheme="http://www.fpml.org/coding-scheme/fx-template-terms"> |
category: "fx-derivatives" | null | description: "FX Swap with Multiple Identifiers" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="MarkitSERV">MESSAGEID</messageId>
<sentBy>MARKITSERV</sentBy>
<sendTo>STP_Client</sendTo>
<creationTimestamp>2013-01-01T00:00:00.000Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="MarkitSERV">CORRELATIONID</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier id="nearLeg">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">USIPREFIX</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">USITRADEID</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="nearLeg2">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">UTIPREFIX</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">UTITRADEID</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="farLeg">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">USIPREFIX</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">USITRADEID</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="farLeg2">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">UTIPREFIX</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">UTITRADEID</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-01-01</tradeDate>
</tradeHeader>
<fxSwap>
<nearLeg>
<tradeIdentifierReference href="nearLeg"/>
<tradeIdentifierReference href="nearLeg2"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Swap with Multiple Identifiers"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="MarkitSERV">MESSAGEID</messageId>
<sentBy>MARKITSERV</sentBy>
<sendTo>STP_Client</sendTo>
<creationTimestamp>2013-01-01T00:00:00.000Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="MarkitSERV">CORRELATIONID</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier id="nearLeg">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">USIPREFIX</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">USITRADEID</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="nearLeg2">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">UTIPREFIX</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">UTITRADEID</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="farLeg">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">USIPREFIX</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">USITRADEID</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="farLeg2">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">UTIPREFIX</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">UTITRADEID</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-01-01</tradeDate>
</tradeHeader>
<fxSwap>
<nearLeg>
<tradeIdentifierReference href="nearLeg"/>
<tradeIdentifierReference href="nearLeg2"/> |