Schema Central > FpML 5.5 Confirmation > fpml-com-5-5.xsd > fpml:commoditySwap
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fpml:commoditySwap

Defines a commodity swap product.

Element information

Namespace: http://www.fpml.org/FpML-5/confirmation

Schema document: fpml-com-5-5.xsd

Other elements with the same name: fpml:commoditySwap

Type: fpml:CommoditySwap

Properties: Global, Qualified

Content

Attributes

NameOccTypeDescriptionNotes
id [0..1]xsd:IDfrom type fpml:Product

Used in

Substitution hierarchy

Sample instance

<commoditySwap>
   <effectiveDate>
      <adjustableDate>
         <unadjustedDate>2006-07-01</unadjustedDate>
         <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
         </dateAdjustments>
      </adjustableDate>
   </effectiveDate>
   <terminationDate>
      <adjustableDate>
         <unadjustedDate>2006-07-31</unadjustedDate>
         <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
         </dateAdjustments>
      </adjustableDate>
   </terminationDate>
   <settlementCurrency>USD</settlementCurrency>
   <fixedLeg>
      <payerPartyReference href="partyA"/>
      <receiverPartyReference href="partyB"/>
      <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods"/>
      <fixedPrice>
         <price>6.295</price>
         <priceCurrency>USD</priceCurrency>
         <priceUnit>MMBTU</priceUnit>
      </fixedPrice>
      <notionalQuantity>
         <quantityUnit>MMBTU</quantityUnit>
         <quantityFrequency>PerCalendarDay</quantityFrequency>
         <quantity>2500.0</quantity>
      </notionalQuantity>
      <totalNotionalQuantity>77500.0</totalNotionalQuantity>
      <relativePaymentDates>
         <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
         <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods"/>
         <paymentDaysOffset>
            <periodMultiplier>5</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
         </paymentDaysOffset>
         <businessCenters>
            <businessCenter>USNY</businessCenter>
         </businessCenters>
      </relativePaymentDates>
   </fixedLeg>
   <floatingLeg>
      <payerPartyReference href="partyB"/>
      <receiverPartyReference href="partyA"/>
      <calculationPeriodsSchedule id="floatingLegCalculationPeriods">
         <periodMultiplier>1</periodMultiplier>
         <period>M</period>
         <balanceOfFirstPeriod>false</balanceOfFirstPeriod>
      </calculationPeriodsSchedule>
      <commodity>
         <instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-1-0">NATURAL GAS-HENRY HUB-NYMEX</instrumentId>
         <specifiedPrice>Settlement</specifiedPrice>
         <deliveryDates>FirstNearby</deliveryDates>
      </commodity>
      <notionalQuantity>
         <quantityUnit>MMBTU</quantityUnit>
         <quantityFrequency>PerCalendarDay</quantityFrequency>
         <quantity>2500.0</quantity>
      </notionalQuantity>
      <totalNotionalQuantity>77500.0</totalNotionalQuantity>
      <calculation>
         <pricingDates>
            <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods"/>
            <dayType>CommodityBusiness</dayType>
            <dayDistribution>Last</dayDistribution>
            <businessCalendar>NYMEX-NATURAL-GAS</businessCalendar>
         </pricingDates>
      </calculation>
      <relativePaymentDates>
         <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
         <calculationPeriodsScheduleReference href="floatingLegCalculationPeriods"/>
         <paymentDaysOffset>
            <periodMultiplier>5</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
         </paymentDaysOffset>
         <businessCenters>
            <businessCenter>USNY</businessCenter>
         </businessCenters>
      </relativePaymentDates>
   </floatingLeg>
   <marketDisruption>
      <marketDisruptionEvents>AsSpecifiedInMasterAgreement</marketDisruptionEvents>
      <disruptionFallbacks>AsSpecifiedInMasterAgreement</disruptionFallbacks>
   </marketDisruption>
</commoditySwap>

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