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YL95

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FXFpML

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category: "FX Spot"

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

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.barclays.com/fx/trade-id">BARC987</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900DTJ5A7S5UCBB52</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Spot" description: " On 23 October, 2001, Citibank New York and Barclay's London agree to a foreign exchange trade. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001Barclays pays 10,000,000 GBP to CitibankCitibank pays 14,800,000 USD to BarclaysExchange rate equals 1.48 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.barclays.com/fx/trade-id">BARC987</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900DTJ5A7S5UCBB52</partyId> </party> </requestConfirmation> "

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

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

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">PARTYAUS</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>EUR</currency> <amount>6300680</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.630068</rate> <!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies --> <crossRate> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> <rate>1.4800</rate> </crossRate> <crossRate> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> <rate>0.9325</rate> </crossRate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Spot 'Cross' (non-base currency) with Cross Rates" description: " On 23 October, 2001, Chase New York and CSFB New York agree to a foreign exchange trade. The terms of the contract are similar to Example 1, but in this case, the currencies exchanged are EUR and GBP. Both of these institutions are USD-based, so rates against the base currency (USD) have been captured as well. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001CSFB pays 100,000,000 EUR to ChaseChase pays 6,300,680 USD to CSFBExchange rate equals 0.630068 (GBP per EUR).GBPUSD rate equals 1.48, and EURUSD rate equals 0.9325. Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">PARTYAUS</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>EUR</currency> <amount>6300680</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.630068</rate> <!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies --> <crossRate> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> <rate>1.4800</rate> </crossRate> <crossRate> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> <rate>0.9325</rate> </crossRate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

category: "FX Forward"

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

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward" description: " On 19 November, 2001, ABN Amro and DeutscheBank agree to a one-month forward foreign exchange contract. The terms of the contract are: Trade date: 19 November, 2001Value date: 21 December, 2001DB pays 10,000,000 EUR to ABNABN pays 9,175,000 USD to DBExchange rate equals 0.9175 (USD per EUR).Spot rate equals 0.9130, forward points equals 0.0045. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

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: Trade date: 12 November, 2001Value date: 21 December, 2001UBS pays 10,000,000 GBP to CitiCiti pays 14,643,000 USD to UBSExchange rate equals 1.4643 (USD per GBP). 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-12T08:57:00Z</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>GBP</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>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">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>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>GBP</currency1> <currency2>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: Please help me generate a FpML XML code based on the following information: 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: Trade date: 12 November, 2001Value date: 21 December, 2001UBS pays 10,000,000 GBP to CitiCiti pays 14,643,000 USD to UBSExchange rate equals 1.4643 (USD per GBP). 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-12T08:57:00Z</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>GBP</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>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">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>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>GBP</currency1> <currency2>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 Forward identified as using standard settlement instructions"

description: " This 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> <!--08-05-2010 Added an optional element pointValue - The forward point tick/pip factor associated with the quoteBasis for the Quoted CCYPair--> <pointValue>0.0001</pointValue> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward identified as using standard settlement instructions" description: " This 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> <!--08-05-2010 Added an optional element pointValue - The forward point tick/pip factor associated with the quoteBasis for the Quoted CCYPair--> <pointValue>0.0001</pointValue> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

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: Trade date: 12 November, 2001Value date: 14 February, 2002Deutsche pays 13,000,000 USD to ABNABN pays 14,393,600 EUR to DeutscheExchange rate equals 1.1072 (EUR per USD). 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: 3,000,000 USD is to be paid to ABNAUS334,000,000 USD is to be paid to ABNAUS4C6,000,000 USD is to be paid to ABNAUS6F 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>USD</currency> <amount>13000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>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> </routingIds> </beneficiary> <splitSettlement> <splitSettlementAmount> <currency>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>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>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> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>14393600</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <beneficiaryBank> <routingIdsAndExplicitDetails> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> <routingName>DeutscheBank</routingName> <routingAccountNumber>/D/123-456-789</routingAccountNumber> </routingIdsAndExplicitDetails> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency2> <valueDate>2002-02-14</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.1072</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: Trade date: 12 November, 2001Value date: 14 February, 2002Deutsche pays 13,000,000 USD to ABNABN pays 14,393,600 EUR to DeutscheExchange rate equals 1.1072 (EUR per USD). 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: 3,000,000 USD is to be paid to ABNAUS334,000,000 USD is to be paid to ABNAUS4C6,000,000 USD is to be paid to ABNAUS6F 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>USD</currency> <amount>13000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>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> </routingIds> </beneficiary> <splitSettlement> <splitSettlementAmount> <currency>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>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>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> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>14393600</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <beneficiaryBank> <routingIdsAndExplicitDetails> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> <routingName>DeutscheBank</routingName> <routingAccountNumber>/D/123-456-789</routingAccountNumber> </routingIdsAndExplicitDetails> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency2> <valueDate>2002-02-14</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.1072</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> </requestConfirmation> "

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: Trade date: 9 January, 2002Fixing date and time: 9 February, 2002, 14:30Business Calendar Location: MumbaiRate source: RBIBSettlement currency: USDValue date: 13 February, 2002CSFB has agreed to notionally purchase 434M INR for 10M USD with Chase.Since the contract is non-deliverable, the computed settlement will occur on the fixing date based upon the differential between the agreed-upon trade rate and the observed spot rate on the fixing date.Exchange rate equals 43.40 INR per USD. Chase sends a RequestTradeConfirmation message to CSFB with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>USD</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>INR</currency> <amount>434000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-04-11</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>43.40</rate> <spotRate>43.35</spotRate> <forwardPoints>0.05</forwardPoints> </exchangeRate> <!--10-21-2010 FXWG and Coord apprv: renamed element/type from nonDeliverableForward/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement --> <nonDeliverableSettlement> <settlementCurrency>USD</settlementCurrency> <fixing> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <fixingDate>2002-04-09</fixingDate> <!--07-08-2010 Refactoring: instead of extending "FxSpotRateSource" complex type, added an optional element "fxSpotRateSource" of Type "FxSpotRateSource" that way eliminating dependency on the rate source--> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>RBIB</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>14:30:00</hourMinuteTime> <businessCenter>INMU</businessCenter> </fixingTime> </fxSpotRateSource> </fixing> </nonDeliverableSettlement> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "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: Trade date: 9 January, 2002Fixing date and time: 9 February, 2002, 14:30Business Calendar Location: MumbaiRate source: RBIBSettlement currency: USDValue date: 13 February, 2002CSFB has agreed to notionally purchase 434M INR for 10M USD with Chase.Since the contract is non-deliverable, the computed settlement will occur on the fixing date based upon the differential between the agreed-upon trade rate and the observed spot rate on the fixing date.Exchange rate equals 43.40 INR per USD. Chase sends a RequestTradeConfirmation message to CSFB with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>USD</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>INR</currency> <amount>434000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-04-11</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>43.40</rate> <spotRate>43.35</spotRate> <forwardPoints>0.05</forwardPoints> </exchangeRate> <!--10-21-2010 FXWG and Coord apprv: renamed element/type from nonDeliverableForward/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement --> <nonDeliverableSettlement> <settlementCurrency>USD</settlementCurrency> <fixing> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <fixingDate>2002-04-09</fixingDate> <!--07-08-2010 Refactoring: instead of extending "FxSpotRateSource" complex type, added an optional element "fxSpotRateSource" of Type "FxSpotRateSource" that way eliminating dependency on the rate source--> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>RBIB</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>14:30:00</hourMinuteTime> <businessCenter>INMU</businessCenter> </fixingTime> </fxSpotRateSource> </fixing> </nonDeliverableSettlement> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

category: "FX Swap"

description: " On 23 January, 2002, Chase New York and Deutsche Frankfurt agree to an FX swap contract. The terms of the contract are: Trade date: 23 January, 2002Value date (near leg): 25 January, 2002Value date (far leg): 25 February, 2002On January 25, Deutsche pays 10,000,000 GBP to ChaseOn January 25, Chase pays 14,800,000 USD to DeutscheOn February 25, Chase pays 10,000,000 GBP to DeutscheOn February 25, Detusche pays 15,000,000 USD to ChaseExchange rates equal 1.48 on near leg, 1.5 on far leg. Deutsche Bank sends a TradeConfirmed message to Chase with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-01-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </nearLeg> <farLeg> <exchangedCurrency1> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>USD</currency> <amount>15000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-02-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.5</rate> </exchangeRate> </farLeg> </fxSwap> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: Trade date: 23 January, 2002Value date (near leg): 25 January, 2002Value date (far leg): 25 February, 2002On January 25, Deutsche pays 10,000,000 GBP to ChaseOn January 25, Chase pays 14,800,000 USD to DeutscheOn February 25, Chase pays 10,000,000 GBP to DeutscheOn February 25, Detusche pays 15,000,000 USD to ChaseExchange rates equal 1.48 on near leg, 1.5 on far leg. Deutsche Bank sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-01-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </nearLeg> <farLeg> <exchangedCurrency1> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>USD</currency> <amount>15000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-02-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.5</rate> </exchangeRate> </farLeg> </fxSwap> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

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: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 9 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : PARTY A == Option Seller : ABN Amro == European Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == Notes: == Overides business center and product type schemes with values defined by Reuters. == Uses single unique trade-id generated by Reuters STP Solution. == IBFXO within the tradeId represents ICor Brokerage FX Options Trading System --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <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" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter id="primarybusinesscenter">USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2002-06-06</valueDate> </europeanExercise> <!--FpML-5-1 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-1 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-1 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--10-21-2010 FXWG apprv: remove 'quotedAs' component from FpML--> <!--quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-0 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>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> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>Party A</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 9 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : PARTY A == Option Seller : ABN Amro == European Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == Notes: == Overides business center and product type schemes with values defined by Reuters. == Uses single unique trade-id generated by Reuters STP Solution. == IBFXO within the tradeId represents ICor Brokerage FX Options Trading System --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <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" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter id="primarybusinesscenter">USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2002-06-06</valueDate> </europeanExercise> <!--FpML-5-1 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-1 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-1 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--10-21-2010 FXWG apprv: remove 'quotedAs' component from FpML--> <!--quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-0 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>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> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>Party A</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 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: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: AmericanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 10 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : Party A == Option Seller : ABN Amro == American Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxOption</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <americanExercise> <!--FpML 5-1 Added new element 'commencementDate'--> <!--FpML 5-1 08-19-2010 FXWG agreed to make 'commencementDate' ofType 'AdjustableOrRelative' instead of "date" --> <commencementDate> <adjustableDate> <unadjustedDate>2001-12-04</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <!--FpML-5-0 'latestValueDate' was renamed from 'valueDate' moved inside exercise style type (e.g. americanExercise)--> <latestValueDate>2002-06-06</latestValueDate> </americanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. americanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. americanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>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> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <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">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: AmericanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 10 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : Party A == Option Seller : ABN Amro == American Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxOption</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <americanExercise> <!--FpML 5-1 Added new element 'commencementDate'--> <!--FpML 5-1 08-19-2010 FXWG agreed to make 'commencementDate' ofType 'AdjustableOrRelative' instead of "date" --> <commencementDate> <adjustableDate> <unadjustedDate>2001-12-04</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <!--FpML-5-0 'latestValueDate' was renamed from 'valueDate' moved inside exercise style type (e.g. americanExercise)--> <latestValueDate>2002-06-06</latestValueDate> </americanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. americanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. americanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>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> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <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">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

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: Trade date: 15 January, 2001Expiry date: 9 April, 2001Expiry time: 10:00Value date: 11 April, 2001Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanCall currency: USDCall amount: 15,000,000Put currency: VEBPut amount: 17,250,000Strike price: 1.15Option premium: 372,750 USDPremium payment: 17 January, 2001Business Calendar Location: New YorkSettlement currency: USDPrimary rate source: VEB BCV28Secondary rate source: VEB 01 ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 11 FX Non-deliverable Option == Trade Date : 2001-01-15 == Expiry Date : 2001-04-09 == Expiry Time : 10:00 == Value Date : 2001-04-11 == Option Buyer : Party A == Option Seller : ABN Amro == Exercise Style: European == Call Currency : USD == Call Amount : 15,000,000 == Put Currency : VEB == Put Amount : 17,250,000 == Strike Price : 1.15 == Option Premium : 372,750 USD == Premium Payment : 2001-01-17 == Business Center : New York --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType>ForeignExchange:NDO</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-04-09</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2001-04-11</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>VEB</currency> <amount>17250000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>15000000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>1.15</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-01-17</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-x Refactoring - Renamed from 'premiumAmount' to 'amount'--> <!--FpML-5-x Refactoring - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>372750</amount> </paymentAmount> </premium> <!--FX Refactoring - renamed element/type from cashSettlementTerms/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement--> <cashSettlement> <settlementCurrency>USD</settlementCurrency> <!--FX Refactoring - modified FxFixing complex type used in nonDeliverableSettlement and cashSettlemen. Instead of extending FxSpotRateSource complex type, added an optional element fxSpotRateSource of Type FxSpotRateSource that way eliminating dependency on the rate source. 'fxSpotRateSource' Structure is moved after 'fixingDate' . --> <fixing> <quotedCurrencyPair> <currency1>VEB</currency1> <currency2>USD</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> </quotedCurrencyPair> <fixingDate>2001-04-09</fixingDate> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>VEB01</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter>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: Please help me generate a FpML XML code based on the following information: 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: Trade date: 15 January, 2001Expiry date: 9 April, 2001Expiry time: 10:00Value date: 11 April, 2001Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanCall currency: USDCall amount: 15,000,000Put currency: VEBPut amount: 17,250,000Strike price: 1.15Option premium: 372,750 USDPremium payment: 17 January, 2001Business Calendar Location: New YorkSettlement currency: USDPrimary rate source: VEB BCV28Secondary rate source: VEB 01 ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 11 FX Non-deliverable Option == Trade Date : 2001-01-15 == Expiry Date : 2001-04-09 == Expiry Time : 10:00 == Value Date : 2001-04-11 == Option Buyer : Party A == Option Seller : ABN Amro == Exercise Style: European == Call Currency : USD == Call Amount : 15,000,000 == Put Currency : VEB == Put Amount : 17,250,000 == Strike Price : 1.15 == Option Premium : 372,750 USD == Premium Payment : 2001-01-17 == Business Center : New York --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType>ForeignExchange:NDO</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-04-09</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2001-04-11</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>VEB</currency> <amount>17250000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>15000000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>1.15</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-01-17</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-x Refactoring - Renamed from 'premiumAmount' to 'amount'--> <!--FpML-5-x Refactoring - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>372750</amount> </paymentAmount> </premium> <!--FX Refactoring - renamed element/type from cashSettlementTerms/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement--> <cashSettlement> <settlementCurrency>USD</settlementCurrency> <!--FX Refactoring - modified FxFixing complex type used in nonDeliverableSettlement and cashSettlemen. Instead of extending FxSpotRateSource complex type, added an optional element fxSpotRateSource of Type FxSpotRateSource that way eliminating dependency on the rate source. 'fxSpotRateSource' Structure is moved after 'fixingDate' . --> <fixing> <quotedCurrencyPair> <currency1>VEB</currency1> <currency2>USD</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> </quotedCurrencyPair> <fixingDate>2001-04-09</fixingDate> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>VEB01</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter>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 OTC Barrier Option"

description: " On 16 August, 2001, DB agrees to purchase a EUR call against USD put barrier option with a knock-in Trade date: 16 August, 2001Expiry date: 6 February, 2002Expiry time: 10:00Value date: 8 February, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: EURCall amount: 5,000,000Put currency: USDPut amount: 4,500,000Strike price: 0.9Knockin: 0.8975Reference spot: 0.8935Option premium: 45,000 USDPremium payment: 20 August, 2002Business Calendar Location: New York Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 12 Knockin Barrier FX Option == Trade Date : 2001-08-16 == Expiry Date : 2002-02-06 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Single Barrier Option : 5m EUR call on 4.5m USD put @ 0.9 strike w/ knockin at 0.8975 == Option Premium : 45,000 USD == Premium Payment: 2001-08-20 == Value Date : 2002-02-08 == Business Center : New York == Reference Spot : 0.8935 == Trigger Rate : 0.8975 (option is knocked in when this price is hit) --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML 5-1 - fxBarrierOption is part of 'fxOption'--> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-02-06</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2002-02-08</valueDate> </europeanExercise> <putCurrencyAmount> <currency>USD</currency> <amount>4500000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>EUR</currency> <amount>5000000</amount> </callCurrencyAmount> <strike> <rate>0.9</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>0.8935</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockin</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>0.8975</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>EUR=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-08-16</observationStartDate> <observationEndDate>2002-02-06</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>45000</amount> </paymentAmount> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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 Trade date: 16 August, 2001Expiry date: 6 February, 2002Expiry time: 10:00Value date: 8 February, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: EURCall amount: 5,000,000Put currency: USDPut amount: 4,500,000Strike price: 0.9Knockin: 0.8975Reference spot: 0.8935Option premium: 45,000 USDPremium payment: 20 August, 2002Business Calendar Location: New York Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 12 Knockin Barrier FX Option == Trade Date : 2001-08-16 == Expiry Date : 2002-02-06 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Single Barrier Option : 5m EUR call on 4.5m USD put @ 0.9 strike w/ knockin at 0.8975 == Option Premium : 45,000 USD == Premium Payment: 2001-08-20 == Value Date : 2002-02-08 == Business Center : New York == Reference Spot : 0.8935 == Trigger Rate : 0.8975 (option is knocked in when this price is hit) --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML 5-1 - fxBarrierOption is part of 'fxOption'--> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-02-06</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2002-02-08</valueDate> </europeanExercise> <putCurrencyAmount> <currency>USD</currency> <amount>4500000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>EUR</currency> <amount>5000000</amount> </callCurrencyAmount> <strike> <rate>0.9</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>0.8935</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockin</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>0.8975</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>EUR=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-08-16</observationStartDate> <observationEndDate>2002-02-06</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>45000</amount> </paymentAmount> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

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: Trade date: 3 January, 2002Expiry date: 4 March, 2002Expiry time: 10:00Value date: 6 March, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: USDCall amount: 23,798,191.34Put currency: JPYPut amount: 2,500,000,000Strike price: 105.05Knockout: 102Knockout: 115Option premium: 192,765.35 USDPremium payment: 7 January, 2002Business Calendar Location: New York DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 13 Double Knockout Barrier FX Option == Trade Date : 2002-01-03 == Expiry Date : 2002-03-04 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Double Barrier Option : 2.5b JPY Put on 23,798,191.34 USD @ 105.05 strike w/ knockout at 102 & 115 == Option Premium : 192,765.35 USD (0.81% of USD) == Premium Payment: 2002-01-07 == Value Date : 2002-03-06 == Business Center : New York == Reference Spot : 106 --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>USNY</businessCenter> </expiryTime> <valueDate>2002-03-06</valueDate> </europeanExercise> <putCurrencyAmount> <currency>JPY</currency> <amount>2500000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>23798191.34</amount> </callCurrencyAmount> <strike> <rate>105.05</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>106</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Down</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>102</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>115</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2002-01-07</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>192765.35</amount> </paymentAmount> <quote> <value>0.0081</value> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: Trade date: 3 January, 2002Expiry date: 4 March, 2002Expiry time: 10:00Value date: 6 March, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: USDCall amount: 23,798,191.34Put currency: JPYPut amount: 2,500,000,000Strike price: 105.05Knockout: 102Knockout: 115Option premium: 192,765.35 USDPremium payment: 7 January, 2002Business Calendar Location: New York DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 13 Double Knockout Barrier FX Option == Trade Date : 2002-01-03 == Expiry Date : 2002-03-04 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Double Barrier Option : 2.5b JPY Put on 23,798,191.34 USD @ 105.05 strike w/ knockout at 102 & 115 == Option Premium : 192,765.35 USD (0.81% of USD) == Premium Payment: 2002-01-07 == Value Date : 2002-03-06 == Business Center : New York == Reference Spot : 106 --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>USNY</businessCenter> </expiryTime> <valueDate>2002-03-06</valueDate> </europeanExercise> <putCurrencyAmount> <currency>JPY</currency> <amount>2500000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>23798191.34</amount> </callCurrencyAmount> <strike> <rate>105.05</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>106</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Down</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>102</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>115</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2002-01-07</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>192765.35</amount> </paymentAmount> <quote> <value>0.0081</value> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX OTC Euro Binary Option == UBS buys 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. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-28</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>GBP</currency> <amount>750000</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>GBP</currency> <amount>53000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX OTC Euro Binary Option == UBS buys 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. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-28</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>GBP</currency> <amount>750000</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>GBP</currency> <amount>53000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX OTC Euro Range Binary Option == UBS buys a two week GBP/USD European Range binary option and pays a premium. == At expiry, if the spot rate is below the higher trigger rate, and above the lower trigger rate, UBS receives a payout. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-26</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrBelow</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5500</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>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>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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX OTC Euro Range Binary Option == UBS buys a two week GBP/USD European Range binary option and pays a premium. == At expiry, if the spot rate is below the higher trigger rate, and above the lower trigger rate, UBS receives a payout. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-26</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrBelow</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5500</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>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>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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX One Touch Digital Option == UBS buys a two week GBP/USD One Touch (implicitly American) 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 is deferred to maturity --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>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>GBP</currency> <amount>78000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX One Touch Digital Option == UBS buys a two week GBP/USD One Touch (implicitly American) 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 is deferred to maturity --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>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>GBP</currency> <amount>78000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX No Touch Digital Option == UBS buys 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. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>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>GBP</currency> <amount>78000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX No Touch Digital Option == UBS buys 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. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>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>GBP</currency> <amount>78000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX Double One Touch Digital Option == UBS buys a two week GBP/USD Double One Touch (implicitly American) option and pays a premium. == UBS receives a payout at maturity if the spot rate has crossed either trigger rates at some time during the lifetime of the option. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <!--FpML 5-1, 'spotRate' was moved under under specific exercise's conditions (trigger or touch) under which the option will payout if exercisable --> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrBelow</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4600</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>GBP</currency> <amount>2000000</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>GBP</currency> <amount>78000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX Double One Touch Digital Option == UBS buys a two week GBP/USD Double One Touch (implicitly American) option and pays a premium. == UBS receives a payout at maturity if the spot rate has crossed either trigger rates at some time during the lifetime of the option. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <!--FpML 5-1, 'spotRate' was moved under under specific exercise's conditions (trigger or touch) under which the option will payout if exercisable --> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrBelow</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4600</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>GBP</currency> <amount>2000000</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>GBP</currency> <amount>78000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX Double No Touch Digital Option == UBS buys 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. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrBelow</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4500</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>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>GBP</currency> <amount>78000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX Double No Touch Digital Option == UBS buys 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. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrBelow</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4500</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>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>GBP</currency> <amount>78000</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">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

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: Trade date: 16 August, 2001Expiry date:Option buyer: DBOption seller: ChasePut: 5,750,000 MXNCall: 585,539.71 USDRate source: BNBXObservation start date: 1 November, 2001Observation end date: 30 November, 2001Observation frequency: Daily, all business days for each currency Chase sends a TradeConfirmed message to DB with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML 5-1 - fxAverageRateOption is part of 'fxOption' - 'features'--> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-11-30</expiryDate> <expiryTime> <hourMinuteTime>12:30:00</hourMinuteTime> <businessCenter>MXMC</businessCenter> </expiryTime> <valueDate>2001-12-04</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <putCurrencyAmount> <currency>MXN</currency> <amount>5750000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>585539.71</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>9.82</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--FpML 5-1 fxSimpleOption product, added new 'feature' structure--> <!--FpML 5-1 fxAverageRateOption product, added 'feature/asian' level to the existing structure--> <features> <asian> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>BNBX</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>18:00:00</hourMinuteTime> <businessCenter>MXMC</businessCenter> </fixingTime> <!--FpML 5-1 fxAverageRateOption product, Renamed 'averageRateObservationSchedule' to 'observationSchedule'--> <observationSchedule> <!--FpML 5-1 fxAverageRateOption product, Renamed 'observationStartDate' to 'startDate'--> <startDate>2001-11-01</startDate> <!--FpML 5-1 fxAverageRateOption product, Renamed 'observationEndDate' to 'endDate'--> <endDate>2001-11-30</endDate> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </observationSchedule> </asian> </features> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-08-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>1750</amount> </paymentAmount> </premium> <!-- <payoutCurrency>USD</payoutCurrency> <averageRateQuoteBasis>PutCurrencyPerCallCurrency</averageRateQuoteBasis> --> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: 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: Trade date: 16 August, 2001Expiry date:Option buyer: DBOption seller: ChasePut: 5,750,000 MXNCall: 585,539.71 USDRate source: BNBXObservation start date: 1 November, 2001Observation end date: 30 November, 2001Observation frequency: Daily, all business days for each currency Chase sends a TradeConfirmed message to DB with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML 5-1 - fxAverageRateOption is part of 'fxOption' - 'features'--> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-11-30</expiryDate> <expiryTime> <hourMinuteTime>12:30:00</hourMinuteTime> <businessCenter>MXMC</businessCenter> </expiryTime> <valueDate>2001-12-04</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <putCurrencyAmount> <currency>MXN</currency> <amount>5750000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>585539.71</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>9.82</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--FpML 5-1 fxSimpleOption product, added new 'feature' structure--> <!--FpML 5-1 fxAverageRateOption product, added 'feature/asian' level to the existing structure--> <features> <asian> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>BNBX</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>18:00:00</hourMinuteTime> <businessCenter>MXMC</businessCenter> </fixingTime> <!--FpML 5-1 fxAverageRateOption product, Renamed 'averageRateObservationSchedule' to 'observationSchedule'--> <observationSchedule> <!--FpML 5-1 fxAverageRateOption product, Renamed 'observationStartDate' to 'startDate'--> <startDate>2001-11-01</startDate> <!--FpML 5-1 fxAverageRateOption product, Renamed 'observationEndDate' to 'endDate'--> <endDate>2001-11-30</endDate> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </observationSchedule> </asian> </features> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-08-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>1750</amount> </paymentAmount> </premium> <!-- <payoutCurrency>USD</payoutCurrency> <averageRateQuoteBasis>PutCurrencyPerCallCurrency</averageRateQuoteBasis> --> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

category: "FX OTC Average Rate Option with Specific Date Schedule"

description: " This 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>MXMC</businessCenter> </expiryTime> <valueDate>2010-12-04</valueDate> </europeanExercise> <putCurrencyAmount> <currency>MXN</currency> <amount>5750000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>463709.68</amount> </callCurrencyAmount> <strike> <rate>12.40</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <features> <asian> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>BNBX</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>18:00:00</hourMinuteTime> <businessCenter>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> <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" /> <!--FpML 5-1: As part of FX Product Refactoring work, Renamed from premiumSettlementDate to settlementDate--> <!--FpML 5-1: As part of FX Product Refactoring work, renamed from settlementDate to paymentDate/adjustableDate/unadjustedDate; moved before paymentAmount; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2010-08-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML 5-1: As part of FX Product Refactoring work, Renamed from premiumAmount to amount--> <!--FpML 5-1: As part of FX Product Refactoring work, renamed from amount to paymentAmount; moved after paymentDate--> <paymentAmount> <currency>USD</currency> <amount>1750</amount> </paymentAmount> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">7H6GLXDRUGQFU57RNE97</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Average Rate Option with Specific Date Schedule" description: " This 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>MXMC</businessCenter> </expiryTime> <valueDate>2010-12-04</valueDate> </europeanExercise> <putCurrencyAmount> <currency>MXN</currency> <amount>5750000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>463709.68</amount> </callCurrencyAmount> <strike> <rate>12.40</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <features> <asian> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>BNBX</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>18:00:00</hourMinuteTime> <businessCenter>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> <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" /> <!--FpML 5-1: As part of FX Product Refactoring work, Renamed from premiumSettlementDate to settlementDate--> <!--FpML 5-1: As part of FX Product Refactoring work, renamed from settlementDate to paymentDate/adjustableDate/unadjustedDate; moved before paymentAmount; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2010-08-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML 5-1: As part of FX Product Refactoring work, Renamed from premiumAmount to amount--> <!--FpML 5-1: As part of FX Product Refactoring work, renamed from amount to paymentAmount; moved after paymentDate--> <paymentAmount> <currency>USD</currency> <amount>1750</amount> </paymentAmount> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">7H6GLXDRUGQFU57RNE97</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

category: "Straddle (sample usage of Strategy)"

description: " 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Example 22 At the money straddle using strategy == FX Option == Trade Date : 2001-11-20 == Expiry Date : 2001-12-20 == Option Buyer : PARTY A US == Option Seller : ABN Amro == Option Steategy : 100m AUD Straddle (50m per Leg) == Total Premium : 52,000 USD == Strike Price : 0.5200 == Business Center : New York == Cut Name : New York == Product Type : Straddle --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-12-20</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2001-12-24</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>50000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>26000000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.5200</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>1</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-23</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>26000</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-12-20</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2001-12-24</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>USD</currency> <amount>26000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>AUD</currency> <amount>50000000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.5200</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--5-1 Removed quotedAs from FpML--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>1</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-23</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>26000</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfPutCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </strategy> </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: Please help me generate a FpML XML code based on the following information: category: "Straddle (sample usage of Strategy)" description: " 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Example 22 At the money straddle using strategy == FX Option == Trade Date : 2001-11-20 == Expiry Date : 2001-12-20 == Option Buyer : PARTY A US == Option Seller : ABN Amro == Option Steategy : 100m AUD Straddle (50m per Leg) == Total Premium : 52,000 USD == Strike Price : 0.5200 == Business Center : New York == Cut Name : New York == Product Type : Straddle --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-12-20</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2001-12-24</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>50000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>26000000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.5200</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>1</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-23</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>26000</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-12-20</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2001-12-24</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>USD</currency> <amount>26000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>AUD</currency> <amount>50000000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.5200</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--5-1 Removed quotedAs from FpML--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>1</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-23</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>26000</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfPutCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </strategy> </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: "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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Example 23 Simple FX Option With Delta Hedge == FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : Chase == Option Seller : ABN Amro == European Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == == Delta Hedge: == Value Date : 2001-12-06 == CCY1/CCY2 : AUD/USD == Spot : 0.5193 == Chase Buys : 18,750,000 AUD == ABN Buys : 9,736,875 USD --> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuropeanFXOption</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2002-06-06</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <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>AUD</currency> <amount>18750000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9736875</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-06</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>AUD</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.5193</rate> </exchangeRate> </fxSingleLeg> </strategy> </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: Please help me generate a FpML XML code based on the following information: 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Example 23 Simple FX Option With Delta Hedge == FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : Chase == Option Seller : ABN Amro == European Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == == Delta Hedge: == Value Date : 2001-12-06 == CCY1/CCY2 : AUD/USD == Spot : 0.5193 == Chase Buys : 18,750,000 AUD == ABN Buys : 9,736,875 USD --> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuropeanFXOption</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2002-06-06</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <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>AUD</currency> <amount>18750000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9736875</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-06</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>AUD</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.5193</rate> </exchangeRate> </fxSingleLeg> </strategy> </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 Variance Swap"

description: " ISDA Template:June-2013-Vol-Swap-Var-Supplement-to-the-1998-FX-Defs-Final.pdf"

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--See - ISDA templates - http://www.isda.org/publications/pdf/June-2013-Vol-Swap-Var-Supplement-to-the-1998-FX-Defs-Final.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate id="TradeDate">2011-03-01</tradeDate> </tradeHeader> <!--A contract where one payer pays the other the difference between the Realised variance of underlying currency and the Strike --> <fxVarianceSwap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxVarianceSwap</productType> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <vegaNotional> <currency>USD</currency> <amount>100000.00</amount> </vegaNotional> <notional> <currency>USD</currency> <amount>33112582.78</amount> </notional> <fixedLeg> <payerPartyReference href="partyA" /> <fixedRate>0.1510</fixedRate> <!--variance "strike" [fixedRate]%--> </fixedLeg> <floatingLeg> <payerPartyReference href="partyB" /> </floatingLeg> <fixingInformationSource> <primaryRateSource> <rateSource>WM Company</rateSource> <rateSourcePage>Sponsor Mid Page</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>16:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </fixingTime> </fixingInformationSource> <fixingSchedule> <startDate>2011-03-01</startDate> <endDate>2011-03-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </fixingSchedule> <valuationDateOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </valuationDateOffset> <settlementDate> <adjustedDate>2011-04-04</adjustedDate> </settlementDate> <annualizationFactor>252</annualizationFactor> <meanAdjustment>true</meanAdjustment> <numberOfReturns>22</numberOfReturns> <additionalPayment> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <paymentAmount> <currency>USD</currency> <amount>5000.00</amount> </paymentAmount> <paymentDate> <adjustedDate>2011-03-03</adjustedDate> </paymentDate> </additionalPayment> <cashSettlement> <settlementCurrency>USD</settlementCurrency> </cashSettlement> </fxVarianceSwap> <calculationAgent> <calculationAgentPartyReference href="partyB" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> <account id="accountA"> <accountId>123-acc123</accountId> <servicingParty href="partyA" /> </account> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Variance Swap" description: " ISDA Template:June-2013-Vol-Swap-Var-Supplement-to-the-1998-FX-Defs-Final.pdf" ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--See - ISDA templates - http://www.isda.org/publications/pdf/June-2013-Vol-Swap-Var-Supplement-to-the-1998-FX-Defs-Final.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate id="TradeDate">2011-03-01</tradeDate> </tradeHeader> <!--A contract where one payer pays the other the difference between the Realised variance of underlying currency and the Strike --> <fxVarianceSwap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxVarianceSwap</productType> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <vegaNotional> <currency>USD</currency> <amount>100000.00</amount> </vegaNotional> <notional> <currency>USD</currency> <amount>33112582.78</amount> </notional> <fixedLeg> <payerPartyReference href="partyA" /> <fixedRate>0.1510</fixedRate> <!--variance "strike" [fixedRate]%--> </fixedLeg> <floatingLeg> <payerPartyReference href="partyB" /> </floatingLeg> <fixingInformationSource> <primaryRateSource> <rateSource>WM Company</rateSource> <rateSourcePage>Sponsor Mid Page</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>16:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </fixingTime> </fixingInformationSource> <fixingSchedule> <startDate>2011-03-01</startDate> <endDate>2011-03-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </fixingSchedule> <valuationDateOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </valuationDateOffset> <settlementDate> <adjustedDate>2011-04-04</adjustedDate> </settlementDate> <annualizationFactor>252</annualizationFactor> <meanAdjustment>true</meanAdjustment> <numberOfReturns>22</numberOfReturns> <additionalPayment> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <paymentAmount> <currency>USD</currency> <amount>5000.00</amount> </paymentAmount> <paymentDate> <adjustedDate>2011-03-03</adjustedDate> </paymentDate> </additionalPayment> <cashSettlement> <settlementCurrency>USD</settlementCurrency> </cashSettlement> </fxVarianceSwap> <calculationAgent> <calculationAgentPartyReference href="partyB" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> <account id="accountA"> <accountId>123-acc123</accountId> <servicingParty href="partyA" /> </account> </executionNotification> "

category: "FX Forward Volatility Agreement"

description: " "

confirmation: "SAMPLE CONFIRMATION -FOR DISCUSSION PURPOSES ONLY - 1 of 2 ENTITY ( party1 ) ADDRESS Confirmation DATE: Date TO: COUNTERPARTY ATTENTION: FROM: ENTITY ( party1 ) SUBJECT: Currency Option Transaction REFERENCE NUMBER: XXX XXXXXXXXX UTI: [●] USI (UNIQUE SWAP IDENTIFIER): [●] The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above - referenced Transaction entered into on the Trade Date specified below (the "Transacti on") between ENTITY ("party1 ") and COUNTERPARTY (" party2 "). This communication constitutes a Confirmation. This Confirmation shall supersede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connecti on with this Transaction. 1. This Confirmation is subject to, and incorporates, the definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro Definitions, collectively referred to hereinafter as the "1998 FX Definitions"), as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. If [party1 ] and Counterparty [party2] have ente red into a master agreement governing transactions of this type, (the "Agreement"), then this Transaction shall be governed thereby. If, and so long as, the parties have not entered into such an Agreement, then this Transaction shall constitute a "Transact ion" within the scope of, and shall be deemed to be governed by, the terms of the ISDA Master Agreement (Multicurrency - Cross Border) as published by ISDA (provided that (i) "Termination Currency" shall be USD (ii) Subparagraph (ii) of Section 2(c) (Netti ng) will not apply to Transactions, (iii) the Governing Law shall be the State of New York and (iv) for the purposes of Section 6(e), Loss shall be the applicable payment measure (as so modified, the "ISDA Terms")). Upon execution and delivery of an Agreem ent governing transactions of this type, such Agreement shall supercede the ISDA Terms, and all transactions then outstanding shall be governed thereby. All provisions contained in, or incorporated by reference to, the ISDA Terms or the Agreement, as appli cable, will govern this Confirmation except as expressly modified herein. In the event of any inconsistencies between this Confirmation and the 1998 FX Definitions or the Agreement, as applicable, this Confirmation will govern. 2. The terms of the partic ular Transaction to which this Confirmation relates are as follows: Trade Date: Sep 16 2014 Transaction Fee: USD 5,000.00, payable by [ party1 ] to [party2] on the Transaction Fee Payment Date Transaction Fee Payment Date: Sep 16 2014 Effective Date: Dec 16 2014 Buyer: [party1 ] Seller: [party2 ] Currency Option Style: European Currency Option Type: Straddle Currency Amount (per Underlying Option): EUR 10,000,000.00 Counter Currency Amount (per Underlying Option): An amount in USD calculated on the basis of the Currency Amount at the Strike Strike: As defined below Expiration Date: Mar 16 2015 SAMPLE CONFIRMATION -FOR DISCUSSION PURPOSES ONLY - 2 of 2 Expiration Time: 10:00 a.m. New York time Automatic Exercise: Applicable Settlement Date: Mar 16 2015 Settlement: Deliverable Premium: As defined below Premiu m Payment Date: Dec 16 2014 Special Conditions: (a) This Transaction (a Straddle) is composed of two "Underlying Options", one a EUR Call/USD Put ("Underlying Option 1") and the other a USD Call/EUR Put ("Underlying Option 2"), each comprised of the abov e described details. Upon payment of the Premium, the Buyer may elect to exercise either Underlying Option. Exercise of an Underlying Option is effective only on the Expiration Date at the Expiration Time. Notice of exercise may be given prior to the Expi ration Time but shall be effective only at the Expiration Time. (b) If Underlying Option 1 is exercised, such option shall be settled on the Settlement Date by the payment by the Buyer of the Counter Currency Amount to the Seller and the payment by the Seller of the Currency Amount to the Buyer. (c) If Underlying Option 2 is exercised, such option shall be settled on the Settlement Date by the payment by the Buyer of the Currency Amount to the Seller and the payment by the Seller of the Counter Currenc y Amount to the Buyer. 3. Definitions: “Premium” shall mean an amount in USD as determined by the Calculation Agent on the Effective Date in a commercially reasonable manner using the Black -Scholes Model (incorporating such forward foreign exchange rates , interest rates and other factors as thereby deemed appropriate by the Calculation Agent) and assuming an implied volatility rate of [RATE]%, such that the Strike of Underlying Option 1 and Underlying Option 2 shall be equal to the Strike . Upon notificat ion of the Premium, the Seller shall provide to the Buyer the account details to which such premium is to be paid. “Strike” shall mean the single Strike Price on both Underlying Option 1 and Underlying Option 2, expressed as the number of Yen per one Unit ed States Dollar, such that the net long/short of the delta of Underlying Option 1, and the delta of Underlying Option 2, using the Black -Scholes model, is neutral, i.e. the Delta Neutral Strike. The Strike Price will be determined with consideration of t he prevailing market rates on the Effective Date with respect to spot, forward points, interest rates and using an implied volatility of [130]%. "Calculation Agent" shall mean [ party1 ], the calculations and determinations of which shall be binding in abs ence of manifest error. Please confirm that the foregoing correctly sets forth the terms of our agreement with respect to this Transaction (Reference Number: XXX XXXXXXXXX) by signing this Confirmation in the space provided below and immediately returning a copy of the executed Confirmation via facsimile to the attention of FX Operations at 212 428 3338. Very truly yours, Agreed and Accepted By: COUNTERPARTY By: (Reference Number: XXX XXXXXXXXX) "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex32-fx-forward-volatility-agreement.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-09-16T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate id="TradeDate">2014-09-16</tradeDate> </tradeHeader> <!--a forward volatility agreement, which takes the form of a foreign currency straddle with deferred setting of Strike Price--> <fxForwardVolatilityAgreement> <!-- The parameters of the FVA --> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxForwardVolatilityAgreement</productType> <!--The buyer is the buyer of both options--> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--for calculating the underlying spot rate;--> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <!--Effective date on the confirms--> <fixingDate>2014-12-16</fixingDate> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> <!--The strike will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price--> <forwardVolatilityStrikePrice>1.3</forwardVolatilityStrikePrice> <!-- The details of the straddle --> <straddle> <straddleType>AtTheMoneyForward</straddleType> <!-- mandatory. Enumerated values: AtTheMoneyForward and DeltaNeutral used for calculating the underlying spot rate which determined on the fixing (effective) date; Mean the single Strike Price for the whole underlying straddle, The Strike price shall be the at-the-money-forward strike, expressed in the Counter Currency, of one unit of Base Currency. The at-the-money-forward strike will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Forward Volatility Strike Price <INSERT,WMCO Spot Exchange Rate of the Currency Pair at 10am NY time,> and prevailing market data (except Volatility Price) as per standard market practice, acting in a commercially reasonable manner. In the event that there is no, or insufficient, prevailing market data on the Fixing Date, the Strike Price will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price and such other information as the Calculation Agent determines necessary, acting in a commercially reasonable manner. The Calculation Agent will notify the counterparty of the Strike Price upon determination. --> <tenorPeriod> <periodMultiplier>3</periodMultiplier> <period>M</period> </tenorPeriod> <!--European Exercise only--> <europeanExercise> <expiryDate>2015-03-16</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2015-03-16</valueDate> </europeanExercise> <notional> <currency>EUR</currency> <amount>10000000.00</amount> </notional> <!--The Counter Currency Amount is converted at the Strike Price--> <counterCurrency>USD</counterCurrency> <premium> <!--optional. should this be mandatory?--> <payerPartyReference href="party1" /> <!--the buyer of the straddle - the payer of the premium--> <receiverPartyReference href="party2" /> <paymentDate> <adjustableDate> <unadjustedDate>2014-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentCurrency>USD</paymentCurrency> <!--The premium will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price and prevailing market data (except Volatility Price) as per standard market practice, acting in a commercially reasonable manner. In the event that there is no, or insufficient, prevailing market data on the Fixing Date, the Premium will be determined by the Calculation Agent at the Fixng Time on the Fixing Date based on the Volatility Price and such other information as the Calculation Agent determines necessary, acting in a commercially reasonable manner.--> </premium> <settlementDate> <adjustedDate>2014-12-16</adjustedDate> </settlementDate> <cashSettlement> <settlementCurrency>USD</settlementCurrency> </cashSettlement> </straddle> <additionalPayment> <!--details at the time of execution - upfront fee--> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>5000.00</amount> </paymentAmount> <paymentDate> <adjustedDate>2014-09-16</adjustedDate> </paymentDate> </additionalPayment> </fxForwardVolatilityAgreement> <calculationAgent> <calculationAgentPartyReference href="party1" /> </calculationAgent> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward Volatility Agreement" description: " " confirmation: "SAMPLE CONFIRMATION -FOR DISCUSSION PURPOSES ONLY - 1 of 2 ENTITY ( party1 ) ADDRESS Confirmation DATE: Date TO: COUNTERPARTY ATTENTION: FROM: ENTITY ( party1 ) SUBJECT: Currency Option Transaction REFERENCE NUMBER: XXX XXXXXXXXX UTI: [●] USI (UNIQUE SWAP IDENTIFIER): [●] The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above - referenced Transaction entered into on the Trade Date specified below (the "Transacti on") between ENTITY ("party1 ") and COUNTERPARTY (" party2 "). This communication constitutes a Confirmation. This Confirmation shall supersede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connecti on with this Transaction. 1. This Confirmation is subject to, and incorporates, the definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro Definitions, collectively referred to hereinafter as the "1998 FX Definitions"), as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. If [party1 ] and Counterparty [party2] have ente red into a master agreement governing transactions of this type, (the "Agreement"), then this Transaction shall be governed thereby. If, and so long as, the parties have not entered into such an Agreement, then this Transaction shall constitute a "Transact ion" within the scope of, and shall be deemed to be governed by, the terms of the ISDA Master Agreement (Multicurrency - Cross Border) as published by ISDA (provided that (i) "Termination Currency" shall be USD (ii) Subparagraph (ii) of Section 2(c) (Netti ng) will not apply to Transactions, (iii) the Governing Law shall be the State of New York and (iv) for the purposes of Section 6(e), Loss shall be the applicable payment measure (as so modified, the "ISDA Terms")). Upon execution and delivery of an Agreem ent governing transactions of this type, such Agreement shall supercede the ISDA Terms, and all transactions then outstanding shall be governed thereby. All provisions contained in, or incorporated by reference to, the ISDA Terms or the Agreement, as appli cable, will govern this Confirmation except as expressly modified herein. In the event of any inconsistencies between this Confirmation and the 1998 FX Definitions or the Agreement, as applicable, this Confirmation will govern. 2. The terms of the partic ular Transaction to which this Confirmation relates are as follows: Trade Date: Sep 16 2014 Transaction Fee: USD 5,000.00, payable by [ party1 ] to [party2] on the Transaction Fee Payment Date Transaction Fee Payment Date: Sep 16 2014 Effective Date: Dec 16 2014 Buyer: [party1 ] Seller: [party2 ] Currency Option Style: European Currency Option Type: Straddle Currency Amount (per Underlying Option): EUR 10,000,000.00 Counter Currency Amount (per Underlying Option): An amount in USD calculated on the basis of the Currency Amount at the Strike Strike: As defined below Expiration Date: Mar 16 2015 SAMPLE CONFIRMATION -FOR DISCUSSION PURPOSES ONLY - 2 of 2 Expiration Time: 10:00 a.m. New York time Automatic Exercise: Applicable Settlement Date: Mar 16 2015 Settlement: Deliverable Premium: As defined below Premiu m Payment Date: Dec 16 2014 Special Conditions: (a) This Transaction (a Straddle) is composed of two "Underlying Options", one a EUR Call/USD Put ("Underlying Option 1") and the other a USD Call/EUR Put ("Underlying Option 2"), each comprised of the abov e described details. Upon payment of the Premium, the Buyer may elect to exercise either Underlying Option. Exercise of an Underlying Option is effective only on the Expiration Date at the Expiration Time. Notice of exercise may be given prior to the Expi ration Time but shall be effective only at the Expiration Time. (b) If Underlying Option 1 is exercised, such option shall be settled on the Settlement Date by the payment by the Buyer of the Counter Currency Amount to the Seller and the payment by the Seller of the Currency Amount to the Buyer. (c) If Underlying Option 2 is exercised, such option shall be settled on the Settlement Date by the payment by the Buyer of the Currency Amount to the Seller and the payment by the Seller of the Counter Currenc y Amount to the Buyer. 3. Definitions: “Premium” shall mean an amount in USD as determined by the Calculation Agent on the Effective Date in a commercially reasonable manner using the Black -Scholes Model (incorporating such forward foreign exchange rates , interest rates and other factors as thereby deemed appropriate by the Calculation Agent) and assuming an implied volatility rate of [RATE]%, such that the Strike of Underlying Option 1 and Underlying Option 2 shall be equal to the Strike . Upon notificat ion of the Premium, the Seller shall provide to the Buyer the account details to which such premium is to be paid. “Strike” shall mean the single Strike Price on both Underlying Option 1 and Underlying Option 2, expressed as the number of Yen per one Unit ed States Dollar, such that the net long/short of the delta of Underlying Option 1, and the delta of Underlying Option 2, using the Black -Scholes model, is neutral, i.e. the Delta Neutral Strike. The Strike Price will be determined with consideration of t he prevailing market rates on the Effective Date with respect to spot, forward points, interest rates and using an implied volatility of [130]%. "Calculation Agent" shall mean [ party1 ], the calculations and determinations of which shall be binding in abs ence of manifest error. Please confirm that the foregoing correctly sets forth the terms of our agreement with respect to this Transaction (Reference Number: XXX XXXXXXXXX) by signing this Confirmation in the space provided below and immediately returning a copy of the executed Confirmation via facsimile to the attention of FX Operations at 212 428 3338. Very truly yours, Agreed and Accepted By: COUNTERPARTY By: (Reference Number: XXX XXXXXXXXX) " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex32-fx-forward-volatility-agreement.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-09-16T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate id="TradeDate">2014-09-16</tradeDate> </tradeHeader> <!--a forward volatility agreement, which takes the form of a foreign currency straddle with deferred setting of Strike Price--> <fxForwardVolatilityAgreement> <!-- The parameters of the FVA --> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxForwardVolatilityAgreement</productType> <!--The buyer is the buyer of both options--> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--for calculating the underlying spot rate;--> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <!--Effective date on the confirms--> <fixingDate>2014-12-16</fixingDate> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> <!--The strike will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price--> <forwardVolatilityStrikePrice>1.3</forwardVolatilityStrikePrice> <!-- The details of the straddle --> <straddle> <straddleType>AtTheMoneyForward</straddleType> <!-- mandatory. Enumerated values: AtTheMoneyForward and DeltaNeutral used for calculating the underlying spot rate which determined on the fixing (effective) date; Mean the single Strike Price for the whole underlying straddle, The Strike price shall be the at-the-money-forward strike, expressed in the Counter Currency, of one unit of Base Currency. The at-the-money-forward strike will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Forward Volatility Strike Price <INSERT,WMCO Spot Exchange Rate of the Currency Pair at 10am NY time,> and prevailing market data (except Volatility Price) as per standard market practice, acting in a commercially reasonable manner. In the event that there is no, or insufficient, prevailing market data on the Fixing Date, the Strike Price will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price and such other information as the Calculation Agent determines necessary, acting in a commercially reasonable manner. The Calculation Agent will notify the counterparty of the Strike Price upon determination. --> <tenorPeriod> <periodMultiplier>3</periodMultiplier> <period>M</period> </tenorPeriod> <!--European Exercise only--> <europeanExercise> <expiryDate>2015-03-16</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2015-03-16</valueDate> </europeanExercise> <notional> <currency>EUR</currency> <amount>10000000.00</amount> </notional> <!--The Counter Currency Amount is converted at the Strike Price--> <counterCurrency>USD</counterCurrency> <premium> <!--optional. should this be mandatory?--> <payerPartyReference href="party1" /> <!--the buyer of the straddle - the payer of the premium--> <receiverPartyReference href="party2" /> <paymentDate> <adjustableDate> <unadjustedDate>2014-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentCurrency>USD</paymentCurrency> <!--The premium will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price and prevailing market data (except Volatility Price) as per standard market practice, acting in a commercially reasonable manner. In the event that there is no, or insufficient, prevailing market data on the Fixing Date, the Premium will be determined by the Calculation Agent at the Fixng Time on the Fixing Date based on the Volatility Price and such other information as the Calculation Agent determines necessary, acting in a commercially reasonable manner.--> </premium> <settlementDate> <adjustedDate>2014-12-16</adjustedDate> </settlementDate> <cashSettlement> <settlementCurrency>USD</settlementCurrency> </cashSettlement> </straddle> <additionalPayment> <!--details at the time of execution - upfront fee--> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>5000.00</amount> </paymentAmount> <paymentDate> <adjustedDate>2014-09-16</adjustedDate> </paymentDate> </additionalPayment> </fxForwardVolatilityAgreement> <calculationAgent> <calculationAgentPartyReference href="party1" /> </calculationAgent> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Target"

description: " "

confirmation: " 1 of 3 Sample Confirmation DATE: [●] TO: [COUNTERPARTY] ATTENTION: FROM: [ABC BANK] SUBJECT: FX Transaction REFERENCE NUMBER: [●] The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above-referenced Transaction entered into on the Trade Date specified below (the "Transaction") between ABC Bank ("ABC") and [COUNTERPARTY] ("Counterparty"). This communication constitutes a "Confirmation". This Confirmation shall supercede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connection with this Transaction. Unless otherwise indicated we have acted as principal in respect of this Transaction. The venue and time of execution of this Transaction are available on request. 1. This Confirmation is subject to, and incorporates, the definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro Definitions, collectively referred to hereinafter as the "1998 FX Definitions") as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. This Confirmation supplements, forms a part of and is subject to the 1992 ISDA Master Agreement dated as of [●] between ABC and Counterparty, as amended and supplemented from time to time (the "Agreement"). All provisions contained in, or incorporated by reference to, the Agreement shall govern this Confirmation except as expressly modified below. In the event of any inconsistency between this Confirmation and the 1998 FX Definitions or the Agreement, as the case may be, this Confirmation will govern. 2. General Terms of this Transaction: Trade Date: Sep 11 2011 Transaction Fee: EUR 13,700.00 , payable Counterparty to ABC on the Transaction Fee Payment Date Transaction Fee Payment Date: [DATE] Currency and Amount payable by Counterparty (“EUR Amount”): EUR 100,000.00, subject to Early Termination Provisions Currency and Amount payable by ABC (“USD Amount”): USD 146,000.00, subject to Early Termination Provisions Forward Rate: 1.4600 USD/EUR Fixing Dates: As listed in Exhibit A attached hereto Settlement Dates: As listed in Exhibit A attached hereto Settlement: Deliverable 3. Early Termination Provisions: (i) If on any Settlement Date the Sum of Observed Quantity is equal to or greater than USD 50,000.00 then such Settlement Date shall be the “Final Settlement Date” and (a) the EUR Amount for such Final Settlement Date shall be adjusted (the “Adjusted EUR Amount”) such that it is equal to: Adjusted EUR Amount = [ (USD 50,000.00 - Sum of Observed Quantity up to and including the Settlement Date immediately preceding the Final Settlement Date ) / (Forward Rate - the Fixing Exchange 2 of 3 Rate for the Fixing Date corresponding to the Final Settlement Date) ] (b) the USD Amount for such Final Settlement Date shall be adjusted such that it is equal to: Adjusted EUR Amount x Forward Rate and (ii) this Transaction shall be early terminated and cancelled in whole on such Final Settlement Date (an “Early Termination Event”). Following such Early Termination Event, the parties shall be relieved of all further payment obligations under the Transaction described herein, except for (a) the obligation of ABC to pay the Transaction Fee, to the extent not already paid, and (b) the obligation by ABC to pay the USD Amount due and the obligation by Counterparty to pay the EUR Amount due on the Settlement Dates that occur on or prior to the Final Settlement Date, to the extent not already paid. Where “Observed Quantity ” shall be a USD amount calculated on each Fixing Date, as the greater of either: (i) (Forward Rate - Fixing Exchange Rate) * EUR Amount or (ii) zero and “Sum of Observed Quantity” with respect to a Settlement Date, shall mean the aggregate of the Observed Quantity applicable to each Fixing Date that occurred prior to such Settlement Date. 5. Definitions: “Fixing Exchange Rate” shall mean with respect to a Fixing Date, the USD/EUR rate, expressed as the amount of U.S. Dollar per one Euro, as reported at approximately 2:15 p.m. Central European time as reported by the European Central Bank as displayed on Reuters Screen ECB37, or such other symbol or page that may replace such symbol or page for the purpose of displaying such exchange rates; provided, however, that if such page is no longer published, or is not published as of the designated time and date, and no replacement symbol or page is designated, the Calculation Agent shall determine such affected Fixing Exchange Rate in good faith and in a commercially reasonable manner. "Calculation Agent" shall mean ABC, the calculations and determinations of which shall be binding in absence of manifest error. Please confirm that the foregoing correctly sets forth the terms of our agreement with respect to this Transaction (Reference Number: [●]) by signing this Confirmation in the space provided below and immediately returning a copy of the executed Confirmation via facsimile to the attention of FX Operations at [●]. Very truly yours, Agreed and Accepted By: [COUNTERPARTY] (Reference Number: [●]) 3 of 3 Exhibit A: Fixing Dates and Settlement Dates (Reference Number: [●]): Fixing Date Settlement Date Sep 28 2011 Sep 30 2011 Sep 29 2011 Oct 03 2011 Sep 30 2011 Oct 04 2011 Oct 03 2011 Oct 05 2011 Oct 04 2011 Oct 06 2011 Oct 05 2011 Oct 07 2011 Oct 06 2011 Oct 11 2011 Oct 07 2011 Oct 12 2011 Oct 11 2011 Oct 13 2011 Oct 12 2011 Oct 14 2011 Oct 13 2011 Oct 17 2011 Oct 14 2011 Oct 18 2011 Oct 17 2011 Oct 19 2011 Oct 18 2011 Oct 20 2011 Oct 19 2011 Oct 21 2011 Oct 20 2011 Oct 24 2011 Oct 21 2011 Oct 25 2011 Oct 24 2011 Oct 26 2011 Oct 25 2011 Oct 27 2011 Oct 26 2011 Oct 28 2011 Oct 27 2011 Oct 31 2011 Oct 28 2011 Nov 01 2011 Oct 31 2011 Nov 02 2011 Nov 01 2011 Nov 03 2011 Nov 02 2011 Nov 04 2011 Nov 03 2011 Nov 07 2011 Nov 04 2011 Nov 08 2011 Nov 07 2011 Nov 09 2011 Nov 08 2011 Nov 10 2011 Nov 09 2011 Nov 14 2011 Nov 10 2011 Nov 15 2011 Nov 14 2011 Nov 16 2011 Nov 15 2011 Nov 17 2011 Nov 16 2011 Nov 18 2011 Nov 17 2011 Nov 21 2011 Nov 18 2011 Nov 22 2011 "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abc.com/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2011-09-11</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxTarget</productType> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>100000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="str1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>50000</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule id="exsch1"> <adjustedDate>2011-09-28</adjustedDate> <adjustedDate>2011-09-29</adjustedDate> <adjustedDate>2011-09-30</adjustedDate> <adjustedDate>2011-10-03</adjustedDate> <adjustedDate>2011-10-04</adjustedDate> <adjustedDate>2011-10-05</adjustedDate> <adjustedDate>2011-10-06</adjustedDate> <adjustedDate>2011-10-07</adjustedDate> <adjustedDate>2011-10-11</adjustedDate> <adjustedDate>2011-10-12</adjustedDate> <adjustedDate>2011-10-13</adjustedDate> <adjustedDate>2011-10-14</adjustedDate> <adjustedDate>2011-10-17</adjustedDate> <adjustedDate>2011-10-18</adjustedDate> <adjustedDate>2011-10-19</adjustedDate> <adjustedDate>2011-10-20</adjustedDate> <adjustedDate>2011-10-21</adjustedDate> <adjustedDate>2011-10-24</adjustedDate> <adjustedDate>2011-10-25</adjustedDate> <adjustedDate>2011-10-26</adjustedDate> <adjustedDate>2011-10-27</adjustedDate> <adjustedDate>2011-10-28</adjustedDate> <adjustedDate>2011-10-31</adjustedDate> <adjustedDate>2011-11-01</adjustedDate> <adjustedDate>2011-11-02</adjustedDate> <adjustedDate>2011-11-03</adjustedDate> <adjustedDate>2011-11-04</adjustedDate> <adjustedDate>2011-11-07</adjustedDate> <adjustedDate>2011-11-08</adjustedDate> <adjustedDate>2011-11-09</adjustedDate> <adjustedDate>2011-11-10</adjustedDate> <adjustedDate>2011-11-14</adjustedDate> <adjustedDate>2011-11-15</adjustedDate> <adjustedDate>2011-11-16</adjustedDate> <adjustedDate>2011-11-17</adjustedDate> <adjustedDate>2011-11-18</adjustedDate> </expirySchedule> <settlementSchedule> <adjustedDate>2011-09-30</adjustedDate> <adjustedDate>2011-10-03</adjustedDate> <adjustedDate>2011-10-04</adjustedDate> <adjustedDate>2011-10-05</adjustedDate> <adjustedDate>2011-10-06</adjustedDate> <adjustedDate>2011-10-07</adjustedDate> <adjustedDate>2011-10-11</adjustedDate> <adjustedDate>2011-10-12</adjustedDate> <adjustedDate>2011-10-13</adjustedDate> <adjustedDate>2011-10-14</adjustedDate> <adjustedDate>2011-10-17</adjustedDate> <adjustedDate>2011-10-18</adjustedDate> <adjustedDate>2011-10-19</adjustedDate> <adjustedDate>2011-10-20</adjustedDate> <adjustedDate>2011-10-21</adjustedDate> <adjustedDate>2011-10-24</adjustedDate> <adjustedDate>2011-10-25</adjustedDate> <adjustedDate>2011-10-26</adjustedDate> <adjustedDate>2011-10-27</adjustedDate> <adjustedDate>2011-10-28</adjustedDate> <adjustedDate>2011-10-31</adjustedDate> <adjustedDate>2011-11-01</adjustedDate> <adjustedDate>2011-11-02</adjustedDate> <adjustedDate>2011-11-04</adjustedDate> <adjustedDate>2011-11-07</adjustedDate> <adjustedDate>2011-11-08</adjustedDate> <adjustedDate>2011-11-09</adjustedDate> <adjustedDate>2011-11-10</adjustedDate> <adjustedDate>2011-11-14</adjustedDate> <adjustedDate>2011-11-15</adjustedDate> <adjustedDate>2011-11-16</adjustedDate> <adjustedDate>2011-11-17</adjustedDate> <adjustedDate>2011-11-18</adjustedDate> <adjustedDate>2011-11-21</adjustedDate> <adjustedDate>2011-11-22</adjustedDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>EUTA</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <currency>USD</currency> </exchangedCurrency2> <strike id="str1"> <initialValue>1.4600</initialValue> </strike> <counterCurrencyAmount> <initialValue>146000.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>13700.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2011-09-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="party1" /> </calculationAgent> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC Bank</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Counterparty</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target" description: " " confirmation: " 1 of 3 Sample Confirmation DATE: [●] TO: [COUNTERPARTY] ATTENTION: FROM: [ABC BANK] SUBJECT: FX Transaction REFERENCE NUMBER: [●] The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above-referenced Transaction entered into on the Trade Date specified below (the "Transaction") between ABC Bank ("ABC") and [COUNTERPARTY] ("Counterparty"). This communication constitutes a "Confirmation". This Confirmation shall supercede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connection with this Transaction. Unless otherwise indicated we have acted as principal in respect of this Transaction. The venue and time of execution of this Transaction are available on request. 1. This Confirmation is subject to, and incorporates, the definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro Definitions, collectively referred to hereinafter as the "1998 FX Definitions") as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. This Confirmation supplements, forms a part of and is subject to the 1992 ISDA Master Agreement dated as of [●] between ABC and Counterparty, as amended and supplemented from time to time (the "Agreement"). All provisions contained in, or incorporated by reference to, the Agreement shall govern this Confirmation except as expressly modified below. In the event of any inconsistency between this Confirmation and the 1998 FX Definitions or the Agreement, as the case may be, this Confirmation will govern. 2. General Terms of this Transaction: Trade Date: Sep 11 2011 Transaction Fee: EUR 13,700.00 , payable Counterparty to ABC on the Transaction Fee Payment Date Transaction Fee Payment Date: [DATE] Currency and Amount payable by Counterparty (“EUR Amount”): EUR 100,000.00, subject to Early Termination Provisions Currency and Amount payable by ABC (“USD Amount”): USD 146,000.00, subject to Early Termination Provisions Forward Rate: 1.4600 USD/EUR Fixing Dates: As listed in Exhibit A attached hereto Settlement Dates: As listed in Exhibit A attached hereto Settlement: Deliverable 3. Early Termination Provisions: (i) If on any Settlement Date the Sum of Observed Quantity is equal to or greater than USD 50,000.00 then such Settlement Date shall be the “Final Settlement Date” and (a) the EUR Amount for such Final Settlement Date shall be adjusted (the “Adjusted EUR Amount”) such that it is equal to: Adjusted EUR Amount = [ (USD 50,000.00 - Sum of Observed Quantity up to and including the Settlement Date immediately preceding the Final Settlement Date ) / (Forward Rate - the Fixing Exchange 2 of 3 Rate for the Fixing Date corresponding to the Final Settlement Date) ] (b) the USD Amount for such Final Settlement Date shall be adjusted such that it is equal to: Adjusted EUR Amount x Forward Rate and (ii) this Transaction shall be early terminated and cancelled in whole on such Final Settlement Date (an “Early Termination Event”). Following such Early Termination Event, the parties shall be relieved of all further payment obligations under the Transaction described herein, except for (a) the obligation of ABC to pay the Transaction Fee, to the extent not already paid, and (b) the obligation by ABC to pay the USD Amount due and the obligation by Counterparty to pay the EUR Amount due on the Settlement Dates that occur on or prior to the Final Settlement Date, to the extent not already paid. Where “Observed Quantity ” shall be a USD amount calculated on each Fixing Date, as the greater of either: (i) (Forward Rate - Fixing Exchange Rate) * EUR Amount or (ii) zero and “Sum of Observed Quantity” with respect to a Settlement Date, shall mean the aggregate of the Observed Quantity applicable to each Fixing Date that occurred prior to such Settlement Date. 5. Definitions: “Fixing Exchange Rate” shall mean with respect to a Fixing Date, the USD/EUR rate, expressed as the amount of U.S. Dollar per one Euro, as reported at approximately 2:15 p.m. Central European time as reported by the European Central Bank as displayed on Reuters Screen ECB37, or such other symbol or page that may replace such symbol or page for the purpose of displaying such exchange rates; provided, however, that if such page is no longer published, or is not published as of the designated time and date, and no replacement symbol or page is designated, the Calculation Agent shall determine such affected Fixing Exchange Rate in good faith and in a commercially reasonable manner. "Calculation Agent" shall mean ABC, the calculations and determinations of which shall be binding in absence of manifest error. Please confirm that the foregoing correctly sets forth the terms of our agreement with respect to this Transaction (Reference Number: [●]) by signing this Confirmation in the space provided below and immediately returning a copy of the executed Confirmation via facsimile to the attention of FX Operations at [●]. Very truly yours, Agreed and Accepted By: [COUNTERPARTY] (Reference Number: [●]) 3 of 3 Exhibit A: Fixing Dates and Settlement Dates (Reference Number: [●]): Fixing Date Settlement Date Sep 28 2011 Sep 30 2011 Sep 29 2011 Oct 03 2011 Sep 30 2011 Oct 04 2011 Oct 03 2011 Oct 05 2011 Oct 04 2011 Oct 06 2011 Oct 05 2011 Oct 07 2011 Oct 06 2011 Oct 11 2011 Oct 07 2011 Oct 12 2011 Oct 11 2011 Oct 13 2011 Oct 12 2011 Oct 14 2011 Oct 13 2011 Oct 17 2011 Oct 14 2011 Oct 18 2011 Oct 17 2011 Oct 19 2011 Oct 18 2011 Oct 20 2011 Oct 19 2011 Oct 21 2011 Oct 20 2011 Oct 24 2011 Oct 21 2011 Oct 25 2011 Oct 24 2011 Oct 26 2011 Oct 25 2011 Oct 27 2011 Oct 26 2011 Oct 28 2011 Oct 27 2011 Oct 31 2011 Oct 28 2011 Nov 01 2011 Oct 31 2011 Nov 02 2011 Nov 01 2011 Nov 03 2011 Nov 02 2011 Nov 04 2011 Nov 03 2011 Nov 07 2011 Nov 04 2011 Nov 08 2011 Nov 07 2011 Nov 09 2011 Nov 08 2011 Nov 10 2011 Nov 09 2011 Nov 14 2011 Nov 10 2011 Nov 15 2011 Nov 14 2011 Nov 16 2011 Nov 15 2011 Nov 17 2011 Nov 16 2011 Nov 18 2011 Nov 17 2011 Nov 21 2011 Nov 18 2011 Nov 22 2011 " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abc.com/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2011-09-11</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxTarget</productType> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>100000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="str1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>50000</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule id="exsch1"> <adjustedDate>2011-09-28</adjustedDate> <adjustedDate>2011-09-29</adjustedDate> <adjustedDate>2011-09-30</adjustedDate> <adjustedDate>2011-10-03</adjustedDate> <adjustedDate>2011-10-04</adjustedDate> <adjustedDate>2011-10-05</adjustedDate> <adjustedDate>2011-10-06</adjustedDate> <adjustedDate>2011-10-07</adjustedDate> <adjustedDate>2011-10-11</adjustedDate> <adjustedDate>2011-10-12</adjustedDate> <adjustedDate>2011-10-13</adjustedDate> <adjustedDate>2011-10-14</adjustedDate> <adjustedDate>2011-10-17</adjustedDate> <adjustedDate>2011-10-18</adjustedDate> <adjustedDate>2011-10-19</adjustedDate> <adjustedDate>2011-10-20</adjustedDate> <adjustedDate>2011-10-21</adjustedDate> <adjustedDate>2011-10-24</adjustedDate> <adjustedDate>2011-10-25</adjustedDate> <adjustedDate>2011-10-26</adjustedDate> <adjustedDate>2011-10-27</adjustedDate> <adjustedDate>2011-10-28</adjustedDate> <adjustedDate>2011-10-31</adjustedDate> <adjustedDate>2011-11-01</adjustedDate> <adjustedDate>2011-11-02</adjustedDate> <adjustedDate>2011-11-03</adjustedDate> <adjustedDate>2011-11-04</adjustedDate> <adjustedDate>2011-11-07</adjustedDate> <adjustedDate>2011-11-08</adjustedDate> <adjustedDate>2011-11-09</adjustedDate> <adjustedDate>2011-11-10</adjustedDate> <adjustedDate>2011-11-14</adjustedDate> <adjustedDate>2011-11-15</adjustedDate> <adjustedDate>2011-11-16</adjustedDate> <adjustedDate>2011-11-17</adjustedDate> <adjustedDate>2011-11-18</adjustedDate> </expirySchedule> <settlementSchedule> <adjustedDate>2011-09-30</adjustedDate> <adjustedDate>2011-10-03</adjustedDate> <adjustedDate>2011-10-04</adjustedDate> <adjustedDate>2011-10-05</adjustedDate> <adjustedDate>2011-10-06</adjustedDate> <adjustedDate>2011-10-07</adjustedDate> <adjustedDate>2011-10-11</adjustedDate> <adjustedDate>2011-10-12</adjustedDate> <adjustedDate>2011-10-13</adjustedDate> <adjustedDate>2011-10-14</adjustedDate> <adjustedDate>2011-10-17</adjustedDate> <adjustedDate>2011-10-18</adjustedDate> <adjustedDate>2011-10-19</adjustedDate> <adjustedDate>2011-10-20</adjustedDate> <adjustedDate>2011-10-21</adjustedDate> <adjustedDate>2011-10-24</adjustedDate> <adjustedDate>2011-10-25</adjustedDate> <adjustedDate>2011-10-26</adjustedDate> <adjustedDate>2011-10-27</adjustedDate> <adjustedDate>2011-10-28</adjustedDate> <adjustedDate>2011-10-31</adjustedDate> <adjustedDate>2011-11-01</adjustedDate> <adjustedDate>2011-11-02</adjustedDate> <adjustedDate>2011-11-04</adjustedDate> <adjustedDate>2011-11-07</adjustedDate> <adjustedDate>2011-11-08</adjustedDate> <adjustedDate>2011-11-09</adjustedDate> <adjustedDate>2011-11-10</adjustedDate> <adjustedDate>2011-11-14</adjustedDate> <adjustedDate>2011-11-15</adjustedDate> <adjustedDate>2011-11-16</adjustedDate> <adjustedDate>2011-11-17</adjustedDate> <adjustedDate>2011-11-18</adjustedDate> <adjustedDate>2011-11-21</adjustedDate> <adjustedDate>2011-11-22</adjustedDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>EUTA</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <currency>USD</currency> </exchangedCurrency2> <strike id="str1"> <initialValue>1.4600</initialValue> </strike> <counterCurrencyAmount> <initialValue>146000.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>13700.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2011-09-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="party1" /> </calculationAgent> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC Bank</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Counterparty</partyId> </party> </executionNotification> "

category: "FX Target Digital"

description: " "

confirmation: " To: Attn: Fax: Date: Ref: DIGITAL TARGET REDEMPTION FORWARD CONFIRMATION We confirm we have entered into the following Digital Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 23 June 2014 Trade Time: Available Upon Request USD Notional Amount: 1,000,000.00 CAD Notional Amount: 1,045,000.00 Settlement Amount 1: USD 40,000.00 Strike Rate: 1.0450 CAD/USD Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement: Non-Deliverable Fixing Rate: Shall be the CAD/USD spot exchange rate expressed as an amount of CAD required to buy one USD as displayed on Reuters Page WMRSPOT09 at 10:00am New York Time on each Expiration Date. If on any Expiration Date Reuters Page WMRSPOT09 is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Toronto Our Designated Office: London Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 23-Dec-14 24-Dec-14 2 27-Jan-15 28-Jan-15 3 25-Feb-15 26-Feb-15 4 26-Mar-15 27-Mar-15 5 27-Apr-15 28-Apr-15 6 27-May-15 28-May-15 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or above the Strike Rate and a Target Redemption Event has not occurred, Party A will buy the CAD Notional Amount from Party B in exchange for the USD Notional Amount. b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate and a Target Redemption Event has not occurred, Party B will pay the Settlement Amount 2 to Party A. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if CAD/USD fixing is at or above the Strike Rate on any 4 Expiration Dates, the remaining Expiration Dates will then be terminated. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-06-23</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>1000000.00</initialValue> <currency>USD</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <knockoutCount> <conditionalFixings>4</conditionalFixings> <settlementAtKnockout>true</settlementAtKnockout> </knockoutCount> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-23</adjustedDate> <adjustedDate>2014-01-27</adjustedDate> <adjustedDate>2014-02-25</adjustedDate> <adjustedDate>2014-03-26</adjustedDate> <adjustedDate>2014-04-27</adjustedDate> <adjustedDate>2014-05-27</adjustedDate> <finalExpiryDate>2015-05-27</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-24</adjustedDate> <adjustedDate>2014-01-28</adjustedDate> <adjustedDate>2014-02-26</adjustedDate> <adjustedDate>2014-03-27</adjustedDate> <adjustedDate>2014-04-28</adjustedDate> <adjustedDate>2014-05-28</adjustedDate> <finalSettlementDate>2015-05-28</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>WMRSPOT09</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>CAD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.0450</initialValue> </strike> <counterCurrencyAmount> <initialValue>1045000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> </linearPayoffRegion> <constantPayoffRegion> <upperBound> <condition>Below</condition> <strikeReference href="s1" /> </upperBound> <payoff> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <payment> <currency>USD</currency> <amount>40000.00</amount> </payment> </payoff> </constantPayoffRegion> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Digital" description: " " confirmation: " To: Attn: Fax: Date: Ref: DIGITAL TARGET REDEMPTION FORWARD CONFIRMATION We confirm we have entered into the following Digital Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 23 June 2014 Trade Time: Available Upon Request USD Notional Amount: 1,000,000.00 CAD Notional Amount: 1,045,000.00 Settlement Amount 1: USD 40,000.00 Strike Rate: 1.0450 CAD/USD Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement: Non-Deliverable Fixing Rate: Shall be the CAD/USD spot exchange rate expressed as an amount of CAD required to buy one USD as displayed on Reuters Page WMRSPOT09 at 10:00am New York Time on each Expiration Date. If on any Expiration Date Reuters Page WMRSPOT09 is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Toronto Our Designated Office: London Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 23-Dec-14 24-Dec-14 2 27-Jan-15 28-Jan-15 3 25-Feb-15 26-Feb-15 4 26-Mar-15 27-Mar-15 5 27-Apr-15 28-Apr-15 6 27-May-15 28-May-15 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or above the Strike Rate and a Target Redemption Event has not occurred, Party A will buy the CAD Notional Amount from Party B in exchange for the USD Notional Amount. b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate and a Target Redemption Event has not occurred, Party B will pay the Settlement Amount 2 to Party A. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if CAD/USD fixing is at or above the Strike Rate on any 4 Expiration Dates, the remaining Expiration Dates will then be terminated. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-06-23</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>1000000.00</initialValue> <currency>USD</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <knockoutCount> <conditionalFixings>4</conditionalFixings> <settlementAtKnockout>true</settlementAtKnockout> </knockoutCount> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-23</adjustedDate> <adjustedDate>2014-01-27</adjustedDate> <adjustedDate>2014-02-25</adjustedDate> <adjustedDate>2014-03-26</adjustedDate> <adjustedDate>2014-04-27</adjustedDate> <adjustedDate>2014-05-27</adjustedDate> <finalExpiryDate>2015-05-27</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-24</adjustedDate> <adjustedDate>2014-01-28</adjustedDate> <adjustedDate>2014-02-26</adjustedDate> <adjustedDate>2014-03-27</adjustedDate> <adjustedDate>2014-04-28</adjustedDate> <adjustedDate>2014-05-28</adjustedDate> <finalSettlementDate>2015-05-28</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>WMRSPOT09</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>CAD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.0450</initialValue> </strike> <counterCurrencyAmount> <initialValue>1045000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> </linearPayoffRegion> <constantPayoffRegion> <upperBound> <condition>Below</condition> <strikeReference href="s1" /> </upperBound> <payoff> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <payment> <currency>USD</currency> <amount>40000.00</amount> </payment> </payoff> </constantPayoffRegion> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

category: "FX Target Pivot"

description: " "

confirmation: " To: Attn: Fax: Date: Ref: PIVOT TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Pivot Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 04 July 2013 Trade Time: Available Upon Request Party A Bought Currency: See Settlement Terms Party B Bought Currency: See Settlement Terms EUR Notional Amount 1: EUR 1,000,000.00 EUR Notional Amount 2: EUR 2,000,000.00 USD Lower Notional Amount 1: USD 1,210,000.00 USD Lower Notional Amount 2: USD 2,420,000.00 USD Upper Notional Amount 1: USD 1,360,000.00 USD Upper Notional Amount 2: USD 2,720,000.00 Lower Strike Rate: 1.2100 USD/EUR Upper Strike Rate: 1.3600 USD/EUR Pivot Rate: 1.3150 USD/EUR Expiration Date: Please see schedule below Settlement Date: Please see schedule below Settlement: Deliverable Fixing Rate: Shall be the USD/EUR exchange rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 2:15 p.m. Frankfurt Time on each Expiration Date. If any such date is a Euro Settlement Date Holiday or the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent Your Designated Office: Riyadh Our Designated Office: London Relevant City for Business Day for Expiration Date: Euro Settlement Date Relevant Cities for Business Day for Settlement Date: Euro Settlement Date and New York Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Party A Premium Amount: USD 101,000.00 Premium Value Date: 08 July 2013 Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date # Expiration Date Settlement Date 1 05-Aug-13 07-Aug-13 7 05-Feb-14 07-Feb-14 2 05-Sep-13 09-Sep-13 8 05-Mar-14 07-Mar-14 3 07-Oct-13 09-Oct-13 9 07-Apr-14 09-Apr-14 4 05-Nov-13 07-Nov-13 10 05-May-14 07-May-14 5 05-Dec-13 09-Dec-13 11 05-Jun-14 09-Jun-14 6 06-Jan-14 08-Jan-14 12 03-Jul-14 07-Jul-14 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is above the Pivot Rate and at or below the Upper Strike Rate, Party B will sell EUR Notional Amount 1 to Party A in exchange for USD Upper Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is above the Upper Strike Rate, Party B will sell EUR Notional Amount 2 to Party A in exchange for USD Upper Notional Amount 2. c) If the Fixing Rate on the relevant Expiration Date is at or below the Pivot Rate and at or above the Lower Strike Rate, Party B will buy EUR Notional Amount 1 from Party A in exchange for USD Lower Notional Amount 1. d) If the Fixing Rate on the relevant Expiration Date is below the Lower Strike Rate, Party B will buy EUR Notional Amount 2 from Party A in exchange for USD Lower Notional Amount 2. e) If a Target Redemption Event occurs on the relevant Expiration Date and the Fixing Rate on the relevant Expiration Date is above the Pivot Rate, Party B will sell EUR Notional Amount 1 to Party A in exchange for an amount in USD at an adjusted Strike Rate ("Varied Upper Strike") in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. f) If a Target Redemption Event occurs on the relevant Expiration Date and the Fixing Rate on the relevant Expiration Date is below the Pivot Rate, Party B will buy EUR Notional Amount 1 from Party A in exchange for an amount in USD at an adjusted Strike Rate ("Varied Lower Strike") in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event: A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains equals or exceeds USD 150,000.00 (Target Redemption Amount) 4. Cumulative Positive Gains: The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Lower Strike Rate and below the Upper Strike Rate, an amount in USD equal to the following: If the Fixing Rate is below Pivot Rate EUR Notional Amount 1 * (Fixing Rate on that Expiration Date – Lower Strike Rate) If the Fixing Rate is above Pivot Rate EUR Notional Amount 1 * (Upper Strike Rate - Fixing Rate on that Expiration Date) 5. Varied Lower Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 6. Varied Upper Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs + [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 7. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where HSBC Bank plc has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>10000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s2" /> </upperBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>150000</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-08-05</adjustedDate> <adjustedDate>2013-09-05</adjustedDate> <adjustedDate>2013-10-07</adjustedDate> <adjustedDate>2013-11-05</adjustedDate> <adjustedDate>2013-12-05</adjustedDate> <adjustedDate>2014-01-06</adjustedDate> <adjustedDate>2014-02-05</adjustedDate> <adjustedDate>2014-03-05</adjustedDate> <adjustedDate>2014-04-07</adjustedDate> <adjustedDate>2014-05-05</adjustedDate> <adjustedDate>2014-06-05</adjustedDate> <adjustedDate>2014-07-03</adjustedDate> <finalExpiryDate>2014-07-03</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-08-07</adjustedDate> <adjustedDate>2013-09-09</adjustedDate> <adjustedDate>2013-10-09</adjustedDate> <adjustedDate>2013-11-07</adjustedDate> <adjustedDate>2013-12-09</adjustedDate> <adjustedDate>2014-01-08</adjustedDate> <adjustedDate>2014-02-07</adjustedDate> <adjustedDate>2014-03-07</adjustedDate> <adjustedDate>2014-04-09</adjustedDate> <adjustedDate>2014-05-07</adjustedDate> <adjustedDate>2014-06-09</adjustedDate> <adjustedDate>2014-07-07</adjustedDate> <finalSettlementDate>2014-07-07</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <pivot id="p1"> <initialValue>1.3150</initialValue> </pivot> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.2100</initialValue> </strike> <upperBound> <condition>AtOrBelow</condition> <pivotReference href="p1" /> </upperBound> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s2"> <initialValue>1.3600</initialValue> </strike> <lowerBound> <condition>Above</condition> <pivotReference href="p1" /> </lowerBound> <leverage> <condition>Above</condition> <strikeReference href="s2" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <paymentAmount> <currency>USD</currency> <amount>101000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2013-07-08</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Pivot" description: " " confirmation: " To: Attn: Fax: Date: Ref: PIVOT TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Pivot Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 04 July 2013 Trade Time: Available Upon Request Party A Bought Currency: See Settlement Terms Party B Bought Currency: See Settlement Terms EUR Notional Amount 1: EUR 1,000,000.00 EUR Notional Amount 2: EUR 2,000,000.00 USD Lower Notional Amount 1: USD 1,210,000.00 USD Lower Notional Amount 2: USD 2,420,000.00 USD Upper Notional Amount 1: USD 1,360,000.00 USD Upper Notional Amount 2: USD 2,720,000.00 Lower Strike Rate: 1.2100 USD/EUR Upper Strike Rate: 1.3600 USD/EUR Pivot Rate: 1.3150 USD/EUR Expiration Date: Please see schedule below Settlement Date: Please see schedule below Settlement: Deliverable Fixing Rate: Shall be the USD/EUR exchange rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 2:15 p.m. Frankfurt Time on each Expiration Date. If any such date is a Euro Settlement Date Holiday or the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent Your Designated Office: Riyadh Our Designated Office: London Relevant City for Business Day for Expiration Date: Euro Settlement Date Relevant Cities for Business Day for Settlement Date: Euro Settlement Date and New York Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Party A Premium Amount: USD 101,000.00 Premium Value Date: 08 July 2013 Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date # Expiration Date Settlement Date 1 05-Aug-13 07-Aug-13 7 05-Feb-14 07-Feb-14 2 05-Sep-13 09-Sep-13 8 05-Mar-14 07-Mar-14 3 07-Oct-13 09-Oct-13 9 07-Apr-14 09-Apr-14 4 05-Nov-13 07-Nov-13 10 05-May-14 07-May-14 5 05-Dec-13 09-Dec-13 11 05-Jun-14 09-Jun-14 6 06-Jan-14 08-Jan-14 12 03-Jul-14 07-Jul-14 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is above the Pivot Rate and at or below the Upper Strike Rate, Party B will sell EUR Notional Amount 1 to Party A in exchange for USD Upper Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is above the Upper Strike Rate, Party B will sell EUR Notional Amount 2 to Party A in exchange for USD Upper Notional Amount 2. c) If the Fixing Rate on the relevant Expiration Date is at or below the Pivot Rate and at or above the Lower Strike Rate, Party B will buy EUR Notional Amount 1 from Party A in exchange for USD Lower Notional Amount 1. d) If the Fixing Rate on the relevant Expiration Date is below the Lower Strike Rate, Party B will buy EUR Notional Amount 2 from Party A in exchange for USD Lower Notional Amount 2. e) If a Target Redemption Event occurs on the relevant Expiration Date and the Fixing Rate on the relevant Expiration Date is above the Pivot Rate, Party B will sell EUR Notional Amount 1 to Party A in exchange for an amount in USD at an adjusted Strike Rate ("Varied Upper Strike") in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. f) If a Target Redemption Event occurs on the relevant Expiration Date and the Fixing Rate on the relevant Expiration Date is below the Pivot Rate, Party B will buy EUR Notional Amount 1 from Party A in exchange for an amount in USD at an adjusted Strike Rate ("Varied Lower Strike") in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event: A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains equals or exceeds USD 150,000.00 (Target Redemption Amount) 4. Cumulative Positive Gains: The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Lower Strike Rate and below the Upper Strike Rate, an amount in USD equal to the following: If the Fixing Rate is below Pivot Rate EUR Notional Amount 1 * (Fixing Rate on that Expiration Date – Lower Strike Rate) If the Fixing Rate is above Pivot Rate EUR Notional Amount 1 * (Upper Strike Rate - Fixing Rate on that Expiration Date) 5. Varied Lower Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 6. Varied Upper Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs + [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 7. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where HSBC Bank plc has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>10000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s2" /> </upperBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>150000</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-08-05</adjustedDate> <adjustedDate>2013-09-05</adjustedDate> <adjustedDate>2013-10-07</adjustedDate> <adjustedDate>2013-11-05</adjustedDate> <adjustedDate>2013-12-05</adjustedDate> <adjustedDate>2014-01-06</adjustedDate> <adjustedDate>2014-02-05</adjustedDate> <adjustedDate>2014-03-05</adjustedDate> <adjustedDate>2014-04-07</adjustedDate> <adjustedDate>2014-05-05</adjustedDate> <adjustedDate>2014-06-05</adjustedDate> <adjustedDate>2014-07-03</adjustedDate> <finalExpiryDate>2014-07-03</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-08-07</adjustedDate> <adjustedDate>2013-09-09</adjustedDate> <adjustedDate>2013-10-09</adjustedDate> <adjustedDate>2013-11-07</adjustedDate> <adjustedDate>2013-12-09</adjustedDate> <adjustedDate>2014-01-08</adjustedDate> <adjustedDate>2014-02-07</adjustedDate> <adjustedDate>2014-03-07</adjustedDate> <adjustedDate>2014-04-09</adjustedDate> <adjustedDate>2014-05-07</adjustedDate> <adjustedDate>2014-06-09</adjustedDate> <adjustedDate>2014-07-07</adjustedDate> <finalSettlementDate>2014-07-07</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <pivot id="p1"> <initialValue>1.3150</initialValue> </pivot> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.2100</initialValue> </strike> <upperBound> <condition>AtOrBelow</condition> <pivotReference href="p1" /> </upperBound> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s2"> <initialValue>1.3600</initialValue> </strike> <lowerBound> <condition>Above</condition> <pivotReference href="p1" /> </lowerBound> <leverage> <condition>Above</condition> <strikeReference href="s2" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <paymentAmount> <currency>USD</currency> <amount>101000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2013-07-08</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

category: "FX Target Pivot with Settlement Period Schedule"

description: " "

confirmation: " To: Attn: Fax: Date: Ref: PIVOT TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Pivot Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 04 July 2013 Trade Time: Available Upon Request Party A Bought Currency: See Settlement Terms Party B Bought Currency: See Settlement Terms EUR Notional Amount 1: EUR 1,000,000.00 EUR Notional Amount 2: EUR 2,000,000.00 USD Lower Notional Amount 1: USD 1,210,000.00 USD Lower Notional Amount 2: USD 2,420,000.00 USD Upper Notional Amount 1: USD 1,360,000.00 USD Upper Notional Amount 2: USD 2,720,000.00 Lower Strike Rate: 1.2100 USD/EUR Upper Strike Rate: 1.3600 USD/EUR Pivot Rate: 1.3150 USD/EUR Expiration Date: Please see schedule below Settlement Date: Please see schedule below Settlement: Deliverable Fixing Rate: Shall be the USD/EUR exchange rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 2:15 p.m. Frankfurt Time on each Expiration Date. If any such date is a Euro Settlement Date Holiday or the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent Your Designated Office: Riyadh Our Designated Office: London Relevant City for Business Day for Expiration Date: Euro Settlement Date Relevant Cities for Business Day for Settlement Date: Euro Settlement Date and New York Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Party A Premium Amount: USD 101,000.00 Premium Value Date: 08 July 2013 Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date # Expiration Date Settlement Date 1 05-Aug-13 07-Aug-13 7 05-Feb-14 07-Feb-14 2 05-Sep-13 09-Sep-13 8 05-Mar-14 07-Mar-14 3 07-Oct-13 09-Oct-13 9 07-Apr-14 09-Apr-14 4 05-Nov-13 07-Nov-13 10 05-May-14 07-May-14 5 05-Dec-13 09-Dec-13 11 05-Jun-14 09-Jun-14 6 06-Jan-14 08-Jan-14 12 03-Jul-14 07-Jul-14 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is above the Pivot Rate and at or below the Upper Strike Rate, Party B will sell EUR Notional Amount 1 to Party A in exchange for USD Upper Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is above the Upper Strike Rate, Party B will sell EUR Notional Amount 2 to Party A in exchange for USD Upper Notional Amount 2. c) If the Fixing Rate on the relevant Expiration Date is at or below the Pivot Rate and at or above the Lower Strike Rate, Party B will buy EUR Notional Amount 1 from Party A in exchange for USD Lower Notional Amount 1. d) If the Fixing Rate on the relevant Expiration Date is below the Lower Strike Rate, Party B will buy EUR Notional Amount 2 from Party A in exchange for USD Lower Notional Amount 2. e) If a Target Redemption Event occurs on the relevant Expiration Date and the Fixing Rate on the relevant Expiration Date is above the Pivot Rate, Party B will sell EUR Notional Amount 1 to Party A in exchange for an amount in USD at an adjusted Strike Rate ("Varied Upper Strike") in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. f) If a Target Redemption Event occurs on the relevant Expiration Date and the Fixing Rate on the relevant Expiration Date is below the Pivot Rate, Party B will buy EUR Notional Amount 1 from Party A in exchange for an amount in USD at an adjusted Strike Rate ("Varied Lower Strike") in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event: A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains equals or exceeds USD 150,000.00 (Target Redemption Amount) 4. Cumulative Positive Gains: The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Lower Strike Rate and below the Upper Strike Rate, an amount in USD equal to the following: If the Fixing Rate is below Pivot Rate EUR Notional Amount 1 * (Fixing Rate on that Expiration Date – Lower Strike Rate) If the Fixing Rate is above Pivot Rate EUR Notional Amount 1 * (Upper Strike Rate - Fixing Rate on that Expiration Date) 5. Varied Lower Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 6. Varied Upper Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs + [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 7. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where HSBC Bank plc has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>10000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s2" /> </upperBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>150000</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-08-05</adjustedDate> <adjustedDate>2013-09-05</adjustedDate> <adjustedDate>2013-10-07</adjustedDate> <adjustedDate>2013-11-05</adjustedDate> <adjustedDate>2013-12-05</adjustedDate> <adjustedDate>2014-01-06</adjustedDate> <adjustedDate>2014-02-05</adjustedDate> <adjustedDate>2014-03-05</adjustedDate> <adjustedDate>2014-04-07</adjustedDate> <adjustedDate>2014-05-05</adjustedDate> <adjustedDate>2014-06-05</adjustedDate> <adjustedDate>2014-07-03</adjustedDate> <finalExpiryDate>2014-07-03</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-08-07</adjustedDate> <adjustedDate>2013-09-09</adjustedDate> <adjustedDate>2013-10-09</adjustedDate> <adjustedDate>2013-11-07</adjustedDate> <adjustedDate>2013-12-09</adjustedDate> <adjustedDate>2014-01-08</adjustedDate> <adjustedDate>2014-02-07</adjustedDate> <adjustedDate>2014-03-07</adjustedDate> <adjustedDate>2014-04-09</adjustedDate> <adjustedDate>2014-05-07</adjustedDate> <adjustedDate>2014-06-09</adjustedDate> <adjustedDate>2014-07-07</adjustedDate> <finalSettlementDate>2014-07-07</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <pivot id="p1"> <initialValue>1.3150</initialValue> </pivot> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.2100</initialValue> </strike> <upperBound> <condition>AtOrBelow</condition> <pivotReference href="p1" /> </upperBound> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s2"> <initialValue>1.3600</initialValue> </strike> <lowerBound> <condition>Above</condition> <pivotReference href="p1" /> </lowerBound> <leverage> <condition>Above</condition> <strikeReference href="s2" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <paymentAmount> <currency>USD</currency> <amount>101000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2013-07-08</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> <settlementPeriodSchedule> <settlementPeriod> <expiryDate>2013-08-05</expiryDate> <settlementDate>2013-08-07</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2013-09-05</expiryDate> <settlementDate>2013-09-09</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2013-10-07</expiryDate> <settlementDate>2013-10-09</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2013-11-05</expiryDate> <settlementDate>2013-11-07</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2013-12-05</expiryDate> <settlementDate>2013-12-09</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-01-06</expiryDate> <settlementDate>2014-01-08</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-02-05</expiryDate> <settlementDate>2014-02-07</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-03-05</expiryDate> <settlementDate>2014-03-07</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-04-07</expiryDate> <settlementDate>2014-04-09</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-05-05</expiryDate> <settlementDate>2014-05-07</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-06-05</expiryDate> <settlementDate>2014-06-09</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-07-03</expiryDate> <settlementDate>2014-07-07</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> </settlementPeriodSchedule> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Pivot with Settlement Period Schedule" description: " " confirmation: " To: Attn: Fax: Date: Ref: PIVOT TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Pivot Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 04 July 2013 Trade Time: Available Upon Request Party A Bought Currency: See Settlement Terms Party B Bought Currency: See Settlement Terms EUR Notional Amount 1: EUR 1,000,000.00 EUR Notional Amount 2: EUR 2,000,000.00 USD Lower Notional Amount 1: USD 1,210,000.00 USD Lower Notional Amount 2: USD 2,420,000.00 USD Upper Notional Amount 1: USD 1,360,000.00 USD Upper Notional Amount 2: USD 2,720,000.00 Lower Strike Rate: 1.2100 USD/EUR Upper Strike Rate: 1.3600 USD/EUR Pivot Rate: 1.3150 USD/EUR Expiration Date: Please see schedule below Settlement Date: Please see schedule below Settlement: Deliverable Fixing Rate: Shall be the USD/EUR exchange rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 2:15 p.m. Frankfurt Time on each Expiration Date. If any such date is a Euro Settlement Date Holiday or the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent Your Designated Office: Riyadh Our Designated Office: London Relevant City for Business Day for Expiration Date: Euro Settlement Date Relevant Cities for Business Day for Settlement Date: Euro Settlement Date and New York Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Party A Premium Amount: USD 101,000.00 Premium Value Date: 08 July 2013 Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date # Expiration Date Settlement Date 1 05-Aug-13 07-Aug-13 7 05-Feb-14 07-Feb-14 2 05-Sep-13 09-Sep-13 8 05-Mar-14 07-Mar-14 3 07-Oct-13 09-Oct-13 9 07-Apr-14 09-Apr-14 4 05-Nov-13 07-Nov-13 10 05-May-14 07-May-14 5 05-Dec-13 09-Dec-13 11 05-Jun-14 09-Jun-14 6 06-Jan-14 08-Jan-14 12 03-Jul-14 07-Jul-14 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is above the Pivot Rate and at or below the Upper Strike Rate, Party B will sell EUR Notional Amount 1 to Party A in exchange for USD Upper Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is above the Upper Strike Rate, Party B will sell EUR Notional Amount 2 to Party A in exchange for USD Upper Notional Amount 2. c) If the Fixing Rate on the relevant Expiration Date is at or below the Pivot Rate and at or above the Lower Strike Rate, Party B will buy EUR Notional Amount 1 from Party A in exchange for USD Lower Notional Amount 1. d) If the Fixing Rate on the relevant Expiration Date is below the Lower Strike Rate, Party B will buy EUR Notional Amount 2 from Party A in exchange for USD Lower Notional Amount 2. e) If a Target Redemption Event occurs on the relevant Expiration Date and the Fixing Rate on the relevant Expiration Date is above the Pivot Rate, Party B will sell EUR Notional Amount 1 to Party A in exchange for an amount in USD at an adjusted Strike Rate ("Varied Upper Strike") in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. f) If a Target Redemption Event occurs on the relevant Expiration Date and the Fixing Rate on the relevant Expiration Date is below the Pivot Rate, Party B will buy EUR Notional Amount 1 from Party A in exchange for an amount in USD at an adjusted Strike Rate ("Varied Lower Strike") in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event: A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains equals or exceeds USD 150,000.00 (Target Redemption Amount) 4. Cumulative Positive Gains: The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Lower Strike Rate and below the Upper Strike Rate, an amount in USD equal to the following: If the Fixing Rate is below Pivot Rate EUR Notional Amount 1 * (Fixing Rate on that Expiration Date – Lower Strike Rate) If the Fixing Rate is above Pivot Rate EUR Notional Amount 1 * (Upper Strike Rate - Fixing Rate on that Expiration Date) 5. Varied Lower Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 6. Varied Upper Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs + [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 7. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where HSBC Bank plc has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>10000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s2" /> </upperBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>150000</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-08-05</adjustedDate> <adjustedDate>2013-09-05</adjustedDate> <adjustedDate>2013-10-07</adjustedDate> <adjustedDate>2013-11-05</adjustedDate> <adjustedDate>2013-12-05</adjustedDate> <adjustedDate>2014-01-06</adjustedDate> <adjustedDate>2014-02-05</adjustedDate> <adjustedDate>2014-03-05</adjustedDate> <adjustedDate>2014-04-07</adjustedDate> <adjustedDate>2014-05-05</adjustedDate> <adjustedDate>2014-06-05</adjustedDate> <adjustedDate>2014-07-03</adjustedDate> <finalExpiryDate>2014-07-03</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> 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<initialValue>1.3150</initialValue> </pivot> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.2100</initialValue> </strike> <upperBound> <condition>AtOrBelow</condition> <pivotReference href="p1" /> </upperBound> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s2"> 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<pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-07-03</expiryDate> <settlementDate>2014-07-07</settlementDate> <notionalAmount>10000000.00</notionalAmount> <pivot>1.3150</pivot> <payoff> <strike>1.2100</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> <payoff> <strike>1.3600</strike> <leverage> <notionalAmount>20000000.00</notionalAmount> </leverage> </payoff> </settlementPeriod> </settlementPeriodSchedule> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

category: "FX Target Leverage"

description: " "

confirmation: " To: Fax: Date: Ref : TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") as published by the International Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee, as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to, the ISDA Master Agreement between dated as of, as amended and supplemented from time to time by the parties in accordance with its terms (the "Agreement"). All provisions contained in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 07 November 2010 Trade Time: Available Upon Request Party A Bought Currency: CAD Party B Bought Currency: USD USD Notional Amount 1: As per attached Schedule USD Notional Amount 2: As per attached Schedule CAD Notional Amount 1: As per attached Schedule CAD Notional Amount 2: As per attached Schedule Strike Rate: As per attached Schedule Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement: Deliverable Fixing Rate: Shall be the CAD/USD spot exchange rate expressed as an amount of CAD required to buy one USD as displayed on Reuters Page WMRSPOT09 at 10:00am New York Time on each Expiration Date. If on any Expiration Date Reuters Page WMRSPOT09 is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York and Toronto Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or above the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 1 to Party A in exchange for USD Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 2 to Party A in exchange for USD Notional Amount 2. d) If a Target Redemption Event occurs on the relevant Expiration Date, Party B will sell an amount in CAD to Party A in exchange for USD Notional Amount 1 calculated at an adjusted Strike Rate (“Varied Strike”) in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if the Cumulative Positive Gains as defined below exceed CAD 40,000.00 (Target Redemption Amount). 4. Cumulative Positive Gains The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Strike Rate: USD Notional Amount 1* (The Fixing Rate on that Expiration Date – Strike Rate) # USD Notional Amount 1 USD Notional Amount 2 CAD Notional Amount 1 CAD Notional Amount 2 Expiration Date Settlement Date Strike Rate (CAD per 1 USD) 1 500,000.00 1,250,000.00 505,000.00 1,262,500.00 20-Nov-14 21-Nov-14 1.0100 2 500,000.00 1,250,000.00 510,000.00 1,275,000.00 04-Dec-14 05-Dec-14 1.0200 3 500,000.00 1,250,000.00 510,000.00 1,275,000.00 18-Dec-14 19-Dec-14 1.0200 4 500,000.00 750,000.00 520,000.00 780,000.00 02-Jan-15 05-Jan-15 1.0400 5 500,000.00 750,000.00 520,000.00 780,000.00 15-Jan-15 16-Jan-15 1.0400 6 500,000.00 750,000.00 520,000.00 780,000.00 29-Jan-15 30-Jan-15 1.0400 7 500,000.00 750,000.00 520,000.00 780,000.00 12-Feb-15 13-Feb-15 1.0400 8 500,000.00 750,000.00 520,000.00 780,000.00 26-Feb-15 27-Feb-15 1.0400 9 500,000.00 500,000.00 545,000.00 545,000.00 12-Mar-15 13-Mar-15 1.0900 10 500,000.00 500,000.00 545,000.00 545,000.00 26-Mar-15 27-Mar-15 1.0900 11 500,000.00 500,000.00 545,000.00 545,000.00 09-Apr-15 10-Apr-15 1.0900 12 500,000.00 500,000.00 545,000.00 545,000.00 23-Apr-15 24-Apr-15 1.0900 13 500,000.00 250,000.00 570,000.00 285,000.00 07-May-15 08-May-15 1.1400 14 500,000.00 250,000.00 570,000.00 285,000.00 21-May-15 22-May-15 1.1400 15 500,000.00 250,000.00 570,000.00 285,000.00 04-Jun-15 05-Jun-15 1.1400 5. Varied Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / USD Notional Amount 1] 6. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 7. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 8. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Yours faithfully, Duly authorised for and on behalf of Name: Title: Manager Derivatives Operations Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2010-11-07</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>500000.00</initialValue> <currency>USD</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <amount> <currency>CAD</currency> <amount>40000.00</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-04</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-02</adjustedDate> <adjustedDate>2015-01-15</adjustedDate> <adjustedDate>2015-01-29</adjustedDate> <adjustedDate>2015-02-12</adjustedDate> <adjustedDate>2015-02-26</adjustedDate> <adjustedDate>2015-03-12</adjustedDate> <adjustedDate>2015-03-26</adjustedDate> <adjustedDate>2015-04-09</adjustedDate> <adjustedDate>2015-04-23</adjustedDate> <adjustedDate>2015-05-07</adjustedDate> <adjustedDate>2015-05-21</adjustedDate> <adjustedDate>2015-06-04</adjustedDate> <finalExpiryDate>2015-06-04</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>CATO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-11-21</adjustedDate> <adjustedDate>2014-12-05</adjustedDate> <adjustedDate>2014-12-19</adjustedDate> <adjustedDate>2015-01-05</adjustedDate> <adjustedDate>2015-01-16</adjustedDate> <adjustedDate>2015-01-30</adjustedDate> <adjustedDate>2015-02-13</adjustedDate> <adjustedDate>2015-02-27</adjustedDate> <adjustedDate>2015-03-13</adjustedDate> <adjustedDate>2015-03-27</adjustedDate> <adjustedDate>2015-04-10</adjustedDate> <adjustedDate>2015-04-24</adjustedDate> <adjustedDate>2015-05-08</adjustedDate> <adjustedDate>2015-05-22</adjustedDate> <adjustedDate>2015-06-05</adjustedDate> <finalSettlementDate>2015-06-05</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>WMRSPOT09</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>CAD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.0100</initialValue> <step> <stepDate>2014-12-04</stepDate> <stepValue>1.0200</stepValue> </step> <step> <stepDate>2015-01-02</stepDate> <stepValue>1.0400</stepValue> </step> <step> <stepDate>2015-03-12</stepDate> <stepValue>1.0900</stepValue> </step> <step> <stepDate>2015-05-07</stepDate> <stepValue>1.1400</stepValue> </step> </strike> <counterCurrencyAmount> <initialValue>505000.00</initialValue> <step> <stepDate>2014-12-04</stepDate> <stepValue>510000.00</stepValue> </step> <step> <stepDate>2015-01-02</stepDate> <stepValue>520000.00</stepValue> </step> <!-- Steps to be completed --> <currency>CAD</currency> </counterCurrencyAmount> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2.5</initialValue> <step> <stepDate>2015-01-02</stepDate> <stepValue>1.5</stepValue> </step> <step> <stepDate>2015-03-12</stepDate> <stepValue>1.0</stepValue> </step> <step> <stepDate>2015-05-07</stepDate> <stepValue>0.5</stepValue> </step> </ratio> </leverage> </linearPayoffRegion> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Leverage" description: " " confirmation: " To: Fax: Date: Ref : TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") as published by the International Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee, as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to, the ISDA Master Agreement between dated as of, as amended and supplemented from time to time by the parties in accordance with its terms (the "Agreement"). All provisions contained in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 07 November 2010 Trade Time: Available Upon Request Party A Bought Currency: CAD Party B Bought Currency: USD USD Notional Amount 1: As per attached Schedule USD Notional Amount 2: As per attached Schedule CAD Notional Amount 1: As per attached Schedule CAD Notional Amount 2: As per attached Schedule Strike Rate: As per attached Schedule Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement: Deliverable Fixing Rate: Shall be the CAD/USD spot exchange rate expressed as an amount of CAD required to buy one USD as displayed on Reuters Page WMRSPOT09 at 10:00am New York Time on each Expiration Date. If on any Expiration Date Reuters Page WMRSPOT09 is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York and Toronto Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or above the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 1 to Party A in exchange for USD Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 2 to Party A in exchange for USD Notional Amount 2. d) If a Target Redemption Event occurs on the relevant Expiration Date, Party B will sell an amount in CAD to Party A in exchange for USD Notional Amount 1 calculated at an adjusted Strike Rate (“Varied Strike”) in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if the Cumulative Positive Gains as defined below exceed CAD 40,000.00 (Target Redemption Amount). 4. Cumulative Positive Gains The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Strike Rate: USD Notional Amount 1* (The Fixing Rate on that Expiration Date – Strike Rate) # USD Notional Amount 1 USD Notional Amount 2 CAD Notional Amount 1 CAD Notional Amount 2 Expiration Date Settlement Date Strike Rate (CAD per 1 USD) 1 500,000.00 1,250,000.00 505,000.00 1,262,500.00 20-Nov-14 21-Nov-14 1.0100 2 500,000.00 1,250,000.00 510,000.00 1,275,000.00 04-Dec-14 05-Dec-14 1.0200 3 500,000.00 1,250,000.00 510,000.00 1,275,000.00 18-Dec-14 19-Dec-14 1.0200 4 500,000.00 750,000.00 520,000.00 780,000.00 02-Jan-15 05-Jan-15 1.0400 5 500,000.00 750,000.00 520,000.00 780,000.00 15-Jan-15 16-Jan-15 1.0400 6 500,000.00 750,000.00 520,000.00 780,000.00 29-Jan-15 30-Jan-15 1.0400 7 500,000.00 750,000.00 520,000.00 780,000.00 12-Feb-15 13-Feb-15 1.0400 8 500,000.00 750,000.00 520,000.00 780,000.00 26-Feb-15 27-Feb-15 1.0400 9 500,000.00 500,000.00 545,000.00 545,000.00 12-Mar-15 13-Mar-15 1.0900 10 500,000.00 500,000.00 545,000.00 545,000.00 26-Mar-15 27-Mar-15 1.0900 11 500,000.00 500,000.00 545,000.00 545,000.00 09-Apr-15 10-Apr-15 1.0900 12 500,000.00 500,000.00 545,000.00 545,000.00 23-Apr-15 24-Apr-15 1.0900 13 500,000.00 250,000.00 570,000.00 285,000.00 07-May-15 08-May-15 1.1400 14 500,000.00 250,000.00 570,000.00 285,000.00 21-May-15 22-May-15 1.1400 15 500,000.00 250,000.00 570,000.00 285,000.00 04-Jun-15 05-Jun-15 1.1400 5. Varied Strike: Shall be equal to: Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / USD Notional Amount 1] 6. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 7. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 8. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Yours faithfully, Duly authorised for and on behalf of Name: Title: Manager Derivatives Operations Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2010-11-07</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>500000.00</initialValue> <currency>USD</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <amount> <currency>CAD</currency> <amount>40000.00</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-04</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-02</adjustedDate> <adjustedDate>2015-01-15</adjustedDate> <adjustedDate>2015-01-29</adjustedDate> <adjustedDate>2015-02-12</adjustedDate> <adjustedDate>2015-02-26</adjustedDate> <adjustedDate>2015-03-12</adjustedDate> <adjustedDate>2015-03-26</adjustedDate> <adjustedDate>2015-04-09</adjustedDate> <adjustedDate>2015-04-23</adjustedDate> <adjustedDate>2015-05-07</adjustedDate> <adjustedDate>2015-05-21</adjustedDate> <adjustedDate>2015-06-04</adjustedDate> <finalExpiryDate>2015-06-04</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>CATO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-11-21</adjustedDate> <adjustedDate>2014-12-05</adjustedDate> <adjustedDate>2014-12-19</adjustedDate> <adjustedDate>2015-01-05</adjustedDate> <adjustedDate>2015-01-16</adjustedDate> <adjustedDate>2015-01-30</adjustedDate> <adjustedDate>2015-02-13</adjustedDate> <adjustedDate>2015-02-27</adjustedDate> <adjustedDate>2015-03-13</adjustedDate> <adjustedDate>2015-03-27</adjustedDate> <adjustedDate>2015-04-10</adjustedDate> <adjustedDate>2015-04-24</adjustedDate> <adjustedDate>2015-05-08</adjustedDate> <adjustedDate>2015-05-22</adjustedDate> <adjustedDate>2015-06-05</adjustedDate> <finalSettlementDate>2015-06-05</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>WMRSPOT09</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>CAD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.0100</initialValue> <step> <stepDate>2014-12-04</stepDate> <stepValue>1.0200</stepValue> </step> <step> <stepDate>2015-01-02</stepDate> <stepValue>1.0400</stepValue> </step> <step> <stepDate>2015-03-12</stepDate> <stepValue>1.0900</stepValue> </step> <step> <stepDate>2015-05-07</stepDate> <stepValue>1.1400</stepValue> </step> </strike> <counterCurrencyAmount> <initialValue>505000.00</initialValue> <step> <stepDate>2014-12-04</stepDate> <stepValue>510000.00</stepValue> </step> <step> <stepDate>2015-01-02</stepDate> <stepValue>520000.00</stepValue> </step> <!-- Steps to be completed --> <currency>CAD</currency> </counterCurrencyAmount> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2.5</initialValue> <step> <stepDate>2015-01-02</stepDate> <stepValue>1.5</stepValue> </step> <step> <stepDate>2015-03-12</stepDate> <stepValue>1.0</stepValue> </step> <step> <stepDate>2015-05-07</stepDate> <stepValue>0.5</stepValue> </step> </ratio> </leverage> </linearPayoffRegion> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

category: "FX Target Knockout"

description: " "

confirmation: " To: Attn: Fax: Date: Ref: KNOCK OUT TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Knock Out Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available Upon Request Party A Bought Currency: USD Party B Bought Currency: EUR EUR Notional Amount: 1,000,000.00 USD Notional Amount: 2,090,000.00 Strike Rate: 1.2350 USD/EUR Knock Out Rate: 1.3750 USD/EUR Expiration Date: As per attached Schedule Expiration Time: 02:15 p.m. Frankfurt Time Settlement Date: As per attached Schedule Settlement: Deliverable Fixing Rate: Shall be the USD/EUR exchange rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 2:15 p.m. Frankfurt Time on each Expiration Date. If any such date is a Euro Settlement Date Holiday or the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent. Your Designated Office: Our Designated Office: Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York and Euro Settlement Date Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 23-Dec-14 24-Dec-14 2 27-Jan-15 28-Jan-15 3 25-Feb-15 26-Feb-15 4 26-Mar-15 27-Mar-15 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate has not at any time been at or above the Knock Out Rate and a Target Redemption Event has not occurred, Party A shall buy the USD Notional Amount from Party B in exchange for the EUR Notional Amount. b) If a Target Redemption Event occurs on the relevant Expiration Date, Party A shall buy an amount in USD from Party B in exchange for the EUR Notional Amount calculated at an adjusted Strike Rate (“Varied Strike”) in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *For the avoidance of any doubt: If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. If a Knock Out Event occurs, no Settlement will be due by either Party on subsequent Settlement Dates. 3. Knock Out Event A Knock Out Event shall be deemed as having occurred if the Fixing Rate has at any time from Trade Time on Trade Date to the Expiration Time on the relevant Expiration Date been at or above the Knock Out Rate. 4. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains equals or exceeds USD 200,000.00 (Target Redemption Amount) 5. Cumulative Positive Gains The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Strike Rate: EUR Notional Amount 1* (Fixing Rate on that Expiration Date – Strike Rate) 6. Varied Strike: Shall be equal to : Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 7. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2010-11-07</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxTarget</productType> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>1000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>Below</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>200000.00</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>DEFR</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-23</adjustedDate> <adjustedDate>2015-01-27</adjustedDate> <adjustedDate>2015-02-25</adjustedDate> <adjustedDate>2015-03-26</adjustedDate> <finalExpiryDate>2015-03-26</finalExpiryDate> <expiryTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </expiryTime> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-24</adjustedDate> <adjustedDate>2015-01-28</adjustedDate> <adjustedDate>2015-02-26</adjustedDate> <adjustedDate>2015-03-27</adjustedDate> <finalSettlementDate>2015-03-27</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>EUR</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.2350</initialValue> </strike> <counterCurrencyAmount> <initialValue>2090000.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </linearPayoffRegion> <barrier> <barrierType>Knockout</barrierType> <style>American</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>1.3750</initialValue> </triggerRate> </barrier> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Knockout" description: " " confirmation: " To: Attn: Fax: Date: Ref: KNOCK OUT TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Knock Out Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available Upon Request Party A Bought Currency: USD Party B Bought Currency: EUR EUR Notional Amount: 1,000,000.00 USD Notional Amount: 2,090,000.00 Strike Rate: 1.2350 USD/EUR Knock Out Rate: 1.3750 USD/EUR Expiration Date: As per attached Schedule Expiration Time: 02:15 p.m. Frankfurt Time Settlement Date: As per attached Schedule Settlement: Deliverable Fixing Rate: Shall be the USD/EUR exchange rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 2:15 p.m. Frankfurt Time on each Expiration Date. If any such date is a Euro Settlement Date Holiday or the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent. Your Designated Office: Our Designated Office: Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York and Euro Settlement Date Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 23-Dec-14 24-Dec-14 2 27-Jan-15 28-Jan-15 3 25-Feb-15 26-Feb-15 4 26-Mar-15 27-Mar-15 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate has not at any time been at or above the Knock Out Rate and a Target Redemption Event has not occurred, Party A shall buy the USD Notional Amount from Party B in exchange for the EUR Notional Amount. b) If a Target Redemption Event occurs on the relevant Expiration Date, Party A shall buy an amount in USD from Party B in exchange for the EUR Notional Amount calculated at an adjusted Strike Rate (“Varied Strike”) in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *For the avoidance of any doubt: If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. If a Knock Out Event occurs, no Settlement will be due by either Party on subsequent Settlement Dates. 3. Knock Out Event A Knock Out Event shall be deemed as having occurred if the Fixing Rate has at any time from Trade Time on Trade Date to the Expiration Time on the relevant Expiration Date been at or above the Knock Out Rate. 4. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains equals or exceeds USD 200,000.00 (Target Redemption Amount) 5. Cumulative Positive Gains The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Strike Rate: EUR Notional Amount 1* (Fixing Rate on that Expiration Date – Strike Rate) 6. Varied Strike: Shall be equal to : Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / EUR Notional Amount 1] 7. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2010-11-07</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxTarget</productType> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>1000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>Below</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>200000.00</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>DEFR</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-23</adjustedDate> <adjustedDate>2015-01-27</adjustedDate> <adjustedDate>2015-02-25</adjustedDate> <adjustedDate>2015-03-26</adjustedDate> <finalExpiryDate>2015-03-26</finalExpiryDate> <expiryTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </expiryTime> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-24</adjustedDate> <adjustedDate>2015-01-28</adjustedDate> <adjustedDate>2015-02-26</adjustedDate> <adjustedDate>2015-03-27</adjustedDate> <finalSettlementDate>2015-03-27</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>EUR</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.2350</initialValue> </strike> <counterCurrencyAmount> <initialValue>2090000.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </linearPayoffRegion> <barrier> <barrierType>Knockout</barrierType> <style>American</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>1.3750</initialValue> </triggerRate> </barrier> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

category: "FX Target Rebate"

description: " "

confirmation: " To: Attn: Fax: Date: Ref: REBATE TARGET REDEMPTION FORWARD CONFIRMATION We confirm we have entered into the following Knock Out Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of each Transaction to which this Confirmation relates are as follows: Trade Reference: As stated in the Schedule attached hereto Trade Date: Currency and amount payable by Party B: In respect of a Component (subject to the Target Redemption Feature and Conditions), where Condition 1 is satisfied, the relevant amount in USD ("USD Amount 1") shown in the column "USD Amount 1" in the Table below; or where Condition 2 is satisfied, zero; or where Condition 3 is satisfied, the relevant amount in USD ("USD Amount 2") shown in the column "USD Amount 2" in the Table below. Currency and amount payable by Party A: In respect of a Component (subject to the Target Redemption Feature and Conditions), where Condition 1 is satisfied, an amount in CNY equal to the product of: i) the relevant USD Amount 1; and ii) the relevant Strike; or where Condition 2 is satisfied, zero; or where Condition 3 is satisfied, an amount in CNY equal to the product of: i) the relevant USD Amount 2; and ii) the relevant Strike. (For the avoidance of doubt, no amounts will be payable in CNY. All amounts will be paid in accordance with the Settlement Provisions) For the purposes of this Confirmation: "Condition 1" means in respect of a Component, CNYmat fixes above the relevant Barrier and at or below the relevant Strike, subject to the Target Redemption Feature and Conditions. "Condition 2" means in respect of a Component, CNYmat fixes above the relevant Strike, and at or below the relevant EKI, subject to the Target Redemption Feature and Conditions. "Condition 3" means in respect of a Component, CNYmat fixes above the relevant EKI, subject to the Target Redemption Feature and Conditions. "Condition 4" means in respect of a Component, CNYmat fixes at or below the relevant Barrier, subject to the Target Redemption Feature and Conditions. "CNYmat" means in respect of a Component, the mid spot exchange rate for USD - CNH expressed as the number of CNY per one USD in the offshore foreign exchange market outside mainland China as displayed on Bloomberg Page BFIX (or its successor) under the heading "Mid" and next to the label "15:00" (Tokyo time) as displayed at or about 3:00pm Tokyo Time on the relevant Valuation Date, and if such rate is not available for any reason, the rate for such day shall be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. "Barrier" means in respect of a Component, the relevant Barrier exchange rate specified as such in the Schedule attached hereto. "Strike" means in respect of a Component, the relevant Strike exchange rate specified as such in the Schedule attached hereto. "EKI" means in respect of a Component, the relevant EKI exchange rate specified as such in the Schedule attached hereto. "Determination Date" means in respect of a Component, the relevant Determination Date specified as such in the Schedule attached hereto, subject to adjustment in accordance with the Following Business Day Convention. 3. Target Redemption Feature and Conditions: (a) If the Party B's Accumulative Positive Gain reaches the Target Redemption Level or Condition 4 is satisfied on any Determination Date, the relevant Component shall be terminated on that relevant Determination Date (such Determination Date, the "Termination Date"). (b) Upon such termination and in respect of that Component, the relevant Strike shall be adjusted to a new rate ("Varied Rate") for CNY against USD in order to maintain the maximum Accumulative Positive Gain to the Target Redemption Level, as determined by the Calculation Agent in its absolute discretion. On the relevant Settlement Date, the amount payable by Party B in respect of that Component shall be the relevant amount in USD shown in the column "USD Amount 1" in the Table attached hereto and Party A shall pay an amount in CNY equal to the product of, (i) the relevant USD Amount 1 and (ii) the Varied Rate; (For the avoidance of doubt, no amounts will be payable in CNY. All amounts will be paid in accordance with the Settlement Provisions) (c) Except for the amounts described in (b) above and other amounts and payments due and payable prior and up to the Termination Date, all subsequent Component(s) in this Transaction shall also be terminated and no further payments shall be required to be made by any party thereunder. (d) Otherwise, there shall be no early termination of any Component if Party B's Accumulative Positive Gain is below the Target Redemption Level or if Condition 4 is not satisfied on any Determination Date. Period Gain: In respect of a Component, an amount in CNY equal to the higher of: (i) the relevant USD Amount 1 multiplied by (the respective Strike – CNYmat) on the relevant Determination Date; and (ii) zero. Accumulative Positive In respect of a Component, the Period Gain of that Gain: Component plus the sum of all Period Gain in respect of all Component(s) preceding that Component. Target Redemption Level: CNY800,000.00 (Capped) SETTLEMENT PROVISIONS: Settlement: Non-Deliverable Settlement Currency: USD Reference Currency: CNY Settlement Rate Option: BFIX Where BFIX means in respect of a Component, the mid spot exchange rate for USD - CNH expressed as the number of CNY per one USD in the offshore foreign exchange market outside mainland China as displayed on Bloomberg Page BFIX (or its successor) under the heading "Mid" and next to the label "15:00" (Tokyo time) as displayed at or about 3:00pm Tokyo Time on the relevant Determination Date, and if such rate is not available for any reason, the rate for such day shall be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Valuation Date: In respect of a Component, the relevant Determination Date specified as such in the Schedule attached hereto. (Subject to adjustment in accordance with the Following Business Day Convention) Settlement Date: In respect of a Component, the relevant Settlement Date specified as such in the Schedule attached hereto. (Subject to adjustment in accordance with the Following Business Day Convention) Business Day Applicable to the Valuation Date and the Determination Date: Not Applicable Business Days Applicable to the Settlement Date: Beijing, Hong Kong and New York DISRUPTION EVENT: Additional Disruption Event Provisions for an Offshore Deliverable CNY Transaction and ISDA Offshore Deliverable CNY Transaction Disruption Fallback Matrix Applicable TABLE Component Number USD Amount 1 USD Amount 2 Strike [CNY per 1 USD] Barrier [CNY per 1 USD] EKI [CNY per 1 USD] Determination Date Settlement Date 1 1,000,000 2,000,000 6.1400 5.9800 6.2400 28 February 2014 04 March 2014 2 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 March 2014 02 April 2014 3 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 April 2014 07 May 2014 4 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 May 2014 04 June 2014 5 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 June 2014 03 July 2014 6 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 July 2014 04 August 2014 7 1,000,000 2,000,000 6.1400 5.9800 6.2400 29 August 2014 02 September 2014 8 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 September 2014 09 October 2014 9 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 October 2014 04 November 2014 10 1,000,000 2,000,000 6.1400 5.9800 6.2400 28 November 2014 02 December 2014 11 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 December 2014 05 January 2015 12 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 January 2015 03 February 2015 13 1,000,000 2,000,000 6.1400 5.9800 6.2400 27 February 2015 03 March 2015 14 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 March 2015 02 April 2015 15 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 April 2015 05 May 2015 16 1,000,000 2,000,000 6.1400 5.9800 6.2400 29 May 2015 02 June 2015 17 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 June 2015 03 July 2015 18 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 July 2015 04 August 2015 19 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 August 2015 02 September 2015 20 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 September 2015 09 October 2015 21 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 October 2015 03 November 2015 22 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 November 2015 02 December 2015 23 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 December 2015 05 January 2016 24 1,000,000 2,000,000 6.1400 5.9800 6.2400 29 January 2016 02 February 2016 4. Upfront Payment: The Upfront Payment Payer shall pay to the other party the Upfront Payment Amounts on the Upfront Payment Date. Upfront Payment Payer: [Not applicable] Upfront Payment Amounts: [Not applicable] Upfront Payment Date: [Not applicable] 5. Calculation Agent: Party A 6. Account Details: Account for payments to Party A: As per Standard Settlement Instruction, or as otherwise advised separately Account for payments to Party B: As per Standard Settlement Instruction, or as otherwise advised separately 7. Offices: (a) (a) The Office of Party B for this Transaction is (b) The Office of Party A for this Transaction is 8. Disclosure: and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or proper for it based upon its own judgment and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 10. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Our fax number: Our telephone number for documentation queries: Yours sincerely ______________________________ For and on behalf of Re: Confirmed as of the date first above written BY: __________________________ Authorised Signature Name: Title: Trade Ref : "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-02-27</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CNY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>1000000</initialValue> <currency>USD</currency> </notionalAmount> <target id="t1"> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>5.9800</initialValue> </level> </upperBound> </accumulationRegion> <knockoutLevel> <amount> <currency>CNY</currency> <amount>800000.00</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCentersReference href="BC"/> </dateAdjustments> <adjustedDate>2014-02-28</adjustedDate> <adjustedDate>2014-03-31</adjustedDate> <adjustedDate>2014-04-30</adjustedDate> <adjustedDate>2014-05-30</adjustedDate> <adjustedDate>2014-06-30</adjustedDate> <adjustedDate>2014-07-31</adjustedDate> <adjustedDate>2014-08-29</adjustedDate> <adjustedDate>2014-09-30</adjustedDate> <adjustedDate>2014-10-31</adjustedDate> <adjustedDate>2014-11-28</adjustedDate> <adjustedDate>2014-12-31</adjustedDate> <adjustedDate>2015-01-30</adjustedDate> <adjustedDate>2015-02-27</adjustedDate> <adjustedDate>2015-03-31</adjustedDate> <adjustedDate>2015-04-30</adjustedDate> <adjustedDate>2015-05-29</adjustedDate> <adjustedDate>2015-06-30</adjustedDate> <adjustedDate>2015-07-31</adjustedDate> <adjustedDate>2015-08-31</adjustedDate> <adjustedDate>2015-09-30</adjustedDate> <adjustedDate>2015-10-30</adjustedDate> <adjustedDate>2015-11-30</adjustedDate> <adjustedDate>2015-12-31</adjustedDate> <adjustedDate>2016-01-29</adjustedDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters id="BC"> <businessCenter>CNBE</businessCenter> <businessCenter>HKHK</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-03-04</adjustedDate> <adjustedDate>2014-04-02</adjustedDate> <adjustedDate>2014-05-07</adjustedDate> <adjustedDate>2014-06-04</adjustedDate> <adjustedDate>2014-07-03</adjustedDate> <adjustedDate>2014-08-04</adjustedDate> <adjustedDate>2014-09-02</adjustedDate> <adjustedDate>2014-10-09</adjustedDate> <adjustedDate>2014-11-04</adjustedDate> <adjustedDate>2014-12-02</adjustedDate> <adjustedDate>2015-01-05</adjustedDate> <adjustedDate>2015-02-03</adjustedDate> <adjustedDate>2015-03-03</adjustedDate> <adjustedDate>2015-04-02</adjustedDate> <adjustedDate>2015-05-05</adjustedDate> <adjustedDate>2015-06-02</adjustedDate> <adjustedDate>2015-07-03</adjustedDate> <adjustedDate>2015-08-04</adjustedDate> <adjustedDate>2015-09-02</adjustedDate> <adjustedDate>2015-10-09</adjustedDate> <adjustedDate>2015-11-03</adjustedDate> <adjustedDate>2015-12-02</adjustedDate> <adjustedDate>2016-01-05</adjustedDate> <adjustedDate>2016-02-02</adjustedDate> <finalSettlementDate>2016-02-02</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Bloomberg</rateSource> <rateSourcePage>BFIX</rateSourcePage> <fixingTime> <hourMinuteTime>15:00:00</hourMinuteTime> <businessCenter>JPTO</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>EUR</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>6.1400</initialValue> </strike> <leverage> <condition>Above</condition> <level> <initialValue>6.24</initialValue> </level> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <barrierReference href="peb1"/> </upperBound> <!-- optional physical settlement--> </constantPayoffRegion> <barrier> <barrierType>Knockout</barrierType> <style>European</style> <scope>Global</scope> <condition>AtOrBelow</condition> <triggerRate> <initialValue>5.98</initialValue> </triggerRate> <rebate> <outstandingGain> <targetReference href="t1"/> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </outstandingGain> </rebate> </barrier> <barrier id="peb1"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>Above</condition> <triggerRate> <initialValue>6.24</initialValue> </triggerRate> </barrier> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Rebate" description: " " confirmation: " To: Attn: Fax: Date: Ref: REBATE TARGET REDEMPTION FORWARD CONFIRMATION We confirm we have entered into the following Knock Out Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of each Transaction to which this Confirmation relates are as follows: Trade Reference: As stated in the Schedule attached hereto Trade Date: Currency and amount payable by Party B: In respect of a Component (subject to the Target Redemption Feature and Conditions), where Condition 1 is satisfied, the relevant amount in USD ("USD Amount 1") shown in the column "USD Amount 1" in the Table below; or where Condition 2 is satisfied, zero; or where Condition 3 is satisfied, the relevant amount in USD ("USD Amount 2") shown in the column "USD Amount 2" in the Table below. Currency and amount payable by Party A: In respect of a Component (subject to the Target Redemption Feature and Conditions), where Condition 1 is satisfied, an amount in CNY equal to the product of: i) the relevant USD Amount 1; and ii) the relevant Strike; or where Condition 2 is satisfied, zero; or where Condition 3 is satisfied, an amount in CNY equal to the product of: i) the relevant USD Amount 2; and ii) the relevant Strike. (For the avoidance of doubt, no amounts will be payable in CNY. All amounts will be paid in accordance with the Settlement Provisions) For the purposes of this Confirmation: "Condition 1" means in respect of a Component, CNYmat fixes above the relevant Barrier and at or below the relevant Strike, subject to the Target Redemption Feature and Conditions. "Condition 2" means in respect of a Component, CNYmat fixes above the relevant Strike, and at or below the relevant EKI, subject to the Target Redemption Feature and Conditions. "Condition 3" means in respect of a Component, CNYmat fixes above the relevant EKI, subject to the Target Redemption Feature and Conditions. "Condition 4" means in respect of a Component, CNYmat fixes at or below the relevant Barrier, subject to the Target Redemption Feature and Conditions. "CNYmat" means in respect of a Component, the mid spot exchange rate for USD - CNH expressed as the number of CNY per one USD in the offshore foreign exchange market outside mainland China as displayed on Bloomberg Page BFIX (or its successor) under the heading "Mid" and next to the label "15:00" (Tokyo time) as displayed at or about 3:00pm Tokyo Time on the relevant Valuation Date, and if such rate is not available for any reason, the rate for such day shall be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. "Barrier" means in respect of a Component, the relevant Barrier exchange rate specified as such in the Schedule attached hereto. "Strike" means in respect of a Component, the relevant Strike exchange rate specified as such in the Schedule attached hereto. "EKI" means in respect of a Component, the relevant EKI exchange rate specified as such in the Schedule attached hereto. "Determination Date" means in respect of a Component, the relevant Determination Date specified as such in the Schedule attached hereto, subject to adjustment in accordance with the Following Business Day Convention. 3. Target Redemption Feature and Conditions: (a) If the Party B's Accumulative Positive Gain reaches the Target Redemption Level or Condition 4 is satisfied on any Determination Date, the relevant Component shall be terminated on that relevant Determination Date (such Determination Date, the "Termination Date"). (b) Upon such termination and in respect of that Component, the relevant Strike shall be adjusted to a new rate ("Varied Rate") for CNY against USD in order to maintain the maximum Accumulative Positive Gain to the Target Redemption Level, as determined by the Calculation Agent in its absolute discretion. On the relevant Settlement Date, the amount payable by Party B in respect of that Component shall be the relevant amount in USD shown in the column "USD Amount 1" in the Table attached hereto and Party A shall pay an amount in CNY equal to the product of, (i) the relevant USD Amount 1 and (ii) the Varied Rate; (For the avoidance of doubt, no amounts will be payable in CNY. All amounts will be paid in accordance with the Settlement Provisions) (c) Except for the amounts described in (b) above and other amounts and payments due and payable prior and up to the Termination Date, all subsequent Component(s) in this Transaction shall also be terminated and no further payments shall be required to be made by any party thereunder. (d) Otherwise, there shall be no early termination of any Component if Party B's Accumulative Positive Gain is below the Target Redemption Level or if Condition 4 is not satisfied on any Determination Date. Period Gain: In respect of a Component, an amount in CNY equal to the higher of: (i) the relevant USD Amount 1 multiplied by (the respective Strike – CNYmat) on the relevant Determination Date; and (ii) zero. Accumulative Positive In respect of a Component, the Period Gain of that Gain: Component plus the sum of all Period Gain in respect of all Component(s) preceding that Component. Target Redemption Level: CNY800,000.00 (Capped) SETTLEMENT PROVISIONS: Settlement: Non-Deliverable Settlement Currency: USD Reference Currency: CNY Settlement Rate Option: BFIX Where BFIX means in respect of a Component, the mid spot exchange rate for USD - CNH expressed as the number of CNY per one USD in the offshore foreign exchange market outside mainland China as displayed on Bloomberg Page BFIX (or its successor) under the heading "Mid" and next to the label "15:00" (Tokyo time) as displayed at or about 3:00pm Tokyo Time on the relevant Determination Date, and if such rate is not available for any reason, the rate for such day shall be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Valuation Date: In respect of a Component, the relevant Determination Date specified as such in the Schedule attached hereto. (Subject to adjustment in accordance with the Following Business Day Convention) Settlement Date: In respect of a Component, the relevant Settlement Date specified as such in the Schedule attached hereto. (Subject to adjustment in accordance with the Following Business Day Convention) Business Day Applicable to the Valuation Date and the Determination Date: Not Applicable Business Days Applicable to the Settlement Date: Beijing, Hong Kong and New York DISRUPTION EVENT: Additional Disruption Event Provisions for an Offshore Deliverable CNY Transaction and ISDA Offshore Deliverable CNY Transaction Disruption Fallback Matrix Applicable TABLE Component Number USD Amount 1 USD Amount 2 Strike [CNY per 1 USD] Barrier [CNY per 1 USD] EKI [CNY per 1 USD] Determination Date Settlement Date 1 1,000,000 2,000,000 6.1400 5.9800 6.2400 28 February 2014 04 March 2014 2 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 March 2014 02 April 2014 3 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 April 2014 07 May 2014 4 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 May 2014 04 June 2014 5 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 June 2014 03 July 2014 6 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 July 2014 04 August 2014 7 1,000,000 2,000,000 6.1400 5.9800 6.2400 29 August 2014 02 September 2014 8 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 September 2014 09 October 2014 9 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 October 2014 04 November 2014 10 1,000,000 2,000,000 6.1400 5.9800 6.2400 28 November 2014 02 December 2014 11 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 December 2014 05 January 2015 12 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 January 2015 03 February 2015 13 1,000,000 2,000,000 6.1400 5.9800 6.2400 27 February 2015 03 March 2015 14 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 March 2015 02 April 2015 15 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 April 2015 05 May 2015 16 1,000,000 2,000,000 6.1400 5.9800 6.2400 29 May 2015 02 June 2015 17 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 June 2015 03 July 2015 18 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 July 2015 04 August 2015 19 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 August 2015 02 September 2015 20 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 September 2015 09 October 2015 21 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 October 2015 03 November 2015 22 1,000,000 2,000,000 6.1400 5.9800 6.2400 30 November 2015 02 December 2015 23 1,000,000 2,000,000 6.1400 5.9800 6.2400 31 December 2015 05 January 2016 24 1,000,000 2,000,000 6.1400 5.9800 6.2400 29 January 2016 02 February 2016 4. Upfront Payment: The Upfront Payment Payer shall pay to the other party the Upfront Payment Amounts on the Upfront Payment Date. Upfront Payment Payer: [Not applicable] Upfront Payment Amounts: [Not applicable] Upfront Payment Date: [Not applicable] 5. Calculation Agent: Party A 6. Account Details: Account for payments to Party A: As per Standard Settlement Instruction, or as otherwise advised separately Account for payments to Party B: As per Standard Settlement Instruction, or as otherwise advised separately 7. Offices: (a) (a) The Office of Party B for this Transaction is (b) The Office of Party A for this Transaction is 8. Disclosure: and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or proper for it based upon its own judgment and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 10. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Our fax number: Our telephone number for documentation queries: Yours sincerely ______________________________ For and on behalf of Re: Confirmed as of the date first above written BY: __________________________ Authorised Signature Name: Title: Trade Ref : " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-02-27</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CNY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>1000000</initialValue> <currency>USD</currency> </notionalAmount> <target id="t1"> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>5.9800</initialValue> </level> </upperBound> </accumulationRegion> <knockoutLevel> <amount> <currency>CNY</currency> <amount>800000.00</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCentersReference href="BC"/> </dateAdjustments> <adjustedDate>2014-02-28</adjustedDate> <adjustedDate>2014-03-31</adjustedDate> <adjustedDate>2014-04-30</adjustedDate> <adjustedDate>2014-05-30</adjustedDate> <adjustedDate>2014-06-30</adjustedDate> <adjustedDate>2014-07-31</adjustedDate> <adjustedDate>2014-08-29</adjustedDate> <adjustedDate>2014-09-30</adjustedDate> <adjustedDate>2014-10-31</adjustedDate> <adjustedDate>2014-11-28</adjustedDate> <adjustedDate>2014-12-31</adjustedDate> <adjustedDate>2015-01-30</adjustedDate> <adjustedDate>2015-02-27</adjustedDate> <adjustedDate>2015-03-31</adjustedDate> <adjustedDate>2015-04-30</adjustedDate> <adjustedDate>2015-05-29</adjustedDate> <adjustedDate>2015-06-30</adjustedDate> <adjustedDate>2015-07-31</adjustedDate> <adjustedDate>2015-08-31</adjustedDate> <adjustedDate>2015-09-30</adjustedDate> <adjustedDate>2015-10-30</adjustedDate> <adjustedDate>2015-11-30</adjustedDate> <adjustedDate>2015-12-31</adjustedDate> <adjustedDate>2016-01-29</adjustedDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters id="BC"> <businessCenter>CNBE</businessCenter> <businessCenter>HKHK</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-03-04</adjustedDate> <adjustedDate>2014-04-02</adjustedDate> <adjustedDate>2014-05-07</adjustedDate> <adjustedDate>2014-06-04</adjustedDate> <adjustedDate>2014-07-03</adjustedDate> <adjustedDate>2014-08-04</adjustedDate> <adjustedDate>2014-09-02</adjustedDate> <adjustedDate>2014-10-09</adjustedDate> <adjustedDate>2014-11-04</adjustedDate> <adjustedDate>2014-12-02</adjustedDate> <adjustedDate>2015-01-05</adjustedDate> <adjustedDate>2015-02-03</adjustedDate> <adjustedDate>2015-03-03</adjustedDate> <adjustedDate>2015-04-02</adjustedDate> <adjustedDate>2015-05-05</adjustedDate> <adjustedDate>2015-06-02</adjustedDate> <adjustedDate>2015-07-03</adjustedDate> <adjustedDate>2015-08-04</adjustedDate> <adjustedDate>2015-09-02</adjustedDate> <adjustedDate>2015-10-09</adjustedDate> <adjustedDate>2015-11-03</adjustedDate> <adjustedDate>2015-12-02</adjustedDate> <adjustedDate>2016-01-05</adjustedDate> <adjustedDate>2016-02-02</adjustedDate> <finalSettlementDate>2016-02-02</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Bloomberg</rateSource> <rateSourcePage>BFIX</rateSourcePage> <fixingTime> <hourMinuteTime>15:00:00</hourMinuteTime> <businessCenter>JPTO</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>EUR</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>6.1400</initialValue> </strike> <leverage> <condition>Above</condition> <level> <initialValue>6.24</initialValue> </level> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <barrierReference href="peb1"/> </upperBound> <!-- optional physical settlement--> </constantPayoffRegion> <barrier> <barrierType>Knockout</barrierType> <style>European</style> <scope>Global</scope> <condition>AtOrBelow</condition> <triggerRate> <initialValue>5.98</initialValue> </triggerRate> <rebate> <outstandingGain> <targetReference href="t1"/> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </outstandingGain> </rebate> </barrier> <barrier id="peb1"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>Above</condition> <triggerRate> <initialValue>6.24</initialValue> </triggerRate> </barrier> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

category: "FX Target Split"

description: " "

confirmation: " To: Attn: Fax: Date: Ref: SPLIT TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Split Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available Upon Request Party A Bought Currency: CAD Party B Bought Currency: USD USD Notional Amount 1: 2,000,000.00 USD Notional Amount 2: 4,000,000.00 CAD Notional Amount 1: 2,090,000.00 CAD Notional Amount 2: 4,180,000.00 Strike Rate: 1.0450 CAD/USD Barrier Rate: 1.1000 CAD/USD Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement: Deliverable Fixing Rate: Shall be the CAD/USD spot exchange rate expressed as an amount of CAD required to buy one USD as displayed on Reuters Page WMRSPOT09 at 10:00am New York Time on each Expiration Date. If on any Expiration Date Reuters Page WMRSPOT09 is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York and Toronto Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 23-Dec-14 24-Dec-14 2 27-Jan-15 28-Jan-15 3 25-Feb-15 26-Feb-15 4 26-Mar-15 27-Mar-15 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or above the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 1 to Party A in exchange for USD Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 2 to Party A in exchange for USD Notional Amount 2. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if CAD/USD fixing is at or above the Barrier Rate on any 4 Expiration Dates, the remaining Expiration Dates will then be terminated. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-12-21</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000.00</initialValue> <currency>USD</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.1000</initialValue> </level> </lowerBound> </accumulationRegion> <knockoutCount> <conditionalFixings>4</conditionalFixings> <settlementAtKnockout>true</settlementAtKnockout> </knockoutCount> </target> <expirySchedule> <adjustedDate>2014-12-23</adjustedDate> <adjustedDate>2015-01-27</adjustedDate> <adjustedDate>2015-02-25</adjustedDate> <adjustedDate>2015-03-26</adjustedDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>CATO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-24</adjustedDate> <adjustedDate>2015-01-28</adjustedDate> <adjustedDate>2015-02-26</adjustedDate> <adjustedDate>2015-03-27</adjustedDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>WMRSPOT09</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>CAD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.0450</initialValue> </strike> <counterCurrencyAmount> <initialValue>2090000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Split" description: " " confirmation: " To: Attn: Fax: Date: Ref: SPLIT TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Split Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available Upon Request Party A Bought Currency: CAD Party B Bought Currency: USD USD Notional Amount 1: 2,000,000.00 USD Notional Amount 2: 4,000,000.00 CAD Notional Amount 1: 2,090,000.00 CAD Notional Amount 2: 4,180,000.00 Strike Rate: 1.0450 CAD/USD Barrier Rate: 1.1000 CAD/USD Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement: Deliverable Fixing Rate: Shall be the CAD/USD spot exchange rate expressed as an amount of CAD required to buy one USD as displayed on Reuters Page WMRSPOT09 at 10:00am New York Time on each Expiration Date. If on any Expiration Date Reuters Page WMRSPOT09 is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York and Toronto Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 23-Dec-14 24-Dec-14 2 27-Jan-15 28-Jan-15 3 25-Feb-15 26-Feb-15 4 26-Mar-15 27-Mar-15 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or above the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 1 to Party A in exchange for USD Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 2 to Party A in exchange for USD Notional Amount 2. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if CAD/USD fixing is at or above the Barrier Rate on any 4 Expiration Dates, the remaining Expiration Dates will then be terminated. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-12-21</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000.00</initialValue> <currency>USD</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.1000</initialValue> </level> </lowerBound> </accumulationRegion> <knockoutCount> <conditionalFixings>4</conditionalFixings> <settlementAtKnockout>true</settlementAtKnockout> </knockoutCount> </target> <expirySchedule> <adjustedDate>2014-12-23</adjustedDate> <adjustedDate>2015-01-27</adjustedDate> <adjustedDate>2015-02-25</adjustedDate> <adjustedDate>2015-03-26</adjustedDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>CATO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-24</adjustedDate> <adjustedDate>2015-01-28</adjustedDate> <adjustedDate>2015-02-26</adjustedDate> <adjustedDate>2015-03-27</adjustedDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>WMRSPOT09</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>CAD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.0450</initialValue> </strike> <counterCurrencyAmount> <initialValue>2090000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

category: "FX Target Accelerated"

description: " "

confirmation: " To: Attn: Fax: Date: Ref: ACCELERATED TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Accelerated Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available Upon Request Party A Bought Currency: CAD Party B Bought Currency: USD USD Notional Amount 1: 2,000,000.00 USD Notional Amount 2: 4,000,000.00 CAD Notional Amount 1: 2,090,000.00 CAD Notional Amount 2: 4,180,000.00 Strike Rate: 1.0450 CAD/USD Barrier Rate: 1.1000 CAD/USD Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement: Deliverable Fixing Rate: Shall be the CAD/USD spot exchange rate expressed as an amount of CAD required to buy one USD as displayed on Reuters Page WMRSPOT09 at 10:00am New York Time on each Expiration Date. If on any Expiration Date Reuters Page WMRSPOT09 is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York and Toronto Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 23-Dec-14 24-Dec-14 2 27-Jan-15 28-Jan-15 3 25-Feb-15 26-Feb-15 4 26-Mar-15 27-Mar-15 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or above the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 1 to Party A in exchange for USD Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 2 to Party A in exchange for USD Notional Amount 2. c) If a Target Redemption Event occurs on the relevant Expiration Date, Party B will sell an amount in USD (“Varied USD Notional”) to Party A in exchange for an amount in CAD at the relevant Strike Rate in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains exceeds CAD 100,000.00 (Target Redemption Amount) 4. Cumulative Positive Gains The sum of, in respect of any Expiration Date(s) where: (i) The Fixing Rate is at or above the Strike Rate but below the Barrier Rate: USD Notional Amount 1* (The Fixing Rate on that Expiration Date - Strike Rate) (ii) The Fixing Rate is at or above the Barrier Rate: USD Notional Amount 1*[2* (The Fixing Rate on that Expiration Date - Strike Rate)] 5. Varied USD Notional Shall be equal to: USD Notional Amount 1 *[((Target Redemption Amount – Cumulative Positive Gains prior to the Target Redemption Event) / USD Notional Amount 1) / (The Fixing Rate on that Expiration Date - Strike Rate)] 6. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-12-21</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000.00</initialValue> <currency>USD</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> <upperBound> <condition>Below</condition> <levelReference href="barrier" /> </upperBound> </accumulationRegion> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <level id="barrier"> <initialValue>1.1000</initialValue> </level> </lowerBound> <multiplier>2</multiplier> </accumulationRegion> <knockoutLevel> <amount> <currency>CAD</currency> <amount>100000.00</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <adjustedDate>2014-12-23</adjustedDate> <adjustedDate>2015-01-27</adjustedDate> <adjustedDate>2015-02-25</adjustedDate> <adjustedDate>2015-03-26</adjustedDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>CATO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-24</adjustedDate> <adjustedDate>2015-01-28</adjustedDate> <adjustedDate>2015-02-26</adjustedDate> <adjustedDate>2015-03-27</adjustedDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>WMRSPOT09</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>CAD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.0450</initialValue> </strike> <counterCurrencyAmount> <initialValue>2090000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Accelerated" description: " " confirmation: " To: Attn: Fax: Date: Ref: ACCELERATED TARGET REDEMPTION FORWARD CONFIRMATION   We confirm we have entered into the following Accelerated Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available Upon Request Party A Bought Currency: CAD Party B Bought Currency: USD USD Notional Amount 1: 2,000,000.00 USD Notional Amount 2: 4,000,000.00 CAD Notional Amount 1: 2,090,000.00 CAD Notional Amount 2: 4,180,000.00 Strike Rate: 1.0450 CAD/USD Barrier Rate: 1.1000 CAD/USD Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement: Deliverable Fixing Rate: Shall be the CAD/USD spot exchange rate expressed as an amount of CAD required to buy one USD as displayed on Reuters Page WMRSPOT09 at 10:00am New York Time on each Expiration Date. If on any Expiration Date Reuters Page WMRSPOT09 is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Relevant City for Business Day for Expiration Date: Fixing Rate source Business Days Relevant Cities for Business Day for Settlement Date: New York and Toronto Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 23-Dec-14 24-Dec-14 2 27-Jan-15 28-Jan-15 3 25-Feb-15 26-Feb-15 4 26-Mar-15 27-Mar-15 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or above the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 1 to Party A in exchange for USD Notional Amount 1. b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate and a Target Redemption Event has not occurred, Party B will sell CAD Notional Amount 2 to Party A in exchange for USD Notional Amount 2. c) If a Target Redemption Event occurs on the relevant Expiration Date, Party B will sell an amount in USD (“Varied USD Notional”) to Party A in exchange for an amount in CAD at the relevant Strike Rate in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains exceeds CAD 100,000.00 (Target Redemption Amount) 4. Cumulative Positive Gains The sum of, in respect of any Expiration Date(s) where: (i) The Fixing Rate is at or above the Strike Rate but below the Barrier Rate: USD Notional Amount 1* (The Fixing Rate on that Expiration Date - Strike Rate) (ii) The Fixing Rate is at or above the Barrier Rate: USD Notional Amount 1*[2* (The Fixing Rate on that Expiration Date - Strike Rate)] 5. Varied USD Notional Shall be equal to: USD Notional Amount 1 *[((Target Redemption Amount – Cumulative Positive Gains prior to the Target Redemption Event) / USD Notional Amount 1) / (The Fixing Rate on that Expiration Date - Strike Rate)] 6. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-12-21</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000.00</initialValue> <currency>USD</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s1" /> </lowerBound> <upperBound> <condition>Below</condition> <levelReference href="barrier" /> </upperBound> </accumulationRegion> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <level id="barrier"> <initialValue>1.1000</initialValue> </level> </lowerBound> <multiplier>2</multiplier> </accumulationRegion> <knockoutLevel> <amount> <currency>CAD</currency> <amount>100000.00</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <adjustedDate>2014-12-23</adjustedDate> <adjustedDate>2015-01-27</adjustedDate> <adjustedDate>2015-02-25</adjustedDate> <adjustedDate>2015-03-26</adjustedDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>CATO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-12-24</adjustedDate> <adjustedDate>2015-01-28</adjustedDate> <adjustedDate>2015-02-26</adjustedDate> <adjustedDate>2015-03-27</adjustedDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>WMRSPOT09</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>CAD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.0450</initialValue> </strike> <counterCurrencyAmount> <initialValue>2090000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <leverage> <condition>Below</condition> <strikeReference href="s1" /> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

category: "FX Target Bonus Collar"

description: " "

confirmation: " To: Attn: Email : Date: Ref : BONUS COLLAR TARGET REDEMPTION FORWARD CONFIRMATION We confirm we have entered into the following Bonus Collar Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 2. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available upon request Party A Bought Currency: USD Party B Bought Currency: EUR EUR Notional Amount 1: EUR 500,000.00 EUR Notional Amount 2: EUR 1,000,000.00 USD Notional Amount 1: USD 661,750.00 USD Notional Amount 2: USD 1,303,500.00 Strike Rate 1: 1.3235 USD per EUR Strike Rate 2: 1.3035 USD per EUR Bonus Forward Rate: 0.0150 USD per EUR Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement Basis: Deliverable Fixing Rate: Shall be the USD/EUR Exchange Rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 14:15 Frankfurt Time on each Expiration Date. If the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Business Days: Euro Settlement Date and New York (for Settlement) ; Euro Settlement Date (for Fixings) Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Party A Premium Amount: USD 91,000.00 Premium Value Date: 18 June 2014 Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Table # Expiration Date Settlement Date 1 30-Jun-14 02-Jul-14 2 14-Jul-14 16-Jul-14 3 28-Jul-14 30-Jul-14 4 11-Aug-14 13-Aug-14 5 25-Aug-14 27-Aug-14 6 08-Sep-14 10-Sep-14 7 22-Sep-14 24-Sep-14 3. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: (a) If the Fixing Rate on the relevant Expiration Date is above the Strike Rate 1 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy EUR Notional Amount 1 from Party A in exchange for USD Notional Amount 1, calculated using Strike Rate 1, on the relevant Settlement Date. (b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate 2 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy EUR Notional Amount 2 from Party A in exchange for USD Notional Amount 2 calculated using Strike Rate 2, on the relevant Settlement Date. (c) If the Fixing Rate on the relevant Expiration Date is at or below the Strike Rate 1 and at or above the Strike Rate 2 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party A will buy an amount in USD from Party B in exchange for EUR Notional Amount 1 calculated using the below formula: EUR Notional Amount 1 * (Fixing Rate on that Expiration Date - Bonus Forward Rate). (d) If a Target Redemption Event occurs on the relevant Expiration Date, Party B will buy an adjusted EUR Notional Amount (“Varied Notional”) from Party A in exchange for an amount in USD calculated at Strike Rate 1 in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 4. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains exceeds 0.10 USD per EUR (Target Redemption Amount) 5. Cumulative Positive Gains: The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Strike Rate 1, a rate equal to the following: Fixing Rate on that Expiration Date - Strike Rate 1 6. Varied Notional: Shall be equal to: EUR Notional Amount 1 * [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / (Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - Strike 1)] 7. Relationship Between Parties. Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref.: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>500000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.10</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <startDate>2014-06-30</startDate> <endDate>2014-07-03</endDate> <observationFrequency> <periodMultiplier>2</periodMultiplier> <period>W</period> <periodConvention>MON</periodConvention> </observationFrequency> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-06-30</adjustedDate> <adjustedDate>2014-07-14</adjustedDate> <adjustedDate>2014-07-28</adjustedDate> <adjustedDate>2014-08-11</adjustedDate> <adjustedDate>2014-08-25</adjustedDate> <adjustedDate>2014-09-08</adjustedDate> <adjustedDate>2014-09-22</adjustedDate> <finalExpiryDate>2014-09-22</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-07-02</adjustedDate> <adjustedDate>2014-07-16</adjustedDate> <adjustedDate>2014-07-30</adjustedDate> <adjustedDate>2014-08-13</adjustedDate> <adjustedDate>2014-08-27</adjustedDate> <adjustedDate>2014-09-10</adjustedDate> <adjustedDate>2014-09-24</adjustedDate> <finalSettlementDate>2014-09-24</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.3235</initialValue> </strike> <counterCurrencyAmount> <initialValue>661750.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s2"> <initialValue>1.3035</initialValue> </strike> <upperBound> <condition>Below</condition> <strikeReference href="s2" /> </upperBound> <leverage> <condition>Below</condition> <strikeReference href="s2" /> <notionalAmount> <initialValue>1000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>1303500.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s2" /> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1" /> </upperBound> <payoff> <!--<payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/>--> <!-- New fixing adjustment element to express the Bonus--> <fixingAdjustment>0.0150</fixingAdjustment> </payoff> <physicalSettlement> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </physicalSettlement> </constantPayoffRegion> <additionalPayment> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <paymentAmount> <currency>USD</currency> <amount>91000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2014-06-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Bonus Collar" description: " " confirmation: " To: Attn: Email : Date: Ref : BONUS COLLAR TARGET REDEMPTION FORWARD CONFIRMATION We confirm we have entered into the following Bonus Collar Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 2. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available upon request Party A Bought Currency: USD Party B Bought Currency: EUR EUR Notional Amount 1: EUR 500,000.00 EUR Notional Amount 2: EUR 1,000,000.00 USD Notional Amount 1: USD 661,750.00 USD Notional Amount 2: USD 1,303,500.00 Strike Rate 1: 1.3235 USD per EUR Strike Rate 2: 1.3035 USD per EUR Bonus Forward Rate: 0.0150 USD per EUR Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement Basis: Deliverable Fixing Rate: Shall be the USD/EUR Exchange Rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 14:15 Frankfurt Time on each Expiration Date. If the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Business Days: Euro Settlement Date and New York (for Settlement) ; Euro Settlement Date (for Fixings) Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Party A Premium Amount: USD 91,000.00 Premium Value Date: 18 June 2014 Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Table # Expiration Date Settlement Date 1 30-Jun-14 02-Jul-14 2 14-Jul-14 16-Jul-14 3 28-Jul-14 30-Jul-14 4 11-Aug-14 13-Aug-14 5 25-Aug-14 27-Aug-14 6 08-Sep-14 10-Sep-14 7 22-Sep-14 24-Sep-14 3. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: (a) If the Fixing Rate on the relevant Expiration Date is above the Strike Rate 1 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy EUR Notional Amount 1 from Party A in exchange for USD Notional Amount 1, calculated using Strike Rate 1, on the relevant Settlement Date. (b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate 2 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy EUR Notional Amount 2 from Party A in exchange for USD Notional Amount 2 calculated using Strike Rate 2, on the relevant Settlement Date. (c) If the Fixing Rate on the relevant Expiration Date is at or below the Strike Rate 1 and at or above the Strike Rate 2 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party A will buy an amount in USD from Party B in exchange for EUR Notional Amount 1 calculated using the below formula: EUR Notional Amount 1 * (Fixing Rate on that Expiration Date - Bonus Forward Rate). (d) If a Target Redemption Event occurs on the relevant Expiration Date, Party B will buy an adjusted EUR Notional Amount (“Varied Notional”) from Party A in exchange for an amount in USD calculated at Strike Rate 1 in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 4. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains exceeds 0.10 USD per EUR (Target Redemption Amount) 5. Cumulative Positive Gains: The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Strike Rate 1, a rate equal to the following: Fixing Rate on that Expiration Date - Strike Rate 1 6. Varied Notional: Shall be equal to: EUR Notional Amount 1 * [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / (Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - Strike 1)] 7. Relationship Between Parties. Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref.: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>500000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.10</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <startDate>2014-06-30</startDate> <endDate>2014-07-03</endDate> <observationFrequency> <periodMultiplier>2</periodMultiplier> <period>W</period> <periodConvention>MON</periodConvention> </observationFrequency> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-06-30</adjustedDate> <adjustedDate>2014-07-14</adjustedDate> <adjustedDate>2014-07-28</adjustedDate> <adjustedDate>2014-08-11</adjustedDate> <adjustedDate>2014-08-25</adjustedDate> <adjustedDate>2014-09-08</adjustedDate> <adjustedDate>2014-09-22</adjustedDate> <finalExpiryDate>2014-09-22</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-07-02</adjustedDate> <adjustedDate>2014-07-16</adjustedDate> <adjustedDate>2014-07-30</adjustedDate> <adjustedDate>2014-08-13</adjustedDate> <adjustedDate>2014-08-27</adjustedDate> <adjustedDate>2014-09-10</adjustedDate> <adjustedDate>2014-09-24</adjustedDate> <finalSettlementDate>2014-09-24</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.3235</initialValue> </strike> <counterCurrencyAmount> <initialValue>661750.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s2"> <initialValue>1.3035</initialValue> </strike> <upperBound> <condition>Below</condition> <strikeReference href="s2" /> </upperBound> <leverage> <condition>Below</condition> <strikeReference href="s2" /> <notionalAmount> <initialValue>1000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>1303500.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s2" /> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1" /> </upperBound> <payoff> <!--<payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/>--> <!-- New fixing adjustment element to express the Bonus--> <fixingAdjustment>0.0150</fixingAdjustment> </payoff> <physicalSettlement> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </physicalSettlement> </constantPayoffRegion> <additionalPayment> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <paymentAmount> <currency>USD</currency> <amount>91000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2014-06-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

category: "FX Target Bonus Collar with Settlement Period Schedule"

description: " "

confirmation: " To: Attn: Email : Date: Ref : BONUS COLLAR TARGET REDEMPTION FORWARD CONFIRMATION We confirm we have entered into the following Bonus Collar Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 2. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available upon request Party A Bought Currency: USD Party B Bought Currency: EUR EUR Notional Amount 1: EUR 500,000.00 EUR Notional Amount 2: EUR 1,000,000.00 USD Notional Amount 1: USD 661,750.00 USD Notional Amount 2: USD 1,303,500.00 Strike Rate 1: 1.3235 USD per EUR Strike Rate 2: 1.3035 USD per EUR Bonus Forward Rate: 0.0150 USD per EUR Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement Basis: Deliverable Fixing Rate: Shall be the USD/EUR Exchange Rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 14:15 Frankfurt Time on each Expiration Date. If the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Business Days: Euro Settlement Date and New York (for Settlement) ; Euro Settlement Date (for Fixings) Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Party A Premium Amount: USD 91,000.00 Premium Value Date: 18 June 2014 Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Table # Expiration Date Settlement Date 1 30-Jun-14 02-Jul-14 2 14-Jul-14 16-Jul-14 3 28-Jul-14 30-Jul-14 4 11-Aug-14 13-Aug-14 5 25-Aug-14 27-Aug-14 6 08-Sep-14 10-Sep-14 7 22-Sep-14 24-Sep-14 3. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: (a) If the Fixing Rate on the relevant Expiration Date is above the Strike Rate 1 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy EUR Notional Amount 1 from Party A in exchange for USD Notional Amount 1, calculated using Strike Rate 1, on the relevant Settlement Date. (b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate 2 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy EUR Notional Amount 2 from Party A in exchange for USD Notional Amount 2 calculated using Strike Rate 2, on the relevant Settlement Date. (c) If the Fixing Rate on the relevant Expiration Date is at or below the Strike Rate 1 and at or above the Strike Rate 2 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party A will buy an amount in USD from Party B in exchange for EUR Notional Amount 1 calculated using the below formula: EUR Notional Amount 1 * (Fixing Rate on that Expiration Date - Bonus Forward Rate). (d) If a Target Redemption Event occurs on the relevant Expiration Date, Party B will buy an adjusted EUR Notional Amount (“Varied Notional”) from Party A in exchange for an amount in USD calculated at Strike Rate 1 in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 4. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains exceeds 0.10 USD per EUR (Target Redemption Amount) 5. Cumulative Positive Gains: The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Strike Rate 1, a rate equal to the following: Fixing Rate on that Expiration Date - Strike Rate 1 6. Varied Notional: Shall be equal to: EUR Notional Amount 1 * [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / (Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - Strike 1)] 7. Relationship Between Parties. Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref.: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>500000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.10</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <startDate>2014-06-30</startDate> <endDate>2014-07-03</endDate> <observationFrequency> <periodMultiplier>2</periodMultiplier> <period>W</period> <periodConvention>MON</periodConvention> </observationFrequency> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-06-30</adjustedDate> <adjustedDate>2014-07-14</adjustedDate> <adjustedDate>2014-07-28</adjustedDate> <adjustedDate>2014-08-11</adjustedDate> <adjustedDate>2014-08-25</adjustedDate> <adjustedDate>2014-09-08</adjustedDate> <adjustedDate>2014-09-22</adjustedDate> <finalExpiryDate>2014-09-22</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-07-02</adjustedDate> <adjustedDate>2014-07-16</adjustedDate> <adjustedDate>2014-07-30</adjustedDate> <adjustedDate>2014-08-13</adjustedDate> <adjustedDate>2014-08-27</adjustedDate> <adjustedDate>2014-09-10</adjustedDate> <adjustedDate>2014-09-24</adjustedDate> <finalSettlementDate>2014-09-24</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.3235</initialValue> </strike> <counterCurrencyAmount> <initialValue>661750.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s2"> <initialValue>1.3035</initialValue> </strike> <upperBound> <condition>Below</condition> <strikeReference href="s2" /> </upperBound> <leverage> <condition>Below</condition> <strikeReference href="s2" /> <notionalAmount> <initialValue>1000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>1303500.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s2" /> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1" /> </upperBound> <payoff> <!--<payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/>--> <!-- New fixing adjustment element to express the Bonus--> <fixingAdjustment>0.0150</fixingAdjustment> </payoff> <physicalSettlement> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </physicalSettlement> </constantPayoffRegion> <additionalPayment> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <paymentAmount> <currency>USD</currency> <amount>91000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2014-06-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> <settlementPeriodSchedule> <settlementPeriod> <expiryDate>2014-06-30</expiryDate> <settlementDate>2014-07-02</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-07-14</expiryDate> <settlementDate>2014-07-16</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-07-28</expiryDate> <settlementDate>2014-07-30</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-08-11</expiryDate> <settlementDate>2014-08-13</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-08-25</expiryDate> <settlementDate>2014-08-27</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-09-08</expiryDate> <settlementDate>2014-09-10</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-09-22</expiryDate> <settlementDate>2014-09-24</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> </settlementPeriodSchedule> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target Bonus Collar with Settlement Period Schedule" description: " " confirmation: " To: Attn: Email : Date: Ref : BONUS COLLAR TARGET REDEMPTION FORWARD CONFIRMATION We confirm we have entered into the following Bonus Collar Target Redemption Forward (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the "Agreement") between you and us. All provisions contained or incorporated by reference in the Agreement govern this Confirmation except as expressly modified below. 2. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available upon request Party A Bought Currency: USD Party B Bought Currency: EUR EUR Notional Amount 1: EUR 500,000.00 EUR Notional Amount 2: EUR 1,000,000.00 USD Notional Amount 1: USD 661,750.00 USD Notional Amount 2: USD 1,303,500.00 Strike Rate 1: 1.3235 USD per EUR Strike Rate 2: 1.3035 USD per EUR Bonus Forward Rate: 0.0150 USD per EUR Expiration Date: As per attached Schedule Settlement Date: As per attached Schedule Settlement Basis: Deliverable Fixing Rate: Shall be the USD/EUR Exchange Rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 14:15 Frankfurt Time on each Expiration Date. If the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent acting in good faith and in a commercially reasonable manner. Your Designated Office: Our Designated Office: Business Days: Euro Settlement Date and New York (for Settlement) ; Euro Settlement Date (for Fixings) Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Party A Premium Amount: USD 91,000.00 Premium Value Date: 18 June 2014 Premium Payment Instructions: As per Standard Settlement Instructions Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Table # Expiration Date Settlement Date 1 30-Jun-14 02-Jul-14 2 14-Jul-14 16-Jul-14 3 28-Jul-14 30-Jul-14 4 11-Aug-14 13-Aug-14 5 25-Aug-14 27-Aug-14 6 08-Sep-14 10-Sep-14 7 22-Sep-14 24-Sep-14 3. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: (a) If the Fixing Rate on the relevant Expiration Date is above the Strike Rate 1 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy EUR Notional Amount 1 from Party A in exchange for USD Notional Amount 1, calculated using Strike Rate 1, on the relevant Settlement Date. (b) If the Fixing Rate on the relevant Expiration Date is below the Strike Rate 2 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy EUR Notional Amount 2 from Party A in exchange for USD Notional Amount 2 calculated using Strike Rate 2, on the relevant Settlement Date. (c) If the Fixing Rate on the relevant Expiration Date is at or below the Strike Rate 1 and at or above the Strike Rate 2 and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party A will buy an amount in USD from Party B in exchange for EUR Notional Amount 1 calculated using the below formula: EUR Notional Amount 1 * (Fixing Rate on that Expiration Date - Bonus Forward Rate). (d) If a Target Redemption Event occurs on the relevant Expiration Date, Party B will buy an adjusted EUR Notional Amount (“Varied Notional”) from Party A in exchange for an amount in USD calculated at Strike Rate 1 in order to maintain the Cumulative Positive Gains to the Target Redemption Amount, on the relevant Settlement Date. *If a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 4. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if Party B's Cumulative Positive Gains exceeds 0.10 USD per EUR (Target Redemption Amount) 5. Cumulative Positive Gains: The sum of, in respect of any Expiration Date(s) where the Fixing Rate is above the Strike Rate 1, a rate equal to the following: Fixing Rate on that Expiration Date - Strike Rate 1 6. Varied Notional: Shall be equal to: EUR Notional Amount 1 * [(Target Redemption Amount - Cumulative Positive Gains prior to the Target Redemption Event) / (Fixing Rate on the Expiration Date on which the Target Redemption Event occurs - Strike 1)] 7. Relationship Between Parties. Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 8. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 9. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref.: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Pivot Tarf example.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>500000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.10</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <startDate>2014-06-30</startDate> <endDate>2014-07-03</endDate> <observationFrequency> <periodMultiplier>2</periodMultiplier> <period>W</period> <periodConvention>MON</periodConvention> </observationFrequency> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-06-30</adjustedDate> <adjustedDate>2014-07-14</adjustedDate> <adjustedDate>2014-07-28</adjustedDate> <adjustedDate>2014-08-11</adjustedDate> <adjustedDate>2014-08-25</adjustedDate> <adjustedDate>2014-09-08</adjustedDate> <adjustedDate>2014-09-22</adjustedDate> <finalExpiryDate>2014-09-22</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-07-02</adjustedDate> <adjustedDate>2014-07-16</adjustedDate> <adjustedDate>2014-07-30</adjustedDate> <adjustedDate>2014-08-13</adjustedDate> <adjustedDate>2014-08-27</adjustedDate> <adjustedDate>2014-09-10</adjustedDate> <adjustedDate>2014-09-24</adjustedDate> <finalSettlementDate>2014-09-24</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.3235</initialValue> </strike> <counterCurrencyAmount> <initialValue>661750.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> <lowerBound> <condition>Above</condition> <strikeReference href="s1" /> </lowerBound> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="s2"> <initialValue>1.3035</initialValue> </strike> <upperBound> <condition>Below</condition> <strikeReference href="s2" /> </upperBound> <leverage> <condition>Below</condition> <strikeReference href="s2" /> <notionalAmount> <initialValue>1000000.00</initialValue> <currency>EUR</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>1303500.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="s2" /> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1" /> </upperBound> <payoff> <!--<payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/>--> <!-- New fixing adjustment element to express the Bonus--> <fixingAdjustment>0.0150</fixingAdjustment> </payoff> <physicalSettlement> <exchangedCurrency1> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyB" /> <receiverPartyReference href="ptyA" /> <currency>USD</currency> </exchangedCurrency2> <settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> </physicalSettlement> </constantPayoffRegion> <additionalPayment> <payerPartyReference href="ptyA" /> <receiverPartyReference href="ptyB" /> <paymentAmount> <currency>USD</currency> <amount>91000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2014-06-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> <settlementPeriodSchedule> <settlementPeriod> <expiryDate>2014-06-30</expiryDate> <settlementDate>2014-07-02</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-07-14</expiryDate> <settlementDate>2014-07-16</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-07-28</expiryDate> <settlementDate>2014-07-30</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-08-11</expiryDate> <settlementDate>2014-08-13</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-08-25</expiryDate> <settlementDate>2014-08-27</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-09-08</expiryDate> <settlementDate>2014-09-10</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> <settlementPeriod> <expiryDate>2014-09-22</expiryDate> <settlementDate>2014-09-24</settlementDate> <notionalAmount>500000.00</notionalAmount> <payoff> <strike>1.3235</strike> <counterCurrencyAmount>661750.00</counterCurrencyAmount> </payoff> <payoff> <strike>1.3035</strike> <leverage> <notionalAmount>1000000.00</notionalAmount> <counterCurrencyAmount>1303500.00</counterCurrencyAmount> </leverage> </payoff> </settlementPeriod> </settlementPeriodSchedule> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA" /> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification> "

category: "FX Target EKI"

description: " "

confirmation: " To: Attn: Email: Date: Ref : Target Redemption Forward with European Knock-In Confirmation We confirm we have entered into the following Target Redemption Forward with European Knock-In (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The purpose of this letter agreement (a "Confirmation") is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between ("Bank" or "Party A") and ("Counterparty" or "Party B"). This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to, the ISDA Master Agreement between and dated as of, as amended and supplemented from time to time by the parties in accordance with its terms (the "Agreement"). All provisions contained in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available Upon Request Party A: Party B: Party A Bought Currency: EUR Party B Bought Currency: USD EUR Notional Amount 1: EUR 147,058.82 EUR Notional Amount 2: EUR 294,117.65 USD Notional Amount 1: USD 200,000.00 USD Notional Amount 2: USD 400,000.00 Strike Rate: 1.3600 USD/EUR Knock In Rate 1.3900 USD/EUR Expiration Date: See schedule Settlement Date: See schedule Settlement : Deliverable Fixing Rate: Shall be the USD/EUR rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 14:15pm Frankfurt Time on each Expiration Date. If the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent. Your Designated Office: Our Designated Office: Business Days: Euro Settlement Date and New York (for Settlement) ; Euro Settlement Date (for Fixing) Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: [Not applicable] Premium Amount: [Not applicable] Premium Value Date: [Not applicable] Premium Payment Instructions: Standard Settlement Instructions Type of Order: At Market Venue Identification: Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 18-Jan-17 20-Jan-17 2 16-Feb-17 21-Feb-17 3 16-Mar-17 20-Mar-17 4 18-Apr-17 20-Apr-17 5 18-May-17 22-May-17 6 16-Jun-17 20-Jun-17 7 18-Jul-17 20-Jul-17 8 17-Aug-17 21-Aug-17 9 18-Sep-17 20-Sep-17 10 19-Oct-17 23-Oct-17 11 16-Nov-17 20-Nov-17 12 18-Dec-17 20-Dec-17 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or below the Strike Rate and a Target Redemption Event has not occurred prior to that Expiration Date, Party B will buy USD Notional Amount 1 from Party A in exchange for EUR Notional Amount 1, on the relevant Settlement Date. b) If the Fixing Rate on the relevant Expiration Date is below the Knock-In Rate and above the Strike Rate and a Target Redemption Event has not occurred, no Settlement will be due by either Party. c) If the Fixing Rate on the relevant Expiration Date is at or above the Knock In Rate and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy USD Notional Amount 2 from Party A in exchange for EUR Notional Amount 2, on the relevant Settlement Date. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if USD/EUR fixing is at or below the Strike Rate on any 5 Expiration Dates, the remaining Expiration Dates will then be terminated. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure: and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: Name: Title: Trade Ref.: "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>147058.82</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>Below</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutCount> <conditionalFixings>5</conditionalFixings> <settlementAtKnockout>true</settlementAtKnockout> </knockoutCount> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2017-01-18</adjustedDate> <adjustedDate>2017-02-16</adjustedDate> <adjustedDate>2017-03-16</adjustedDate> <adjustedDate>2017-04-18</adjustedDate> <adjustedDate>2017-05-18</adjustedDate> <adjustedDate>2017-06-16</adjustedDate> <adjustedDate>2017-07-18</adjustedDate> <adjustedDate>2017-08-17</adjustedDate> <adjustedDate>2017-09-18</adjustedDate> <adjustedDate>2017-10-19</adjustedDate> <adjustedDate>2017-11-16</adjustedDate> <adjustedDate>2017-12-18</adjustedDate> <finalExpiryDate>2017-12-18</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2017-01-29</adjustedDate> <adjustedDate>2017-02-21</adjustedDate> <adjustedDate>2017-03-20</adjustedDate> <adjustedDate>2017-04-20</adjustedDate> <adjustedDate>2017-05-22</adjustedDate> <adjustedDate>2017-06-20</adjustedDate> <adjustedDate>2017-07-20</adjustedDate> <adjustedDate>2017-08-21</adjustedDate> <adjustedDate>2017-09-20</adjustedDate> <adjustedDate>2017-10-23</adjustedDate> <adjustedDate>2017-11-20</adjustedDate> <adjustedDate>2017-12-20</adjustedDate> <finalSettlementDate>2017-12-20</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.3600</initialValue> </strike> <counterCurrencyAmount> <initialValue>200000.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> <leverage> <condition>AtOrAbove</condition> <barrierReference href="barrier"/> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>Below</condition> <barrierReference href="barrier"/> </upperBound> </constantPayoffRegion> <barrier id="barrier"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>1.3900</initialValue> </triggerRate> </barrier> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target EKI" description: " " confirmation: " To: Attn: Email: Date: Ref : Target Redemption Forward with European Knock-In Confirmation We confirm we have entered into the following Target Redemption Forward with European Knock-In (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The purpose of this letter agreement (a "Confirmation") is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between ("Bank" or "Party A") and ("Counterparty" or "Party B"). This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to, the ISDA Master Agreement between and dated as of, as amended and supplemented from time to time by the parties in accordance with its terms (the "Agreement"). All provisions contained in the Agreement govern this Confirmation except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available Upon Request Party A: Party B: Party A Bought Currency: EUR Party B Bought Currency: USD EUR Notional Amount 1: EUR 147,058.82 EUR Notional Amount 2: EUR 294,117.65 USD Notional Amount 1: USD 200,000.00 USD Notional Amount 2: USD 400,000.00 Strike Rate: 1.3600 USD/EUR Knock In Rate 1.3900 USD/EUR Expiration Date: See schedule Settlement Date: See schedule Settlement : Deliverable Fixing Rate: Shall be the USD/EUR rate expressed as an amount of USD required to buy one EUR as displayed on Reuters Page ECB37 at or around 14:15pm Frankfurt Time on each Expiration Date. If the Page is unavailable for whatever reason, an alternative measure of determining the Fixing Rate will be determined by the Calculation Agent. Your Designated Office: Our Designated Office: Business Days: Euro Settlement Date and New York (for Settlement) ; Euro Settlement Date (for Fixing) Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: [Not applicable] Premium Amount: [Not applicable] Premium Value Date: [Not applicable] Premium Payment Instructions: Standard Settlement Instructions Type of Order: At Market Venue Identification: Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions Schedule: # Expiration Date Settlement Date 1 18-Jan-17 20-Jan-17 2 16-Feb-17 21-Feb-17 3 16-Mar-17 20-Mar-17 4 18-Apr-17 20-Apr-17 5 18-May-17 22-May-17 6 16-Jun-17 20-Jun-17 7 18-Jul-17 20-Jul-17 8 17-Aug-17 21-Aug-17 9 18-Sep-17 20-Sep-17 10 19-Oct-17 23-Oct-17 11 16-Nov-17 20-Nov-17 12 18-Dec-17 20-Dec-17 2. Settlement terms: The following terms shall be applicable to each Settlement Date, subject to a Target Redemption Event*: a) If the Fixing Rate on the relevant Expiration Date is at or below the Strike Rate and a Target Redemption Event has not occurred prior to that Expiration Date, Party B will buy USD Notional Amount 1 from Party A in exchange for EUR Notional Amount 1, on the relevant Settlement Date. b) If the Fixing Rate on the relevant Expiration Date is below the Knock-In Rate and above the Strike Rate and a Target Redemption Event has not occurred, no Settlement will be due by either Party. c) If the Fixing Rate on the relevant Expiration Date is at or above the Knock In Rate and a Target Redemption Event has not occurred on or prior to that Expiration Date, Party B will buy USD Notional Amount 2 from Party A in exchange for EUR Notional Amount 2, on the relevant Settlement Date. *For the avoidance of any doubt, if a Target Redemption Event occurs on any Expiration Date, no Settlement will be due by either Party on subsequent Settlement Dates except for amounts and payments due prior to, or on the Settlement Date immediately following the Target Redemption Event. 3. Target Redemption Event A Target Redemption Event shall be deemed as having occurred if USD/EUR fixing is at or below the Strike Rate on any 5 Expiration Dates, the remaining Expiration Dates will then be terminated. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure: and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: Name: Title: Trade Ref.: " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-07-04</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>147058.82</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>Below</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutCount> <conditionalFixings>5</conditionalFixings> <settlementAtKnockout>true</settlementAtKnockout> </knockoutCount> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2017-01-18</adjustedDate> <adjustedDate>2017-02-16</adjustedDate> <adjustedDate>2017-03-16</adjustedDate> <adjustedDate>2017-04-18</adjustedDate> <adjustedDate>2017-05-18</adjustedDate> <adjustedDate>2017-06-16</adjustedDate> <adjustedDate>2017-07-18</adjustedDate> <adjustedDate>2017-08-17</adjustedDate> <adjustedDate>2017-09-18</adjustedDate> <adjustedDate>2017-10-19</adjustedDate> <adjustedDate>2017-11-16</adjustedDate> <adjustedDate>2017-12-18</adjustedDate> <finalExpiryDate>2017-12-18</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2017-01-29</adjustedDate> <adjustedDate>2017-02-21</adjustedDate> <adjustedDate>2017-03-20</adjustedDate> <adjustedDate>2017-04-20</adjustedDate> <adjustedDate>2017-05-22</adjustedDate> <adjustedDate>2017-06-20</adjustedDate> <adjustedDate>2017-07-20</adjustedDate> <adjustedDate>2017-08-21</adjustedDate> <adjustedDate>2017-09-20</adjustedDate> <adjustedDate>2017-10-23</adjustedDate> <adjustedDate>2017-11-20</adjustedDate> <adjustedDate>2017-12-20</adjustedDate> <finalSettlementDate>2017-12-20</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>USD</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>1.3600</initialValue> </strike> <counterCurrencyAmount> <initialValue>200000.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> <leverage> <condition>AtOrAbove</condition> <barrierReference href="barrier"/> <ratio> <initialValue>2</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>Below</condition> <barrierReference href="barrier"/> </upperBound> </constantPayoffRegion> <barrier id="barrier"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>1.3900</initialValue> </triggerRate> </barrier> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

category: "FX Target EKI"

description: " "

confirmation: "   1. General Terms: Each FX Transaction to which this Confirmation relates has the following general terms in common: Trade Date: 25 July 2014 Amount and currency payable by Party A: Notional Amount Amount and currency payable by Party B: EUR (Notional Amount / Settlement Rate) Settlement Rate: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Barrier Level: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Notional Amount: As detailed in Section 2, expressed as an amount in PLN, subject to adjustment in accordance with the Notional Amount Provisions in Section 3 Business Day Convention: Following Calculation Agent: Party A Spot Rate: Means, for the purposes of the Notional and Termination Provisions below, the currency exchange rate (which may be determined from relevant cross rates) at the time at which such rate is to be determined for foreign exchange transactions in the relevant Currency Pair, for value on the spot settlement date as published on Reuters Page ECB37 or, in the event that such rate is not published, such alternative currency exchange rate as the Calculation Agent, acting in good faith, selects or determines. 2. Individual Terms: Each of the FX Transactions to which this Confirmation relates have the following individual terms: FX Transaction No Fixing Date Settlement Date Leveraged Notional Amount (PLN) Notional Amount (PLN) 1 16 October 2014 20 October 2014 3,000,000.00 2,000,000.00 2 18 November 2014 20 November 2014 3,000,000.00 2,000,000.00 3 18 December 2014 22 December 2014 3,000,000.00 2,000,000.00 4 16 January 2015 20 January 2015 3,000,000.00 2,000,000.00 5 18 February 2015 20 February 2015 3,000,000.00 2,000,000.00 6 18 March 2015 20 March 2015 3,000,000.00 2,000,000.00 7 16 April 2015 20 April 2015 3,000,000.00 2,000,000.00 8 18 May 2015 20 May 2015 3,000,000.00 2,000,000.00 9 18 June 2015 22 June 2015 3,000,000.00 2,000,000.00 10 16 July 2015 20 July 2015 3,000,000.00 2,000,000.00 11 18 August 2015 20 August 2015 3,000,000.00 2,000,000.00 12 17 September 2015 21 September 2015 3,000,000.00 2,000,000.00 FX Transaction No Settlement Rate Barrier Level 1 4.24 4.28 2 4.24 4.28 Dear Sirs, The purpose of this letter agreement is to confirm the terms and conditions of the transaction entered into between us Bank A, London Branch (“Party A”) and XXXXXXXXXXXXX (“Party B”) on the Trade Date referred to below (the “Transaction”). The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the “FX Definitions”) as published by the International Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee. are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and this Confirmation, this Confirmation will prevail. If you and we are parties to either an ISDA Interest Rate and Currency Exchange Agreement (for which purposes this Transaction shall constitute a “Swap Transaction”) or an ISDA Master Agreement (in each case an “Agreement”) then this Confirmation supplements, forms part of and is subject to such Agreement. If you and we are not yet parties to an Agreement then this Confirmation evidences a complete and binding agreement between Party A and Party B as to the terms of the Transaction to which this Confirmation relates. In addition Party A and Party B agree to use all reasonable efforts promptly to negotiate, execute and deliver an agreement in the form of the ISDA Master Agreement (Multicurrency – Cross Border) (the “ISDA Form”) with such modifications as you and we will in good faith agree. Upon execution by Party A and Party B of such an agreement, this Confirmation will supplement, form part of, and be subject to that agreement. All provisions contained or incorporated by reference in that agreement upon its execution will govern this Confirmation. Until we execute and deliver that agreement, this Confirmation, together with all other documents referring to the ISDA Form (each a “Confirmation”) confirming transactions (each a “Transaction”) entered into between us (notwithstanding anything to the contrary in a Confirmation) shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreement on the Trade Date of the first such Transaction between us and such form with the schedule thereto (i) specifying only that (a) the governing law is English law and (b) the Termination Currency is U.S. Dollars, (ii) incorporating the addition to the definition of the “Indemnifiable Tax” contained in (page 48 of) the ISDA “Users Guide to the 1992 ISDA Master Agreements” and (iii) incorporating any other modifications to the ISDA Form specified below. The terms of the Transaction to which this Confirmation relates are as follows: 3 4.24 4.28 4 4.24 4.28 5 4.24 4.28 6 4.24 4.28 7 4.24 4.28 8 4.24 4.28 9 4.24 4.28 10 4.24 4.28 11 4.24 4.28 12 4.24 4.28 3. Notional Amount Provisions If the Spot Rate is, on an Observation Date, greater than the relevant Settlement Rate and less than the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to zero. If the Spot Rate is, on an Observation Date, greater than or equal to the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to the Leveraged Notional Amount. 4. Termination Provisions "As further set out within the following, it is a term of each FX Transaction documented by this Confirmation that the parties' remaining scheduled settlement obligations in respect of each such FX Transaction shall be reduced to zero in the event that the Trigger Level is breached (a “Target Profit Event”) Where: "Trigger Level" means 0.3 A Target Profit Event shall be deemed to have occurred in the event that the Accumulated Trigger Factor is equal to or exceeds the Trigger Level on any Observation Date." The Accumulated Trigger Factor is the sum of each Trigger Factor calculated on each Observation Date in accordance with the following. The "Trigger Factor" shall be calculated on each Observation Date by the Calculation Agent as follows: Max [0, (Settlement Rate – Observed Spot Rate)] Where: "Observed Spot Rate" means the Spot Rate observed by the Calculation Agent on the relevant Observation Date. For the avoidance of doubt, in the event that the Accumulated Trigger Factor exceeds the Trigger Level on any Observation Date (a “Target Profit Event”), the parties shall pay their next scheduled settlement obligations on the next scheduled Settlement Date with the Notional Amount being adjusted in accordance with the following: - Notional Amount * [Remaining Trigger Factor / (Settlement Rate - Observed Spot Rate)] Where Remaining Trigger Factor shall be calculated as follows: - Trigger Level - Accumulated Trigger Factor calculated immediately following the previous Observation Date. Upon the occurrence of a Target Profit Event, all remaining payments scheduled to be made by either party on all following scheduled Settlement Dates shall be reduced to zero and neither party shall make any further payments in respect of any FX Transaction documented by this Confirmation. 5. Representations: Each party represents to the other party as of the date that it enters into this Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for this Transaction): (i) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into this Transaction and as to whether the Transaction is appropriate or proper for it based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction, it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered to be investment advice or a recommendation to enter into the Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of this Transaction. (ii) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts the terms and conditions and risks of this Transaction. It is also capable of assuming, and assumes, the risks of the Transaction. (iii) Status of Parties. The other party is not acting as a fiduciary for or adviser to it in respect of this Transaction. Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter or facsimile substantially similar to this letter,which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms.  "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-07-25</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>PLN</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000</initialValue> <currency>PLN</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.3</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-16</adjustedDate> <adjustedDate>2014-11-18</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-16</adjustedDate> <adjustedDate>2015-02-18</adjustedDate> <adjustedDate>2015-03-18</adjustedDate> <adjustedDate>2015-04-16</adjustedDate> <adjustedDate>2015-05-18</adjustedDate> <adjustedDate>2015-06-18</adjustedDate> <adjustedDate>2015-07-16</adjustedDate> <adjustedDate>2015-08-18</adjustedDate> <adjustedDate>2015-09-17</adjustedDate> <finalExpiryDate>2015-09-17</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-20</adjustedDate> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-22</adjustedDate> <adjustedDate>2015-01-20</adjustedDate> <adjustedDate>2015-02-20</adjustedDate> <adjustedDate>2015-03-20</adjustedDate> <adjustedDate>2015-04-20</adjustedDate> <adjustedDate>2015-05-20</adjustedDate> <adjustedDate>2015-06-22</adjustedDate> <adjustedDate>2015-07-20</adjustedDate> <adjustedDate>2015-08-20</adjustedDate> <adjustedDate>2015-09-21</adjustedDate> <finalSettlementDate>2015-09-21</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>PLN</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>4.24</initialValue> </strike> <leverage> <condition>AtOrAbove</condition> <barrierReference href="barrier"/> <ratio> <initialValue>1.5</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>Below</condition> <barrierReference href="barrier"/> </upperBound> </constantPayoffRegion> <barrier id="barrier"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>4.28</initialValue> </triggerRate> </barrier> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target EKI" description: " " confirmation: "   1. General Terms: Each FX Transaction to which this Confirmation relates has the following general terms in common: Trade Date: 25 July 2014 Amount and currency payable by Party A: Notional Amount Amount and currency payable by Party B: EUR (Notional Amount / Settlement Rate) Settlement Rate: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Barrier Level: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Notional Amount: As detailed in Section 2, expressed as an amount in PLN, subject to adjustment in accordance with the Notional Amount Provisions in Section 3 Business Day Convention: Following Calculation Agent: Party A Spot Rate: Means, for the purposes of the Notional and Termination Provisions below, the currency exchange rate (which may be determined from relevant cross rates) at the time at which such rate is to be determined for foreign exchange transactions in the relevant Currency Pair, for value on the spot settlement date as published on Reuters Page ECB37 or, in the event that such rate is not published, such alternative currency exchange rate as the Calculation Agent, acting in good faith, selects or determines. 2. Individual Terms: Each of the FX Transactions to which this Confirmation relates have the following individual terms: FX Transaction No Fixing Date Settlement Date Leveraged Notional Amount (PLN) Notional Amount (PLN) 1 16 October 2014 20 October 2014 3,000,000.00 2,000,000.00 2 18 November 2014 20 November 2014 3,000,000.00 2,000,000.00 3 18 December 2014 22 December 2014 3,000,000.00 2,000,000.00 4 16 January 2015 20 January 2015 3,000,000.00 2,000,000.00 5 18 February 2015 20 February 2015 3,000,000.00 2,000,000.00 6 18 March 2015 20 March 2015 3,000,000.00 2,000,000.00 7 16 April 2015 20 April 2015 3,000,000.00 2,000,000.00 8 18 May 2015 20 May 2015 3,000,000.00 2,000,000.00 9 18 June 2015 22 June 2015 3,000,000.00 2,000,000.00 10 16 July 2015 20 July 2015 3,000,000.00 2,000,000.00 11 18 August 2015 20 August 2015 3,000,000.00 2,000,000.00 12 17 September 2015 21 September 2015 3,000,000.00 2,000,000.00 FX Transaction No Settlement Rate Barrier Level 1 4.24 4.28 2 4.24 4.28 Dear Sirs, The purpose of this letter agreement is to confirm the terms and conditions of the transaction entered into between us Bank A, London Branch (“Party A”) and XXXXXXXXXXXXX (“Party B”) on the Trade Date referred to below (the “Transaction”). The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the “FX Definitions”) as published by the International Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee. are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and this Confirmation, this Confirmation will prevail. If you and we are parties to either an ISDA Interest Rate and Currency Exchange Agreement (for which purposes this Transaction shall constitute a “Swap Transaction”) or an ISDA Master Agreement (in each case an “Agreement”) then this Confirmation supplements, forms part of and is subject to such Agreement. If you and we are not yet parties to an Agreement then this Confirmation evidences a complete and binding agreement between Party A and Party B as to the terms of the Transaction to which this Confirmation relates. In addition Party A and Party B agree to use all reasonable efforts promptly to negotiate, execute and deliver an agreement in the form of the ISDA Master Agreement (Multicurrency – Cross Border) (the “ISDA Form”) with such modifications as you and we will in good faith agree. Upon execution by Party A and Party B of such an agreement, this Confirmation will supplement, form part of, and be subject to that agreement. All provisions contained or incorporated by reference in that agreement upon its execution will govern this Confirmation. Until we execute and deliver that agreement, this Confirmation, together with all other documents referring to the ISDA Form (each a “Confirmation”) confirming transactions (each a “Transaction”) entered into between us (notwithstanding anything to the contrary in a Confirmation) shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreement on the Trade Date of the first such Transaction between us and such form with the schedule thereto (i) specifying only that (a) the governing law is English law and (b) the Termination Currency is U.S. Dollars, (ii) incorporating the addition to the definition of the “Indemnifiable Tax” contained in (page 48 of) the ISDA “Users Guide to the 1992 ISDA Master Agreements” and (iii) incorporating any other modifications to the ISDA Form specified below. The terms of the Transaction to which this Confirmation relates are as follows: 3 4.24 4.28 4 4.24 4.28 5 4.24 4.28 6 4.24 4.28 7 4.24 4.28 8 4.24 4.28 9 4.24 4.28 10 4.24 4.28 11 4.24 4.28 12 4.24 4.28 3. Notional Amount Provisions If the Spot Rate is, on an Observation Date, greater than the relevant Settlement Rate and less than the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to zero. If the Spot Rate is, on an Observation Date, greater than or equal to the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to the Leveraged Notional Amount. 4. Termination Provisions "As further set out within the following, it is a term of each FX Transaction documented by this Confirmation that the parties' remaining scheduled settlement obligations in respect of each such FX Transaction shall be reduced to zero in the event that the Trigger Level is breached (a “Target Profit Event”) Where: "Trigger Level" means 0.3 A Target Profit Event shall be deemed to have occurred in the event that the Accumulated Trigger Factor is equal to or exceeds the Trigger Level on any Observation Date." The Accumulated Trigger Factor is the sum of each Trigger Factor calculated on each Observation Date in accordance with the following. The "Trigger Factor" shall be calculated on each Observation Date by the Calculation Agent as follows: Max [0, (Settlement Rate – Observed Spot Rate)] Where: "Observed Spot Rate" means the Spot Rate observed by the Calculation Agent on the relevant Observation Date. For the avoidance of doubt, in the event that the Accumulated Trigger Factor exceeds the Trigger Level on any Observation Date (a “Target Profit Event”), the parties shall pay their next scheduled settlement obligations on the next scheduled Settlement Date with the Notional Amount being adjusted in accordance with the following: - Notional Amount * [Remaining Trigger Factor / (Settlement Rate - Observed Spot Rate)] Where Remaining Trigger Factor shall be calculated as follows: - Trigger Level - Accumulated Trigger Factor calculated immediately following the previous Observation Date. Upon the occurrence of a Target Profit Event, all remaining payments scheduled to be made by either party on all following scheduled Settlement Dates shall be reduced to zero and neither party shall make any further payments in respect of any FX Transaction documented by this Confirmation. 5. Representations: Each party represents to the other party as of the date that it enters into this Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for this Transaction): (i) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into this Transaction and as to whether the Transaction is appropriate or proper for it based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction, it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered to be investment advice or a recommendation to enter into the Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of this Transaction. (ii) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts the terms and conditions and risks of this Transaction. It is also capable of assuming, and assumes, the risks of the Transaction. (iii) Status of Parties. The other party is not acting as a fiduciary for or adviser to it in respect of this Transaction. Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter or facsimile substantially similar to this letter,which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms.  " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-07-25</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>PLN</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000</initialValue> <currency>PLN</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.3</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-16</adjustedDate> <adjustedDate>2014-11-18</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-16</adjustedDate> <adjustedDate>2015-02-18</adjustedDate> <adjustedDate>2015-03-18</adjustedDate> <adjustedDate>2015-04-16</adjustedDate> <adjustedDate>2015-05-18</adjustedDate> <adjustedDate>2015-06-18</adjustedDate> <adjustedDate>2015-07-16</adjustedDate> <adjustedDate>2015-08-18</adjustedDate> <adjustedDate>2015-09-17</adjustedDate> <finalExpiryDate>2015-09-17</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-20</adjustedDate> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-22</adjustedDate> <adjustedDate>2015-01-20</adjustedDate> <adjustedDate>2015-02-20</adjustedDate> <adjustedDate>2015-03-20</adjustedDate> <adjustedDate>2015-04-20</adjustedDate> <adjustedDate>2015-05-20</adjustedDate> <adjustedDate>2015-06-22</adjustedDate> <adjustedDate>2015-07-20</adjustedDate> <adjustedDate>2015-08-20</adjustedDate> <adjustedDate>2015-09-21</adjustedDate> <finalSettlementDate>2015-09-21</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>PLN</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>4.24</initialValue> </strike> <leverage> <condition>AtOrAbove</condition> <barrierReference href="barrier"/> <ratio> <initialValue>1.5</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>Below</condition> <barrierReference href="barrier"/> </upperBound> </constantPayoffRegion> <barrier id="barrier"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>4.28</initialValue> </triggerRate> </barrier> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

category: "FX FX Target EKI with Settlement Period Schedule"

description: " "

confirmation: "   1. General Terms: Each FX Transaction to which this Confirmation relates has the following general terms in common: Trade Date: 25 July 2014 Amount and currency payable by Party A: Notional Amount Amount and currency payable by Party B: EUR (Notional Amount / Settlement Rate) Settlement Rate: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Barrier Level: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Notional Amount: As detailed in Section 2, expressed as an amount in PLN, subject to adjustment in accordance with the Notional Amount Provisions in Section 3 Business Day Convention: Following Calculation Agent: Party A Spot Rate: Means, for the purposes of the Notional and Termination Provisions below, the currency exchange rate (which may be determined from relevant cross rates) at the time at which such rate is to be determined for foreign exchange transactions in the relevant Currency Pair, for value on the spot settlement date as published on Reuters Page ECB37 or, in the event that such rate is not published, such alternative currency exchange rate as the Calculation Agent, acting in good faith, selects or determines. 2. Individual Terms: Each of the FX Transactions to which this Confirmation relates have the following individual terms: FX Transaction No Fixing Date Settlement Date Leveraged Notional Amount (PLN) Notional Amount (PLN) 1 16 October 2014 20 October 2014 3,000,000.00 2,000,000.00 2 18 November 2014 20 November 2014 3,000,000.00 2,000,000.00 3 18 December 2014 22 December 2014 3,000,000.00 2,000,000.00 4 16 January 2015 20 January 2015 3,000,000.00 2,000,000.00 5 18 February 2015 20 February 2015 3,000,000.00 2,000,000.00 6 18 March 2015 20 March 2015 3,000,000.00 2,000,000.00 7 16 April 2015 20 April 2015 3,000,000.00 2,000,000.00 8 18 May 2015 20 May 2015 3,000,000.00 2,000,000.00 9 18 June 2015 22 June 2015 3,000,000.00 2,000,000.00 10 16 July 2015 20 July 2015 3,000,000.00 2,000,000.00 11 18 August 2015 20 August 2015 3,000,000.00 2,000,000.00 12 17 September 2015 21 September 2015 3,000,000.00 2,000,000.00 FX Transaction No Settlement Rate Barrier Level 1 4.24 4.28 2 4.24 4.28 Dear Sirs, The purpose of this letter agreement is to confirm the terms and conditions of the transaction entered into between us Bank A, London Branch (“Party A”) and XXXXXXXXXXXXX (“Party B”) on the Trade Date referred to below (the “Transaction”). The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the “FX Definitions”) as published by the International Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee. are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and this Confirmation, this Confirmation will prevail. If you and we are parties to either an ISDA Interest Rate and Currency Exchange Agreement (for which purposes this Transaction shall constitute a “Swap Transaction”) or an ISDA Master Agreement (in each case an “Agreement”) then this Confirmation supplements, forms part of and is subject to such Agreement. If you and we are not yet parties to an Agreement then this Confirmation evidences a complete and binding agreement between Party A and Party B as to the terms of the Transaction to which this Confirmation relates. In addition Party A and Party B agree to use all reasonable efforts promptly to negotiate, execute and deliver an agreement in the form of the ISDA Master Agreement (Multicurrency – Cross Border) (the “ISDA Form”) with such modifications as you and we will in good faith agree. Upon execution by Party A and Party B of such an agreement, this Confirmation will supplement, form part of, and be subject to that agreement. All provisions contained or incorporated by reference in that agreement upon its execution will govern this Confirmation. Until we execute and deliver that agreement, this Confirmation, together with all other documents referring to the ISDA Form (each a “Confirmation”) confirming transactions (each a “Transaction”) entered into between us (notwithstanding anything to the contrary in a Confirmation) shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreement on the Trade Date of the first such Transaction between us and such form with the schedule thereto (i) specifying only that (a) the governing law is English law and (b) the Termination Currency is U.S. Dollars, (ii) incorporating the addition to the definition of the “Indemnifiable Tax” contained in (page 48 of) the ISDA “Users Guide to the 1992 ISDA Master Agreements” and (iii) incorporating any other modifications to the ISDA Form specified below. The terms of the Transaction to which this Confirmation relates are as follows: 3 4.24 4.28 4 4.24 4.28 5 4.24 4.28 6 4.24 4.28 7 4.24 4.28 8 4.24 4.28 9 4.24 4.28 10 4.24 4.28 11 4.24 4.28 12 4.24 4.28 3. Notional Amount Provisions If the Spot Rate is, on an Observation Date, greater than the relevant Settlement Rate and less than the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to zero. If the Spot Rate is, on an Observation Date, greater than or equal to the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to the Leveraged Notional Amount. 4. Termination Provisions "As further set out within the following, it is a term of each FX Transaction documented by this Confirmation that the parties' remaining scheduled settlement obligations in respect of each such FX Transaction shall be reduced to zero in the event that the Trigger Level is breached (a “Target Profit Event”) Where: "Trigger Level" means 0.3 A Target Profit Event shall be deemed to have occurred in the event that the Accumulated Trigger Factor is equal to or exceeds the Trigger Level on any Observation Date." The Accumulated Trigger Factor is the sum of each Trigger Factor calculated on each Observation Date in accordance with the following. The "Trigger Factor" shall be calculated on each Observation Date by the Calculation Agent as follows: Max [0, (Settlement Rate – Observed Spot Rate)] Where: "Observed Spot Rate" means the Spot Rate observed by the Calculation Agent on the relevant Observation Date. For the avoidance of doubt, in the event that the Accumulated Trigger Factor exceeds the Trigger Level on any Observation Date (a “Target Profit Event”), the parties shall pay their next scheduled settlement obligations on the next scheduled Settlement Date with the Notional Amount being adjusted in accordance with the following: - Notional Amount * [Remaining Trigger Factor / (Settlement Rate - Observed Spot Rate)] Where Remaining Trigger Factor shall be calculated as follows: - Trigger Level - Accumulated Trigger Factor calculated immediately following the previous Observation Date. Upon the occurrence of a Target Profit Event, all remaining payments scheduled to be made by either party on all following scheduled Settlement Dates shall be reduced to zero and neither party shall make any further payments in respect of any FX Transaction documented by this Confirmation. 5. Representations: Each party represents to the other party as of the date that it enters into this Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for this Transaction): (i) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into this Transaction and as to whether the Transaction is appropriate or proper for it based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction, it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered to be investment advice or a recommendation to enter into the Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of this Transaction. (ii) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts the terms and conditions and risks of this Transaction. It is also capable of assuming, and assumes, the risks of the Transaction. (iii) Status of Parties. The other party is not acting as a fiduciary for or adviser to it in respect of this Transaction. Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter or facsimile substantially similar to this letter,which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms.  "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-07-25</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>PLN</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000</initialValue> <currency>PLN</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.3</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-16</adjustedDate> <adjustedDate>2014-11-18</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-16</adjustedDate> <adjustedDate>2015-02-18</adjustedDate> <adjustedDate>2015-03-18</adjustedDate> <adjustedDate>2015-04-16</adjustedDate> <adjustedDate>2015-05-18</adjustedDate> <adjustedDate>2015-06-18</adjustedDate> <adjustedDate>2015-07-16</adjustedDate> <adjustedDate>2015-08-18</adjustedDate> <adjustedDate>2015-09-17</adjustedDate> <finalExpiryDate>2015-09-17</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-20</adjustedDate> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-22</adjustedDate> <adjustedDate>2015-01-20</adjustedDate> <adjustedDate>2015-02-20</adjustedDate> <adjustedDate>2015-03-20</adjustedDate> <adjustedDate>2015-04-20</adjustedDate> <adjustedDate>2015-05-20</adjustedDate> <adjustedDate>2015-06-22</adjustedDate> <adjustedDate>2015-07-20</adjustedDate> <adjustedDate>2015-08-20</adjustedDate> <adjustedDate>2015-09-21</adjustedDate> <finalSettlementDate>2015-09-21</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>PLN</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>4.24</initialValue> </strike> <leverage> <condition>AtOrAbove</condition> <barrierReference href="barrier"/> <ratio> <initialValue>1.5</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>Below</condition> <barrierReference href="barrier"/> </upperBound> </constantPayoffRegion> <barrier id="barrier"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>4.28</initialValue> </triggerRate> </barrier> <settlementPeriodSchedule> <settlementPeriod> <expiryDate>2014-10-16</expiryDate> <settlementDate>2014-10-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2014-11-18</expiryDate> <settlementDate>2014-11-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2014-12-18</expiryDate> <settlementDate>2014-12-22</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-01-16</expiryDate> <settlementDate>2015-01-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-02-18</expiryDate> <settlementDate>2015-02-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-03-18</expiryDate> <settlementDate>2015-03-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-04-16</expiryDate> <settlementDate>2015-04-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-05-18</expiryDate> <settlementDate>2015-05-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-06-18</expiryDate> <settlementDate>2015-06-22</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-07-16</expiryDate> <settlementDate>2015-07-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-08-18</expiryDate> <settlementDate>2015-08-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-09-17</expiryDate> <settlementDate>2015-09-21</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> </settlementPeriodSchedule> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX FX Target EKI with Settlement Period Schedule" description: " " confirmation: "   1. General Terms: Each FX Transaction to which this Confirmation relates has the following general terms in common: Trade Date: 25 July 2014 Amount and currency payable by Party A: Notional Amount Amount and currency payable by Party B: EUR (Notional Amount / Settlement Rate) Settlement Rate: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Barrier Level: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Notional Amount: As detailed in Section 2, expressed as an amount in PLN, subject to adjustment in accordance with the Notional Amount Provisions in Section 3 Business Day Convention: Following Calculation Agent: Party A Spot Rate: Means, for the purposes of the Notional and Termination Provisions below, the currency exchange rate (which may be determined from relevant cross rates) at the time at which such rate is to be determined for foreign exchange transactions in the relevant Currency Pair, for value on the spot settlement date as published on Reuters Page ECB37 or, in the event that such rate is not published, such alternative currency exchange rate as the Calculation Agent, acting in good faith, selects or determines. 2. Individual Terms: Each of the FX Transactions to which this Confirmation relates have the following individual terms: FX Transaction No Fixing Date Settlement Date Leveraged Notional Amount (PLN) Notional Amount (PLN) 1 16 October 2014 20 October 2014 3,000,000.00 2,000,000.00 2 18 November 2014 20 November 2014 3,000,000.00 2,000,000.00 3 18 December 2014 22 December 2014 3,000,000.00 2,000,000.00 4 16 January 2015 20 January 2015 3,000,000.00 2,000,000.00 5 18 February 2015 20 February 2015 3,000,000.00 2,000,000.00 6 18 March 2015 20 March 2015 3,000,000.00 2,000,000.00 7 16 April 2015 20 April 2015 3,000,000.00 2,000,000.00 8 18 May 2015 20 May 2015 3,000,000.00 2,000,000.00 9 18 June 2015 22 June 2015 3,000,000.00 2,000,000.00 10 16 July 2015 20 July 2015 3,000,000.00 2,000,000.00 11 18 August 2015 20 August 2015 3,000,000.00 2,000,000.00 12 17 September 2015 21 September 2015 3,000,000.00 2,000,000.00 FX Transaction No Settlement Rate Barrier Level 1 4.24 4.28 2 4.24 4.28 Dear Sirs, The purpose of this letter agreement is to confirm the terms and conditions of the transaction entered into between us Bank A, London Branch (“Party A”) and XXXXXXXXXXXXX (“Party B”) on the Trade Date referred to below (the “Transaction”). The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the “FX Definitions”) as published by the International Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee. are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and this Confirmation, this Confirmation will prevail. If you and we are parties to either an ISDA Interest Rate and Currency Exchange Agreement (for which purposes this Transaction shall constitute a “Swap Transaction”) or an ISDA Master Agreement (in each case an “Agreement”) then this Confirmation supplements, forms part of and is subject to such Agreement. If you and we are not yet parties to an Agreement then this Confirmation evidences a complete and binding agreement between Party A and Party B as to the terms of the Transaction to which this Confirmation relates. In addition Party A and Party B agree to use all reasonable efforts promptly to negotiate, execute and deliver an agreement in the form of the ISDA Master Agreement (Multicurrency – Cross Border) (the “ISDA Form”) with such modifications as you and we will in good faith agree. Upon execution by Party A and Party B of such an agreement, this Confirmation will supplement, form part of, and be subject to that agreement. All provisions contained or incorporated by reference in that agreement upon its execution will govern this Confirmation. Until we execute and deliver that agreement, this Confirmation, together with all other documents referring to the ISDA Form (each a “Confirmation”) confirming transactions (each a “Transaction”) entered into between us (notwithstanding anything to the contrary in a Confirmation) shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreement on the Trade Date of the first such Transaction between us and such form with the schedule thereto (i) specifying only that (a) the governing law is English law and (b) the Termination Currency is U.S. Dollars, (ii) incorporating the addition to the definition of the “Indemnifiable Tax” contained in (page 48 of) the ISDA “Users Guide to the 1992 ISDA Master Agreements” and (iii) incorporating any other modifications to the ISDA Form specified below. The terms of the Transaction to which this Confirmation relates are as follows: 3 4.24 4.28 4 4.24 4.28 5 4.24 4.28 6 4.24 4.28 7 4.24 4.28 8 4.24 4.28 9 4.24 4.28 10 4.24 4.28 11 4.24 4.28 12 4.24 4.28 3. Notional Amount Provisions If the Spot Rate is, on an Observation Date, greater than the relevant Settlement Rate and less than the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to zero. If the Spot Rate is, on an Observation Date, greater than or equal to the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to the Leveraged Notional Amount. 4. Termination Provisions "As further set out within the following, it is a term of each FX Transaction documented by this Confirmation that the parties' remaining scheduled settlement obligations in respect of each such FX Transaction shall be reduced to zero in the event that the Trigger Level is breached (a “Target Profit Event”) Where: "Trigger Level" means 0.3 A Target Profit Event shall be deemed to have occurred in the event that the Accumulated Trigger Factor is equal to or exceeds the Trigger Level on any Observation Date." The Accumulated Trigger Factor is the sum of each Trigger Factor calculated on each Observation Date in accordance with the following. The "Trigger Factor" shall be calculated on each Observation Date by the Calculation Agent as follows: Max [0, (Settlement Rate – Observed Spot Rate)] Where: "Observed Spot Rate" means the Spot Rate observed by the Calculation Agent on the relevant Observation Date. For the avoidance of doubt, in the event that the Accumulated Trigger Factor exceeds the Trigger Level on any Observation Date (a “Target Profit Event”), the parties shall pay their next scheduled settlement obligations on the next scheduled Settlement Date with the Notional Amount being adjusted in accordance with the following: - Notional Amount * [Remaining Trigger Factor / (Settlement Rate - Observed Spot Rate)] Where Remaining Trigger Factor shall be calculated as follows: - Trigger Level - Accumulated Trigger Factor calculated immediately following the previous Observation Date. Upon the occurrence of a Target Profit Event, all remaining payments scheduled to be made by either party on all following scheduled Settlement Dates shall be reduced to zero and neither party shall make any further payments in respect of any FX Transaction documented by this Confirmation. 5. Representations: Each party represents to the other party as of the date that it enters into this Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for this Transaction): (i) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into this Transaction and as to whether the Transaction is appropriate or proper for it based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction, it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered to be investment advice or a recommendation to enter into the Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of this Transaction. (ii) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts the terms and conditions and risks of this Transaction. It is also capable of assuming, and assumes, the risks of the Transaction. (iii) Status of Parties. The other party is not acting as a fiduciary for or adviser to it in respect of this Transaction. Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter or facsimile substantially similar to this letter,which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms.  " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-07-25</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>PLN</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000</initialValue> <currency>PLN</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.3</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-16</adjustedDate> <adjustedDate>2014-11-18</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-16</adjustedDate> <adjustedDate>2015-02-18</adjustedDate> <adjustedDate>2015-03-18</adjustedDate> <adjustedDate>2015-04-16</adjustedDate> <adjustedDate>2015-05-18</adjustedDate> <adjustedDate>2015-06-18</adjustedDate> <adjustedDate>2015-07-16</adjustedDate> <adjustedDate>2015-08-18</adjustedDate> <adjustedDate>2015-09-17</adjustedDate> <finalExpiryDate>2015-09-17</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-20</adjustedDate> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-22</adjustedDate> <adjustedDate>2015-01-20</adjustedDate> <adjustedDate>2015-02-20</adjustedDate> <adjustedDate>2015-03-20</adjustedDate> <adjustedDate>2015-04-20</adjustedDate> <adjustedDate>2015-05-20</adjustedDate> <adjustedDate>2015-06-22</adjustedDate> <adjustedDate>2015-07-20</adjustedDate> <adjustedDate>2015-08-20</adjustedDate> <adjustedDate>2015-09-21</adjustedDate> <finalSettlementDate>2015-09-21</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>PLN</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>4.24</initialValue> </strike> <leverage> <condition>AtOrAbove</condition> <barrierReference href="barrier"/> <ratio> <initialValue>1.5</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>Below</condition> <barrierReference href="barrier"/> </upperBound> </constantPayoffRegion> <barrier id="barrier"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>4.28</initialValue> </triggerRate> </barrier> <settlementPeriodSchedule> <settlementPeriod> <expiryDate>2014-10-16</expiryDate> <settlementDate>2014-10-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2014-11-18</expiryDate> <settlementDate>2014-11-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2014-12-18</expiryDate> <settlementDate>2014-12-22</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-01-16</expiryDate> <settlementDate>2015-01-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-02-18</expiryDate> <settlementDate>2015-02-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-03-18</expiryDate> <settlementDate>2015-03-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-04-16</expiryDate> <settlementDate>2015-04-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-05-18</expiryDate> <settlementDate>2015-05-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-06-18</expiryDate> <settlementDate>2015-06-22</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-07-16</expiryDate> <settlementDate>2015-07-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-08-18</expiryDate> <settlementDate>2015-08-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-09-17</expiryDate> <settlementDate>2015-09-21</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> </settlementPeriodSchedule> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

category: "FX FX Target EKI with Settlement Period Schedule and References"

description: " References to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior. "

confirmation: "   1. General Terms: Each FX Transaction to which this Confirmation relates has the following general terms in common: Trade Date: 25 July 2014 Amount and currency payable by Party A: Notional Amount Amount and currency payable by Party B: EUR (Notional Amount / Settlement Rate) Settlement Rate: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Barrier Level: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Notional Amount: As detailed in Section 2, expressed as an amount in PLN, subject to adjustment in accordance with the Notional Amount Provisions in Section 3 Business Day Convention: Following Calculation Agent: Party A Spot Rate: Means, for the purposes of the Notional and Termination Provisions below, the currency exchange rate (which may be determined from relevant cross rates) at the time at which such rate is to be determined for foreign exchange transactions in the relevant Currency Pair, for value on the spot settlement date as published on Reuters Page ECB37 or, in the event that such rate is not published, such alternative currency exchange rate as the Calculation Agent, acting in good faith, selects or determines. 2. Individual Terms: Each of the FX Transactions to which this Confirmation relates have the following individual terms: FX Transaction No Fixing Date Settlement Date Leveraged Notional Amount (PLN) Notional Amount (PLN) 1 16 October 2014 20 October 2014 3,000,000.00 2,000,000.00 2 18 November 2014 20 November 2014 3,000,000.00 2,000,000.00 3 18 December 2014 22 December 2014 3,000,000.00 2,000,000.00 4 16 January 2015 20 January 2015 3,000,000.00 2,000,000.00 5 18 February 2015 20 February 2015 3,000,000.00 2,000,000.00 6 18 March 2015 20 March 2015 3,000,000.00 2,000,000.00 7 16 April 2015 20 April 2015 3,000,000.00 2,000,000.00 8 18 May 2015 20 May 2015 3,000,000.00 2,000,000.00 9 18 June 2015 22 June 2015 3,000,000.00 2,000,000.00 10 16 July 2015 20 July 2015 3,000,000.00 2,000,000.00 11 18 August 2015 20 August 2015 3,000,000.00 2,000,000.00 12 17 September 2015 21 September 2015 3,000,000.00 2,000,000.00 FX Transaction No Settlement Rate Barrier Level 1 4.24 4.28 2 4.24 4.28 Dear Sirs, The purpose of this letter agreement is to confirm the terms and conditions of the transaction entered into between us Bank A, London Branch (“Party A”) and XXXXXXXXXXXXX (“Party B”) on the Trade Date referred to below (the “Transaction”). The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the “FX Definitions”) as published by the International Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee. are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and this Confirmation, this Confirmation will prevail. If you and we are parties to either an ISDA Interest Rate and Currency Exchange Agreement (for which purposes this Transaction shall constitute a “Swap Transaction”) or an ISDA Master Agreement (in each case an “Agreement”) then this Confirmation supplements, forms part of and is subject to such Agreement. If you and we are not yet parties to an Agreement then this Confirmation evidences a complete and binding agreement between Party A and Party B as to the terms of the Transaction to which this Confirmation relates. In addition Party A and Party B agree to use all reasonable efforts promptly to negotiate, execute and deliver an agreement in the form of the ISDA Master Agreement (Multicurrency – Cross Border) (the “ISDA Form”) with such modifications as you and we will in good faith agree. Upon execution by Party A and Party B of such an agreement, this Confirmation will supplement, form part of, and be subject to that agreement. All provisions contained or incorporated by reference in that agreement upon its execution will govern this Confirmation. Until we execute and deliver that agreement, this Confirmation, together with all other documents referring to the ISDA Form (each a “Confirmation”) confirming transactions (each a “Transaction”) entered into between us (notwithstanding anything to the contrary in a Confirmation) shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreement on the Trade Date of the first such Transaction between us and such form with the schedule thereto (i) specifying only that (a) the governing law is English law and (b) the Termination Currency is U.S. Dollars, (ii) incorporating the addition to the definition of the “Indemnifiable Tax” contained in (page 48 of) the ISDA “Users Guide to the 1992 ISDA Master Agreements” and (iii) incorporating any other modifications to the ISDA Form specified below. The terms of the Transaction to which this Confirmation relates are as follows: 3 4.24 4.28 4 4.24 4.28 5 4.24 4.28 6 4.24 4.28 7 4.24 4.28 8 4.24 4.28 9 4.24 4.28 10 4.24 4.28 11 4.24 4.28 12 4.24 4.28 3. Notional Amount Provisions If the Spot Rate is, on an Observation Date, greater than the relevant Settlement Rate and less than the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to zero. If the Spot Rate is, on an Observation Date, greater than or equal to the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to the Leveraged Notional Amount. 4. Termination Provisions "As further set out within the following, it is a term of each FX Transaction documented by this Confirmation that the parties' remaining scheduled settlement obligations in respect of each such FX Transaction shall be reduced to zero in the event that the Trigger Level is breached (a “Target Profit Event”) Where: "Trigger Level" means 0.3 A Target Profit Event shall be deemed to have occurred in the event that the Accumulated Trigger Factor is equal to or exceeds the Trigger Level on any Observation Date." The Accumulated Trigger Factor is the sum of each Trigger Factor calculated on each Observation Date in accordance with the following. The "Trigger Factor" shall be calculated on each Observation Date by the Calculation Agent as follows: Max [0, (Settlement Rate – Observed Spot Rate)] Where: "Observed Spot Rate" means the Spot Rate observed by the Calculation Agent on the relevant Observation Date. For the avoidance of doubt, in the event that the Accumulated Trigger Factor exceeds the Trigger Level on any Observation Date (a “Target Profit Event”), the parties shall pay their next scheduled settlement obligations on the next scheduled Settlement Date with the Notional Amount being adjusted in accordance with the following: - Notional Amount * [Remaining Trigger Factor / (Settlement Rate - Observed Spot Rate)] Where Remaining Trigger Factor shall be calculated as follows: - Trigger Level - Accumulated Trigger Factor calculated immediately following the previous Observation Date. Upon the occurrence of a Target Profit Event, all remaining payments scheduled to be made by either party on all following scheduled Settlement Dates shall be reduced to zero and neither party shall make any further payments in respect of any FX Transaction documented by this Confirmation. 5. Representations: Each party represents to the other party as of the date that it enters into this Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for this Transaction): (i) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into this Transaction and as to whether the Transaction is appropriate or proper for it based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction, it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered to be investment advice or a recommendation to enter into the Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of this Transaction. (ii) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts the terms and conditions and risks of this Transaction. It is also capable of assuming, and assumes, the risks of the Transaction. (iii) Status of Parties. The other party is not acting as a fiduciary for or adviser to it in respect of this Transaction. Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter or facsimile substantially similar to this letter,which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms.  "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-07-25</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>PLN</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000</initialValue> <currency>PLN</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.3</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-16</adjustedDate> <adjustedDate>2014-11-18</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-16</adjustedDate> <adjustedDate>2015-02-18</adjustedDate> <adjustedDate>2015-03-18</adjustedDate> <adjustedDate>2015-04-16</adjustedDate> <adjustedDate>2015-05-18</adjustedDate> <adjustedDate>2015-06-18</adjustedDate> <adjustedDate>2015-07-16</adjustedDate> <adjustedDate>2015-08-18</adjustedDate> <adjustedDate>2015-09-17</adjustedDate> <finalExpiryDate>2015-09-17</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-20</adjustedDate> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-22</adjustedDate> <adjustedDate>2015-01-20</adjustedDate> <adjustedDate>2015-02-20</adjustedDate> <adjustedDate>2015-03-20</adjustedDate> <adjustedDate>2015-04-20</adjustedDate> <adjustedDate>2015-05-20</adjustedDate> <adjustedDate>2015-06-22</adjustedDate> <adjustedDate>2015-07-20</adjustedDate> <adjustedDate>2015-08-20</adjustedDate> <adjustedDate>2015-09-21</adjustedDate> <finalSettlementDate>2015-09-21</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion id="region"> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>PLN</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>4.24</initialValue> </strike> <leverage> <condition>AtOrAbove</condition> <barrierReference href="barrier"/> <ratio> <initialValue>1.5</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>Below</condition> <barrierReference href="barrier"/> </upperBound> </constantPayoffRegion> <barrier id="barrier"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>4.28</initialValue> </triggerRate> </barrier> <settlementPeriodSchedule> <settlementPeriod> <expiryDate>2014-10-16</expiryDate> <settlementDate>2014-10-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <!-- References to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. --> <payoffRegionReference href="region"/> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <!-- References to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. --> <barrierReference href="barrier"/> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2014-11-18</expiryDate> <settlementDate>2014-11-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2014-12-18</expiryDate> <settlementDate>2014-12-22</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-01-16</expiryDate> <settlementDate>2015-01-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-02-18</expiryDate> <settlementDate>2015-02-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-03-18</expiryDate> <settlementDate>2015-03-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-04-16</expiryDate> <settlementDate>2015-04-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-05-18</expiryDate> <settlementDate>2015-05-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-06-18</expiryDate> <settlementDate>2015-06-22</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-07-16</expiryDate> <settlementDate>2015-07-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-08-18</expiryDate> <settlementDate>2015-08-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-09-17</expiryDate> <settlementDate>2015-09-21</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> </settlementPeriodSchedule> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX FX Target EKI with Settlement Period Schedule and References" description: " References to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior. " confirmation: "   1. General Terms: Each FX Transaction to which this Confirmation relates has the following general terms in common: Trade Date: 25 July 2014 Amount and currency payable by Party A: Notional Amount Amount and currency payable by Party B: EUR (Notional Amount / Settlement Rate) Settlement Rate: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Barrier Level: As detailed in Section 2, expressed as an amount of PLN per EUR 1.00 Notional Amount: As detailed in Section 2, expressed as an amount in PLN, subject to adjustment in accordance with the Notional Amount Provisions in Section 3 Business Day Convention: Following Calculation Agent: Party A Spot Rate: Means, for the purposes of the Notional and Termination Provisions below, the currency exchange rate (which may be determined from relevant cross rates) at the time at which such rate is to be determined for foreign exchange transactions in the relevant Currency Pair, for value on the spot settlement date as published on Reuters Page ECB37 or, in the event that such rate is not published, such alternative currency exchange rate as the Calculation Agent, acting in good faith, selects or determines. 2. Individual Terms: Each of the FX Transactions to which this Confirmation relates have the following individual terms: FX Transaction No Fixing Date Settlement Date Leveraged Notional Amount (PLN) Notional Amount (PLN) 1 16 October 2014 20 October 2014 3,000,000.00 2,000,000.00 2 18 November 2014 20 November 2014 3,000,000.00 2,000,000.00 3 18 December 2014 22 December 2014 3,000,000.00 2,000,000.00 4 16 January 2015 20 January 2015 3,000,000.00 2,000,000.00 5 18 February 2015 20 February 2015 3,000,000.00 2,000,000.00 6 18 March 2015 20 March 2015 3,000,000.00 2,000,000.00 7 16 April 2015 20 April 2015 3,000,000.00 2,000,000.00 8 18 May 2015 20 May 2015 3,000,000.00 2,000,000.00 9 18 June 2015 22 June 2015 3,000,000.00 2,000,000.00 10 16 July 2015 20 July 2015 3,000,000.00 2,000,000.00 11 18 August 2015 20 August 2015 3,000,000.00 2,000,000.00 12 17 September 2015 21 September 2015 3,000,000.00 2,000,000.00 FX Transaction No Settlement Rate Barrier Level 1 4.24 4.28 2 4.24 4.28 Dear Sirs, The purpose of this letter agreement is to confirm the terms and conditions of the transaction entered into between us Bank A, London Branch (“Party A”) and XXXXXXXXXXXXX (“Party B”) on the Trade Date referred to below (the “Transaction”). The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the “FX Definitions”) as published by the International Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee. are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and this Confirmation, this Confirmation will prevail. If you and we are parties to either an ISDA Interest Rate and Currency Exchange Agreement (for which purposes this Transaction shall constitute a “Swap Transaction”) or an ISDA Master Agreement (in each case an “Agreement”) then this Confirmation supplements, forms part of and is subject to such Agreement. If you and we are not yet parties to an Agreement then this Confirmation evidences a complete and binding agreement between Party A and Party B as to the terms of the Transaction to which this Confirmation relates. In addition Party A and Party B agree to use all reasonable efforts promptly to negotiate, execute and deliver an agreement in the form of the ISDA Master Agreement (Multicurrency – Cross Border) (the “ISDA Form”) with such modifications as you and we will in good faith agree. Upon execution by Party A and Party B of such an agreement, this Confirmation will supplement, form part of, and be subject to that agreement. All provisions contained or incorporated by reference in that agreement upon its execution will govern this Confirmation. Until we execute and deliver that agreement, this Confirmation, together with all other documents referring to the ISDA Form (each a “Confirmation”) confirming transactions (each a “Transaction”) entered into between us (notwithstanding anything to the contrary in a Confirmation) shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreement on the Trade Date of the first such Transaction between us and such form with the schedule thereto (i) specifying only that (a) the governing law is English law and (b) the Termination Currency is U.S. Dollars, (ii) incorporating the addition to the definition of the “Indemnifiable Tax” contained in (page 48 of) the ISDA “Users Guide to the 1992 ISDA Master Agreements” and (iii) incorporating any other modifications to the ISDA Form specified below. The terms of the Transaction to which this Confirmation relates are as follows: 3 4.24 4.28 4 4.24 4.28 5 4.24 4.28 6 4.24 4.28 7 4.24 4.28 8 4.24 4.28 9 4.24 4.28 10 4.24 4.28 11 4.24 4.28 12 4.24 4.28 3. Notional Amount Provisions If the Spot Rate is, on an Observation Date, greater than the relevant Settlement Rate and less than the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to zero. If the Spot Rate is, on an Observation Date, greater than or equal to the relevant Barrier Level, the Notional Amount for that particular Transaction shall be adjusted to the Leveraged Notional Amount. 4. Termination Provisions "As further set out within the following, it is a term of each FX Transaction documented by this Confirmation that the parties' remaining scheduled settlement obligations in respect of each such FX Transaction shall be reduced to zero in the event that the Trigger Level is breached (a “Target Profit Event”) Where: "Trigger Level" means 0.3 A Target Profit Event shall be deemed to have occurred in the event that the Accumulated Trigger Factor is equal to or exceeds the Trigger Level on any Observation Date." The Accumulated Trigger Factor is the sum of each Trigger Factor calculated on each Observation Date in accordance with the following. The "Trigger Factor" shall be calculated on each Observation Date by the Calculation Agent as follows: Max [0, (Settlement Rate – Observed Spot Rate)] Where: "Observed Spot Rate" means the Spot Rate observed by the Calculation Agent on the relevant Observation Date. For the avoidance of doubt, in the event that the Accumulated Trigger Factor exceeds the Trigger Level on any Observation Date (a “Target Profit Event”), the parties shall pay their next scheduled settlement obligations on the next scheduled Settlement Date with the Notional Amount being adjusted in accordance with the following: - Notional Amount * [Remaining Trigger Factor / (Settlement Rate - Observed Spot Rate)] Where Remaining Trigger Factor shall be calculated as follows: - Trigger Level - Accumulated Trigger Factor calculated immediately following the previous Observation Date. Upon the occurrence of a Target Profit Event, all remaining payments scheduled to be made by either party on all following scheduled Settlement Dates shall be reduced to zero and neither party shall make any further payments in respect of any FX Transaction documented by this Confirmation. 5. Representations: Each party represents to the other party as of the date that it enters into this Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for this Transaction): (i) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into this Transaction and as to whether the Transaction is appropriate or proper for it based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction, it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered to be investment advice or a recommendation to enter into the Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of this Transaction. (ii) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts the terms and conditions and risks of this Transaction. It is also capable of assuming, and assumes, the risks of the Transaction. (iii) Status of Parties. The other party is not acting as a fiduciary for or adviser to it in respect of this Transaction. Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter or facsimile substantially similar to this letter,which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms.  " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- Pivot Tarf example.docx --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="ptyA"/> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-07-25</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>PLN</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>2000000</initialValue> <currency>PLN</currency> </notionalAmount> <target> <accumulationRegion> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="s1"/> </upperBound> </accumulationRegion> <knockoutLevel> <intrinsicValue>0.3</intrinsicValue> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-16</adjustedDate> <adjustedDate>2014-11-18</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-16</adjustedDate> <adjustedDate>2015-02-18</adjustedDate> <adjustedDate>2015-03-18</adjustedDate> <adjustedDate>2015-04-16</adjustedDate> <adjustedDate>2015-05-18</adjustedDate> <adjustedDate>2015-06-18</adjustedDate> <adjustedDate>2015-07-16</adjustedDate> <adjustedDate>2015-08-18</adjustedDate> <adjustedDate>2015-09-17</adjustedDate> <finalExpiryDate>2015-09-17</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-20</adjustedDate> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-22</adjustedDate> <adjustedDate>2015-01-20</adjustedDate> <adjustedDate>2015-02-20</adjustedDate> <adjustedDate>2015-03-20</adjustedDate> <adjustedDate>2015-04-20</adjustedDate> <adjustedDate>2015-05-20</adjustedDate> <adjustedDate>2015-06-22</adjustedDate> <adjustedDate>2015-07-20</adjustedDate> <adjustedDate>2015-08-20</adjustedDate> <adjustedDate>2015-09-21</adjustedDate> <finalSettlementDate>2015-09-21</finalSettlementDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion id="region"> <exchangedCurrency1> <payerPartyReference href="ptyB"/> <receiverPartyReference href="ptyA"/> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="ptyA"/> <receiverPartyReference href="ptyB"/> <currency>PLN</currency> </exchangedCurrency2> <strike id="s1"> <initialValue>4.24</initialValue> </strike> <leverage> <condition>AtOrAbove</condition> <barrierReference href="barrier"/> <ratio> <initialValue>1.5</initialValue> </ratio> </leverage> </linearPayoffRegion> <constantPayoffRegion> <lowerBound> <condition>Above</condition> <strikeReference href="s1"/> </lowerBound> <upperBound> <condition>Below</condition> <barrierReference href="barrier"/> </upperBound> </constantPayoffRegion> <barrier id="barrier"> <barrierType>Knockin</barrierType> <style>European</style> <scope>PerExpiry</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>4.28</initialValue> </triggerRate> </barrier> <settlementPeriodSchedule> <settlementPeriod> <expiryDate>2014-10-16</expiryDate> <settlementDate>2014-10-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <!-- References to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. --> <payoffRegionReference href="region"/> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <!-- References to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. --> <barrierReference href="barrier"/> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2014-11-18</expiryDate> <settlementDate>2014-11-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2014-12-18</expiryDate> <settlementDate>2014-12-22</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-01-16</expiryDate> <settlementDate>2015-01-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-02-18</expiryDate> <settlementDate>2015-02-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-03-18</expiryDate> <settlementDate>2015-03-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-04-16</expiryDate> <settlementDate>2015-04-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-05-18</expiryDate> <settlementDate>2015-05-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-06-18</expiryDate> <settlementDate>2015-06-22</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-07-16</expiryDate> <settlementDate>2015-07-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-08-18</expiryDate> <settlementDate>2015-08-20</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> <settlementPeriod> <expiryDate>2015-09-17</expiryDate> <settlementDate>2015-09-21</settlementDate> <notionalAmount>2000000</notionalAmount> <payoff> <strike>4.24</strike> <leverage> <notionalAmount>3000000</notionalAmount> </leverage> </payoff> <barrier> <triggerRate>4.28</triggerRate> </barrier> </settlementPeriod> </settlementPeriodSchedule> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="ptyA"/> </calculationAgent> </trade> <party id="ptyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="ptyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </executionNotification>"

category: "FX Accrual Forward"

description: " "

confirmation: " 1 of 3 Sample Confirmation DATE: [●] TO: [COUNTERPARTY] ATTENTION: FROM: [Party1 ENTITY] SUBJECT: FX Transaction REFERENCE NUMBER: [●] The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above - referenced Transaction entered into on the Trade Date specified below (the "Transaction") between Party 1 Entity ("Party1 ") and [COUNTERPARTY] ("Counterparty Party2 "). This communication constitutes a "Confirmation". This Confirmation shall supercede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connection with this Transaction . Unless otherw ise indicated we have acted as principal in respect of this Transaction. The venue and time of execution of this Transaction are available on request. 1. This Confirmation is subject to, and incorporates, the definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro Definitions, collectively referred to hereinafter as the "1998 FX Definitions") as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. This Confirmation supplements, forms a part of and is subject to the 1992 ISDA Ma ster Agreement dated as of [●] between Party1 and Counterparty Party2 , as amended and supplemented from time to time (the "Agreement"). All provisions contained in, or incorporated by reference to, the Agreement shall govern this Confirmation except as expressly modi fied below. In the event of any inconsistency between this Confirmation and the 1998 FX Definitions or the Agreement, as the case may be, this Confirmation will govern. 2. General Terms of this Transaction: Trade Date: Mar 2 6 2011 Transaction Fee: EUR 3,736 .00, payable by Party1 to Counterparty on the Transaction Fee Payment Date Transaction Fee Payment Date: Mar 30 2011 Currency and Amount payable by Counterparty (“ EUR Amount”): USD Amount / Forward Rate Currency and Amount p ayable by Party1 (“USD Amount”): (USD 7,000.00 * Accumulation Factor (subject to a Maximum USD Amount of USD 252,000.00) Forward Rate: 1.40 USD/EUR Accumulation Level 1: 1.30 USD/EUR Accumulation Dates: As listed in Exhibit A, attached hereto First Accumulation Date: Sep 28 2011 Final Accumulation Date: Nov 18 2011 Quantity Determination Date: Final Accumulation Date Quantity Determination Time: 2:15 p.m. Central European time Settlement: Deliverable Settlement Date: Nov 22 2011 3. Special Conditions: If the Fixing Exchange Rate is above the Accumulation Level 1 on an Accumulation Date, then an “Accumulation Event” will be deemed to have occurred on such a date. 2 of 3 4. Definitions: “Accumulation Factor” shall mean the total number of Accumulation Dates on which an Accumulation Event has occurred as determined by the Calculation Agent at the Quantity Determination Time on the Quantity Determination Date. “Fixing Exchange Rate” shall mean with respect to a Fixing Date, the USD/EUR rate, expressed as the amount of U.S. Dollar per one Euro, as reported at approximately 2:15 p.m. Central European time as reported by the European Central Bank as displayed on Reuters Screen ECB37, or such other symbol or page that may replace such symbol or p age for the purpose of displaying such exchange rates; provided, however, that if such page is no longer published, or is not published as of the designated time and date, and no replacement symbol or page is designated, the Calculation Agent shall determine such affected Fixing Exchange Rate in good faith and in a commercially reasonable manner. "Calculation Agent" shall mean Party1 , the calculations and determinations of which shall be binding in absence of manifest error. Please confirm that the foregoing correctly sets forth the terms of our agreement with respect to this Transaction (Reference Number: [●]) by signing this Confirmation in the space provided below and immediately returning a copy of the executed Confirmatio n via facsimile to the attention of FX Operations at [●]. Very truly yours, Agreed and Accepted By: [COUNTERPARTY] (Reference Number: [●]) 3 of 3 Exhibit A: (Reference Number: [●]) Accumulation Date Sep 28 2011 Sep 29 2011 Sep 30 2011 Oct 03 2011 Oct 04 2011 Oct 05 2011 Oct 06 2011 Oct 07 2011 Oct 11 2011 Oct 12 2011 Oct 13 2011 Oct 14 2011 Oct 17 2011 Oct 18 2011 Oct 19 2011 Oct 20 2011 Oct 21 2011 Oct 24 2011 Oct 25 2011 Oct 26 2011 Oct 27 2011 Oct 28 2011 Oct 31 2011 Nov 01 2011 Nov 02 2011 Nov 03 2011 Nov 04 2011 Nov 07 2011 Nov 08 2011 Nov 09 2011 Nov 10 2011 Nov 14 2011 Nov 15 2011 Nov 16 2011 Nov 17 2011 Nov 18 2011 "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex44-fx-accrual-forward.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2011-03-26</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>252000.00</initialValue> <currency>USD</currency> </notionalAmount> <accrual> <observable id="ob1"> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>EUTA</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.3</initialValue> </level> </lowerBound> </accrualRegion> <fixingSchedule> <fixingDate>2011-09-28</fixingDate> <fixingDate>2011-09-29</fixingDate> <fixingDate>2011-09-30</fixingDate> <fixingDate>2011-10-03</fixingDate> <fixingDate>2011-10-04</fixingDate> <fixingDate>2011-10-05</fixingDate> <fixingDate>2011-10-06</fixingDate> <fixingDate>2011-10-07</fixingDate> <fixingDate>2011-10-11</fixingDate> <fixingDate>2011-10-12</fixingDate> <fixingDate>2011-10-13</fixingDate> <fixingDate>2011-10-14</fixingDate> <fixingDate>2011-10-17</fixingDate> <fixingDate>2011-10-18</fixingDate> <fixingDate>2011-10-19</fixingDate> <fixingDate>2011-10-20</fixingDate> <fixingDate>2011-10-21</fixingDate> <fixingDate>2011-10-24</fixingDate> <fixingDate>2011-10-25</fixingDate> <fixingDate>2011-10-26</fixingDate> <fixingDate>2011-10-27</fixingDate> <fixingDate>2011-10-28</fixingDate> <fixingDate>2011-10-31</fixingDate> <fixingDate>2011-11-01</fixingDate> <fixingDate>2011-11-02</fixingDate> <fixingDate>2011-11-03</fixingDate> <fixingDate>2011-11-04</fixingDate> <fixingDate>2011-11-07</fixingDate> <fixingDate>2011-11-08</fixingDate> <fixingDate>2011-11-09</fixingDate> <fixingDate>2011-11-10</fixingDate> <fixingDate>2011-11-14</fixingDate> <fixingDate>2011-11-15</fixingDate> <fixingDate>2011-11-16</fixingDate> <fixingDate>2011-11-17</fixingDate> <fixingDate>2011-11-18</fixingDate> </fixingSchedule> </accrual> <expiryDate> <!--If there is no date adjustments provided here, then they it is provided elsewhere e.g. in the documentation--> <adjustedDate>2011-11-18</adjustedDate> </expiryDate> <settlementDate> <!--If there is no date adjustments provided here, then they it is provided elsewhere e.g. in the documentation--> <adjustedDate>2011-11-22</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>USD</currency> </exchangedCurrency2> <strike> <initialValue>1.40</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <paymentAmount> <currency>EUR</currency> <amount>3736.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2011-03-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward" description: " " confirmation: " 1 of 3 Sample Confirmation DATE: [●] TO: [COUNTERPARTY] ATTENTION: FROM: [Party1 ENTITY] SUBJECT: FX Transaction REFERENCE NUMBER: [●] The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above - referenced Transaction entered into on the Trade Date specified below (the "Transaction") between Party 1 Entity ("Party1 ") and [COUNTERPARTY] ("Counterparty Party2 "). This communication constitutes a "Confirmation". This Confirmation shall supercede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connection with this Transaction . Unless otherw ise indicated we have acted as principal in respect of this Transaction. The venue and time of execution of this Transaction are available on request. 1. This Confirmation is subject to, and incorporates, the definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro Definitions, collectively referred to hereinafter as the "1998 FX Definitions") as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. This Confirmation supplements, forms a part of and is subject to the 1992 ISDA Ma ster Agreement dated as of [●] between Party1 and Counterparty Party2 , as amended and supplemented from time to time (the "Agreement"). All provisions contained in, or incorporated by reference to, the Agreement shall govern this Confirmation except as expressly modi fied below. In the event of any inconsistency between this Confirmation and the 1998 FX Definitions or the Agreement, as the case may be, this Confirmation will govern. 2. General Terms of this Transaction: Trade Date: Mar 2 6 2011 Transaction Fee: EUR 3,736 .00, payable by Party1 to Counterparty on the Transaction Fee Payment Date Transaction Fee Payment Date: Mar 30 2011 Currency and Amount payable by Counterparty (“ EUR Amount”): USD Amount / Forward Rate Currency and Amount p ayable by Party1 (“USD Amount”): (USD 7,000.00 * Accumulation Factor (subject to a Maximum USD Amount of USD 252,000.00) Forward Rate: 1.40 USD/EUR Accumulation Level 1: 1.30 USD/EUR Accumulation Dates: As listed in Exhibit A, attached hereto First Accumulation Date: Sep 28 2011 Final Accumulation Date: Nov 18 2011 Quantity Determination Date: Final Accumulation Date Quantity Determination Time: 2:15 p.m. Central European time Settlement: Deliverable Settlement Date: Nov 22 2011 3. Special Conditions: If the Fixing Exchange Rate is above the Accumulation Level 1 on an Accumulation Date, then an “Accumulation Event” will be deemed to have occurred on such a date. 2 of 3 4. Definitions: “Accumulation Factor” shall mean the total number of Accumulation Dates on which an Accumulation Event has occurred as determined by the Calculation Agent at the Quantity Determination Time on the Quantity Determination Date. “Fixing Exchange Rate” shall mean with respect to a Fixing Date, the USD/EUR rate, expressed as the amount of U.S. Dollar per one Euro, as reported at approximately 2:15 p.m. Central European time as reported by the European Central Bank as displayed on Reuters Screen ECB37, or such other symbol or page that may replace such symbol or p age for the purpose of displaying such exchange rates; provided, however, that if such page is no longer published, or is not published as of the designated time and date, and no replacement symbol or page is designated, the Calculation Agent shall determine such affected Fixing Exchange Rate in good faith and in a commercially reasonable manner. "Calculation Agent" shall mean Party1 , the calculations and determinations of which shall be binding in absence of manifest error. Please confirm that the foregoing correctly sets forth the terms of our agreement with respect to this Transaction (Reference Number: [●]) by signing this Confirmation in the space provided below and immediately returning a copy of the executed Confirmatio n via facsimile to the attention of FX Operations at [●]. Very truly yours, Agreed and Accepted By: [COUNTERPARTY] (Reference Number: [●]) 3 of 3 Exhibit A: (Reference Number: [●]) Accumulation Date Sep 28 2011 Sep 29 2011 Sep 30 2011 Oct 03 2011 Oct 04 2011 Oct 05 2011 Oct 06 2011 Oct 07 2011 Oct 11 2011 Oct 12 2011 Oct 13 2011 Oct 14 2011 Oct 17 2011 Oct 18 2011 Oct 19 2011 Oct 20 2011 Oct 21 2011 Oct 24 2011 Oct 25 2011 Oct 26 2011 Oct 27 2011 Oct 28 2011 Oct 31 2011 Nov 01 2011 Nov 02 2011 Nov 03 2011 Nov 04 2011 Nov 07 2011 Nov 08 2011 Nov 09 2011 Nov 10 2011 Nov 14 2011 Nov 15 2011 Nov 16 2011 Nov 17 2011 Nov 18 2011 " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex44-fx-accrual-forward.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2011-03-26</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>252000.00</initialValue> <currency>USD</currency> </notionalAmount> <accrual> <observable id="ob1"> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>EUTA</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.3</initialValue> </level> </lowerBound> </accrualRegion> <fixingSchedule> <fixingDate>2011-09-28</fixingDate> <fixingDate>2011-09-29</fixingDate> <fixingDate>2011-09-30</fixingDate> <fixingDate>2011-10-03</fixingDate> <fixingDate>2011-10-04</fixingDate> <fixingDate>2011-10-05</fixingDate> <fixingDate>2011-10-06</fixingDate> <fixingDate>2011-10-07</fixingDate> <fixingDate>2011-10-11</fixingDate> <fixingDate>2011-10-12</fixingDate> <fixingDate>2011-10-13</fixingDate> <fixingDate>2011-10-14</fixingDate> <fixingDate>2011-10-17</fixingDate> <fixingDate>2011-10-18</fixingDate> <fixingDate>2011-10-19</fixingDate> <fixingDate>2011-10-20</fixingDate> <fixingDate>2011-10-21</fixingDate> <fixingDate>2011-10-24</fixingDate> <fixingDate>2011-10-25</fixingDate> <fixingDate>2011-10-26</fixingDate> <fixingDate>2011-10-27</fixingDate> <fixingDate>2011-10-28</fixingDate> <fixingDate>2011-10-31</fixingDate> <fixingDate>2011-11-01</fixingDate> <fixingDate>2011-11-02</fixingDate> <fixingDate>2011-11-03</fixingDate> <fixingDate>2011-11-04</fixingDate> <fixingDate>2011-11-07</fixingDate> <fixingDate>2011-11-08</fixingDate> <fixingDate>2011-11-09</fixingDate> <fixingDate>2011-11-10</fixingDate> <fixingDate>2011-11-14</fixingDate> <fixingDate>2011-11-15</fixingDate> <fixingDate>2011-11-16</fixingDate> <fixingDate>2011-11-17</fixingDate> <fixingDate>2011-11-18</fixingDate> </fixingSchedule> </accrual> <expiryDate> <!--If there is no date adjustments provided here, then they it is provided elsewhere e.g. in the documentation--> <adjustedDate>2011-11-18</adjustedDate> </expiryDate> <settlementDate> <!--If there is no date adjustments provided here, then they it is provided elsewhere e.g. in the documentation--> <adjustedDate>2011-11-22</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>USD</currency> </exchangedCurrency2> <strike> <initialValue>1.40</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <paymentAmount> <currency>EUR</currency> <amount>3736.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2011-03-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Forward Leverage"

description: " "

confirmation: " To: Attn: Fax: Email: Date: Ref : LEVERAGED ACCRUAL FORWARD We confirm we have entered into the following Leveraged Accrual Forward Transaction (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ( “Bank” or “ Party A ”) and ( “Counterparty” or “ Party B ”) are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definiti ons") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorpo rated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of as amended and supplemented from time to time between and , Paris . All provisions contained or incorp orated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 09 June 2014 Trade Time: Available on Request Party A Bought Currency: CAD (Amount as specified below) Party B Bought Currency: USD (Amount as specified below) USD Notional Amount 1: USD 400,000.00 USD Notional Amount 2: USD 800,000.00 CAD Notional Amount 1: CAD 433,000.00 CAD Notional Amount 2: CAD 866,000.00 Forward Rate: 1.0825 CAD/USD Lower Barrier Level : 1.0400 CAD/USD Upper Barrier Level: 1.1100 CAD/USD Accrual Period Start Date: 01 October 2014 Accrual Period End Date: 31 October 2014 Accrual Period: From and including the relevant Accrual Period Start Date up to and including the r elevant Accrual Period End Date Fixing Dates: Every Toronto Business Day during the Accrual Period Expiration Time: 10:00am New York time Expiration Date: 31 October 2014 Settlement Date: 03 November 2014 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Date: Not Applicable Premium Payment Instruction: As per Standard Settlement Instructions Your Designated Office: Toronto Our Designated Office: London Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per S tandard Settlement Instructions 2. Settlement terms: If on the Expiration Date at the Expiration Time USDmat fixes at or above the Forward Rate then, the following exchange will be made on the Settlement Date Party A Buys: CAD Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period); Party B Buys: USD Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) If on the Expiration Date at the Expiration Time USDmat fixes below the Forward Rate then, the following exchange will be made in relation to the Accrual Period on the Settlement Date Party A Buys: CAD Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) Party B Buys: USD Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days " means a Fixing Date during the Accrual Period where USD mat fixes below the Upper Barrier Level and above the Lower Barrier Level . "USD mat " means the average or bid and ask prices for the mid exchange rate expressed as the amount of CAD required to buy one USD prevailing at 12:00pm Toronto Time as published on Reuters page BOFC on that Fixing day in any Accrual Period and if such rate is not available for whatever reason, the rate as deter mined by the Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Toronto and Ne w York (a “Toronto and New York Business Day”), the next following day which is a Toronto and New York Business Day. "Total Number of Toronto Business Days in the Accrual Period " is 22. For avoidance of doubt, this number is subject to change in the case of an unscheduled Toronto Business Day holiday occurring during the Accrual Period. 4. Relationship Between Parties : Each Party will be deemed to represent to the other party on the da te on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non -Reliance. It is acting for its own account, and it has made its ow n independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or proper for it based upon its own judgment and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (wri tten or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advic e or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transacti on. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction . 5. Disclosure : and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives o n such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strat egy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering i nto derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading fo r proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. Please confirm that the foregoing correctly confirms the terms of our agreement by execu ting a copy of this confirmation and returning it to Derivatives O perations at the address below. 6. Documentation : Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, wh ich letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Fax Number: Telephone number for Confirmation Queries: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex45-fx-leveraged-accrual-forward.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-09T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-06-09</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <!--USD Notional Amount 1: USD 400,000.00--> <notionalAmount> <initialValue>400000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>BOFC</rateSourcePage> <fixingTime> <hourMinuteTime>12:00:00</hourMinuteTime> <businessCenter>CATO</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.0825</initialValue> </level> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>1.1100</initialValue> </level> </upperBound> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.0400</initialValue> </level> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>1.0825</initialValue> </level> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2014-10-01</startDate> <endDate>2014-10-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>CATO</businessCenter> </businessCenters> <numberOfFixings>22</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <!--dateAdjustments defer back to the definition--> <adjustedDate>2014-10-31</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>CATO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-11-03</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>CAD</currency> </exchangedCurrency2> <strike> <!--of type "FxForwardStrikePrice"--> <initialValue>1.0825</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <!--CAD Notional Amount 1: CAD 433,000.00--> <counterCurrencyAmount> <initialValue>433000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <!--If on the Expiration Date at the Expiration Time USDmat fixes at or above the Forward Rate then, the following exchange will be made on the Settlement Date Party A Buys: CAD Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period); Party B Buys: USD Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) If on the Expiration Date at the Expiration Time USDmat fixes below the Forward Rate then, the following exchange will be made in relation to the Accrual Period on the Settlement Date Party A Buys: CAD Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) Party B Buys: USD Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) --> <leverage> <condition>Below</condition> <level> <initialValue>1.0825</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> <!--USD Notional Amount 2: USD 800,000.00--> <notionalAmount> <!--notionalAmount or ratio--> <initialValue>800000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--CAD Notional Amount 2: CAD 866,000.00--> <counterCurrencyAmount> <initialValue>866000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> </leverage> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward Leverage" description: " " confirmation: " To: Attn: Fax: Email: Date: Ref : LEVERAGED ACCRUAL FORWARD We confirm we have entered into the following Leveraged Accrual Forward Transaction (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ( “Bank” or “ Party A ”) and ( “Counterparty” or “ Party B ”) are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definiti ons") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorpo rated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of as amended and supplemented from time to time between and , Paris . All provisions contained or incorp orated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 09 June 2014 Trade Time: Available on Request Party A Bought Currency: CAD (Amount as specified below) Party B Bought Currency: USD (Amount as specified below) USD Notional Amount 1: USD 400,000.00 USD Notional Amount 2: USD 800,000.00 CAD Notional Amount 1: CAD 433,000.00 CAD Notional Amount 2: CAD 866,000.00 Forward Rate: 1.0825 CAD/USD Lower Barrier Level : 1.0400 CAD/USD Upper Barrier Level: 1.1100 CAD/USD Accrual Period Start Date: 01 October 2014 Accrual Period End Date: 31 October 2014 Accrual Period: From and including the relevant Accrual Period Start Date up to and including the r elevant Accrual Period End Date Fixing Dates: Every Toronto Business Day during the Accrual Period Expiration Time: 10:00am New York time Expiration Date: 31 October 2014 Settlement Date: 03 November 2014 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Date: Not Applicable Premium Payment Instruction: As per Standard Settlement Instructions Your Designated Office: Toronto Our Designated Office: London Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per S tandard Settlement Instructions 2. Settlement terms: If on the Expiration Date at the Expiration Time USDmat fixes at or above the Forward Rate then, the following exchange will be made on the Settlement Date Party A Buys: CAD Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period); Party B Buys: USD Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) If on the Expiration Date at the Expiration Time USDmat fixes below the Forward Rate then, the following exchange will be made in relation to the Accrual Period on the Settlement Date Party A Buys: CAD Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) Party B Buys: USD Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days " means a Fixing Date during the Accrual Period where USD mat fixes below the Upper Barrier Level and above the Lower Barrier Level . "USD mat " means the average or bid and ask prices for the mid exchange rate expressed as the amount of CAD required to buy one USD prevailing at 12:00pm Toronto Time as published on Reuters page BOFC on that Fixing day in any Accrual Period and if such rate is not available for whatever reason, the rate as deter mined by the Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Toronto and Ne w York (a “Toronto and New York Business Day”), the next following day which is a Toronto and New York Business Day. "Total Number of Toronto Business Days in the Accrual Period " is 22. For avoidance of doubt, this number is subject to change in the case of an unscheduled Toronto Business Day holiday occurring during the Accrual Period. 4. Relationship Between Parties : Each Party will be deemed to represent to the other party on the da te on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non -Reliance. It is acting for its own account, and it has made its ow n independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or proper for it based upon its own judgment and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (wri tten or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advic e or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transacti on. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction . 5. Disclosure : and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives o n such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strat egy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering i nto derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading fo r proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. Please confirm that the foregoing correctly confirms the terms of our agreement by execu ting a copy of this confirmation and returning it to Derivatives O perations at the address below. 6. Documentation : Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, wh ich letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Fax Number: Telephone number for Confirmation Queries: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex45-fx-leveraged-accrual-forward.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-09T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-06-09</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <!--USD Notional Amount 1: USD 400,000.00--> <notionalAmount> <initialValue>400000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>USD</currency1> <currency2>CAD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>BOFC</rateSourcePage> <fixingTime> <hourMinuteTime>12:00:00</hourMinuteTime> <businessCenter>CATO</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.0825</initialValue> </level> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>1.1100</initialValue> </level> </upperBound> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.0400</initialValue> </level> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>1.0825</initialValue> </level> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2014-10-01</startDate> <endDate>2014-10-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>CATO</businessCenter> </businessCenters> <numberOfFixings>22</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <!--dateAdjustments defer back to the definition--> <adjustedDate>2014-10-31</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>CATO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-11-03</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>CAD</currency> </exchangedCurrency2> <strike> <!--of type "FxForwardStrikePrice"--> <initialValue>1.0825</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <!--CAD Notional Amount 1: CAD 433,000.00--> <counterCurrencyAmount> <initialValue>433000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <!--If on the Expiration Date at the Expiration Time USDmat fixes at or above the Forward Rate then, the following exchange will be made on the Settlement Date Party A Buys: CAD Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period); Party B Buys: USD Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) If on the Expiration Date at the Expiration Time USDmat fixes below the Forward Rate then, the following exchange will be made in relation to the Accrual Period on the Settlement Date Party A Buys: CAD Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) Party B Buys: USD Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) --> <leverage> <condition>Below</condition> <level> <initialValue>1.0825</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> <!--USD Notional Amount 2: USD 800,000.00--> <notionalAmount> <!--notionalAmount or ratio--> <initialValue>800000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--CAD Notional Amount 2: CAD 866,000.00--> <counterCurrencyAmount> <initialValue>866000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> </leverage> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Forward American Lose Boost"

description: " "

confirmation: " "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- see template: fx-ex46-fx-american-lose-boost-accrual-forward.pdf --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2012-12-08T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2012-12-08</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>420000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <!--2015-08: FpML FX WG: added container "observable" that can be repeated many times with [quotedCurrencyPair + fixingInformationSource] + 1 to many "crossRate" (needed two currency pair for two crosses)--> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. Optional component. We assume here that observable could be based on some completely different currency pair, and define it again which applies to an accrual process, but 99% is going to be the same as at the top--> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>WM Company</rateSource> <rateSourcePage>JPY1</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1"/> <upperBound> <condition>Below</condition> <level> <initialValue>112.00</initialValue> </level> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <accrualRegion> <observableReference href="ob1"/> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>112.00</initialValue> </level> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>120.00</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2012-12-08</startDate> <endDate>2013-01-07</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>JPTO</businessCenter> </businessCenters> <numberOfFixings>21</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <!--dateAdjustments defer back to the definition--> <adjustedDate>2013-01-07</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>JPTO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-01-09</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <currency>JPY</currency> </exchangedCurrency2> <strike> <initialValue>112</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <!--counterCurrencyAmount is optional. the amount of the other currency not always deterministic --> <counterCurrencyAmount> <initialValue>47040000</initialValue> <currency>JPY</currency> </counterCurrencyAmount> </linearPayoffRegion> <!-- Defines a knockout barrier level beyond which either the accrual process is terminated or the option is terminated. --> <barrier> <barrierType>Knockout</barrierType> <!--American - should imply that is spot--> <style>American</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>120.00</initialValue> </triggerRate> <!--keep/loose--> <accrualRetention>Lose</accrualRetention> <quotedCurrencyPair> <!--what it is you are measuring. 2015-01-08: FpML FX WG: add choice of [triggerRate+optional informationSource] / observableReference--> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> </barrier> <additionalPayment> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <paymentAmount> <currency>USD</currency> <amount>10000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2012-12-10</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward American Lose Boost" description: " " confirmation: " " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- see template: fx-ex46-fx-american-lose-boost-accrual-forward.pdf --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2012-12-08T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2012-12-08</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>420000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <!--2015-08: FpML FX WG: added container "observable" that can be repeated many times with [quotedCurrencyPair + fixingInformationSource] + 1 to many "crossRate" (needed two currency pair for two crosses)--> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. Optional component. We assume here that observable could be based on some completely different currency pair, and define it again which applies to an accrual process, but 99% is going to be the same as at the top--> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>WM Company</rateSource> <rateSourcePage>JPY1</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1"/> <upperBound> <condition>Below</condition> <level> <initialValue>112.00</initialValue> </level> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <accrualRegion> <observableReference href="ob1"/> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>112.00</initialValue> </level> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>120.00</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2012-12-08</startDate> <endDate>2013-01-07</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>JPTO</businessCenter> </businessCenters> <numberOfFixings>21</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <!--dateAdjustments defer back to the definition--> <adjustedDate>2013-01-07</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>JPTO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-01-09</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <currency>JPY</currency> </exchangedCurrency2> <strike> <initialValue>112</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <!--counterCurrencyAmount is optional. the amount of the other currency not always deterministic --> <counterCurrencyAmount> <initialValue>47040000</initialValue> <currency>JPY</currency> </counterCurrencyAmount> </linearPayoffRegion> <!-- Defines a knockout barrier level beyond which either the accrual process is terminated or the option is terminated. --> <barrier> <barrierType>Knockout</barrierType> <!--American - should imply that is spot--> <style>American</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>120.00</initialValue> </triggerRate> <!--keep/loose--> <accrualRetention>Lose</accrualRetention> <quotedCurrencyPair> <!--what it is you are measuring. 2015-01-08: FpML FX WG: add choice of [triggerRate+optional informationSource] / observableReference--> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> </barrier> <additionalPayment> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <paymentAmount> <currency>USD</currency> <amount>10000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2012-12-10</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification>"

category: "FX Accrual Forward European Fading Forward"

description: " "

confirmation: " INTERNAL [Pls amend header in line with the applicable entity] To: [Pls specify the applicable client entity name] Attn: [……….] Email: [……….] Date: [……….] Ref : [……….] EUROPEAN FADE FORWARD The purpose of this letter agreement is to confirm the terms a nd conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") entered into between [Pls specify applicable entity name] ("Bank" or "Party A") and [Pls specify the applicable client entity name] ("Counterparty" or "Par ty B"). This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the Int ernational Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of [Pls state applicable ISDA MA date] as amended and supplemented from time to time between [Pls specify Party A or the applicable entity] and [Pls specify Party B or the applicable client entity name] . All provisions contained or incorporated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 17 January 2014 Trade Time: Available upon request Party A Bought Currency: USD Party B Bought Currency: EUR USD Notional Amount : USD 510,000.00 EUR Notional Amount : EUR 371,584.70 Forward Rate: 1.3725 USD/EUR Barrier Price: 1.2695 USD/EUR INTERNAL Accrual Period Start D ate: 20 January 2014 Accrual Period End Date: 19 January 2015 Accrual Period: Fixing Dates: From and including the Accrual Period Start Date up to and including the Accrual Period End Date. Each Euro Settlement Date Business Day from and includin g the Accrual Period Start Date up to and including the Accrual Period End Date. Expiration Date: 19 January 2015 Settlement Date: 21 January 2015 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicab le Premium Payment Instructions: As per Standard Settlement Instructions. Your Designated Office: London Our Designated Office: Paris Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good fa ith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions 2. Settlement terms: Party A Buys: USD Notional Amount – [USD Notion al Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) ] Party B Buys: EUR Notional Amount – [EUR Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Busin ess Days in the Accrual Period) ] INTERNAL 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days " means a Fixing Date during the Accrual Period where EURmat fixes at or below the Forward Rate, and above the Barrier Price. "EURmat " means the average or bid and ask prices for the mid exchange rate expressed as the amount of USD required to buy one EUR prevailing at 02:15pm Frankfurt Time as published on Reuters page ECB37 on that day in any Accrual Peri od and if such rate is not available for whatever reason, the rate as determined by the Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for b usiness in Euro Settlement Date and New York (a " Euro Settlement Date and New York Business Day"), the next following day which is a Euro Settlement Date and New York Business Day. "Total Number of Fixing Dates in the Accrual Period " is 255. For avoid ance of doubt, this number is subject to change in the case of an unscheduled Euro Settlement Date holiday occurring during the Accrual Period. 4. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executin g the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confir mation relates and indicates your agreement to those terms. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: Name: Title "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex47-fx-european-fading-forward.pdf 2. Settlement terms: Party A Buys: USD Notional Amount – [USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period)] Party B Buys: EUR Notional Amount – [EUR Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period)] --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-01-17T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-01-17</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>510000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.3725</initialValue> </level> <!--forward rate--> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.2695</initialValue> </level> <!--barrier--> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2014-01-20</startDate> <endDate>2015-01-19</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>255</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2015-01-19</adjustedDate> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2015-01-21</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>USD</currency> </exchangedCurrency2> <strike> <initialValue>1.3725</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>371584.70</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward European Fading Forward" description: " " confirmation: " INTERNAL [Pls amend header in line with the applicable entity] To: [Pls specify the applicable client entity name] Attn: [……….] Email: [……….] Date: [……….] Ref : [……….] EUROPEAN FADE FORWARD The purpose of this letter agreement is to confirm the terms a nd conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") entered into between [Pls specify applicable entity name] ("Bank" or "Party A") and [Pls specify the applicable client entity name] ("Counterparty" or "Par ty B"). This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the Int ernational Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of [Pls state applicable ISDA MA date] as amended and supplemented from time to time between [Pls specify Party A or the applicable entity] and [Pls specify Party B or the applicable client entity name] . All provisions contained or incorporated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 17 January 2014 Trade Time: Available upon request Party A Bought Currency: USD Party B Bought Currency: EUR USD Notional Amount : USD 510,000.00 EUR Notional Amount : EUR 371,584.70 Forward Rate: 1.3725 USD/EUR Barrier Price: 1.2695 USD/EUR INTERNAL Accrual Period Start D ate: 20 January 2014 Accrual Period End Date: 19 January 2015 Accrual Period: Fixing Dates: From and including the Accrual Period Start Date up to and including the Accrual Period End Date. Each Euro Settlement Date Business Day from and includin g the Accrual Period Start Date up to and including the Accrual Period End Date. Expiration Date: 19 January 2015 Settlement Date: 21 January 2015 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicab le Premium Payment Instructions: As per Standard Settlement Instructions. Your Designated Office: London Our Designated Office: Paris Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good fa ith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions 2. Settlement terms: Party A Buys: USD Notional Amount – [USD Notion al Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) ] Party B Buys: EUR Notional Amount – [EUR Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Busin ess Days in the Accrual Period) ] INTERNAL 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days " means a Fixing Date during the Accrual Period where EURmat fixes at or below the Forward Rate, and above the Barrier Price. "EURmat " means the average or bid and ask prices for the mid exchange rate expressed as the amount of USD required to buy one EUR prevailing at 02:15pm Frankfurt Time as published on Reuters page ECB37 on that day in any Accrual Peri od and if such rate is not available for whatever reason, the rate as determined by the Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for b usiness in Euro Settlement Date and New York (a " Euro Settlement Date and New York Business Day"), the next following day which is a Euro Settlement Date and New York Business Day. "Total Number of Fixing Dates in the Accrual Period " is 255. For avoid ance of doubt, this number is subject to change in the case of an unscheduled Euro Settlement Date holiday occurring during the Accrual Period. 4. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executin g the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confir mation relates and indicates your agreement to those terms. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: Name: Title " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex47-fx-european-fading-forward.pdf 2. Settlement terms: Party A Buys: USD Notional Amount – [USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period)] Party B Buys: EUR Notional Amount – [EUR Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period)] --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-01-17T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-01-17</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>510000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.3725</initialValue> </level> <!--forward rate--> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.2695</initialValue> </level> <!--barrier--> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2014-01-20</startDate> <endDate>2015-01-19</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>255</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2015-01-19</adjustedDate> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2015-01-21</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>USD</currency> </exchangedCurrency2> <strike> <initialValue>1.3725</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>371584.70</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Option Strategy Fading Extra"

description: " "

confirmation: " To: Attn: Fax: Email: Date: Ref : FADING FORWARD EXTRA CONFIRMATION We confirm we have entered into the following Fading Forward Extra Transaction (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ( “Bank” or “ Party A ”) and ( “Counterparty” or “ Party B ”) are speci fied below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions co ntained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of as amended and supplemented from time to time between and , Paris . All provisions contained or incorp orated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available on Request Party A Bought Currency: CAD (Amount as specified below) Party B Bought Currency: USD (Amount as specified below) USD Notional Amount : USD 10,000,000.00 CAD Notional Amount : CAD 10,825,000 .00 Forward Rate: 1.0825 CAD/USD Barrier Rate: 1.0700 CAD/USD Accrual Period Start Date: 01 October 2014 Accrual Period End Date: 31 October 2014 Accrual Period: From and including the relevant Accrual Period Start Date up to and including the r elevant Accrual Period End Date Fixing Dates: Every Toronto Business Day during the Accrual Period Expiration Time: 10:00am New York time Expiration Date: 31 October 2014 Settlement Date: 03 November 2014 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Date: Not Applicable Premium Payment Instruction: As per Standard Settlement Instructions Your Designated Office: Toronto Our Designated Office: London Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per S tandard Settlement Instructions 2. Settlement terms: If on the Expiration Date at the Expiration Time USDmat fixes at or above the Forward Rate then, the following exchange will be made on the Settlement Date Party A Buys: CAD Notional Amount Party B Buys: USD Notional Amount If on the Expiration Date at the Expiration Time USDmat fixes below the Forward Rate then , the following exchange will be made on each relevant Settlement Date Party A Buys: CAD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period); Party B Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days " means a Fixing Date during the Accrual Period where USD mat fixes below the Barrier Rate . "USD mat " means the average or bid and ask prices for the mid exchange rate expressed as the amount of CAD required to buy one USD prevailing at 12:00pm Toronto Tim e as published on Reuters page BOFC on that Fixing day in any Accrual Period and if such rate is not available for whatever reason, the rate as deter mined by the Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Toronto and New York (a “Toronto and New York Business Day”), the next following day which is a Toronto and New York Business Day. "Total Number of Toronto Business Days in the Accrual Period " is 22. For avoidance of doubt, this number is subject to change in the case of an unscheduled Toronto Business Day holiday occurring during the Accrual Period. 4. Relationship Between Parties : Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non -Reliance. It is acting for i ts own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or proper for it based upon its own judgment and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction sh all not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, an d assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction . 5. Disclosure : and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives o n such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strat egy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering i nto derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading fo r proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. Please confirm that the foregoing correctly confirms the terms of our agreement by execu ting a copy of this confirmation and returning it to Derivatives O perations at the address below. 6. Documentation : Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for t hat purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Fax Number: Telephone number for Confirmation Queries: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an ob ligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title Trade Ref: "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- see template: fx-ex48-fx-fading-forward-extra-strategy.pdf --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId> </partyTradeIdentifier> <tradeDate>2014-10-01</tradeDate> </tradeHeader> <strategy> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">FadingForwardStrategy</productType> <!--PartyB buys USDCAD Vanilla Call option (Call USD Put CAD) notional 1,000,0000 USD strike 1.0825 maturity 31 Oct settlement 03 Nov i.e. If on the expiryDate, USDmat fixes at or above the Forward Rate then, Party B receives USD 1,000,000 Party A receives CAD 1,082,500 --> <fxOption> <productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType> <buyerPartyReference href="partyB"/> <sellerPartyReference href="partyA"/> <europeanExercise> <expiryDate>2014-10-31</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2014-11-03</valueDate> </europeanExercise> <putCurrencyAmount> <currency>CAD</currency> <amount>10825000.00</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>10000000.00</amount> </callCurrencyAmount> <strike> <rate>1.0825</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> </fxOption> <!--PartyB sells USDCAD Accrual Put option (Put USD Call CAD) notional 1,000,0000 USD strike 1.0825 maturity 31 Oct settlement 03 Nov. Product accrues below 1.07 With European KO at or above 1.0825 i.e. If on the expiryDate, USDmat fixes below spot Party B receives USD 1,000,000 * AccrualDays / Total Days Party A receives CAD 1,082,500* AccrualDays / Total Days --> <fxAccrualOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType> <buyerPartyReference href="partyA"/> <sellerPartyReference href="partyB"/> <putCurrency>USD</putCurrency> <callCurrency>CAD</callCurrency> <notionalAmount> <initialValue>10000000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>CAD</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>BOFC</rateSourcePage> <fixingTime> <hourMinuteTime>12:00:00</hourMinuteTime> <businessCenter>CATO</businessCenter> </fixingTime> </informationSource> </observable> <!--"Accrual Days" means a Fixing Date during the Accrual Period where USDmat fixes below the Barrier Rate.--> <accrualRegion> <observableReference href="ob1"/> <upperBound> <condition>Below</condition> <level> <initialValue>1.0700</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2014-10-01</startDate> <endDate>2014-10-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>CATO</businessCenter> </businessCenters> <numberOfFixings>22</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <!--dateAdjustments defer back to the definition--> <adjustedDate>2014-10-31</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <!--List of dates--> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>CATO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-11-03</adjustedDate> </settlementDate> <strike> <initialValue>1.0825</initialValue> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <counterCurrencyAmount> <initialValue>10825000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <!--If the barrier is European, the question of KO would only arise at maturity --> <barrier> <barrierType>Knockout</barrierType> <style>European</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>1.0825</initialValue> </triggerRate> <accrualRetention>Lose</accrualRetention> </barrier> </fxAccrualOption> </strategy> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Option Strategy Fading Extra" description: " " confirmation: " To: Attn: Fax: Email: Date: Ref : FADING FORWARD EXTRA CONFIRMATION We confirm we have entered into the following Fading Forward Extra Transaction (the "Transaction") with you under the Terms (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ( “Bank” or “ Party A ”) and ( “Counterparty” or “ Party B ”) are speci fied below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions co ntained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of as amended and supplemented from time to time between and , Paris . All provisions contained or incorp orated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: Trade Time: Available on Request Party A Bought Currency: CAD (Amount as specified below) Party B Bought Currency: USD (Amount as specified below) USD Notional Amount : USD 10,000,000.00 CAD Notional Amount : CAD 10,825,000 .00 Forward Rate: 1.0825 CAD/USD Barrier Rate: 1.0700 CAD/USD Accrual Period Start Date: 01 October 2014 Accrual Period End Date: 31 October 2014 Accrual Period: From and including the relevant Accrual Period Start Date up to and including the r elevant Accrual Period End Date Fixing Dates: Every Toronto Business Day during the Accrual Period Expiration Time: 10:00am New York time Expiration Date: 31 October 2014 Settlement Date: 03 November 2014 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Date: Not Applicable Premium Payment Instruction: As per Standard Settlement Instructions Your Designated Office: Toronto Our Designated Office: London Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per S tandard Settlement Instructions 2. Settlement terms: If on the Expiration Date at the Expiration Time USDmat fixes at or above the Forward Rate then, the following exchange will be made on the Settlement Date Party A Buys: CAD Notional Amount Party B Buys: USD Notional Amount If on the Expiration Date at the Expiration Time USDmat fixes below the Forward Rate then , the following exchange will be made on each relevant Settlement Date Party A Buys: CAD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period); Party B Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days " means a Fixing Date during the Accrual Period where USD mat fixes below the Barrier Rate . "USD mat " means the average or bid and ask prices for the mid exchange rate expressed as the amount of CAD required to buy one USD prevailing at 12:00pm Toronto Tim e as published on Reuters page BOFC on that Fixing day in any Accrual Period and if such rate is not available for whatever reason, the rate as deter mined by the Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Toronto and New York (a “Toronto and New York Business Day”), the next following day which is a Toronto and New York Business Day. "Total Number of Toronto Business Days in the Accrual Period " is 22. For avoidance of doubt, this number is subject to change in the case of an unscheduled Toronto Business Day holiday occurring during the Accrual Period. 4. Relationship Between Parties : Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non -Reliance. It is acting for i ts own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or proper for it based upon its own judgment and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction sh all not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, an d assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction . 5. Disclosure : and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives o n such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strat egy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering i nto derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading fo r proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. Please confirm that the foregoing correctly confirms the terms of our agreement by execu ting a copy of this confirmation and returning it to Derivatives O perations at the address below. 6. Documentation : Please confirm that the foregoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for t hat purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Fax Number: Telephone number for Confirmation Queries: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an ob ligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title Trade Ref: " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- see template: fx-ex48-fx-fading-forward-extra-strategy.pdf --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId> </partyTradeIdentifier> <tradeDate>2014-10-01</tradeDate> </tradeHeader> <strategy> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">FadingForwardStrategy</productType> <!--PartyB buys USDCAD Vanilla Call option (Call USD Put CAD) notional 1,000,0000 USD strike 1.0825 maturity 31 Oct settlement 03 Nov i.e. If on the expiryDate, USDmat fixes at or above the Forward Rate then, Party B receives USD 1,000,000 Party A receives CAD 1,082,500 --> <fxOption> <productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType> <buyerPartyReference href="partyB"/> <sellerPartyReference href="partyA"/> <europeanExercise> <expiryDate>2014-10-31</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2014-11-03</valueDate> </europeanExercise> <putCurrencyAmount> <currency>CAD</currency> <amount>10825000.00</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>10000000.00</amount> </callCurrencyAmount> <strike> <rate>1.0825</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> </fxOption> <!--PartyB sells USDCAD Accrual Put option (Put USD Call CAD) notional 1,000,0000 USD strike 1.0825 maturity 31 Oct settlement 03 Nov. Product accrues below 1.07 With European KO at or above 1.0825 i.e. If on the expiryDate, USDmat fixes below spot Party B receives USD 1,000,000 * AccrualDays / Total Days Party A receives CAD 1,082,500* AccrualDays / Total Days --> <fxAccrualOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType> <buyerPartyReference href="partyA"/> <sellerPartyReference href="partyB"/> <putCurrency>USD</putCurrency> <callCurrency>CAD</callCurrency> <notionalAmount> <initialValue>10000000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>CAD</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>BOFC</rateSourcePage> <fixingTime> <hourMinuteTime>12:00:00</hourMinuteTime> <businessCenter>CATO</businessCenter> </fixingTime> </informationSource> </observable> <!--"Accrual Days" means a Fixing Date during the Accrual Period where USDmat fixes below the Barrier Rate.--> <accrualRegion> <observableReference href="ob1"/> <upperBound> <condition>Below</condition> <level> <initialValue>1.0700</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2014-10-01</startDate> <endDate>2014-10-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>CATO</businessCenter> </businessCenters> <numberOfFixings>22</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <!--dateAdjustments defer back to the definition--> <adjustedDate>2014-10-31</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <!--List of dates--> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>CATO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-11-03</adjustedDate> </settlementDate> <strike> <initialValue>1.0825</initialValue> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <counterCurrencyAmount> <initialValue>10825000.00</initialValue> <currency>CAD</currency> </counterCurrencyAmount> <!--If the barrier is European, the question of KO would only arise at maturity --> <barrier> <barrierType>Knockout</barrierType> <style>European</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>1.0825</initialValue> </triggerRate> <accrualRetention>Lose</accrualRetention> </barrier> </fxAccrualOption> </strategy> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification>"

category: "FX Accrual Forward Boost Strip"

description: " "

confirmation: "1 of 3 SAMPLE CONFIRMATION FOR DISCUSSION PURPOSES ONLY Confirmation DATE: [DATE] TO: [COUNTERPARTY] ATTENTION: FROM: SUBJECT: FX Transaction REFERENCE NUMBER: XXXXXXXXXX The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above - referenced Transaction entered into on the Trade Date specified below (the "Transaction") between [ ] (“ and [COUNTERPARTY] ("Counterparty") . This communication constitutes a "Confirmation". This Confirmation shall supercede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connection with this Transact ion. Unless otherwise indicated we have acted as principal in respect of this Transaction. The venue and time of execution of this Transaction are available on request. 1. This Confirmation is subject to, and incorporates, th e definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro definitions, collectively referred to hereinafter as the "1998 FX Definitions") as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. This Confirmation supplements, forms a part of and is subject to the 1992 ISDA Master Agreement dated as of [DATE SIGNED] between a nd Counterparty, as amended and supplemented from time to time (the "Agreement"). All provisions contained in, or incorporated by reference to, the Agreement shall govern this Confirmation except as expressly modified below. In the event of any inconsisten cy between this Confirmation and the 1998 FX Definitions or the Agreement, as the case may be, this Confirmation will govern. 2. General Terms of this Transaction (which consists of xx Underlying FX Transactions – A1 to Axx) : Trade Date: [DATE] Transaction Fee: USD xxx, payable by to Counterparty on the Transaction Fee Payment Date Transaction Fee Payment Date: [DATE] Currency and Amount payable by (“USD Amount”): (USD Notional Amount / Accumulation Dates) * Accumulation Factor Currenc y and Amount payable by Counterparty (“JPY Amount”): USD Amount * Forward Rate Forward Rate: 112.00 JPY /USD Settlement: Deliverable Quantity Determination Date: With respect to each Underlying FX Transaction, as listed in Exhibit A, attached hereto Quantity Determination Time: 10:00 a.m. New York time Settlement Date: With respect to each Underlying FX Transaction, as listed in Exhibit A, attached hereto Accumulation Level 1: 112.00 JPY /USD Accumulation Level 2: 120.00 JPY /USD Accumulation Date s: As listed in Exhibit A, attached hereto First Accumulation Date: With respect to each Underlying FX Transaction, as listed in Exhibit A, attached hereto Final Accumulation Date: With respect to each Underlying FX Transaction, as listed in 2 of 3 Exhibit A, attached hereto Special Conditions: A. Accumulation Events: (i) If the Fixing Exchange Rate is below the Accumulation Level 1 on an Accumulation Date, an “Accumulation 2 Event” will be deemed to have occurred on such a date. (ii) If the Fixing Exchange Rate is both (a) below the Accumulation Level 2 , and (b) at or above the Accumulation Level 1 on an Accumulation Date, an “Accumulation 1 Event” will be deemed to have occurred on such a date. (iii) If the Fixing Exchange Rate is at or above the Accumulation Level 2 on an Accumulation Date, neither an Accumulation 1 Event nor an Accumulation 2 Event shall be deemed to have occurred on such a date. 3. Definitions: “Accumulation Factor” shall mean [(the total number of Accumulation Date s on which an Accumul ation 1 Event has occurred) + (2 x (the total number of Accumulation Dates on which an Accumulation 2 Event has occurred))] as determined by the Calculation Agent on the applicable Quantity Determination Date. “Fixing Exchange Rate” shall mean, for any A ccumulation Date, the JPY/USD rate, expressed as the amount of JPY per one USD , for settlement in two Business Days, as displayed at approximately 10:00 a.m. New York time for that Accumulation Date by WM Company on the applicable Reuters page , or such other symbol or page that may replace such symbol or page for the purpose of displaying such exchange rates; provided, however, that if such page is no longer published, or is not published as of the d esignated time and date, and no replacement symbol or page is designated, the Calculation Agent shall determine such affected rate in good faith and in a commercially reasonable manner . "Calculation Agent" shall mean the calculations and determination s of which shall be bindin g in absence of manifest error. 4. Business Days and Conventions: Applicable to the Settlement Date: New York and Tokyo (Reference Number: XXXXXXXXXX) Exhibit A: Accumulation Dates for Reference Number: XXXXXXXXXX Underlying FX Transaction USD Notional Amount First Accumulation Date Final Accumulation Date Accumulation Dates Quantity Determination Date Settlement Date A1 USD 440,000.00 Oct 15 2010 Nov 15 2010 As detailed in Exhibit B Nov 15 2010 Nov 17 2010 A2 USD 440,000.00 Nov 16 2010 Dec 15 2010 As detailed in Exhibit C Dec 15 2010 Dec 17 2010 A3 USD 460,000.00 Dec 16 2010 Jan 17 2011 As detailed in Exhibit D Jan 17 2011 Jan 19 2011 A4 USD 420,000.00 Jan 18 2011 Feb 15 2011 As detailed in Exhibit E Feb 15 2011 Feb 17 2011 3 of 3 Exhibit B: Accumulation Dates with respect to Underlying FX Transaction A1 (Reference Number: XXXXXXXXXX ): Accumulation Date Oct 15 2010 Oct 22 2010 Oct 29 2010 Nov 05 2010 Nov 12 2010 Oct 18 2010 Oct 25 2010 Nov 01 2010 Nov 08 2010 Nov 15 2010 Oct 19 2010 Oct 26 2010 Nov 02 2010 Nov 09 2010 Oct 20 2010 Oct 27 2010 Nov 03 2010 Nov 10 2010 Oct 21 2010 Oct 28 2010 Nov 04 2010 Nov 11 2010 Exhibit C : Accumulation Dates with respect to Underlying FX Transaction A2 (Reference Number: XXXXXXXXXX): Accumulation Date Nov 16 2010 Nov 23 2010 Nov 30 2010 Dec 07 2010 Dec 14 2010 Nov 17 2010 Nov 24 2010 Dec 01 2010 Dec 08 2010 Dec 15 2010 Nov 18 2010 Nov 25 2010 Dec 02 2010 Dec 09 2010 Nov 19 2010 Nov 26 2010 Dec 03 2010 Dec 10 2010 Nov 22 2010 Nov 29 2010 Dec 06 2010 Dec 13 2010 Exhibit D : Accumulation Dates with respect to Underlying FX Transaction A3 (Reference Number: XXXXXXXXXX): Accumulation Date Dec 16 2010 Dec 23 2010 Dec 30 2010 Jan 06 2011 Jan 13 2011 Dec 17 2010 Dec 24 2010 Dec 31 2010 Jan 07 2011 Jan 14 2011 Dec 20 2010 Dec 27 2010 Jan 03 2011 Jan 10 2011 Jan 17 2011 Dec 21 2010 Dec 28 2010 Jan 04 2011 Jan 11 2011 Dec 22 2010 Dec 29 2010 Jan 05 2011 Jan 12 2011 Exhibit E : Accumulation Dates with respect to Underlying FX Transaction A4 (Reference Number: XXXXXXXXXX): Accumulation Date Jan 18 2011 Jan 25 2011 Feb 01 2011 Feb 08 2011 Feb 15 2011 Jan 19 2011 Jan 26 2011 Feb 02 2011 Feb 09 2011 Jan 20 2011 Jan 27 2011 Feb 03 2011 Feb 10 2011 Jan 21 2011 Jan 28 2011 Feb 04 2011 Feb 11 2011 Jan 24 2011 Jan 31 2011 Feb 07 2011 Feb 14 2011 "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex49-fx-boost-strip-accrual-forward.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2010-10-15T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2010-10-15</tradeDate> </tradeHeader> <fxAccrualForward> <!--USD Notional Amount / Accumulation Dates) * Accumulation Factor Steps - define the breaks similar to strips in Targets A1 - USD 440,000.00 - Oct 15 2010 A2 - USD 440,000.00 - Nov 16 2010 A3 - USD 460,000.00 - Dec 16 2010 A4 - USD 420,000.00 - Jan 18 2011 --> <notionalAmount> <initialValue>440000.00</initialValue> <step> <stepDate>2010-12-16</stepDate> <stepValue>460000.00</stepValue> </step> <step> <stepDate>2011-01-18</stepDate> <stepValue>420000.00</stepValue> </step> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>WM Company</rateSource> <rateSourcePage>JPY1</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <upperBound> <condition>Below</condition> <level> <initialValue>112.00</initialValue> </level> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>112.00</initialValue> </level> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>120.00</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2010-10-15</startDate> <endDate>2011-02-15</endDate> <dayType>Business</dayType> <!-- A1 - USD 440,000.00 - Oct 15 2010--> <fixingDate>2010-10-15</fixingDate> <fixingDate>2010-10-18</fixingDate> <fixingDate>2010-10-19</fixingDate> <fixingDate>2010-10-20</fixingDate> <fixingDate>2010-10-21</fixingDate> <fixingDate>2010-10-22</fixingDate> <fixingDate>2010-10-25</fixingDate> <fixingDate>2010-10-26</fixingDate> <fixingDate>2010-10-27</fixingDate> <fixingDate>2010-10-28</fixingDate> <fixingDate>2010-10-29</fixingDate> <fixingDate>2010-11-01</fixingDate> <fixingDate>2010-11-02</fixingDate> <fixingDate>2010-11-03</fixingDate> <fixingDate>2010-11-04</fixingDate> <fixingDate>2010-11-05</fixingDate> <fixingDate>2010-11-08</fixingDate> <fixingDate>2010-11-09</fixingDate> <fixingDate>2010-11-10</fixingDate> <fixingDate>2010-11-11</fixingDate> <fixingDate>2010-11-12</fixingDate> <fixingDate>2010-11-15</fixingDate> <!-- A2 - USD 440,000.00 - Nov 16 2010--> <fixingDate>2010-11-16</fixingDate> <fixingDate>2010-11-17</fixingDate> <fixingDate>2010-11-18</fixingDate> <fixingDate>2010-11-19</fixingDate> <fixingDate>2010-11-22</fixingDate> <fixingDate>2010-11-23</fixingDate> <fixingDate>2010-11-24</fixingDate> <fixingDate>2010-11-25</fixingDate> <fixingDate>2010-11-26</fixingDate> <fixingDate>2010-11-29</fixingDate> <fixingDate>2010-11-30</fixingDate> <fixingDate>2010-12-01</fixingDate> <fixingDate>2010-12-02</fixingDate> <fixingDate>2010-12-03</fixingDate> <fixingDate>2010-12-06</fixingDate> <fixingDate>2010-12-07</fixingDate> <fixingDate>2010-12-08</fixingDate> <fixingDate>2010-12-09</fixingDate> <fixingDate>2010-12-10</fixingDate> <fixingDate>2010-12-13</fixingDate> <fixingDate>2010-12-14</fixingDate> <fixingDate>2010-12-15</fixingDate> <!-- A3 - USD 460,000.00 - Dec 16 2010--> <fixingDate>2010-12-16</fixingDate> <fixingDate>2010-12-17</fixingDate> <fixingDate>2010-12-20</fixingDate> <fixingDate>2010-12-21</fixingDate> <fixingDate>2010-12-22</fixingDate> <fixingDate>2010-12-23</fixingDate> <fixingDate>2010-12-24</fixingDate> <fixingDate>2010-12-27</fixingDate> <fixingDate>2010-12-28</fixingDate> <fixingDate>2010-12-29</fixingDate> <fixingDate>2010-12-30</fixingDate> <fixingDate>2010-12-31</fixingDate> <fixingDate>2011-01-03</fixingDate> <fixingDate>2011-01-04</fixingDate> <fixingDate>2011-01-05</fixingDate> <fixingDate>2011-01-06</fixingDate> <fixingDate>2011-01-07</fixingDate> <fixingDate>2011-01-10</fixingDate> <fixingDate>2011-01-11</fixingDate> <fixingDate>2011-01-12</fixingDate> <fixingDate>2011-01-13</fixingDate> <fixingDate>2011-01-14</fixingDate> <fixingDate>2011-01-17</fixingDate> <!-- A4 - USD 420,000.00 - Jan 18 2011--> <fixingDate>2011-01-18</fixingDate> <fixingDate>2011-01-19</fixingDate> <fixingDate>2011-01-20</fixingDate> <fixingDate>2011-01-21</fixingDate> <fixingDate>2011-01-24</fixingDate> <fixingDate>2011-01-25</fixingDate> <fixingDate>2011-01-26</fixingDate> <fixingDate>2011-01-27</fixingDate> <fixingDate>2011-01-28</fixingDate> <fixingDate>2011-01-31</fixingDate> <fixingDate>2011-02-01</fixingDate> <fixingDate>2011-02-02</fixingDate> <fixingDate>2011-02-03</fixingDate> <fixingDate>2011-02-04</fixingDate> <fixingDate>2011-02-07</fixingDate> <fixingDate>2011-02-08</fixingDate> <fixingDate>2011-02-09</fixingDate> <fixingDate>2011-02-10</fixingDate> <fixingDate>2011-02-11</fixingDate> <fixingDate>2011-02-14</fixingDate> <fixingDate>2011-02-15</fixingDate> </fixingSchedule> </accrual> <expirySchedule> <adjustedDate>2010-11-15</adjustedDate> <adjustedDate>2010-12-15</adjustedDate> <adjustedDate>2011-01-17</adjustedDate> <adjustedDate>2011-02-15</adjustedDate> <finalExpiryDate>2011-02-15</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>JPTO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2010-11-17</adjustedDate> <adjustedDate>2010-12-17</adjustedDate> <adjustedDate>2011-01-19</adjustedDate> <adjustedDate>2011-02-17</adjustedDate> <finalSettlementDate>2011-02-17</finalSettlementDate> </settlementSchedule> <!--Vanilla Payoff Region - describes the payoff process--> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>JPY</currency> </exchangedCurrency2> <strike> <initialValue>112</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>49280000.00</initialValue> <step> <stepDate>2010-12-16</stepDate> <stepValue>51520000.00</stepValue> </step> <step> <stepDate>2011-01-18</stepDate> <stepValue>47040000.00</stepValue> </step> <currency>JPY</currency> </counterCurrencyAmount> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <paymentAmount> <currency>USD</currency> <amount>10000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2012-12-10</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward Boost Strip" description: " " confirmation: "1 of 3 SAMPLE CONFIRMATION FOR DISCUSSION PURPOSES ONLY Confirmation DATE: [DATE] TO: [COUNTERPARTY] ATTENTION: FROM: SUBJECT: FX Transaction REFERENCE NUMBER: XXXXXXXXXX The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above - referenced Transaction entered into on the Trade Date specified below (the "Transaction") between [ ] (“ and [COUNTERPARTY] ("Counterparty") . This communication constitutes a "Confirmation". This Confirmation shall supercede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connection with this Transact ion. Unless otherwise indicated we have acted as principal in respect of this Transaction. The venue and time of execution of this Transaction are available on request. 1. This Confirmation is subject to, and incorporates, th e definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro definitions, collectively referred to hereinafter as the "1998 FX Definitions") as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. This Confirmation supplements, forms a part of and is subject to the 1992 ISDA Master Agreement dated as of [DATE SIGNED] between a nd Counterparty, as amended and supplemented from time to time (the "Agreement"). All provisions contained in, or incorporated by reference to, the Agreement shall govern this Confirmation except as expressly modified below. In the event of any inconsisten cy between this Confirmation and the 1998 FX Definitions or the Agreement, as the case may be, this Confirmation will govern. 2. General Terms of this Transaction (which consists of xx Underlying FX Transactions – A1 to Axx) : Trade Date: [DATE] Transaction Fee: USD xxx, payable by to Counterparty on the Transaction Fee Payment Date Transaction Fee Payment Date: [DATE] Currency and Amount payable by (“USD Amount”): (USD Notional Amount / Accumulation Dates) * Accumulation Factor Currenc y and Amount payable by Counterparty (“JPY Amount”): USD Amount * Forward Rate Forward Rate: 112.00 JPY /USD Settlement: Deliverable Quantity Determination Date: With respect to each Underlying FX Transaction, as listed in Exhibit A, attached hereto Quantity Determination Time: 10:00 a.m. New York time Settlement Date: With respect to each Underlying FX Transaction, as listed in Exhibit A, attached hereto Accumulation Level 1: 112.00 JPY /USD Accumulation Level 2: 120.00 JPY /USD Accumulation Date s: As listed in Exhibit A, attached hereto First Accumulation Date: With respect to each Underlying FX Transaction, as listed in Exhibit A, attached hereto Final Accumulation Date: With respect to each Underlying FX Transaction, as listed in 2 of 3 Exhibit A, attached hereto Special Conditions: A. Accumulation Events: (i) If the Fixing Exchange Rate is below the Accumulation Level 1 on an Accumulation Date, an “Accumulation 2 Event” will be deemed to have occurred on such a date. (ii) If the Fixing Exchange Rate is both (a) below the Accumulation Level 2 , and (b) at or above the Accumulation Level 1 on an Accumulation Date, an “Accumulation 1 Event” will be deemed to have occurred on such a date. (iii) If the Fixing Exchange Rate is at or above the Accumulation Level 2 on an Accumulation Date, neither an Accumulation 1 Event nor an Accumulation 2 Event shall be deemed to have occurred on such a date. 3. Definitions: “Accumulation Factor” shall mean [(the total number of Accumulation Date s on which an Accumul ation 1 Event has occurred) + (2 x (the total number of Accumulation Dates on which an Accumulation 2 Event has occurred))] as determined by the Calculation Agent on the applicable Quantity Determination Date. “Fixing Exchange Rate” shall mean, for any A ccumulation Date, the JPY/USD rate, expressed as the amount of JPY per one USD , for settlement in two Business Days, as displayed at approximately 10:00 a.m. New York time for that Accumulation Date by WM Company on the applicable Reuters page , or such other symbol or page that may replace such symbol or page for the purpose of displaying such exchange rates; provided, however, that if such page is no longer published, or is not published as of the d esignated time and date, and no replacement symbol or page is designated, the Calculation Agent shall determine such affected rate in good faith and in a commercially reasonable manner . "Calculation Agent" shall mean the calculations and determination s of which shall be bindin g in absence of manifest error. 4. Business Days and Conventions: Applicable to the Settlement Date: New York and Tokyo (Reference Number: XXXXXXXXXX) Exhibit A: Accumulation Dates for Reference Number: XXXXXXXXXX Underlying FX Transaction USD Notional Amount First Accumulation Date Final Accumulation Date Accumulation Dates Quantity Determination Date Settlement Date A1 USD 440,000.00 Oct 15 2010 Nov 15 2010 As detailed in Exhibit B Nov 15 2010 Nov 17 2010 A2 USD 440,000.00 Nov 16 2010 Dec 15 2010 As detailed in Exhibit C Dec 15 2010 Dec 17 2010 A3 USD 460,000.00 Dec 16 2010 Jan 17 2011 As detailed in Exhibit D Jan 17 2011 Jan 19 2011 A4 USD 420,000.00 Jan 18 2011 Feb 15 2011 As detailed in Exhibit E Feb 15 2011 Feb 17 2011 3 of 3 Exhibit B: Accumulation Dates with respect to Underlying FX Transaction A1 (Reference Number: XXXXXXXXXX ): Accumulation Date Oct 15 2010 Oct 22 2010 Oct 29 2010 Nov 05 2010 Nov 12 2010 Oct 18 2010 Oct 25 2010 Nov 01 2010 Nov 08 2010 Nov 15 2010 Oct 19 2010 Oct 26 2010 Nov 02 2010 Nov 09 2010 Oct 20 2010 Oct 27 2010 Nov 03 2010 Nov 10 2010 Oct 21 2010 Oct 28 2010 Nov 04 2010 Nov 11 2010 Exhibit C : Accumulation Dates with respect to Underlying FX Transaction A2 (Reference Number: XXXXXXXXXX): Accumulation Date Nov 16 2010 Nov 23 2010 Nov 30 2010 Dec 07 2010 Dec 14 2010 Nov 17 2010 Nov 24 2010 Dec 01 2010 Dec 08 2010 Dec 15 2010 Nov 18 2010 Nov 25 2010 Dec 02 2010 Dec 09 2010 Nov 19 2010 Nov 26 2010 Dec 03 2010 Dec 10 2010 Nov 22 2010 Nov 29 2010 Dec 06 2010 Dec 13 2010 Exhibit D : Accumulation Dates with respect to Underlying FX Transaction A3 (Reference Number: XXXXXXXXXX): Accumulation Date Dec 16 2010 Dec 23 2010 Dec 30 2010 Jan 06 2011 Jan 13 2011 Dec 17 2010 Dec 24 2010 Dec 31 2010 Jan 07 2011 Jan 14 2011 Dec 20 2010 Dec 27 2010 Jan 03 2011 Jan 10 2011 Jan 17 2011 Dec 21 2010 Dec 28 2010 Jan 04 2011 Jan 11 2011 Dec 22 2010 Dec 29 2010 Jan 05 2011 Jan 12 2011 Exhibit E : Accumulation Dates with respect to Underlying FX Transaction A4 (Reference Number: XXXXXXXXXX): Accumulation Date Jan 18 2011 Jan 25 2011 Feb 01 2011 Feb 08 2011 Feb 15 2011 Jan 19 2011 Jan 26 2011 Feb 02 2011 Feb 09 2011 Jan 20 2011 Jan 27 2011 Feb 03 2011 Feb 10 2011 Jan 21 2011 Jan 28 2011 Feb 04 2011 Feb 11 2011 Jan 24 2011 Jan 31 2011 Feb 07 2011 Feb 14 2011 " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex49-fx-boost-strip-accrual-forward.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2010-10-15T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2010-10-15</tradeDate> </tradeHeader> <fxAccrualForward> <!--USD Notional Amount / Accumulation Dates) * Accumulation Factor Steps - define the breaks similar to strips in Targets A1 - USD 440,000.00 - Oct 15 2010 A2 - USD 440,000.00 - Nov 16 2010 A3 - USD 460,000.00 - Dec 16 2010 A4 - USD 420,000.00 - Jan 18 2011 --> <notionalAmount> <initialValue>440000.00</initialValue> <step> <stepDate>2010-12-16</stepDate> <stepValue>460000.00</stepValue> </step> <step> <stepDate>2011-01-18</stepDate> <stepValue>420000.00</stepValue> </step> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>WM Company</rateSource> <rateSourcePage>JPY1</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <upperBound> <condition>Below</condition> <level> <initialValue>112.00</initialValue> </level> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>112.00</initialValue> </level> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>120.00</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2010-10-15</startDate> <endDate>2011-02-15</endDate> <dayType>Business</dayType> <!-- A1 - USD 440,000.00 - Oct 15 2010--> <fixingDate>2010-10-15</fixingDate> <fixingDate>2010-10-18</fixingDate> <fixingDate>2010-10-19</fixingDate> <fixingDate>2010-10-20</fixingDate> <fixingDate>2010-10-21</fixingDate> <fixingDate>2010-10-22</fixingDate> <fixingDate>2010-10-25</fixingDate> <fixingDate>2010-10-26</fixingDate> <fixingDate>2010-10-27</fixingDate> <fixingDate>2010-10-28</fixingDate> <fixingDate>2010-10-29</fixingDate> <fixingDate>2010-11-01</fixingDate> <fixingDate>2010-11-02</fixingDate> <fixingDate>2010-11-03</fixingDate> <fixingDate>2010-11-04</fixingDate> <fixingDate>2010-11-05</fixingDate> <fixingDate>2010-11-08</fixingDate> <fixingDate>2010-11-09</fixingDate> <fixingDate>2010-11-10</fixingDate> <fixingDate>2010-11-11</fixingDate> <fixingDate>2010-11-12</fixingDate> <fixingDate>2010-11-15</fixingDate> <!-- A2 - USD 440,000.00 - Nov 16 2010--> <fixingDate>2010-11-16</fixingDate> <fixingDate>2010-11-17</fixingDate> <fixingDate>2010-11-18</fixingDate> <fixingDate>2010-11-19</fixingDate> <fixingDate>2010-11-22</fixingDate> <fixingDate>2010-11-23</fixingDate> <fixingDate>2010-11-24</fixingDate> <fixingDate>2010-11-25</fixingDate> <fixingDate>2010-11-26</fixingDate> <fixingDate>2010-11-29</fixingDate> <fixingDate>2010-11-30</fixingDate> <fixingDate>2010-12-01</fixingDate> <fixingDate>2010-12-02</fixingDate> <fixingDate>2010-12-03</fixingDate> <fixingDate>2010-12-06</fixingDate> <fixingDate>2010-12-07</fixingDate> <fixingDate>2010-12-08</fixingDate> <fixingDate>2010-12-09</fixingDate> <fixingDate>2010-12-10</fixingDate> <fixingDate>2010-12-13</fixingDate> <fixingDate>2010-12-14</fixingDate> <fixingDate>2010-12-15</fixingDate> <!-- A3 - USD 460,000.00 - Dec 16 2010--> <fixingDate>2010-12-16</fixingDate> <fixingDate>2010-12-17</fixingDate> <fixingDate>2010-12-20</fixingDate> <fixingDate>2010-12-21</fixingDate> <fixingDate>2010-12-22</fixingDate> <fixingDate>2010-12-23</fixingDate> <fixingDate>2010-12-24</fixingDate> <fixingDate>2010-12-27</fixingDate> <fixingDate>2010-12-28</fixingDate> <fixingDate>2010-12-29</fixingDate> <fixingDate>2010-12-30</fixingDate> <fixingDate>2010-12-31</fixingDate> <fixingDate>2011-01-03</fixingDate> <fixingDate>2011-01-04</fixingDate> <fixingDate>2011-01-05</fixingDate> <fixingDate>2011-01-06</fixingDate> <fixingDate>2011-01-07</fixingDate> <fixingDate>2011-01-10</fixingDate> <fixingDate>2011-01-11</fixingDate> <fixingDate>2011-01-12</fixingDate> <fixingDate>2011-01-13</fixingDate> <fixingDate>2011-01-14</fixingDate> <fixingDate>2011-01-17</fixingDate> <!-- A4 - USD 420,000.00 - Jan 18 2011--> <fixingDate>2011-01-18</fixingDate> <fixingDate>2011-01-19</fixingDate> <fixingDate>2011-01-20</fixingDate> <fixingDate>2011-01-21</fixingDate> <fixingDate>2011-01-24</fixingDate> <fixingDate>2011-01-25</fixingDate> <fixingDate>2011-01-26</fixingDate> <fixingDate>2011-01-27</fixingDate> <fixingDate>2011-01-28</fixingDate> <fixingDate>2011-01-31</fixingDate> <fixingDate>2011-02-01</fixingDate> <fixingDate>2011-02-02</fixingDate> <fixingDate>2011-02-03</fixingDate> <fixingDate>2011-02-04</fixingDate> <fixingDate>2011-02-07</fixingDate> <fixingDate>2011-02-08</fixingDate> <fixingDate>2011-02-09</fixingDate> <fixingDate>2011-02-10</fixingDate> <fixingDate>2011-02-11</fixingDate> <fixingDate>2011-02-14</fixingDate> <fixingDate>2011-02-15</fixingDate> </fixingSchedule> </accrual> <expirySchedule> <adjustedDate>2010-11-15</adjustedDate> <adjustedDate>2010-12-15</adjustedDate> <adjustedDate>2011-01-17</adjustedDate> <adjustedDate>2011-02-15</adjustedDate> <finalExpiryDate>2011-02-15</finalExpiryDate> </expirySchedule> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>JPTO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2010-11-17</adjustedDate> <adjustedDate>2010-12-17</adjustedDate> <adjustedDate>2011-01-19</adjustedDate> <adjustedDate>2011-02-17</adjustedDate> <finalSettlementDate>2011-02-17</finalSettlementDate> </settlementSchedule> <!--Vanilla Payoff Region - describes the payoff process--> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>JPY</currency> </exchangedCurrency2> <strike> <initialValue>112</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>49280000.00</initialValue> <step> <stepDate>2010-12-16</stepDate> <stepValue>51520000.00</stepValue> </step> <step> <stepDate>2011-01-18</stepDate> <stepValue>47040000.00</stepValue> </step> <currency>JPY</currency> </counterCurrencyAmount> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <paymentAmount> <currency>USD</currency> <amount>10000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2012-12-10</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Forward Double Accrual"

description: " "

confirmation: " INTERNAL USD [Pls amend header in line with the applicable entity] To: [Pls specify the applicable client entity name] Attn: [……….] Email: [……….] Date: [……….] Ref : [……….] EUROPEAN DOUBLE ACCRUAL FORWARD The purpose of this letter agreement is to confi rm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") entered into between [Pls specify applicable entity name] ("Bank" or "Party A") and [Pls specify the applicable client entity name] ("Counter party" or "Party B"). This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as publis hed by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Ma ster Agreement dated as of [Pls state applicable ISDA MA date] as amended and supplemented from time to time between [Pls specify Party A or the applicable entity] and [Pls specify Party B or the applicable client entity name]. All provisions contained or incorporated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 17 January 2014 Trade Time: Available up on request Party A Bought Currency: USD Party B Bought Currency: EUR USD Notional Amount 1: USD 510,000.00 USD Notional Amount 2: USD 765,000.00 EUR Notional Amount 1: EUR 371,584.70 EUR Notional Amount 2: EUR 557,377.0 5 INTERNAL Forward Rate: 1.3725 USD/EUR Barrier Price: 1.2695 USD/EUR Accrual Period Start Date: 20 January 2014 Accrual Period End Date: 19 January 2015 Accrual Period: Fixing Dates: From and including the Accrual Period Start Date up to a nd including the Accrual Period End Date. Each Euro Settlement Date Business Day from and including the Accrual Period Start Date up to and including the Accrual Period End Date. Expiration Date: 19 January 2015 Settlement Date: 21 January 2015 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions. Your Designated Office: London Our Designated Office: Paris Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standa rd Settlement Instructions 2. Settlement terms: Party A Buys: a) USD Notional Amount 1 x (the total number of Accrual Days 1 / Total Number of Fixing Dates Business Days in the Accrual Period); and b) USD Notional Amount 2 x (the total number of Accrua l Days 2 / Total Number of Fixing Dates Business Days in the Accrual Period) INTERNAL Party B Buys: a) EUR Notional Amount 1 x (the total number of Accrual Days 1 / Total Number of Fixing Dates Business Days in the Accrual Period); and b) EUR Notional Am ount 2 x (the total number of Accrual Days 2 / Total Number of Fixing Dates Business Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days 1 " means a Fixing Date during the Accrual Period where EURmat fixes at or below the Forward Rate, and above the Barrier Price. "Accrual Days 2 " means a Fixing Date during the Accrual Period where EURmat fixes above the Forward Rate . "EURmat " means the average or bid and ask price s for the mid exchange rate expressed as the amount of USD required to buy one EUR prevailing at 02:15pm Frankfurt Time as published on Reuters page ECB37 on that day in any Accrual Period and if such rate is not available for whatever reason, the rate as determined by the Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Euro Settlement Date and New York (a " Euro Settlement Date and New York Business Day"), the next following day which is a Euro Settlement Date and New York Business Day. "Total Number of Fixing Dates in the Accrual Period " is 255. For avoidance of doubt, this number is subject to change in the case of an unsc heduled Euro Settlement Date holiday occurring during the Accrual Period. 4. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returnin g it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Yours fa ithfully, Duly authorised for and on behalf of Name: Title: INTERNAL Duly authorised for and on behalf of By: Name: Title "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex50-fx-double-accrual-forward.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-01-17T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-01-17</tradeDate> </tradeHeader> <fxAccrualForward> <notionalAmount> <initialValue>510000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <!--"Accrual Days 1" means a Fixing Date during the Accrual Period where EURmat fixes at or below the Forward Rate, and above the Barrier Price. --> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.2695</initialValue> </level> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.3725</initialValue> </level> </upperBound> </accrualRegion> <accrualRegion> <!--"Accrual Days 2" means a Fixing Date during the Accrual Period where EURmat fixes above the Forward Rate. --> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.3725</initialValue> </level> </lowerBound> <accrualFactor> <initialValue>1.5</initialValue> </accrualFactor> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2014-01-20</startDate> <endDate>2015-01-19</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>255</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2015-01-19</adjustedDate> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2015-01-21</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency2> <strike> <initialValue>1.3725</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>371584.70</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward Double Accrual" description: " " confirmation: " INTERNAL USD [Pls amend header in line with the applicable entity] To: [Pls specify the applicable client entity name] Attn: [……….] Email: [……….] Date: [……….] Ref : [……….] EUROPEAN DOUBLE ACCRUAL FORWARD The purpose of this letter agreement is to confi rm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") entered into between [Pls specify applicable entity name] ("Bank" or "Party A") and [Pls specify the applicable client entity name] ("Counter party" or "Party B"). This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as publis hed by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Ma ster Agreement dated as of [Pls state applicable ISDA MA date] as amended and supplemented from time to time between [Pls specify Party A or the applicable entity] and [Pls specify Party B or the applicable client entity name]. All provisions contained or incorporated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 17 January 2014 Trade Time: Available up on request Party A Bought Currency: USD Party B Bought Currency: EUR USD Notional Amount 1: USD 510,000.00 USD Notional Amount 2: USD 765,000.00 EUR Notional Amount 1: EUR 371,584.70 EUR Notional Amount 2: EUR 557,377.0 5 INTERNAL Forward Rate: 1.3725 USD/EUR Barrier Price: 1.2695 USD/EUR Accrual Period Start Date: 20 January 2014 Accrual Period End Date: 19 January 2015 Accrual Period: Fixing Dates: From and including the Accrual Period Start Date up to a nd including the Accrual Period End Date. Each Euro Settlement Date Business Day from and including the Accrual Period Start Date up to and including the Accrual Period End Date. Expiration Date: 19 January 2015 Settlement Date: 21 January 2015 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions. Your Designated Office: London Our Designated Office: Paris Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standa rd Settlement Instructions 2. Settlement terms: Party A Buys: a) USD Notional Amount 1 x (the total number of Accrual Days 1 / Total Number of Fixing Dates Business Days in the Accrual Period); and b) USD Notional Amount 2 x (the total number of Accrua l Days 2 / Total Number of Fixing Dates Business Days in the Accrual Period) INTERNAL Party B Buys: a) EUR Notional Amount 1 x (the total number of Accrual Days 1 / Total Number of Fixing Dates Business Days in the Accrual Period); and b) EUR Notional Am ount 2 x (the total number of Accrual Days 2 / Total Number of Fixing Dates Business Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days 1 " means a Fixing Date during the Accrual Period where EURmat fixes at or below the Forward Rate, and above the Barrier Price. "Accrual Days 2 " means a Fixing Date during the Accrual Period where EURmat fixes above the Forward Rate . "EURmat " means the average or bid and ask price s for the mid exchange rate expressed as the amount of USD required to buy one EUR prevailing at 02:15pm Frankfurt Time as published on Reuters page ECB37 on that day in any Accrual Period and if such rate is not available for whatever reason, the rate as determined by the Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Euro Settlement Date and New York (a " Euro Settlement Date and New York Business Day"), the next following day which is a Euro Settlement Date and New York Business Day. "Total Number of Fixing Dates in the Accrual Period " is 255. For avoidance of doubt, this number is subject to change in the case of an unsc heduled Euro Settlement Date holiday occurring during the Accrual Period. 4. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returnin g it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Yours fa ithfully, Duly authorised for and on behalf of Name: Title: INTERNAL Duly authorised for and on behalf of By: Name: Title " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex50-fx-double-accrual-forward.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-01-17T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-01-17</tradeDate> </tradeHeader> <fxAccrualForward> <notionalAmount> <initialValue>510000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <!--"Accrual Days 1" means a Fixing Date during the Accrual Period where EURmat fixes at or below the Forward Rate, and above the Barrier Price. --> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.2695</initialValue> </level> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.3725</initialValue> </level> </upperBound> </accrualRegion> <accrualRegion> <!--"Accrual Days 2" means a Fixing Date during the Accrual Period where EURmat fixes above the Forward Rate. --> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.3725</initialValue> </level> </lowerBound> <accrualFactor> <initialValue>1.5</initialValue> </accrualFactor> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2014-01-20</startDate> <endDate>2015-01-19</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>255</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2015-01-19</adjustedDate> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2015-01-21</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency2> <strike> <initialValue>1.3725</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>371584.70</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Forward American Keep Double Multi Settlement"

description: " "

confirmation: " [Pls amend header in line with the applicable entity] To: [Pls specify the applicable client entity name] Attn: [……….] Email: [……….] Date: [……….] Ref : [……….] AMERICAN DOUBLE ACCRUAL FORWARD CONFIRMATION The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") entered into between [Pls specify applicable entity name] ("Bank" or "Party A") and [Pls specify the applicable client entity name] ("Counterparty" or "Party B"). This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confi rmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of [Pls state applicable ISDA MA date] as amended and supplemented from time to time between [Pls specify Party A o r the applicable entity] and [Pls specify Party B or the applicable client entity name]. All provisions contained or incorporated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the Transaction to which this Confirmation relates are as follows: Trade Date : 01 July 2014 Trade Time : Available Upon R equest Party A Bought Currency and Amount 1 : USD 3,290,625.00 Party A Bought Currency and Amount 2 : USD 6,581,250.00 Party A Sold Currency and Amount 1 : GBP 1,950,000.00 Party A Sold Currency and Amount 2 : GBP 3,900,00 0.00 Forward Rate : 1.6875 USD/GBP Knock -Out Rate : 1.7470 USD/GBP Accrual Period Start Date : Please see below Schedule Accrual Period End Date : Please see below Schedule Accrual Period : From and including the relevant Accrual Period Start Date up to and including the relevant Accrual Period End Date. Fixing Days : Each Euro Settlement Da te during the Accrual Period Settlement Date : Two London and New York Business Days following the relevant Accrual Period End Date Business Day Convention : Following Calculation Agent : Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Total Number of Fixing Days in the Observation Period : 13, for avoidance of doubt, this number is subject to change in the case of an unscheduled applicable Business Day holiday occurring during the Accrual Period. Business Days Applicable to Observation Period : Euro Settlement Da te Business Days Applicable to Settlement : London and New York Business Days Applicable to Premium Payment Date : London Premium Payer : Party A Premium Amount : GBP 14,000.00 Premium Value Date : 03 July 2014 Premium Payment Instructions : As per Standard Settlement Instructions Party A Account Details : As per Standard Settlement Instructions Party B Account Details : As per Standard Settlement Instructions Offices: Party A : Party B : Schedule: Accrual Date Accrual Period Start Date Accrual Period End Date Number of Euro Settlement Dates in the Accrual Period 1 15/07/2014 15/07/2014 1 2 29/07/2014 29/07/2014 1 3 12/08/2014 12/08/2014 1 4 26/08/2014 26/08/2014 1 5 09/09/2014 09/09/2014 1 6 23/09/2014 23/09/2014 1 7 07/10/2014 07/10/2014 1 8 21/10/2014 21/10/2014 1 9 04/11/2014 04/11/2014 1 10 18/11/2014 18/11/2014 1 11 02/12/2014 02/12/2014 1 12 16/12/2014 16/12/2014 1 13 30/12/2014 30/12/2014 1 2. Settlement terms: The following exchanges will be made in relation to each Accrual Period (as detailed in the above Accrual Period Schedule) on each relevant Settlement Date: Party A Buys : a). Party A Bought Currency and Amount 1 * (the total number of Accrual Days 1 / Total Number of Fixing Days in the Observation Period); and b). Party A Bought Currency and Amount 2 * (the total number of Accrual Days 2 / Total Number of Fixing Days in the Observation Period) Party B Buys: a). Party A Sold Currency and Amount 1 * (the total number of Accrual Days 1 / Total Number of Fixing Days in the Observation Period); and b). Party A Sold Currency and Amount 2 * (the total number of Accrual Day s 2 / Total Number of Fixing Days in the Observation Period) For avoidance of doubt, if the Knock -Out Date occurs prior to any of the Accrual Period Start Dates (see Accrual Period Schedule), then there shall be no Settlement in respect of the Accrual Peri od to which such Accrual Period Start date relates. 3. Additional D efinitions: "Accrual Days 1 " means a Fixing Day during the relevant Accrual Period where GBP mat fixes at or above the Forward Rate, and where GBP spot trades below the Knock Out Rate at all times from the Trade Time on the Trade Date to 02:15pm Frankfurt Time on that Euro Settlement Date . "Accrual Days 2 " means a Fixing Day during the relevant Accrual Period where GBP mat fixes below the Forward Rate, and where GBP spot trades below the Knock Out Rate at all times from the Trade Time on the Trade Date to 02:15pm Frankfurt Time on that Euro Settlement Date. "GBP spot" means the spot exchange rate for USD/ GBP as prevailing in the Spot Market as determined by the Calculation Agent in its sole and absolute discretion. "GBP mat" means the exchange rate expressed as the amount of USD required to buy one GBP , rounded to 4 decimal places calculated using the cross ra te of the USD/EUR and GBP/EUR exchange rates as displayed on Reuters Screen Page ECB37 at or about 02:15pm Frankfurt Time on that Euro Settlement Date in any Accrual Period , and if such rate is not available for whatever reason, the rate as determined by t he Calculation Agent. "Knock -Out Date " me ans the date on which the Knock -Out Event occurs, as determined by the Calculation Agent in its sole and absolute discretion. "Knock -Out Event " means GBP spot trades at or above the Knock -Out Rate, as determined by the Calculation Agent in its sole and absolute discretion. "Observation Period " means the period from and including the Accrual Period Start Date of Accrual Period 1 up to and including the Accrual Period End Date of Accrual Period 12 . "Spot Market " means the global spot foreign exchange market, which, for these purposes, shall, unless otherwise agreed, be treated as being open continuously from 5.00 a.m. Sydney time on a Monday in any week to 5.00 p.m. New York time on the Friday of that week. "Spot Exchan ge Rate" means the price at the time at which such price is to be determined, in the Spot Market for Foreign Exchange Transaction involving the Currency Pair which is the subject of the Transaction determined by reference either to rates for the exchange o f the Currencies in such Currency Pair or to Cross -Rates as the Calculation Agent shall determine. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non -Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that informat ion and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be a n assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure: and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives o n such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strat egy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering i nto derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading fo r proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the foregoing correctly confirms the terms of our agreement by executing a copy of this confirmation and returning it to Derivative Operations. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- see template: fx-ex54-fx-american-keep-double-accrual-forward-multi-settlement.pdf --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-07-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-07-01</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <!--Sum of all 13 periods = USD 3290625.00--> <notionalAmount> <initialValue>253125.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <!--Describes the source the accrual event based on--> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <!--Party A Buys: a). Party A Bought Currency and Amount 1 * (the total number of Accrual Days 1 / Total Number of Fixing Days in the Observation Period); and Party B Buys: a). Party A Sold Currency and Amount 1 * (the total number of Accrual Days 1 / Total Number of Fixing Days in the Observation Period); --> <!--"Accrual Days 1" means a Fixing Day during the relevant Accrual Period where GBPmat fixes at or above the Forward Rate, and where GBPspot trades below the Knock Out Rate at all times from the Trade Time on the Trade Date to 02:15pm Frankfurt Time on that Euro Settlement Date --> <accrualRegion> <observableReference href="ob1"/> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.6875</initialValue> </level> <!--Forward Rate--> </lowerBound> </accrualRegion> <!--Party A Buys: b). Party A Bought Currency and Amount 2 * (the total number of Accrual Days 2 / Total Number of Fixing Days in the Observation Period) Party B Buys: b). Party A Sold Currency and Amount 2 * (the total number of Accrual Days 2 / Total Number of Fixing Days in the Observation Period)--> <!--"Accrual Days 2" means a Fixing Day during the relevant Accrual Period where GBPmat fixes below the Forward Rate, and where GBPspot trades below the Knock Out Rate at all times from the Trade Time on the Trade Date to 02:15pm Frankfurt Time on that Euro Settlement Date.--> <accrualRegion> <observableReference href="ob1"/> <upperBound> <condition>Below</condition> <level> <initialValue>1.6875</initialValue> </level> <!--Forward Rate--> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2014-07-15</startDate> <endDate>2014-12-30</endDate> <observationFrequency> <periodMultiplier>2</periodMultiplier> <period>W</period> <periodConvention>TUE</periodConvention> </observationFrequency> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <!--<businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters>--> </dateAdjustments> <numberOfFixings>13</numberOfFixings> </fixingSchedule> </accrual> <expirySchedule id="expSch"> <adjustedDate>2014-07-15</adjustedDate> <adjustedDate>2014-07-29</adjustedDate> <adjustedDate>2014-08-12</adjustedDate> <adjustedDate>2014-08-26</adjustedDate> <adjustedDate>2014-09-09</adjustedDate> <adjustedDate>2014-09-23</adjustedDate> <adjustedDate>2014-10-07</adjustedDate> <adjustedDate>2014-10-21</adjustedDate> <adjustedDate>2014-11-04</adjustedDate> <adjustedDate>2014-11-18</adjustedDate> <adjustedDate>2014-12-02</adjustedDate> <adjustedDate>2014-12-16</adjustedDate> <adjustedDate>2014-12-30</adjustedDate> <finalExpiryDate>2014-12-30</finalExpiryDate> </expirySchedule> <!--Settlement Date:Two London and New York Business Days following the relevant Accrual Period End Date--> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-07-17</adjustedDate> <adjustedDate>2014-07-31</adjustedDate> <adjustedDate>2014-08-14</adjustedDate> <adjustedDate>2014-08-28</adjustedDate> <adjustedDate>2014-09-11</adjustedDate> <adjustedDate>2014-09-25</adjustedDate> <adjustedDate>2014-10-09</adjustedDate> <adjustedDate>2014-10-23</adjustedDate> <adjustedDate>2014-11-06</adjustedDate> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-04</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-02</adjustedDate> <finalSettlementDate>2015-01-02</finalSettlementDate> </settlementSchedule> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <currency>GBP</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <currency>USD</currency> </exchangedCurrency2> <strike id="str"> <initialValue>1.6875</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <!--Sum of all 13 periods = GBP 1950000.00--> <counterCurrencyAmount> <initialValue>150000.00</initialValue> <currency>GBP</currency> </counterCurrencyAmount> </linearPayoffRegion> <!-- Defines a knockout barrier level beyond which either the accrual process is terminated --> <barrier> <barrierType>Knockout</barrierType> <!--American - should imply that it is spot--> <style>American</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <!--Knock-Out Rate--> <initialValue>1.7470</initialValue> </triggerRate> <!--In this example, it doesn't matter whether you say "keep" or "lose" here because there is only one observation date in each of the period, and it accrue or it doesn't--> <accrualRetention>Keep</accrualRetention> <quotedCurrencyPair> <!--the spot exchange rate for USD/GBP as prevailing in the Spot Market as determined by the Calculation Agent in its sole and absolute discretion.--> <!--what it is you are measuring. --> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> </barrier> <additionalPayment> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <paymentAmount> <currency>GBP</currency> <amount>14000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2014-07-03</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward American Keep Double Multi Settlement" description: " " confirmation: " [Pls amend header in line with the applicable entity] To: [Pls specify the applicable client entity name] Attn: [……….] Email: [……….] Date: [……….] Ref : [……….] AMERICAN DOUBLE ACCRUAL FORWARD CONFIRMATION The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") entered into between [Pls specify applicable entity name] ("Bank" or "Party A") and [Pls specify the applicable client entity name] ("Counterparty" or "Party B"). This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmation. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confi rmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of [Pls state applicable ISDA MA date] as amended and supplemented from time to time between [Pls specify Party A o r the applicable entity] and [Pls specify Party B or the applicable client entity name]. All provisions contained or incorporated by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the Transaction to which this Confirmation relates are as follows: Trade Date : 01 July 2014 Trade Time : Available Upon R equest Party A Bought Currency and Amount 1 : USD 3,290,625.00 Party A Bought Currency and Amount 2 : USD 6,581,250.00 Party A Sold Currency and Amount 1 : GBP 1,950,000.00 Party A Sold Currency and Amount 2 : GBP 3,900,00 0.00 Forward Rate : 1.6875 USD/GBP Knock -Out Rate : 1.7470 USD/GBP Accrual Period Start Date : Please see below Schedule Accrual Period End Date : Please see below Schedule Accrual Period : From and including the relevant Accrual Period Start Date up to and including the relevant Accrual Period End Date. Fixing Days : Each Euro Settlement Da te during the Accrual Period Settlement Date : Two London and New York Business Days following the relevant Accrual Period End Date Business Day Convention : Following Calculation Agent : Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Total Number of Fixing Days in the Observation Period : 13, for avoidance of doubt, this number is subject to change in the case of an unscheduled applicable Business Day holiday occurring during the Accrual Period. Business Days Applicable to Observation Period : Euro Settlement Da te Business Days Applicable to Settlement : London and New York Business Days Applicable to Premium Payment Date : London Premium Payer : Party A Premium Amount : GBP 14,000.00 Premium Value Date : 03 July 2014 Premium Payment Instructions : As per Standard Settlement Instructions Party A Account Details : As per Standard Settlement Instructions Party B Account Details : As per Standard Settlement Instructions Offices: Party A : Party B : Schedule: Accrual Date Accrual Period Start Date Accrual Period End Date Number of Euro Settlement Dates in the Accrual Period 1 15/07/2014 15/07/2014 1 2 29/07/2014 29/07/2014 1 3 12/08/2014 12/08/2014 1 4 26/08/2014 26/08/2014 1 5 09/09/2014 09/09/2014 1 6 23/09/2014 23/09/2014 1 7 07/10/2014 07/10/2014 1 8 21/10/2014 21/10/2014 1 9 04/11/2014 04/11/2014 1 10 18/11/2014 18/11/2014 1 11 02/12/2014 02/12/2014 1 12 16/12/2014 16/12/2014 1 13 30/12/2014 30/12/2014 1 2. Settlement terms: The following exchanges will be made in relation to each Accrual Period (as detailed in the above Accrual Period Schedule) on each relevant Settlement Date: Party A Buys : a). Party A Bought Currency and Amount 1 * (the total number of Accrual Days 1 / Total Number of Fixing Days in the Observation Period); and b). Party A Bought Currency and Amount 2 * (the total number of Accrual Days 2 / Total Number of Fixing Days in the Observation Period) Party B Buys: a). Party A Sold Currency and Amount 1 * (the total number of Accrual Days 1 / Total Number of Fixing Days in the Observation Period); and b). Party A Sold Currency and Amount 2 * (the total number of Accrual Day s 2 / Total Number of Fixing Days in the Observation Period) For avoidance of doubt, if the Knock -Out Date occurs prior to any of the Accrual Period Start Dates (see Accrual Period Schedule), then there shall be no Settlement in respect of the Accrual Peri od to which such Accrual Period Start date relates. 3. Additional D efinitions: "Accrual Days 1 " means a Fixing Day during the relevant Accrual Period where GBP mat fixes at or above the Forward Rate, and where GBP spot trades below the Knock Out Rate at all times from the Trade Time on the Trade Date to 02:15pm Frankfurt Time on that Euro Settlement Date . "Accrual Days 2 " means a Fixing Day during the relevant Accrual Period where GBP mat fixes below the Forward Rate, and where GBP spot trades below the Knock Out Rate at all times from the Trade Time on the Trade Date to 02:15pm Frankfurt Time on that Euro Settlement Date. "GBP spot" means the spot exchange rate for USD/ GBP as prevailing in the Spot Market as determined by the Calculation Agent in its sole and absolute discretion. "GBP mat" means the exchange rate expressed as the amount of USD required to buy one GBP , rounded to 4 decimal places calculated using the cross ra te of the USD/EUR and GBP/EUR exchange rates as displayed on Reuters Screen Page ECB37 at or about 02:15pm Frankfurt Time on that Euro Settlement Date in any Accrual Period , and if such rate is not available for whatever reason, the rate as determined by t he Calculation Agent. "Knock -Out Date " me ans the date on which the Knock -Out Event occurs, as determined by the Calculation Agent in its sole and absolute discretion. "Knock -Out Event " means GBP spot trades at or above the Knock -Out Rate, as determined by the Calculation Agent in its sole and absolute discretion. "Observation Period " means the period from and including the Accrual Period Start Date of Accrual Period 1 up to and including the Accrual Period End Date of Accrual Period 12 . "Spot Market " means the global spot foreign exchange market, which, for these purposes, shall, unless otherwise agreed, be treated as being open continuously from 5.00 a.m. Sydney time on a Monday in any week to 5.00 p.m. New York time on the Friday of that week. "Spot Exchan ge Rate" means the price at the time at which such price is to be determined, in the Spot Market for Foreign Exchange Transaction involving the Currency Pair which is the subject of the Transaction determined by reference either to rates for the exchange o f the Currencies in such Currency Pair or to Cross -Rates as the Calculation Agent shall determine. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non -Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that informat ion and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be a n assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction. 5. Disclosure: and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives o n such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strat egy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering i nto derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading fo r proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 6. Documentation: Please confirm that the foregoing correctly confirms the terms of our agreement by executing a copy of this confirmation and returning it to Derivative Operations. Telephone number for confirmation Queries: Fax Number: Regulatory Reference(s): Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- see template: fx-ex54-fx-american-keep-double-accrual-forward-multi-settlement.pdf --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-07-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-07-01</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <!--Sum of all 13 periods = USD 3290625.00--> <notionalAmount> <initialValue>253125.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <!--Describes the source the accrual event based on--> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <!--Party A Buys: a). Party A Bought Currency and Amount 1 * (the total number of Accrual Days 1 / Total Number of Fixing Days in the Observation Period); and Party B Buys: a). Party A Sold Currency and Amount 1 * (the total number of Accrual Days 1 / Total Number of Fixing Days in the Observation Period); --> <!--"Accrual Days 1" means a Fixing Day during the relevant Accrual Period where GBPmat fixes at or above the Forward Rate, and where GBPspot trades below the Knock Out Rate at all times from the Trade Time on the Trade Date to 02:15pm Frankfurt Time on that Euro Settlement Date --> <accrualRegion> <observableReference href="ob1"/> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.6875</initialValue> </level> <!--Forward Rate--> </lowerBound> </accrualRegion> <!--Party A Buys: b). Party A Bought Currency and Amount 2 * (the total number of Accrual Days 2 / Total Number of Fixing Days in the Observation Period) Party B Buys: b). Party A Sold Currency and Amount 2 * (the total number of Accrual Days 2 / Total Number of Fixing Days in the Observation Period)--> <!--"Accrual Days 2" means a Fixing Day during the relevant Accrual Period where GBPmat fixes below the Forward Rate, and where GBPspot trades below the Knock Out Rate at all times from the Trade Time on the Trade Date to 02:15pm Frankfurt Time on that Euro Settlement Date.--> <accrualRegion> <observableReference href="ob1"/> <upperBound> <condition>Below</condition> <level> <initialValue>1.6875</initialValue> </level> <!--Forward Rate--> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2014-07-15</startDate> <endDate>2014-12-30</endDate> <observationFrequency> <periodMultiplier>2</periodMultiplier> <period>W</period> <periodConvention>TUE</periodConvention> </observationFrequency> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <!--<businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters>--> </dateAdjustments> <numberOfFixings>13</numberOfFixings> </fixingSchedule> </accrual> <expirySchedule id="expSch"> <adjustedDate>2014-07-15</adjustedDate> <adjustedDate>2014-07-29</adjustedDate> <adjustedDate>2014-08-12</adjustedDate> <adjustedDate>2014-08-26</adjustedDate> <adjustedDate>2014-09-09</adjustedDate> <adjustedDate>2014-09-23</adjustedDate> <adjustedDate>2014-10-07</adjustedDate> <adjustedDate>2014-10-21</adjustedDate> <adjustedDate>2014-11-04</adjustedDate> <adjustedDate>2014-11-18</adjustedDate> <adjustedDate>2014-12-02</adjustedDate> <adjustedDate>2014-12-16</adjustedDate> <adjustedDate>2014-12-30</adjustedDate> <finalExpiryDate>2014-12-30</finalExpiryDate> </expirySchedule> <!--Settlement Date:Two London and New York Business Days following the relevant Accrual Period End Date--> <settlementSchedule> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-07-17</adjustedDate> <adjustedDate>2014-07-31</adjustedDate> <adjustedDate>2014-08-14</adjustedDate> <adjustedDate>2014-08-28</adjustedDate> <adjustedDate>2014-09-11</adjustedDate> <adjustedDate>2014-09-25</adjustedDate> <adjustedDate>2014-10-09</adjustedDate> <adjustedDate>2014-10-23</adjustedDate> <adjustedDate>2014-11-06</adjustedDate> <adjustedDate>2014-11-20</adjustedDate> <adjustedDate>2014-12-04</adjustedDate> <adjustedDate>2014-12-18</adjustedDate> <adjustedDate>2015-01-02</adjustedDate> <finalSettlementDate>2015-01-02</finalSettlementDate> </settlementSchedule> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <currency>GBP</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <currency>USD</currency> </exchangedCurrency2> <strike id="str"> <initialValue>1.6875</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <!--Sum of all 13 periods = GBP 1950000.00--> <counterCurrencyAmount> <initialValue>150000.00</initialValue> <currency>GBP</currency> </counterCurrencyAmount> </linearPayoffRegion> <!-- Defines a knockout barrier level beyond which either the accrual process is terminated --> <barrier> <barrierType>Knockout</barrierType> <!--American - should imply that it is spot--> <style>American</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <!--Knock-Out Rate--> <initialValue>1.7470</initialValue> </triggerRate> <!--In this example, it doesn't matter whether you say "keep" or "lose" here because there is only one observation date in each of the period, and it accrue or it doesn't--> <accrualRetention>Keep</accrualRetention> <quotedCurrencyPair> <!--the spot exchange rate for USD/GBP as prevailing in the Spot Market as determined by the Calculation Agent in its sole and absolute discretion.--> <!--what it is you are measuring. --> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> </barrier> <additionalPayment> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <paymentAmount> <currency>GBP</currency> <amount>14000.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2014-07-03</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification>"

category: "FX Accrual Forward Collar"

description: " "

confirmation: " INTERNAL [Pls amend header in line with the applicable entity] To: [Pls specify the applicable client entity name] Attn: [……….] Email: [……….] Date: [……….] Ref : [……….] EUROPEAN ACCRUAL COLLAR The purpose of this letter agreement is to confirm the term s and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") entered into between [Pls specify applicable entity name] ("Bank" or "Party A") and [Pls specify the applicable client entity name] ("Counterparty" or "Party B"). This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmatio n. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreem ent dated as of [Pls state applicable ISDA MA date] as amended and supplemented from time to time between [Pls specify Party A or the applicable entity] and [Pls specify Party B or the applicable client entity name] . All provisions contained or incorporat ed by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 17 January 2014 Trade Time: Available upon request Party A Bought Currency: USD Party B Bought Currency: EUR USD Notional Amount: USD 510,000.00 EUR Notional Amount 1: EUR 3 66,906.47 EUR Notional Amount 2: EUR 37 7,777.78 Strike Rate 1: 1.3900 USD/EUR INTERNAL Strike Rate 2: 1.3500 USD/EUR Accrual Rate 1: 1.4000 USD/EUR Accrual Rate 2: 1.3200 USD/EUR Accrual Period Start Date: 20 January 2014 Accrual Period End Date: 19 January 2015 Accrual Period: Fixing Dates: From and including the Accrual Period St art Date up to and including the Accrual Period End Date. Each Euro Settlement Date Business Day from and including the Accrual Period Start Date up to and including the Accrual Period End Date. Expiration Date: 19 January 2015 Expiration Time: 10:00 am New York time Settlement Date: 21 January 2015 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions. Your Designated Of fice: London Our Designated Office: Paris Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlem ent Instructions Party B Account Details: As per Standard Settlement Instructions 2. Settlement terms: If at the Expiration Time on the Expiration Date EURmat is at or above Strike Rate 1 Party A shall enter into the following transaction with Party B to be Settled on the Settlement Date: Party A Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period ). INTERNAL Party B Buys: EUR Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) If at the Expiration Time on the Expiration Date EURmat is below Strike Rate 1 and above Strike Rate 2 no settlement shall take place by either party on the Settlement Date. If at the Exp iration Time on the Expiration Date EURmat is at or below Strike Rate 2 Party A shall enter into the following transaction with Party B to be Settled on the Settlement Date: Party A Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period). Party B Buys: EUR Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) 3. Additional definitions for the tran saction to which this Confirmation relates are as follows: "Accrual Days " means a Fixing Date during the Accrual Period where EURmat fixes below Accrual Rate 1 and above Accrual Rate 2 . "EURmat " means the average or bid and ask prices for the mid ex change rate expressed as the amount of USD required to buy one EUR prevailing at 02:15pm Frankfurt Time as published on Reuters page ECB37 on that day in any Accrual Period and if such rate is not available for whatever reason, the rate as determined by th e Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Euro Settlement Date and New York (a " Euro Settlement Date and New York Bu siness Day"), the next following day which is a Euro Settlement Date and New York Business Day. "Total Number of Fixing Dates in the Accrual Period " is 255. For avoidance of doubt, this number is subject to change in the case of an unscheduled Euro Set tlement Date holiday occurring during the Accrual Period. 4. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Yours faithfully, Duly authorised for and on behalf of INTERNAL Name: Title: Duly authorised for and on behalf of By: Name: Title "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex53-fx-european-accrual-forward-with-collar.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-01-17T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-01-17</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>510000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <!-- Accrual Rate 1: 1.4000 USD/EUR Accrual Rate 2: 1.3200 USD/EUR --> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.3200</initialValue> </level> <!--accrual rate2--> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>1.4000</initialValue> </level> <!--accrual rate1--> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2014-01-20</startDate> <endDate>2015-01-19</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>255</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2015-01-19</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2015-01-21</adjustedDate> </settlementDate> <!--Party A Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period). Party B Buys: EUR Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) --> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="str1"> <initialValue>1.3900</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>366906.47</initialValue> <currency>EUR</currency> </counterCurrencyAmount> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="str1" /> </lowerBound> </linearPayoffRegion> <!--Party A Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period). Party B Buys: EUR Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) --> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="str2"> <initialValue>1.3500</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>377777.78</initialValue> <currency>EUR</currency> </counterCurrencyAmount> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="str2" /> </upperBound> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward Collar" description: " " confirmation: " INTERNAL [Pls amend header in line with the applicable entity] To: [Pls specify the applicable client entity name] Attn: [……….] Email: [……….] Date: [……….] Ref : [……….] EUROPEAN ACCRUAL COLLAR The purpose of this letter agreement is to confirm the term s and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") entered into between [Pls specify applicable entity name] ("Bank" or "Party A") and [Pls specify the applicable client entity name] ("Counterparty" or "Party B"). This letter agreement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirmatio n. In the event of any inconsistency between those provisions and this Confirmation, this Confirmation will prevail. This Confirmation constitutes a "Confirmation" as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreem ent dated as of [Pls state applicable ISDA MA date] as amended and supplemented from time to time between [Pls specify Party A or the applicable entity] and [Pls specify Party B or the applicable client entity name] . All provisions contained or incorporat ed by reference in such Agreement shall govern this Confirmation except as expressly modified above. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 17 January 2014 Trade Time: Available upon request Party A Bought Currency: USD Party B Bought Currency: EUR USD Notional Amount: USD 510,000.00 EUR Notional Amount 1: EUR 3 66,906.47 EUR Notional Amount 2: EUR 37 7,777.78 Strike Rate 1: 1.3900 USD/EUR INTERNAL Strike Rate 2: 1.3500 USD/EUR Accrual Rate 1: 1.4000 USD/EUR Accrual Rate 2: 1.3200 USD/EUR Accrual Period Start Date: 20 January 2014 Accrual Period End Date: 19 January 2015 Accrual Period: Fixing Dates: From and including the Accrual Period St art Date up to and including the Accrual Period End Date. Each Euro Settlement Date Business Day from and including the Accrual Period Start Date up to and including the Accrual Period End Date. Expiration Date: 19 January 2015 Expiration Time: 10:00 am New York time Settlement Date: 21 January 2015 Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: As per Standard Settlement Instructions. Your Designated Of fice: London Our Designated Office: Paris Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Party A Account Details: As per Standard Settlem ent Instructions Party B Account Details: As per Standard Settlement Instructions 2. Settlement terms: If at the Expiration Time on the Expiration Date EURmat is at or above Strike Rate 1 Party A shall enter into the following transaction with Party B to be Settled on the Settlement Date: Party A Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period ). INTERNAL Party B Buys: EUR Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) If at the Expiration Time on the Expiration Date EURmat is below Strike Rate 1 and above Strike Rate 2 no settlement shall take place by either party on the Settlement Date. If at the Exp iration Time on the Expiration Date EURmat is at or below Strike Rate 2 Party A shall enter into the following transaction with Party B to be Settled on the Settlement Date: Party A Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period). Party B Buys: EUR Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) 3. Additional definitions for the tran saction to which this Confirmation relates are as follows: "Accrual Days " means a Fixing Date during the Accrual Period where EURmat fixes below Accrual Rate 1 and above Accrual Rate 2 . "EURmat " means the average or bid and ask prices for the mid ex change rate expressed as the amount of USD required to buy one EUR prevailing at 02:15pm Frankfurt Time as published on Reuters page ECB37 on that day in any Accrual Period and if such rate is not available for whatever reason, the rate as determined by th e Calculation Agent. "Settlement Date " means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Euro Settlement Date and New York (a " Euro Settlement Date and New York Bu siness Day"), the next following day which is a Euro Settlement Date and New York Business Day. "Total Number of Fixing Dates in the Accrual Period " is 255. For avoidance of doubt, this number is subject to change in the case of an unscheduled Euro Set tlement Date holiday occurring during the Accrual Period. 4. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Yours faithfully, Duly authorised for and on behalf of INTERNAL Name: Title: Duly authorised for and on behalf of By: Name: Title " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex53-fx-european-accrual-forward-with-collar.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-01-17T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-01-17</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>510000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <!-- Accrual Rate 1: 1.4000 USD/EUR Accrual Rate 2: 1.3200 USD/EUR --> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.3200</initialValue> </level> <!--accrual rate2--> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>1.4000</initialValue> </level> <!--accrual rate1--> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2014-01-20</startDate> <endDate>2015-01-19</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>255</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2015-01-19</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2015-01-21</adjustedDate> </settlementDate> <!--Party A Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period). Party B Buys: EUR Notional Amount 1 x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) --> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="str1"> <initialValue>1.3900</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>366906.47</initialValue> <currency>EUR</currency> </counterCurrencyAmount> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="str1" /> </lowerBound> </linearPayoffRegion> <!--Party A Buys: USD Notional Amount x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period). Party B Buys: EUR Notional Amount 2 x (the total number of Accrual Days / Total Number of Fixing Dates Business Days in the Accrual Period) --> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency2> <strike id="str2"> <initialValue>1.3500</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <counterCurrencyAmount> <initialValue>377777.78</initialValue> <currency>EUR</currency> </counterCurrencyAmount> <upperBound> <condition>AtOrBelow</condition> <strikeReference href="str2" /> </upperBound> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Forward Variable Strike"

description: " "

confirmation: " PUBLIC Tel: Fax: To: Attn: Date: Ref : EUROPEAN VARIABLE RATE DOUBLE ACCRUAL FORWARD We confirm we have entered into the following European Variable Rate Double Accrual Forward (the "Transaction") with you under the Term s (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 2006 Definitions and the 1998 FX and Currency Options Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Ass ociation, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee) are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and the 2006 Definitions, the FX Definitions will prevail. In the event of any inconsistency between the FX Definitions or the 2006 Definitions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to, the ISDA Master Agreement made, or to be made, bet ween us, as amended and supplemented from time to time. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 07 July 2011 Trade Time: Available upon request Party A: Party B: Party A Bought Currency: USD (amount s as specified below) Party B Bought Currency: EUR (amount s as specified below) USD Notional Amount 1: USD 188,000,000.00 USD Notional Amount 2: USD 376,000,000.00 EUR Upper Notional Amount 1: EUR 150,761,828 .39 EUR Upper Notional Amount 2: EUR 301,523,656 .78 EUR Lower Notional Amount 1: EUR 127,891,156 .46 Forward Rate 1: 1.2470 USD/EUR Forward Rate 2: 1.4700 USD/EUR PUBLIC Accrual Rate: 1.3500 USD/EUR Barrier Price : 1.1000 USD/ EUR Accrual Period Start Date: 07 July 2011 Accrual Period End Date: 19 December 2012 Accrual Period: From and including the relevant Accrual Period Start Date up to and including the relevant Accrual Period End Date. Expiration Date: 19 December 2012 Settlement Date: 21 December 2012 Your Designated Office: Paris Our Designated Office: London Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Business Days Applicable to Observation Period TARGET Premium Payer: N/A Premium Amount: N/A Premium Value Date: N/A Premium Payment Instructions: Standard Payment Instruction Type of Order: At Market Venue Identification: Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions 2. Settlement terms: Party A Buys: a) USD Notional Amount 1 x (the t otal number of Accrual Days 1 / Total Number of TARGET Business Days in the Accrual Period); and b) USD Notional Amount 1 x (the total number of Accrual Days 2 / Total Number of TARGET Business Days in the Accrual Period); and c) USD Notional Amount 2 x (the total number of Accrual Days 3 / Total Number of TARGET Business Days in the Accrual Period) Party B Buys: a) EUR Lower Notional Amount 1 x (the total number of Accrual Days 1 / Total Number of TARGET Business Days in the Accrual Period); and b) EUR Upper Notional Amount 1 x (the total number of Accrual Days 2 / Total Number of TARGET Business Days in the Accrual Period); and PUBLIC c) EUR Upper Notional Amount 2 x (the total number of Accrual Days 3 / Total Number of TARGET Business Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days 1 " means a Fixing Date during the Accrual Period where EUR mat fixes at or below the Forward Rate 2, and above the Accrual Rate. "Accrual Days 2" means a Fixing Date during the Accrual Period where EUR mat fixes at or below the Accrual Rate , and at or above the Barrier Price . "Accrual Days 3" means a Fixing Date during the Accrual Period where EUR mat fixes below the Barrier P rice. "EUR mat" means the average or bid and ask prices for the mid exchange rate expressed as the amount of USD required to buy one EUR prevailing at 02:15pm Frankfurt Time as published on Reuters page ECB37 on that day in any Accrual Period and if such r ate is not available for whatever reason, the rate as deter mined by the Calculation Agent. "Settlement Date" means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in TARGET and New York (a " TARGET and New York Business Day"), the next following day which is a TARGET and New York Business day. "Total Number of Fixing Dates in the Accrual Period " is 376. 4. Documentation: Please confirm that the forgoing correctly sets f orth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material te rms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Yours faithfully, Duly authorised for and on behalf of By: ............................................ Name: Title "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex54-fx-accrual-forward-with-variable-strike.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-07-07T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2011-07-07</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>188000000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>02:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.35</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.47</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </upperBound> <notionalAmount> <initialValue>188000000.00</initialValue> <currency>USD</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>127891156.46</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.10</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.35</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </upperBound> <notionalAmount> <initialValue>188000000.00</initialValue> <currency>USD</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>150761828.39</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <upperBound> <condition>Below</condition> <level> <initialValue>1.10</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </upperBound> <notionalAmount> <initialValue>376000000.00</initialValue> <currency>USD</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>301523656.78</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </accrualRegion> <fixingSchedule> <startDate>2011-07-07</startDate> <endDate>2012-12-19</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>376</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2012-12-19</adjustedDate> <expiryTime> <hourMinuteTime>02:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2012-12-21</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency2> <strike id="st1"> <initialValue>1.247</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.35</initialValue> </level> </upperBound> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency2> <strike id="st2"> <initialValue>1.47</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <lowerBound> <condition>Above</condition> <level> <initialValue>1.35</initialValue> </level> </lowerBound> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Forward Variable Strike" description: " " confirmation: " PUBLIC Tel: Fax: To: Attn: Date: Ref : EUROPEAN VARIABLE RATE DOUBLE ACCRUAL FORWARD We confirm we have entered into the following European Variable Rate Double Accrual Forward (the "Transaction") with you under the Term s (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This communication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions contained in the 2006 Definitions and the 1998 FX and Currency Options Definitions (the "FX Definitions") (as published by the International Swaps Derivatives Ass ociation, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee) are incorporated into this Confirmation. In the event of any inconsistency between the FX Definitions and the 2006 Definitions, the FX Definitions will prevail. In the event of any inconsistency between the FX Definitions or the 2006 Definitions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to, the ISDA Master Agreement made, or to be made, bet ween us, as amended and supplemented from time to time. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 07 July 2011 Trade Time: Available upon request Party A: Party B: Party A Bought Currency: USD (amount s as specified below) Party B Bought Currency: EUR (amount s as specified below) USD Notional Amount 1: USD 188,000,000.00 USD Notional Amount 2: USD 376,000,000.00 EUR Upper Notional Amount 1: EUR 150,761,828 .39 EUR Upper Notional Amount 2: EUR 301,523,656 .78 EUR Lower Notional Amount 1: EUR 127,891,156 .46 Forward Rate 1: 1.2470 USD/EUR Forward Rate 2: 1.4700 USD/EUR PUBLIC Accrual Rate: 1.3500 USD/EUR Barrier Price : 1.1000 USD/ EUR Accrual Period Start Date: 07 July 2011 Accrual Period End Date: 19 December 2012 Accrual Period: From and including the relevant Accrual Period Start Date up to and including the relevant Accrual Period End Date. Expiration Date: 19 December 2012 Settlement Date: 21 December 2012 Your Designated Office: Paris Our Designated Office: London Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Business Days Applicable to Observation Period TARGET Premium Payer: N/A Premium Amount: N/A Premium Value Date: N/A Premium Payment Instructions: Standard Payment Instruction Type of Order: At Market Venue Identification: Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions 2. Settlement terms: Party A Buys: a) USD Notional Amount 1 x (the t otal number of Accrual Days 1 / Total Number of TARGET Business Days in the Accrual Period); and b) USD Notional Amount 1 x (the total number of Accrual Days 2 / Total Number of TARGET Business Days in the Accrual Period); and c) USD Notional Amount 2 x (the total number of Accrual Days 3 / Total Number of TARGET Business Days in the Accrual Period) Party B Buys: a) EUR Lower Notional Amount 1 x (the total number of Accrual Days 1 / Total Number of TARGET Business Days in the Accrual Period); and b) EUR Upper Notional Amount 1 x (the total number of Accrual Days 2 / Total Number of TARGET Business Days in the Accrual Period); and PUBLIC c) EUR Upper Notional Amount 2 x (the total number of Accrual Days 3 / Total Number of TARGET Business Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days 1 " means a Fixing Date during the Accrual Period where EUR mat fixes at or below the Forward Rate 2, and above the Accrual Rate. "Accrual Days 2" means a Fixing Date during the Accrual Period where EUR mat fixes at or below the Accrual Rate , and at or above the Barrier Price . "Accrual Days 3" means a Fixing Date during the Accrual Period where EUR mat fixes below the Barrier P rice. "EUR mat" means the average or bid and ask prices for the mid exchange rate expressed as the amount of USD required to buy one EUR prevailing at 02:15pm Frankfurt Time as published on Reuters page ECB37 on that day in any Accrual Period and if such r ate is not available for whatever reason, the rate as deter mined by the Calculation Agent. "Settlement Date" means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in TARGET and New York (a " TARGET and New York Business Day"), the next following day which is a TARGET and New York Business day. "Total Number of Fixing Dates in the Accrual Period " is 376. 4. Documentation: Please confirm that the forgoing correctly sets f orth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material te rms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Yours faithfully, Duly authorised for and on behalf of By: ............................................ Name: Title " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex54-fx-accrual-forward-with-variable-strike.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-07-07T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2011-07-07</tradeDate> </tradeHeader> <fxAccrualForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType> <notionalAmount> <initialValue>188000000.00</initialValue> <currency>USD</currency> </notionalAmount> <!--Accrual Process - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>02:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>Above</condition> <level> <initialValue>1.35</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.47</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </upperBound> <notionalAmount> <initialValue>188000000.00</initialValue> <currency>USD</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>127891156.46</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.10</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.35</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </upperBound> <notionalAmount> <initialValue>188000000.00</initialValue> <currency>USD</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>150761828.39</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <upperBound> <condition>Below</condition> <level> <initialValue>1.10</initialValue> </level> <quoteBasis>Currency2PerCurrency1</quoteBasis> </upperBound> <notionalAmount> <initialValue>376000000.00</initialValue> <currency>USD</currency> </notionalAmount> <counterCurrencyAmount> <initialValue>301523656.78</initialValue> <currency>EUR</currency> </counterCurrencyAmount> </accrualRegion> <fixingSchedule> <startDate>2011-07-07</startDate> <endDate>2012-12-19</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>376</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2012-12-19</adjustedDate> <expiryTime> <hourMinuteTime>02:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2012-12-21</adjustedDate> </settlementDate> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency2> <strike id="st1"> <initialValue>1.247</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.35</initialValue> </level> </upperBound> </linearPayoffRegion> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <currency>USD</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <currency>EUR</currency> </exchangedCurrency2> <strike id="st2"> <initialValue>1.47</initialValue> <quoteBasis>Currency2PerCurrency1</quoteBasis> </strike> <lowerBound> <condition>Above</condition> <level> <initialValue>1.35</initialValue> </level> </lowerBound> </linearPayoffRegion> </fxAccrualForward> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Option Average Strike"

description: " "

confirmation: "xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx . Xxxxxxxxxxxxxxxx Xxxxxxxxxxxxxxxx Xxxxxxxxxxxxxxxx To: Attn: Fax No: From: XXXXXX Date: Reference: AVERAGE STRIKE OPTION CONFIRMATION The purpose of this facsimile (this "Confirmation") is to confirm the terms and conditions of the Transaction entered into between us on the Trade Date specified below (the "Transaction"). This Confirmation supersedes any previou s Confirmation or other communication with respect to the Transaction and evidences a complete and binding agreement between us as to the terms of the Transaction. This Confirmation constitutes a "Confirmation" as referred to in the ISDA Master Agreement r eferred to below. The definitions and provisions contained in the 2000 ISDA Definitions (as published by the International Swaps and Derivatives Association, Inc. ("ISDA") and the 1998 FX and Currency Option Definitions as published by ISDA, the Emerging Markets Traders Association and The Foreign Exchange Committee (the "FX Definitions", and together with the 2000 Definitions, the "Definitions") are incorporated into this Confirmation. In the event of any inconsistency between this Confirmation and the De finitions or the Agreement, this Confirmation will govern for the purposes of the Transaction. In the event of any inconsistency between the 2000 Definitions and the FX Definitions, the FX Definitions will govern. Capitalised terms used in this Confirmatio n and not defined in this Confirmation or the Definitions shall have the respective meanings assigned in the Agreement. Each party hereto agrees to make payment to the other party hereto in accordance with the provisions of this Confirmation and of the Agr eement. 1. This Confirmation evidences a complete binding agreement between you and us as to the terms of the Transaction to which this Confirmation relates. In addition, you and we agree to use all reasonable efforts promptly to negotiate, execute and de liver an agreement in the form of the ISDA Master Agreement (Multicurrency -Cross Border) (the "ISDA Form"), with such modifications as you and we in good faith agree. Upon the execution by you and us of such an agreement, this Confirmation will supplement, form a part of, and be subject to that agreement. All provisions contained or incorporated by reference in that agreement upon its execution will govern this Confirmation except as expressly modified below. Until we execute and deliver that agreement, thi s Confirmation, together with all other confirmations referring to the ISDA Form confirming transactions entered into between us, shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreeme nt in such form (but without any Schedule) on the Trade Date of the first such Transaction between us, governed by English law with the Termination Currency being United States Page 2 of 4 Error! Unknown document property name. xxxxxx Dollars, and including as Section 6(f) thereof the provisions of Section V(A) o f ISDA's User's Guide to the 1992 Master Agreements. In the event of any inconsistency between the provisions of that agreement and this Confirmation, this Confirmation will prevail for the purpose of this Transaction. Each party represents to the other p arty that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary): - (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into the Transaction a nd as to whether the Transaction is appropriate or proper based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a r ecommendation to enter into the Transaction: it being understood that information and explanations related to the terms and conditions of the Transaction shall not be considered investment advice or a recommendation to enter into the Transaction. No commun ication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of the Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts, the terms, conditions and risks of the Transaction. It is also capable of assuming, and assumes, the ri sks of the Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of the Transaction. (d) Purpose. It is entering into the Transaction for the purposes of hedging its assets or liabilities or in connection with a line of business. We hereby confirm the terms of a Currency Option Transaction entered into between us: Trade Date: October 3 , 2005 Trade Status: New Trade Medium: Direct Buyer: XXXXXX Seller: Counterparty Option Style: European Settlement Type: Principal Option Type: GBP Call / JPY Put Call Currency and Amount: GBP 4,000,000 Put Currency and Amount: JPY TTM Average Rate: See Special Provisions Strike Rate: TTM Average Rate – 0.44 Expiration Date: October 31, 2005 Expiration Time: 3:00 p.m. Tokyo Settlement Date: November 2, 2005 Premium: JPY 40,000,000 Premium Payment Date: October 5, 2005 Premium Payment Instructions: See Account Details Governing Law: English Calculation Agent: XXXXXX Page 3 of 4 Error! Unknown document property name. xxxxxx Special Provisions : “TTM Average Rate ” means the arithmetic average of JPY/GBP exchange rate s (expressed as the amount of JPY per 1 USD) of The Bank of Tokyo -Mitsubishi fixing rate [“BTMFIX” ] on each Fixing Date (as defined below). “Fixing Dates” means each of the dates set out in the column headed [“Fixing Date”] in the table attached to this Confirmation, subject to adju stment in accordance with the Following Business Day Convention. TTM Average Fixings Schedule Fixing Date Weight Fixing 03-Oct-05 1 04-Oct-05 1 05-Oct-05 1 06-Oct-05 1 07-Oct-05 1 11-Oct-05 1 12-Oct-05 1 13-Oct-05 1 14-Oct-05 1 17-Oct-05 1 18-Oct-05 1 19-Oct-05 1 20-Oct-05 1 21-Oct-05 1 24-Oct-05 1 25-Oct-05 1 26-Oct-05 1 27-Oct-05 1 28-Oct-05 1 31-Oct-05 1 2. ACCOUNT DETAILS Payments to Counterparty : 3. OFFICES XXXXXX : Address for Notices: xxxxxxxxxxxxxxxxxx Xxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxx Counterparty: Page 4 of 4 Error! Unknown document property name. xxxxxx The time of dealing will be confirmed by XXXXXX upon written request. XXXXXX is regulated by the Financial Services Authority. XXXXXX is acting for its own account in respect of this Transaction. Please confirm that the foregoing correctly sets forth all the terms and conditions of our agreement with respect to the Transaction by responding within three (3) Business Days by promptly signing in the space provided below and both (i) faxing the signed copy to xxxxxxxxxxxxxxxx xxxxxxxxxxx and (ii) mailing the signed copy to XXXXXX xxxxxxxxx . Your failure to respond within such period shall not affect the validity or enforceability of the Transaction as against you. This facsimile shall be the only documentation in respect of the Transaction and accordingly no hard copy versions of this Confirmation for this Transaction shall be provided unless the Counterparty requests. For and on behalf of XXXXXX ------------------------------------- NAME Authorised Signatory Date: For and on behalf of ------------------------------------- NAME Authorised Signatory Date: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex55-fx-(accrual)-average-strike-option.docx. Note: the template does not cover accrualProcess --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2005-10-03</tradeDate> </tradeHeader> <fxAccrualOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType> <buyerPartyReference href="partyB" /> <sellerPartyReference href="partyA" /> <!--Quoted currency pair - informs you of what the value of the underlying payment and what the number in the strike means.--> <putCurrency>JPY</putCurrency> <callCurrency>GBP</callCurrency> <notionalAmount> <initialValue>4000000.00</initialValue> <currency>GBP</currency> </notionalAmount> <accrual> <!--Describes accrual process --> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>BTMFIX</rateSourcePage> <fixingTime> <hourMinuteTime>15:00:00</hourMinuteTime> <businessCenter>JPTO</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <upperBound> <condition>Below</condition> <averageStrikeReference href="averageStrike" /> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <averageStrikeReference href="averageStrike" /> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>120.00</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2005-10-03</startDate> <endDate>2005-10-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>JPTO</businessCenter> </businessCenters> <numberOfFixings>20</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2005-10-31</adjustedDate> <expiryTime> <hourMinuteTime>15:00:00</hourMinuteTime> <businessCenter>JPTO</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <!--optional component--> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>JPTO</businessCenter> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2005-11-02</adjustedDate> </settlementDate> <averageStrike id="averageStrike"> <!--what the rate we are observing and --> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the observation is based on--> <rateSource>Reuters</rateSource> <rateSourcePage>BTMFIX</rateSourcePage> <fixingTime> <hourMinuteTime>15:00:00</hourMinuteTime> <businessCenter>JPTO</businessCenter> </fixingTime> </informationSource> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2005-10-03</startDate> <endDate>2005-10-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>JPTO</businessCenter> </businessCenters> </fixingSchedule> <averagingMethod>Arithmetic</averagingMethod> <precision>4</precision> <strikeAdjustment>-0.44</strikeAdjustment> </averageStrike> <!-- ### Average Strike ### --> <!--counterCurrencyAmount/amount is optional. A JPY amount determined as follows: Reference Currency Notional Amount * (Average Strike Forward + Strike Adjustment) --> <premium> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <paymentDate> <adjustableDate> <unadjustedDate>2005-10-05</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>JPY</currency> <amount>40000000</amount> </paymentAmount> </premium> </fxAccrualOption> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> <governingLaw>GBEN</governingLaw> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Option Average Strike" description: " " confirmation: "xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx . Xxxxxxxxxxxxxxxx Xxxxxxxxxxxxxxxx Xxxxxxxxxxxxxxxx To: Attn: Fax No: From: XXXXXX Date: Reference: AVERAGE STRIKE OPTION CONFIRMATION The purpose of this facsimile (this "Confirmation") is to confirm the terms and conditions of the Transaction entered into between us on the Trade Date specified below (the "Transaction"). This Confirmation supersedes any previou s Confirmation or other communication with respect to the Transaction and evidences a complete and binding agreement between us as to the terms of the Transaction. This Confirmation constitutes a "Confirmation" as referred to in the ISDA Master Agreement r eferred to below. The definitions and provisions contained in the 2000 ISDA Definitions (as published by the International Swaps and Derivatives Association, Inc. ("ISDA") and the 1998 FX and Currency Option Definitions as published by ISDA, the Emerging Markets Traders Association and The Foreign Exchange Committee (the "FX Definitions", and together with the 2000 Definitions, the "Definitions") are incorporated into this Confirmation. In the event of any inconsistency between this Confirmation and the De finitions or the Agreement, this Confirmation will govern for the purposes of the Transaction. In the event of any inconsistency between the 2000 Definitions and the FX Definitions, the FX Definitions will govern. Capitalised terms used in this Confirmatio n and not defined in this Confirmation or the Definitions shall have the respective meanings assigned in the Agreement. Each party hereto agrees to make payment to the other party hereto in accordance with the provisions of this Confirmation and of the Agr eement. 1. This Confirmation evidences a complete binding agreement between you and us as to the terms of the Transaction to which this Confirmation relates. In addition, you and we agree to use all reasonable efforts promptly to negotiate, execute and de liver an agreement in the form of the ISDA Master Agreement (Multicurrency -Cross Border) (the "ISDA Form"), with such modifications as you and we in good faith agree. Upon the execution by you and us of such an agreement, this Confirmation will supplement, form a part of, and be subject to that agreement. All provisions contained or incorporated by reference in that agreement upon its execution will govern this Confirmation except as expressly modified below. Until we execute and deliver that agreement, thi s Confirmation, together with all other confirmations referring to the ISDA Form confirming transactions entered into between us, shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreeme nt in such form (but without any Schedule) on the Trade Date of the first such Transaction between us, governed by English law with the Termination Currency being United States Page 2 of 4 Error! Unknown document property name. xxxxxx Dollars, and including as Section 6(f) thereof the provisions of Section V(A) o f ISDA's User's Guide to the 1992 Master Agreements. In the event of any inconsistency between the provisions of that agreement and this Confirmation, this Confirmation will prevail for the purpose of this Transaction. Each party represents to the other p arty that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary): - (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into the Transaction a nd as to whether the Transaction is appropriate or proper based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a r ecommendation to enter into the Transaction: it being understood that information and explanations related to the terms and conditions of the Transaction shall not be considered investment advice or a recommendation to enter into the Transaction. No commun ication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of the Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts, the terms, conditions and risks of the Transaction. It is also capable of assuming, and assumes, the ri sks of the Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of the Transaction. (d) Purpose. It is entering into the Transaction for the purposes of hedging its assets or liabilities or in connection with a line of business. We hereby confirm the terms of a Currency Option Transaction entered into between us: Trade Date: October 3 , 2005 Trade Status: New Trade Medium: Direct Buyer: XXXXXX Seller: Counterparty Option Style: European Settlement Type: Principal Option Type: GBP Call / JPY Put Call Currency and Amount: GBP 4,000,000 Put Currency and Amount: JPY TTM Average Rate: See Special Provisions Strike Rate: TTM Average Rate – 0.44 Expiration Date: October 31, 2005 Expiration Time: 3:00 p.m. Tokyo Settlement Date: November 2, 2005 Premium: JPY 40,000,000 Premium Payment Date: October 5, 2005 Premium Payment Instructions: See Account Details Governing Law: English Calculation Agent: XXXXXX Page 3 of 4 Error! Unknown document property name. xxxxxx Special Provisions : “TTM Average Rate ” means the arithmetic average of JPY/GBP exchange rate s (expressed as the amount of JPY per 1 USD) of The Bank of Tokyo -Mitsubishi fixing rate [“BTMFIX” ] on each Fixing Date (as defined below). “Fixing Dates” means each of the dates set out in the column headed [“Fixing Date”] in the table attached to this Confirmation, subject to adju stment in accordance with the Following Business Day Convention. TTM Average Fixings Schedule Fixing Date Weight Fixing 03-Oct-05 1 04-Oct-05 1 05-Oct-05 1 06-Oct-05 1 07-Oct-05 1 11-Oct-05 1 12-Oct-05 1 13-Oct-05 1 14-Oct-05 1 17-Oct-05 1 18-Oct-05 1 19-Oct-05 1 20-Oct-05 1 21-Oct-05 1 24-Oct-05 1 25-Oct-05 1 26-Oct-05 1 27-Oct-05 1 28-Oct-05 1 31-Oct-05 1 2. ACCOUNT DETAILS Payments to Counterparty : 3. OFFICES XXXXXX : Address for Notices: xxxxxxxxxxxxxxxxxx Xxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxx Counterparty: Page 4 of 4 Error! Unknown document property name. xxxxxx The time of dealing will be confirmed by XXXXXX upon written request. XXXXXX is regulated by the Financial Services Authority. XXXXXX is acting for its own account in respect of this Transaction. Please confirm that the foregoing correctly sets forth all the terms and conditions of our agreement with respect to the Transaction by responding within three (3) Business Days by promptly signing in the space provided below and both (i) faxing the signed copy to xxxxxxxxxxxxxxxx xxxxxxxxxxx and (ii) mailing the signed copy to XXXXXX xxxxxxxxx . Your failure to respond within such period shall not affect the validity or enforceability of the Transaction as against you. This facsimile shall be the only documentation in respect of the Transaction and accordingly no hard copy versions of this Confirmation for this Transaction shall be provided unless the Counterparty requests. For and on behalf of XXXXXX ------------------------------------- NAME Authorised Signatory Date: For and on behalf of ------------------------------------- NAME Authorised Signatory Date: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex55-fx-(accrual)-average-strike-option.docx. Note: the template does not cover accrualProcess --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2005-10-03</tradeDate> </tradeHeader> <fxAccrualOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType> <buyerPartyReference href="partyB" /> <sellerPartyReference href="partyA" /> <!--Quoted currency pair - informs you of what the value of the underlying payment and what the number in the strike means.--> <putCurrency>JPY</putCurrency> <callCurrency>GBP</callCurrency> <notionalAmount> <initialValue>4000000.00</initialValue> <currency>GBP</currency> </notionalAmount> <accrual> <!--Describes accrual process --> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>BTMFIX</rateSourcePage> <fixingTime> <hourMinuteTime>15:00:00</hourMinuteTime> <businessCenter>JPTO</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <upperBound> <condition>Below</condition> <averageStrikeReference href="averageStrike" /> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <averageStrikeReference href="averageStrike" /> </lowerBound> <upperBound> <condition>Below</condition> <level> <initialValue>120.00</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2005-10-03</startDate> <endDate>2005-10-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>JPTO</businessCenter> </businessCenters> <numberOfFixings>20</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2005-10-31</adjustedDate> <expiryTime> <hourMinuteTime>15:00:00</hourMinuteTime> <businessCenter>JPTO</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <!--optional component--> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>JPTO</businessCenter> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2005-11-02</adjustedDate> </settlementDate> <averageStrike id="averageStrike"> <!--what the rate we are observing and --> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the observation is based on--> <rateSource>Reuters</rateSource> <rateSourcePage>BTMFIX</rateSourcePage> <fixingTime> <hourMinuteTime>15:00:00</hourMinuteTime> <businessCenter>JPTO</businessCenter> </fixingTime> </informationSource> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2005-10-03</startDate> <endDate>2005-10-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>JPTO</businessCenter> </businessCenters> </fixingSchedule> <averagingMethod>Arithmetic</averagingMethod> <precision>4</precision> <strikeAdjustment>-0.44</strikeAdjustment> </averageStrike> <!-- ### Average Strike ### --> <!--counterCurrencyAmount/amount is optional. A JPY amount determined as follows: Reference Currency Notional Amount * (Average Strike Forward + Strike Adjustment) --> <premium> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <paymentDate> <adjustableDate> <unadjustedDate>2005-10-05</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>JPY</currency> <amount>40000000</amount> </paymentAmount> </premium> </fxAccrualOption> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> <governingLaw>GBEN</governingLaw> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Option Average Rate"

description: " "

confirmation: " xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxx United Kingdom xxxxxxxxxxxxxxxxx To: Attn: Fax No: From: XXXXXX Date: Reference: AVERAGE RATE OPTION CONFIRMATION The purpose of this facsimile (this "Confirmation") is to confirm the t erms and conditions of the Transaction entered into between us on the Trade Date specified below (the "Transaction"). This Confirmation supersedes any previous Confirmation or other communication with respect to the Transaction and evidences a complete and binding agreement between us as to the terms of the Transaction. This Confirmation constitutes a "Confirmation" as referred to in the ISDA Master Agreement referred to below. The definitions and provisions contained in the 2000 ISDA Definitions (as publi shed by the International Swaps and Derivatives Association, Inc. ("ISDA") and the 1998 FX and Currency Option Definitions as published by ISDA, the Emerging Markets Traders Association and The Foreign Exchange Committee (the "FX Definitions", and together with the 2000 Definitions, the "Definitions") are incorporated into this Confirmation. In the event of any inconsistency between this Confirmation and the Definitions or the Agreement, this Confirmation will govern for the purposes of the Transaction. In the event of any inconsistency between the 2000 Definitions and the FX Definitions, the FX Definitions will govern. Capitalised terms used in this Confirmation and not defined in this Confirmation or the Definitions shall have the respective meanings assig ned in the Agreement. Each party hereto agrees to make payment to the other party hereto in accordance with the provisions of this Confirmation and of the Agreement. This Confirmation evidences a complete binding agreement between you and us as to the ter ms of the Transaction to which this Confirmation relates. In addition, you and we agree to use all reasonable efforts promptly to negotiate, execute and deliver an agreement in the form of the ISDA Master Agreement (Multicurrency -Cross Border) (the "ISDA F orm"), with such modifications as you and we Page 2 of 4 Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. in good faith agree. Upon the execution by you and us of such an agreement, this Confirmation will supplement, form a part of, and be subject to that agreement. All provisions contained or incorporated by refere nce in that agreement upon its execution will govern this Confirmation except as expressly modified below. Until we execute and deliver that agreement, this Confirmation, together with all other confirmations referring to the ISDA Form confirming transacti ons entered into between us, shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreement in such form (but without any Schedule) on the Trade Date of the first such Transaction between us , governed by English law with the Termination Currency being Sterling, and including as Section 6(f) thereof the provisions of Section V(A) of ISDA's User's Guide to the 1992 Master Agreements. In the event of any inconsistency between the provisions of t hat agreement and this Confirmation, this Confirmation will prevail for the purpose of this Transaction. Each party represents to the other party that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary): - (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into the Transaction and as to whether the Transaction is appropriate or proper based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into the Transaction: it being understood that information and explanations related to th e terms and conditions of the Transaction shall not be considered investment advice or a recommendation to enter into the Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to th e expected results of the Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts, the terms, conditions and ris ks of the Transaction. It is also capable of assuming, and assumes, the risks of the Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of the Transaction. (d) Purpose. It is entering int o the Transaction for the purposes of hedging its assets or liabilities or in connection with a line of business. We hereby confirm the terms of the Transaction entered into between us: Trade Date: January 11, 2008 Trade Status: New Option Buyer: XXX XXX Option Seller: Counterparty Option Type: USD PUT / GBP CALL Option Style: Average Rate Notional Amount: GBP 7,000,000 Strike Rate: 1.995 USD per 1 GBP Average Rate: See Special Provisions Effective Date: January 11, 2008 Expiry Date: June 30, 2 008 Settlement Date: July 02, 2008 Settlement Amount: See Special Provisions Premium Amount: USD 155,000 Premium Value Date: January 15, 2008 Calculation Agent: XXXXXX Page 3 of 4 Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Governing Law: English Special Provisions On the Settlement Date the Option Buy er shall receive from the Option Seller an amount (the “Settlement Amount”) in USD determined by the Calculation Agent as follows: Settlement Amount = (Notional Amount) x (Average Rate – Strike Rate) Provided that if the Settlement Amount as determined a bove is a negative number then no payment shall be made between the Option Buyer and the Option Seller. Where: “Calculation Period” means, unless otherwise agreed, the period commencing on the Effective Date to and including the Expiration Date “Average Rate” means the arithmetic average of the USD per 1 GBP exchange rate as published on Reuters page 1FED at 10.00am New York Time on each Fixing Date (as defined below). If 1FED is not available the Calculation Agent shall determine the USD per 1 GBP excha nge rate the acting in good faith and in a commercially reasonable manner. “Fixing Date” means each Business Day during the Calculation Period. “Business Day” means each day 1FED is published. 2. ACCOUNT DETAILS Payments to Counterparty : Please Ad vise 3. OFFICES XXXXXX : Address for Notices: XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX Counterparty: The time of dealing will be confirmed by XXXXXX upon written request. XXXXXX is regulated by the Financial Services Authority. XXXXXX is acting for i ts own account in respect of this Transaction. Please confirm that the foregoing correctly sets forth all the terms and conditions of our agreement with respect to the Transaction by responding within three (3) Business Days by promptly signing in the space provided below and both (i) faxing the signed copy to XXXXXX , Fax xxxxxxxxxxxx , Tel +(44) 20-7773 -6242/1700, and (ii) mailing the signed copy to XXXXXX , xxxxxxxxxxxxxxxxxx xxxxxx , Attention of xxxxxxxx . Your failure to respond within such period shall n ot affect the validity or enforceability of the Transaction as against you. Page 4 of 4 Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. For and on behalf of XXXXXX ------------------------------------- NAME Authorised Signatory Date: For and on behalf of ------------------------------------- NAME Authorise d Signatory Date: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex57-fx-average-rate-accrual-option.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2008-01-11</tradeDate> </tradeHeader> <fxAccrualOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType> <buyerPartyReference href="partyA" /> <sellerPartyReference href="partyB" /> <putCurrency>USD</putCurrency> <callCurrency>GBP</callCurrency> <notionalAmount> <initialValue>7000000.00</initialValue> <currency>GBP</currency> </notionalAmount> <accrual> <!--Describes accrual process --> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the observation is based on--> <rateSource>Reuters</rateSource> <rateSourcePage>1FED</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.995</initialValue> </level> </lowerBound> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <upperBound> <condition>Below</condition> <level> <initialValue>1.995</initialValue> </level> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <!--(Fixing Dates: Every Euro Settlement Date during the Accrual Period) Fixing schedule – primarily parametric or can be explicit list of dates, or both --> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2008-01-11</startDate> <endDate>2008-06-30</endDate> <dayType>Business</dayType> <businessCenters> <!--“Business Day” means each day 1FED is published--> <businessCenter>USNY</businessCenter> </businessCenters> <numberOfFixings>21</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2008-06-30</adjustedDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <!--optional component--> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2008-07-02</adjustedDate> </settlementDate> <strike> <initialValue>1.995</initialValue> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <counterCurrencyAmount> <initialValue>3508771.93</initialValue> <currency>USD</currency> </counterCurrencyAmount> <!--Average Rate Forward: means the average of the Rate Observations (as defined below), rounded to four decimal places ###--> <!--Average Rate is calculated based on the accrual period --> <!-- "The Forward has features that differ from a standard forward foreign exchange contract, in that the Settlement Exchange Rate is calculated based on a series of rate observations. In addition, the Forward is cash-settled rather than settled by physical delivery." --> <averageRate id="averageRate"> <!--what the rate we are observing and --> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the observation is based on--> <rateSource>Reuters</rateSource> <rateSourcePage>1FED</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </informationSource> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2008-01-11</startDate> <endDate>2008-06-30</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </fixingSchedule> <averagingMethod>Arithmetic</averagingMethod> <precision>4</precision> </averageRate> <!--optional Payment--> <premium> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <paymentDate> <adjustableDate> <unadjustedDate>2008-01-15</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>155000</amount> </paymentAmount> </premium> </fxAccrualOption> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Option Average Rate" description: " " confirmation: " xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxx United Kingdom xxxxxxxxxxxxxxxxx To: Attn: Fax No: From: XXXXXX Date: Reference: AVERAGE RATE OPTION CONFIRMATION The purpose of this facsimile (this "Confirmation") is to confirm the t erms and conditions of the Transaction entered into between us on the Trade Date specified below (the "Transaction"). This Confirmation supersedes any previous Confirmation or other communication with respect to the Transaction and evidences a complete and binding agreement between us as to the terms of the Transaction. This Confirmation constitutes a "Confirmation" as referred to in the ISDA Master Agreement referred to below. The definitions and provisions contained in the 2000 ISDA Definitions (as publi shed by the International Swaps and Derivatives Association, Inc. ("ISDA") and the 1998 FX and Currency Option Definitions as published by ISDA, the Emerging Markets Traders Association and The Foreign Exchange Committee (the "FX Definitions", and together with the 2000 Definitions, the "Definitions") are incorporated into this Confirmation. In the event of any inconsistency between this Confirmation and the Definitions or the Agreement, this Confirmation will govern for the purposes of the Transaction. In the event of any inconsistency between the 2000 Definitions and the FX Definitions, the FX Definitions will govern. Capitalised terms used in this Confirmation and not defined in this Confirmation or the Definitions shall have the respective meanings assig ned in the Agreement. Each party hereto agrees to make payment to the other party hereto in accordance with the provisions of this Confirmation and of the Agreement. This Confirmation evidences a complete binding agreement between you and us as to the ter ms of the Transaction to which this Confirmation relates. In addition, you and we agree to use all reasonable efforts promptly to negotiate, execute and deliver an agreement in the form of the ISDA Master Agreement (Multicurrency -Cross Border) (the "ISDA F orm"), with such modifications as you and we Page 2 of 4 Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. in good faith agree. Upon the execution by you and us of such an agreement, this Confirmation will supplement, form a part of, and be subject to that agreement. All provisions contained or incorporated by refere nce in that agreement upon its execution will govern this Confirmation except as expressly modified below. Until we execute and deliver that agreement, this Confirmation, together with all other confirmations referring to the ISDA Form confirming transacti ons entered into between us, shall supplement, form a part of, and be subject to an agreement in the form of the ISDA Form as if we had executed an agreement in such form (but without any Schedule) on the Trade Date of the first such Transaction between us , governed by English law with the Termination Currency being Sterling, and including as Section 6(f) thereof the provisions of Section V(A) of ISDA's User's Guide to the 1992 Master Agreements. In the event of any inconsistency between the provisions of t hat agreement and this Confirmation, this Confirmation will prevail for the purpose of this Transaction. Each party represents to the other party that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary): - (a) Non-Reliance. It is acting for its own account, and it has made its own independent decisions to enter into the Transaction and as to whether the Transaction is appropriate or proper based upon its own judgement and upon advice from such advisers as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into the Transaction: it being understood that information and explanations related to th e terms and conditions of the Transaction shall not be considered investment advice or a recommendation to enter into the Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to th e expected results of the Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and understands and accepts, the terms, conditions and ris ks of the Transaction. It is also capable of assuming, and assumes, the risks of the Transaction. (c) Status of Parties. The other party is not acting as a fiduciary for or an adviser to it in respect of the Transaction. (d) Purpose. It is entering int o the Transaction for the purposes of hedging its assets or liabilities or in connection with a line of business. We hereby confirm the terms of the Transaction entered into between us: Trade Date: January 11, 2008 Trade Status: New Option Buyer: XXX XXX Option Seller: Counterparty Option Type: USD PUT / GBP CALL Option Style: Average Rate Notional Amount: GBP 7,000,000 Strike Rate: 1.995 USD per 1 GBP Average Rate: See Special Provisions Effective Date: January 11, 2008 Expiry Date: June 30, 2 008 Settlement Date: July 02, 2008 Settlement Amount: See Special Provisions Premium Amount: USD 155,000 Premium Value Date: January 15, 2008 Calculation Agent: XXXXXX Page 3 of 4 Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Governing Law: English Special Provisions On the Settlement Date the Option Buy er shall receive from the Option Seller an amount (the “Settlement Amount”) in USD determined by the Calculation Agent as follows: Settlement Amount = (Notional Amount) x (Average Rate – Strike Rate) Provided that if the Settlement Amount as determined a bove is a negative number then no payment shall be made between the Option Buyer and the Option Seller. Where: “Calculation Period” means, unless otherwise agreed, the period commencing on the Effective Date to and including the Expiration Date “Average Rate” means the arithmetic average of the USD per 1 GBP exchange rate as published on Reuters page 1FED at 10.00am New York Time on each Fixing Date (as defined below). If 1FED is not available the Calculation Agent shall determine the USD per 1 GBP excha nge rate the acting in good faith and in a commercially reasonable manner. “Fixing Date” means each Business Day during the Calculation Period. “Business Day” means each day 1FED is published. 2. ACCOUNT DETAILS Payments to Counterparty : Please Ad vise 3. OFFICES XXXXXX : Address for Notices: XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX Counterparty: The time of dealing will be confirmed by XXXXXX upon written request. XXXXXX is regulated by the Financial Services Authority. XXXXXX is acting for i ts own account in respect of this Transaction. Please confirm that the foregoing correctly sets forth all the terms and conditions of our agreement with respect to the Transaction by responding within three (3) Business Days by promptly signing in the space provided below and both (i) faxing the signed copy to XXXXXX , Fax xxxxxxxxxxxx , Tel +(44) 20-7773 -6242/1700, and (ii) mailing the signed copy to XXXXXX , xxxxxxxxxxxxxxxxxx xxxxxx , Attention of xxxxxxxx . Your failure to respond within such period shall n ot affect the validity or enforceability of the Transaction as against you. Page 4 of 4 Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. Error! Unknown document property name. For and on behalf of XXXXXX ------------------------------------- NAME Authorised Signatory Date: For and on behalf of ------------------------------------- NAME Authorise d Signatory Date: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex57-fx-average-rate-accrual-option.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2008-01-11</tradeDate> </tradeHeader> <fxAccrualOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType> <buyerPartyReference href="partyA" /> <sellerPartyReference href="partyB" /> <putCurrency>USD</putCurrency> <callCurrency>GBP</callCurrency> <notionalAmount> <initialValue>7000000.00</initialValue> <currency>GBP</currency> </notionalAmount> <accrual> <!--Describes accrual process --> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the observation is based on--> <rateSource>Reuters</rateSource> <rateSourcePage>1FED</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.995</initialValue> </level> </lowerBound> </accrualRegion> <accrualRegion> <observableReference href="ob1" /> <upperBound> <condition>Below</condition> <level> <initialValue>1.995</initialValue> </level> </upperBound> <accrualFactor> <initialValue>2</initialValue> </accrualFactor> </accrualRegion> <!--(Fixing Dates: Every Euro Settlement Date during the Accrual Period) Fixing schedule – primarily parametric or can be explicit list of dates, or both --> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2008-01-11</startDate> <endDate>2008-06-30</endDate> <dayType>Business</dayType> <businessCenters> <!--“Business Day” means each day 1FED is published--> <businessCenter>USNY</businessCenter> </businessCenters> <numberOfFixings>21</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <adjustedDate>2008-06-30</adjustedDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <!--optional component--> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2008-07-02</adjustedDate> </settlementDate> <strike> <initialValue>1.995</initialValue> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <counterCurrencyAmount> <initialValue>3508771.93</initialValue> <currency>USD</currency> </counterCurrencyAmount> <!--Average Rate Forward: means the average of the Rate Observations (as defined below), rounded to four decimal places ###--> <!--Average Rate is calculated based on the accrual period --> <!-- "The Forward has features that differ from a standard forward foreign exchange contract, in that the Settlement Exchange Rate is calculated based on a series of rate observations. In addition, the Forward is cash-settled rather than settled by physical delivery." --> <averageRate id="averageRate"> <!--what the rate we are observing and --> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the observation is based on--> <rateSource>Reuters</rateSource> <rateSourcePage>1FED</rateSourcePage> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> </informationSource> <fixingSchedule> <!--the dates when you are measuring--> <startDate>2008-01-11</startDate> <endDate>2008-06-30</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </fixingSchedule> <averagingMethod>Arithmetic</averagingMethod> <precision>4</precision> </averageRate> <!--optional Payment--> <premium> <payerPartyReference href="partyA" /> <receiverPartyReference href="partyB" /> <paymentDate> <adjustableDate> <unadjustedDate>2008-01-15</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>155000</amount> </paymentAmount> </premium> </fxAccrualOption> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Digital Option American"

description: " "

confirmation: " To: Attn: Email: Date: Ref : AMERICAN ACCRUAL OPTION The purpose of this letter agreement (a "Confirmation") is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between ("Bank" or Party A) and ("Counterparty" or Party B). This letter ag reement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 2006 Definitions and the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the I nternational Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirma tion. In the event of any inconsistency between the FX Definitions and the 2006 Definitions, the FX Definitions will prevail. In the event of any inconsistency between the FX Definitions or the 2006 Definitions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement between and dated as of, as amended and supplemented from time to time by the parties in accordance with its terms (the Agreement). All provisions contain ed in or incorporated by reference in, the Agreement govern the Confirmation, except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 24 June 2014 Trade Time: Available Upon Request Buyer: Party B Seller: Party A Rebate Amount : HKD 100,000.00 Strike Rate: 10.7000 HKD/EUR Barrier Rate 1 : 10.7500 HKD/EUR Barrier Rate 2: 10.7700 HKD/EUR Settlement Type: Deliverable Accrual Period Start Date: 25 June 2014 Accrual Period End Date: 30 September 2014 Accrual Period: From and including the Accrual Period Start Date up to and including the Accrual Period End Date. Fixing Dates: Every Euro Settlement Date during the Accrual Period Expiration Date: 30 September 2014 Settlement Date: 06 October 2014 Expiration Time: 10:00am New York time Automatic Exercise: Applicable Your Designated Office: Paris Our Designated Office: London Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: Not Applicable Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions 2. Settlement terms: On the Expiration Date at the Expiration Time, the Seller shall pay to the Buyer an amount in HKD calculated as follows: If on the Expiration Date at the Expiration Time EURSpot fixes at or above the Strike Rate then, the Seller shall pay to the Buyer an amount in EUR on the Settlement Date calculated as follows: Seller Pays: Rebate Amount x Number of Accrual Days / Total Number of Fixing Dates 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days " means a Euro Settlement Date during the Accrual Period where EURmat fixes above the Barrier Rate 1 and EURspot trades below the Barrier Rate 2 at all times from the Trade Time on the Trade Date to 2:15pm Central European time on that Euro Settlement Date . "EURmat" means the exchange rate expressed as the number of HKD per one EUR, as displayed on Reuters Page ECB37 at or about 14:15 Frankfurt Time on each Fixing Date in Accrual Period and if such rate is not available for whatever reason, the rate as dete rmined by the Calculation Agent in good faith and in a commercially reasonable manner. "EURspot " means the spot exchange rate for EUR/ HKD as prevailing in the Spot Market as determined by the Calculation Agent from time to time. "Settlement Date " means th e relevant date specified in the schedule above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Euro Settlement Date and Hong Kong (a Euro Settlement Date and Hong Kong Business Day), the next fo llowing day which is a Euro Settlement Date and Hong Kong Business Day. "Spot Exchange Rate " means, the price at the time at which such price is to be determined, in the Spot Market for Foreign Exchange transactions involving the Currency Pair which is t he subject of the Transaction determined by reference either to rates for the exchange of the Currencies in such Currency Pair or to Cross -Rates as the Calculation Agent shall determine. "Spot Market " means the global spot foreign exchange market, which, for these purposes, shall, unless otherwise agreed, be treated as being open continuously from 5.00 a.m. Sydney time on a Monday in any week to 5:00 p.m New York time on the Friday of that week. "Total Number of Euro Settlement Date in the Accrual Period " is 70. For avoidance of doubt, this number is subject to change in the case of an unscheduled Euro Settlement Date holiday occurring during the Accrual Period. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non -Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Pa rties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction . 5. Disclosure: and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such acti vities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. a nd/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the p robability that a trigger event will occur. 6. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to u s a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Quer ies: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of: By: ............................................ Name: Title: Trade Ref: "

### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- see template: fx-ex45-fx-accrual-american-digital-option.pdf 2. Settlement terms: On the Expiration Date at the Expiration Time, the Buyer shall have the right to enter into the following transaction to be settled on the Settlement Date: Buyer Buys: EUR Notional Amount x Number of Accrual Days / Total Number of Fixing Dates Buyer Sells: HKD Notional Amount x Number of Accrual Days / Total Number of Fixing Dates On the Expiration Date at the Expiration Time, the Seller shall pay to the Buyer an amount in HKD calculated as follows: If on the Expiration Date at the Expiration Time EURSpot fixes at or above the Strike Rate then, the Seller shall pay to the Buyer an amount in EUR on the Settlement Date calculated as follows: Seller Pays: Rebate Amount x Number of Accrual Days / Total Number of Fixing Dates --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-06-24</tradeDate> </tradeHeader> <fxAccrualDigitalOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualDigitalOption</productType> <buyerPartyReference href="partyB"/> <sellerPartyReference href="partyA"/> <notionalAmount> <initialValue>100000.00</initialValue> <currency>HKD</currency> </notionalAmount> <!--Accrual Period - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>HKD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1"/> <!--Defines the boundaries of an accrual region. Need at least one barrier. --> <lowerBound> <condition>Above</condition> <!--will trigger an accrual and indicates where you are--> <level> <initialValue>10.7500</initialValue> </level> </lowerBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2014-06-25</startDate> <endDate>2014-09-30</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HKHK</businessCenter> </businessCenters> <numberOfFixings>70</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HKHK</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-09-30</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HKHK</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-06</adjustedDate> </settlementDate> <!-- 2015-01-15:FpML FX WG: added trigger rate. On the Expiration Date at the Expiration Time, the Seller shall pay to the Buyer an amount in HKD calculated as follows: If on the Expiration Date at the Expiration Time EURSpot fixes at or above the Strike Rate then, the Seller shall pay to the Buyer an amount in EUR on the Settlement Date calculated as follows: Seller Pays: Rebate Amount x Number of Accrual Days / Total Number of Fixing Dates --> <trigger> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>HKD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>10.7000</triggerRate> </trigger> <!-- Defines a knockout barrier level beyond which either the accrual process is terminated or the option is terminated. --> <barrier> <barrierType>Knockout</barrierType> <style>American</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>10.7700</initialValue> </triggerRate> <accrualRetention>Keep</accrualRetention> </barrier> <!--Premium - Not Applicable--> </fxAccrualDigitalOption> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification>"

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Digital Option American" description: " " confirmation: " To: Attn: Email: Date: Ref : AMERICAN ACCRUAL OPTION The purpose of this letter agreement (a "Confirmation") is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between ("Bank" or Party A) and ("Counterparty" or Party B). This letter ag reement constitutes a "Confirmation" as referred to in the ISDA Master Agreement specified below. The definitions and provisions contained in the 2006 Definitions and the 1998 FX and Currency Option Definitions (the "FX Definitions") (as published by the I nternational Swaps and Derivatives Association, Inc., the Emerging Markets Traders Association and The Foreign Exchange Committee), as amended and supplemented (by any of the publishing bodies) through to the Trade Date, are incorporated into this Confirma tion. In the event of any inconsistency between the FX Definitions and the 2006 Definitions, the FX Definitions will prevail. In the event of any inconsistency between the FX Definitions or the 2006 Definitions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement between and dated as of, as amended and supplemented from time to time by the parties in accordance with its terms (the Agreement). All provisions contain ed in or incorporated by reference in, the Agreement govern the Confirmation, except as expressly modified below. 1. The terms of the transaction to which this Confirmation relates are as follows: Trade Date: 24 June 2014 Trade Time: Available Upon Request Buyer: Party B Seller: Party A Rebate Amount : HKD 100,000.00 Strike Rate: 10.7000 HKD/EUR Barrier Rate 1 : 10.7500 HKD/EUR Barrier Rate 2: 10.7700 HKD/EUR Settlement Type: Deliverable Accrual Period Start Date: 25 June 2014 Accrual Period End Date: 30 September 2014 Accrual Period: From and including the Accrual Period Start Date up to and including the Accrual Period End Date. Fixing Dates: Every Euro Settlement Date during the Accrual Period Expiration Date: 30 September 2014 Settlement Date: 06 October 2014 Expiration Time: 10:00am New York time Automatic Exercise: Applicable Your Designated Office: Paris Our Designated Office: London Calculation Agent: Party A (All determinations made by the Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer: Not Applicable Premium Amount: Not Applicable Premium Value Date: Not Applicable Premium Payment Instructions: Not Applicable Party A Account Details: As per Standard Settlement Instructions Party B Account Details: As per Standard Settlement Instructions 2. Settlement terms: On the Expiration Date at the Expiration Time, the Seller shall pay to the Buyer an amount in HKD calculated as follows: If on the Expiration Date at the Expiration Time EURSpot fixes at or above the Strike Rate then, the Seller shall pay to the Buyer an amount in EUR on the Settlement Date calculated as follows: Seller Pays: Rebate Amount x Number of Accrual Days / Total Number of Fixing Dates 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days " means a Euro Settlement Date during the Accrual Period where EURmat fixes above the Barrier Rate 1 and EURspot trades below the Barrier Rate 2 at all times from the Trade Time on the Trade Date to 2:15pm Central European time on that Euro Settlement Date . "EURmat" means the exchange rate expressed as the number of HKD per one EUR, as displayed on Reuters Page ECB37 at or about 14:15 Frankfurt Time on each Fixing Date in Accrual Period and if such rate is not available for whatever reason, the rate as dete rmined by the Calculation Agent in good faith and in a commercially reasonable manner. "EURspot " means the spot exchange rate for EUR/ HKD as prevailing in the Spot Market as determined by the Calculation Agent from time to time. "Settlement Date " means th e relevant date specified in the schedule above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for business in Euro Settlement Date and Hong Kong (a Euro Settlement Date and Hong Kong Business Day), the next fo llowing day which is a Euro Settlement Date and Hong Kong Business Day. "Spot Exchange Rate " means, the price at the time at which such price is to be determined, in the Spot Market for Foreign Exchange transactions involving the Currency Pair which is t he subject of the Transaction determined by reference either to rates for the exchange of the Currencies in such Currency Pair or to Cross -Rates as the Calculation Agent shall determine. "Spot Market " means the global spot foreign exchange market, which, for these purposes, shall, unless otherwise agreed, be treated as being open continuously from 5.00 a.m. Sydney time on a Monday in any week to 5:00 p.m New York time on the Friday of that week. "Total Number of Euro Settlement Date in the Accrual Period " is 70. For avoidance of doubt, this number is subject to change in the case of an unscheduled Euro Settlement Date holiday occurring during the Accrual Period. 4. Relationship Between Parties: Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non -Reliance. It is acting for its own account, and it has made its own independent decisions to enter into that Transaction and as to whether that Transaction is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the expected results of that Transaction. (b) Assessment and Understanding. It is capable of assessing the merits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Pa rties. The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction . 5. Disclosure: and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such acti vities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs under the FX Transaction. a nd/or its Affiliate may anticipate such event occurring and begin unwinding the hedge before such event occurs, or our hedging strategy may require greater and more frequent dynamic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the hedge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihood of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the p robability that a trigger event will occur. 6. Documentation: Please confirm that the forgoing correctly sets forth the terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us or by sending to u s a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Telephone number for confirmation Quer ies: Fax Number: Regulatory Reference(s): This represents the unique reference for the Transaction where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Transaction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report the Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf of: By: ............................................ Name: Title: Trade Ref: " ### Response: "<?xml version="1.0" encoding="UTF-8"?> <!--View is confirmation--><!--Version is 5-10--><!--NS is http://www.fpml.org/FpML-5/confirmation--><!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --><!-- see template: fx-ex45-fx-accrual-american-digital-option.pdf 2. Settlement terms: On the Expiration Date at the Expiration Time, the Buyer shall have the right to enter into the following transaction to be settled on the Settlement Date: Buyer Buys: EUR Notional Amount x Number of Accrual Days / Total Number of Fixing Dates Buyer Sells: HKD Notional Amount x Number of Accrual Days / Total Number of Fixing Dates On the Expiration Date at the Expiration Time, the Seller shall pay to the Buyer an amount in HKD calculated as follows: If on the Expiration Date at the Expiration Time EURSpot fixes at or above the Strike Rate then, the Seller shall pay to the Buyer an amount in EUR on the Settlement Date calculated as follows: Seller Pays: Rebate Amount x Number of Accrual Days / Total Number of Fixing Dates --><executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2014-06-24</tradeDate> </tradeHeader> <fxAccrualDigitalOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualDigitalOption</productType> <buyerPartyReference href="partyB"/> <sellerPartyReference href="partyA"/> <notionalAmount> <initialValue>100000.00</initialValue> <currency>HKD</currency> </notionalAmount> <!--Accrual Period - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>HKD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <accrualRegion> <observableReference href="ob1"/> <!--Defines the boundaries of an accrual region. Need at least one barrier. --> <lowerBound> <condition>Above</condition> <!--will trigger an accrual and indicates where you are--> <level> <initialValue>10.7500</initialValue> </level> </lowerBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2014-06-25</startDate> <endDate>2014-09-30</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HKHK</businessCenter> </businessCenters> <numberOfFixings>70</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HKHK</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-09-30</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HKHK</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-10-06</adjustedDate> </settlementDate> <!-- 2015-01-15:FpML FX WG: added trigger rate. On the Expiration Date at the Expiration Time, the Seller shall pay to the Buyer an amount in HKD calculated as follows: If on the Expiration Date at the Expiration Time EURSpot fixes at or above the Strike Rate then, the Seller shall pay to the Buyer an amount in EUR on the Settlement Date calculated as follows: Seller Pays: Rebate Amount x Number of Accrual Days / Total Number of Fixing Dates --> <trigger> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>HKD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>10.7000</triggerRate> </trigger> <!-- Defines a knockout barrier level beyond which either the accrual process is terminated or the option is terminated. --> <barrier> <barrierType>Knockout</barrierType> <style>American</style> <scope>Global</scope> <condition>AtOrAbove</condition> <triggerRate> <initialValue>10.7700</initialValue> </triggerRate> <accrualRetention>Keep</accrualRetention> </barrier> <!--Premium - Not Applicable--> </fxAccrualDigitalOption> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification>"

category: "FX Accrual Range Accrual European"

description: " "

confirmation: " To: Attn: Date: Ref : EUROPEAN RANGE ACCRUAL - CASH SETTLED We confirm we have entered into the following EUROPEAN RANGE ACCRUAL - CASH SETTLED (the "Transaction") with you under the Term s (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This co mmunication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions cont ained in the 2006 Definitions and the 1998 FX and Currency Options Definitions (the "FX Definitions") (as published by th e International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Fore ign Exchange Committee) are incorporated into this Confirmation. In the event of any inconsistenc y between the FX Definitions and the 2006 Definitions, the FX Definitions will prevail. In the event of any inconsistency between the FX Definitions or the 2006 Definitions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the " Agreement ") between you and us. All provisions contained or incorporated by re ference in the Agreement govern this Confirma tion except as expressly modified below. Trade Date : 14 March 2013 Trade Time : Available upon request Option Buyer : Party B Option Seller : Party A Accrual Currency and Notional Amount : HUF 21,160,252.00 Upper Barrier Level : 309.0000 HUF/EUR Lower Barrier Level : 285.0000 HUF/EUR Accrual Period Start Date : 18 March 2014 Accrual Period End Date : 17 September 2014 Accrual Period : From and including the re levant Accrual Period Start Date up to and including the Accrual Period End Date. Expiration Date : 17 September 2014 Settlement Date : 19 September 2014, subject to the provisions below Your Designated Office : Budapest Our Designated Office : London Calculation Agent : Party A (All determinations made by th e Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer : Party B Premium Amount : HUF 31,242,595.00 Premium Value Date : 19 March 2013 Premium Payment Instructions : As per Standard Settlement Instructions Party A Account Details : As per St andard Settlement Instructions Party B Account Details : As per St andard Settlement Instructions 2. Settlement terms: On the relevant Settlement Date, the Option Seller shall pay to the Option Buyer an amount, in the Settlement Currency, calculated according to the following formula: Accrual Currency and Notional Amount x (the total nu mber of Accrual Days / Total Number of Calendar Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days" means a Euro Settlement Date during the Accrual Period where EURmat fixes at or below the Upper Barrier Level, and at or above the Lower Barrier Level. "EURmat " means the exchange rate expressed as th e amount of HUF required to buy one EUR, (rounded to 4 decimal places) as displayed on Reuters page ECB37 at or about 02:15pm Frankfurt Time on each Euro Settlement Date in the Accrual Period. "Settlement Date" means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for bus iness in Budapest and Euro Settlement Date (a "Budapest and Euro Settlement Date "), the next fo llowing day which is a Budapest and Euro Settlement Date. "Spot Exchange Rate " means, the price at the time at which such price is to be determined, in the Spot Market for Foreign Exchange transactions involvi ng the Currency Pair which is the subject of the Transaction determined by reference either to rates fo r the exchange of the Curr encies in such Currency Pair or to Cross-Rates as the Calculation Agent shall determine. "Spot Market " means the global spot foreign exchange ma rket, which, for these purposes, shall, unless otherwise agreed, be treated as being open continu ously from 5.00 a.m. Sydney time on a Monday in any week to 17:00 New York time on the Friday of that week. "Total Number of Euro Settlement Dates in the Accrual Period" is 129. For avoidance of doubt, this number is subject to cha nge in the case of an uns cheduled Euro Settlement Date holiday occurring during the Accrual Period. 3. Relationship Between Parties . Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance . It is acting for its own account, and it has ma de its own independent decisions to enter into that Transaction and as to whether that Transacti on is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it be ing understood that inform ation and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the e xpected results of that Transaction. (b) Assessment and Understanding . It is capable of assessing the me rits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties . The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 4. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs unde r the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding th e hedge before such event occurs, or our hedging strategy may require greater and more frequent dyn amic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the he dge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihoo d of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 5. Documentation: Please confirm that the forgoing correctly sets forth th e terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returnin g it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Regulatory Reference(s): This represents the unique reference for the Transac tion where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Tran saction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report th e Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf o f By: Name: Trades Ref: "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex59-fx-range-accrual-european.pdf Note: this trade have been booked as part of a trade strategy. The conf does not say this because the legs were booked individually rather than linked The premium for the structure as a whole has been loaded onto this one leg. It's reasonably common for structures to be booked as an unlinked collection of legs. 2. Settlement terms: On the relevant Settlement Date, the Option Seller shall pay to the Option Buyer an amount, in the Settlement Currency, calculated according to the following formula: Accrual Currency and Notional Amount x (the total number of Accrual Days / Total Number of Calendar Days in the Accrual Period) --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-03-14</tradeDate> </tradeHeader> <!-- "fxRangeAccrual" - there is no optionality. Note it is always cash-settled --> <fxRangeAccrual> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <!--What defines the underlying product that is going to be paid--> <notionalAmount> <initialValue>21160252.00</initialValue> <currency>HUF</currency> </notionalAmount> <!--Accrual Period - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>HUF</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <!-- Range accrual --> <accrualRegion> <observableReference href="ob1" /> <!-- We do not need a type = European within accrual region barriers, they are implicitly European. - European means notional will cease accruing if spot fixes across the barrier as defined by the direction, but will resume if later fixings fall back within the accrual region.--> <lowerBound> <!--Defines the boundaries of an accrual region. Need at least one barrier. --> <!-- Defines a barrier boundary to the accrual region. --> <!-- direction: AtOrAbove means the barrier event occurs if the fixing is at or above the trigger rate. --> <condition>AtOrAbove</condition> <level> <initialValue>285.0000</initialValue> </level> </lowerBound> <upperBound> <!--Defines the boundaries of an accrual region. Need at least one barrier. --> <!-- Defines a barrier boundary to the accrual region. --> <!-- direction: AtOrBelow means the barrier event occurs if the fixing is at or below the trigger rate. --> <condition>AtOrBelow</condition> <!-- upperBound has AtOrBelow/Below--> <!-- This is EURmart means the exchange rate expressed as the number of HKD per one EUR --> <level> <initialValue>309.0000</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2014-03-18</startDate> <endDate>2014-09-17</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HUBU</businessCenter> </businessCenters> <numberOfFixings>129</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HKHK</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-09-17</adjustedDate> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HUBU</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-09-19</adjustedDate> </settlementDate> <premium> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <paymentDate> <adjustableDate> <unadjustedDate>2013-03-19</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>HUF</currency> <amount>31242595.00</amount> </paymentAmount> </premium> </fxRangeAccrual> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Range Accrual European" description: " " confirmation: " To: Attn: Date: Ref : EUROPEAN RANGE ACCRUAL - CASH SETTLED We confirm we have entered into the following EUROPEAN RANGE ACCRUAL - CASH SETTLED (the "Transaction") with you under the Term s (as defined below). We have traded as principal for this transaction. The terms and conditions of the transaction entered into on the trade date specified below between ("Party A") and ("Party B") are specified below. This co mmunication constitutes a "Confirmation" as referred to in the Agreement specified below. The definitions and provisions cont ained in the 2006 Definitions and the 1998 FX and Currency Options Definitions (the "FX Definitions") (as published by th e International Swaps Derivatives Association, Inc., the Emerging Markets Traders Association and The Fore ign Exchange Committee) are incorporated into this Confirmation. In the event of any inconsistenc y between the FX Definitions and the 2006 Definitions, the FX Definitions will prevail. In the event of any inconsistency between the FX Definitions or the 2006 Definitions and this Confirmation, this Confirmation will prevail. This Confirmation supplements, forms a part of, and is subject to the ISDA Master Agreement dated, as amended and supplemented from time to time (the " Agreement ") between you and us. All provisions contained or incorporated by re ference in the Agreement govern this Confirma tion except as expressly modified below. Trade Date : 14 March 2013 Trade Time : Available upon request Option Buyer : Party B Option Seller : Party A Accrual Currency and Notional Amount : HUF 21,160,252.00 Upper Barrier Level : 309.0000 HUF/EUR Lower Barrier Level : 285.0000 HUF/EUR Accrual Period Start Date : 18 March 2014 Accrual Period End Date : 17 September 2014 Accrual Period : From and including the re levant Accrual Period Start Date up to and including the Accrual Period End Date. Expiration Date : 17 September 2014 Settlement Date : 19 September 2014, subject to the provisions below Your Designated Office : Budapest Our Designated Office : London Calculation Agent : Party A (All determinations made by th e Calculation Agent shall be made in good faith and in a commercially reasonable manner) Premium Payer : Party B Premium Amount : HUF 31,242,595.00 Premium Value Date : 19 March 2013 Premium Payment Instructions : As per Standard Settlement Instructions Party A Account Details : As per St andard Settlement Instructions Party B Account Details : As per St andard Settlement Instructions 2. Settlement terms: On the relevant Settlement Date, the Option Seller shall pay to the Option Buyer an amount, in the Settlement Currency, calculated according to the following formula: Accrual Currency and Notional Amount x (the total nu mber of Accrual Days / Total Number of Calendar Days in the Accrual Period) 3. Additional definitions for the transaction to which this Confirmation relates are as follows: "Accrual Days" means a Euro Settlement Date during the Accrual Period where EURmat fixes at or below the Upper Barrier Level, and at or above the Lower Barrier Level. "EURmat " means the exchange rate expressed as th e amount of HUF required to buy one EUR, (rounded to 4 decimal places) as displayed on Reuters page ECB37 at or about 02:15pm Frankfurt Time on each Euro Settlement Date in the Accrual Period. "Settlement Date" means the date specified above or if that is not a day (other than a Saturday or Sunday) on which commercial banks are open for bus iness in Budapest and Euro Settlement Date (a "Budapest and Euro Settlement Date "), the next fo llowing day which is a Budapest and Euro Settlement Date. "Spot Exchange Rate " means, the price at the time at which such price is to be determined, in the Spot Market for Foreign Exchange transactions involvi ng the Currency Pair which is the subject of the Transaction determined by reference either to rates fo r the exchange of the Curr encies in such Currency Pair or to Cross-Rates as the Calculation Agent shall determine. "Spot Market " means the global spot foreign exchange ma rket, which, for these purposes, shall, unless otherwise agreed, be treated as being open continu ously from 5.00 a.m. Sydney time on a Monday in any week to 17:00 New York time on the Friday of that week. "Total Number of Euro Settlement Dates in the Accrual Period" is 129. For avoidance of doubt, this number is subject to cha nge in the case of an uns cheduled Euro Settlement Date holiday occurring during the Accrual Period. 3. Relationship Between Parties . Each Party will be deemed to represent to the other party on the date on which it enters into a Transaction that (absent a written agreement between the parties that expressly imposes affirmative obligations to the contrary for that Transaction): (a) Non-Reliance . It is acting for its own account, and it has ma de its own independent decisions to enter into that Transaction and as to whether that Transacti on is appropriate or deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into that Transaction; it be ing understood that inform ation and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction. No communication (written or oral) received from the other party shall be deemed to be an assurance or guarantee as to the e xpected results of that Transaction. (b) Assessment and Understanding . It is capable of assessing the me rits of and understanding (on its own behalf or through independent professional advice), and accepts, the terms, conditions and risks of that Transaction. It is also capable of assuming, and assumes, the risks of that Transaction. (c) Status of Parties . The other party is not acting as a fiduciary for or an adviser to it in respect of that Transaction 4. Disclosure and/or its Affiliates may, in its discretion, decide to engage in hedging activities with respect to the FX Transaction. Such activities may include buying and selling, on a dynamic basis, the underlying currency in the spot market or entering into derivatives on such currency. The hedging strategy may entail unwinding the hedge when a trigger event occurs unde r the FX Transaction. and/or its Affiliate may anticipate such event occurring and begin unwinding th e hedge before such event occurs, or our hedging strategy may require greater and more frequent dyn amic adjustments to the hedge as market prices approach the trigger. Unwinding or adjusting the he dge typically consists of buying or selling a quantity of the underlying currencies, or terminating or entering into derivatives positions with market counterparties. This activity may affect the likelihoo d of the trigger event occurring or not occurring. In addition, currency or currency derivative transactions that we execute in other capacities (such as trading for proprietary accounts, for accounts under management or to facilitate transactions on behalf of customers) may affect the probability that a trigger event will occur. 5. Documentation: Please confirm that the forgoing correctly sets forth th e terms of our agreement by executing the copy of this Confirmation enclosed for that purpose and returnin g it to us or by sending to us a letter of facsimile substantially similar to this letter, which letter or facsimile sets forth the material terms of the Transaction to which this Confirmation relates and indicates your agreement to those terms. Regulatory Reference(s): This represents the unique reference for the Transac tion where has an obligation under the applicable laws, rules and regulations (collectively, the "Law") to report the Transaction in accordance with the Law, and such unique reference shall be the only reference for the Tran saction for such reporting purposes. Each party agrees that it is responsible for making its own determination as to which party has an obligation under the Law to report th e Transaction in accordance therewith. Yours faithfully, Duly authorised for and on behalf of Name: Title: Duly authorised for and on behalf o f By: Name: Trades Ref: " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex59-fx-range-accrual-european.pdf Note: this trade have been booked as part of a trade strategy. The conf does not say this because the legs were booked individually rather than linked The premium for the structure as a whole has been loaded onto this one leg. It's reasonably common for structures to be booked as an unlinked collection of legs. 2. Settlement terms: On the relevant Settlement Date, the Option Seller shall pay to the Option Buyer an amount, in the Settlement Currency, calculated according to the following formula: Accrual Currency and Notional Amount x (the total number of Accrual Days / Total Number of Calendar Days in the Accrual Period) --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2013-03-14</tradeDate> </tradeHeader> <!-- "fxRangeAccrual" - there is no optionality. Note it is always cash-settled --> <fxRangeAccrual> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <!--What defines the underlying product that is going to be paid--> <notionalAmount> <initialValue>21160252.00</initialValue> <currency>HUF</currency> </notionalAmount> <!--Accrual Period - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>HUF</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>DEFR</businessCenter> </fixingTime> </informationSource> </observable> <!-- Range accrual --> <accrualRegion> <observableReference href="ob1" /> <!-- We do not need a type = European within accrual region barriers, they are implicitly European. - European means notional will cease accruing if spot fixes across the barrier as defined by the direction, but will resume if later fixings fall back within the accrual region.--> <lowerBound> <!--Defines the boundaries of an accrual region. Need at least one barrier. --> <!-- Defines a barrier boundary to the accrual region. --> <!-- direction: AtOrAbove means the barrier event occurs if the fixing is at or above the trigger rate. --> <condition>AtOrAbove</condition> <level> <initialValue>285.0000</initialValue> </level> </lowerBound> <upperBound> <!--Defines the boundaries of an accrual region. Need at least one barrier. --> <!-- Defines a barrier boundary to the accrual region. --> <!-- direction: AtOrBelow means the barrier event occurs if the fixing is at or below the trigger rate. --> <condition>AtOrBelow</condition> <!-- upperBound has AtOrBelow/Below--> <!-- This is EURmart means the exchange rate expressed as the number of HKD per one EUR --> <level> <initialValue>309.0000</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <!--the dates when you are mesuaring--> <startDate>2014-03-18</startDate> <endDate>2014-09-17</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HUBU</businessCenter> </businessCenters> <numberOfFixings>129</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HKHK</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-09-17</adjustedDate> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> <businessCenter>HUBU</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2014-09-19</adjustedDate> </settlementDate> <premium> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <paymentDate> <adjustableDate> <unadjustedDate>2013-03-19</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>HUF</currency> <amount>31242595.00</amount> </paymentAmount> </premium> </fxRangeAccrual> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "FX Accrual Range Accrual European"

description: " "

confirmation: " "

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: Rrange-Accrual-European2-anonymized.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2012-12-08T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2012-12-08</tradeDate> </tradeHeader> <fxRangeAccrual> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <notionalAmount> <initialValue>420000.00</initialValue> <currency>EUR</currency> </notionalAmount> <!--Accrual Period - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>EUTA</businessCenter> </fixingTime> </informationSource> </observable> <!-- Range accrual --> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.30</initialValue> </level> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.35</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <startDate>2012-12-08</startDate> <endDate>2013-01-07</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>21</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <!--dateAdjustments defer back to the definition--> <adjustedDate>2013-01-07</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-01-09</adjustedDate> </settlementDate> <!--There is no strike here --> <!--There is no counterCurrencyAmount in range accruals--> <premium> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <paymentDate> <adjustableDate> <unadjustedDate>2012-12-10</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>EUR</currency> <amount>50000.00</amount> </paymentAmount> </premium> </fxRangeAccrual> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Accrual Range Accrual European" description: " " confirmation: " " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: Rrange-Accrual-European2-anonymized.docx --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2012-12-08T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA" /> <tradeId tradeIdScheme="#partyA">12345</tradeId> </partyTradeIdentifier> <tradeDate>2012-12-08</tradeDate> </tradeHeader> <fxRangeAccrual> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <notionalAmount> <initialValue>420000.00</initialValue> <currency>EUR</currency> </notionalAmount> <!--Accrual Period - describes the accrual process--> <accrual> <observable id="ob1"> <quotedCurrencyPair> <!--what it is you are measuring. --> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <informationSource> <!--Describes the source the accrual event based on--> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>EUTA</businessCenter> </fixingTime> </informationSource> </observable> <!-- Range accrual --> <accrualRegion> <observableReference href="ob1" /> <lowerBound> <condition>AtOrAbove</condition> <level> <initialValue>1.30</initialValue> </level> </lowerBound> <upperBound> <condition>AtOrBelow</condition> <level> <initialValue>1.35</initialValue> </level> </upperBound> </accrualRegion> <fixingSchedule> <startDate>2012-12-08</startDate> <endDate>2013-01-07</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> <numberOfFixings>21</numberOfFixings> </fixingSchedule> </accrual> <expiryDate> <!--dateAdjustments defer back to the definition--> <adjustedDate>2013-01-07</adjustedDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> </expiryDate> <settlementDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2013-01-09</adjustedDate> </settlementDate> <!--There is no strike here --> <!--There is no counterCurrencyAmount in range accruals--> <premium> <payerPartyReference href="partyB" /> <receiverPartyReference href="partyA" /> <paymentDate> <adjustableDate> <unadjustedDate>2012-12-10</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>EUR</currency> <amount>50000.00</amount> </paymentAmount> </premium> </fxRangeAccrual> <calculationAgent> <calculationAgentPartyReference href="partyA" /> </calculationAgent> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

category: "Simple Term Deposit"

description: " ABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == ABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting == February 14, 2002 and maturing February 15, 2002. --> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>2001-12-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65431</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.hsbc.com/swaps/trade-id">MB87623</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.abnamro.com/swaps/trade-id">AA9876</tradeId> </partyTradeIdentifier> <tradeDate>2002-02-14</tradeDate> </tradeHeader> <termDeposit> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">TermDeposit</productType> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialPayerReference' to 'payerPartyReference' (dipositor)--> <payerPartyReference href="party1" /> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialReceiverReference' to 'receiverPartyReference' (diposit taker)--> <receiverPartyReference href="party2" /> <startDate>2002-02-14</startDate> <maturityDate>2002-02-15</maturityDate> <principal> <currency>CHF</currency> <amount>25000000.00</amount> </principal> <fixedRate>0.04</fixedRate> <!--FpML 5-1, 'dayCountFraction' was moved after 'fixedRate' --> <dayCountFraction>ACT/360</dayCountFraction> </termDeposit> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Simple Term Deposit" description: " ABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == ABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting == February 14, 2002 and maturing February 15, 2002. --> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>2001-12-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65431</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.hsbc.com/swaps/trade-id">MB87623</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.abnamro.com/swaps/trade-id">AA9876</tradeId> </partyTradeIdentifier> <tradeDate>2002-02-14</tradeDate> </tradeHeader> <termDeposit> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">TermDeposit</productType> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialPayerReference' to 'payerPartyReference' (dipositor)--> <payerPartyReference href="party1" /> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialReceiverReference' to 'receiverPartyReference' (diposit taker)--> <receiverPartyReference href="party2" /> <startDate>2002-02-14</startDate> <maturityDate>2002-02-15</maturityDate> <principal> <currency>CHF</currency> <amount>25000000.00</amount> </principal> <fixedRate>0.04</fixedRate> <!--FpML 5-1, 'dayCountFraction' was moved after 'fixedRate' --> <dayCountFraction>ACT/360</dayCountFraction> </termDeposit> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> </requestConfirmation> "

category: "Term Deposit with Settlement Instructions"

description: " ABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. This example also demonstrates setting explicit settlement instructions for each cash flow. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation."

### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == ABN Amro pays 4% CHF fixed rate on a ACT/360 basis for a 25 million deposit from Midland starting == February 14, 2002 and maturing February 15, 2002. --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>2001-12-04T08:57:00Z</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>2002-02-14</tradeDate> </tradeHeader> <termDeposit> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">TermDeposit</productType> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialPayerReference' to 'payerPartyReference' (dipositor)--> <payerPartyReference href="party1" /> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialReceiverReference' to 'receiverPartyReference' (deposit taker)--> <receiverPartyReference href="party2" /> <startDate>2002-02-14</startDate> <maturityDate>2002-02-15</maturityDate> <principal> <currency>CHF</currency> <amount>25000000.00</amount> </principal> <fixedRate>0.04</fixedRate> <!--FpML 5-1, 'dayCountFraction' was moved after 'fixedRate' --> <dayCountFraction>ACT/360</dayCountFraction> <interest> <currency>CHF</currency> <amount>2777.77</amount> </interest> <payment> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>CHF</currency> <amount>25000000</amount> </paymentAmount> <paymentType>Initial Principal Payment</paymentType> <settlementInformation> <settlementInstruction> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </payment> <payment> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>CHF</currency> <amount>2777.77</amount> </paymentAmount> <paymentType>Interest Payment</paymentType> <settlementInformation> <settlementInstruction> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">MIDLAND</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </payment> <payment> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>CHF</currency> <amount>25000000</amount> </paymentAmount> <paymentType>Final Principal Payment</paymentType> <settlementInformation> <settlementInstruction> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">MIDLGB22</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </payment> </termDeposit> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId> <partyName>MIDLAND</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN AMRO</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Term Deposit with Settlement Instructions" description: " ABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. This example also demonstrates setting explicit settlement instructions for each cash flow. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == ABN Amro pays 4% CHF fixed rate on a ACT/360 basis for a 25 million deposit from Midland starting == February 14, 2002 and maturing February 15, 2002. --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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>2001-12-04T08:57:00Z</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>2002-02-14</tradeDate> </tradeHeader> <termDeposit> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">TermDeposit</productType> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialPayerReference' to 'payerPartyReference' (dipositor)--> <payerPartyReference href="party1" /> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialReceiverReference' to 'receiverPartyReference' (deposit taker)--> <receiverPartyReference href="party2" /> <startDate>2002-02-14</startDate> <maturityDate>2002-02-15</maturityDate> <principal> <currency>CHF</currency> <amount>25000000.00</amount> </principal> <fixedRate>0.04</fixedRate> <!--FpML 5-1, 'dayCountFraction' was moved after 'fixedRate' --> <dayCountFraction>ACT/360</dayCountFraction> <interest> <currency>CHF</currency> <amount>2777.77</amount> </interest> <payment> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>CHF</currency> <amount>25000000</amount> </paymentAmount> <paymentType>Initial Principal Payment</paymentType> <settlementInformation> <settlementInstruction> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </payment> <payment> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>CHF</currency> <amount>2777.77</amount> </paymentAmount> <paymentType>Interest Payment</paymentType> <settlementInformation> <settlementInstruction> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">MIDLAND</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </payment> <payment> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>CHF</currency> <amount>25000000</amount> </paymentAmount> <paymentType>Final Principal Payment</paymentType> <settlementInformation> <settlementInstruction> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">MIDLGB22</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </payment> </termDeposit> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId> <partyName>MIDLAND</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN AMRO</partyName> </party> </requestConfirmation> "

category: "Term Deposit with Dual Currency feature"

description: " ABN 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- ==ABN 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 == This Dual Currency Deposit in FpML 4.x is represented using the Strategy component in order to bundle an instance of fxSimpleOption and termDeposit. --> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML 5-1 can represent DualCurrencyDeposit using the 'termDeposit' product's 'features', instead of the 'strategy' - [termDeposit] and [fxSimpleOption] products--> <termDeposit> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DualCurrencyDeposit</productType> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialPayerReference' to 'payerPartyReference' (depositor)--> <payerPartyReference href="party1" /> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialReceiverReference' to 'receiverPartyReference' (deposit taker)--> <receiverPartyReference href="party2" /> <startDate>2008-06-24</startDate> <maturityDate>2008-07-24</maturityDate> <principal> <currency>USD</currency> <amount>1000000.00</amount> </principal> <fixedRate>0.08</fixedRate> <!--FpML 5-1, 'dayCountFraction' was moved after 'fixedRate' --> <dayCountFraction>ACT/360</dayCountFraction> <!--FpML 5-1, new 'features' structure added to represent Dual Currency Deposit--> <features> <dualCurrency> <currency>JPY</currency> <fixingDate>2008-07-22</fixingDate> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> <strike> <rate>109.48</rate> <strikeQuoteBasis>AlternateCurrencyPerDepositCurrency</strikeQuoteBasis> </strike> <spotRate>107.85</spotRate> <interestAtRisk>false</interestAtRisk> </dualCurrency> </features> <interest> <currency>USD</currency> <amount>6666.67</amount> </interest> </termDeposit> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId> <partyName>MIDLAND</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN AMRO</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Term Deposit with Dual Currency feature" description: " ABN 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: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- ==ABN 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 == This Dual Currency Deposit in FpML 4.x is represented using the Strategy component in order to bundle an instance of fxSimpleOption and termDeposit. --> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.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> <!--FpML 5-1 can represent DualCurrencyDeposit using the 'termDeposit' product's 'features', instead of the 'strategy' - [termDeposit] and [fxSimpleOption] products--> <termDeposit> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DualCurrencyDeposit</productType> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialPayerReference' to 'payerPartyReference' (depositor)--> <payerPartyReference href="party1" /> <!--In FpML 5-1, 09-23-2010 FXWG appr. - to rename element from 'initialReceiverReference' to 'receiverPartyReference' (deposit taker)--> <receiverPartyReference href="party2" /> <startDate>2008-06-24</startDate> <maturityDate>2008-07-24</maturityDate> <principal> <currency>USD</currency> <amount>1000000.00</amount> </principal> <fixedRate>0.08</fixedRate> <!--FpML 5-1, 'dayCountFraction' was moved after 'fixedRate' --> <dayCountFraction>ACT/360</dayCountFraction> <!--FpML 5-1, new 'features' structure added to represent Dual Currency Deposit--> <features> <dualCurrency> <currency>JPY</currency> <fixingDate>2008-07-22</fixingDate> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> <strike> <rate>109.48</rate> <strikeQuoteBasis>AlternateCurrencyPerDepositCurrency</strikeQuoteBasis> </strike> <spotRate>107.85</spotRate> <interestAtRisk>false</interestAtRisk> </dualCurrency> </features> <interest> <currency>USD</currency> <amount>6666.67</amount> </interest> </termDeposit> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId> <partyName>MIDLAND</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN AMRO</partyName> </party> </requestConfirmation> "