<FpML version="4-0" xmlns="http://www.fpml.org/2003/FpML-4-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2003/FpML-4-0 fpml-main-4-0.xsd" xsi:type="TradeAffirmation">
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<trade>
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<swaption>
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<premium>
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<paymentDate>
...
<dateAdjustments>
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<businessCenters> </businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise id="europeanExercise0">
<expirationDate>
<adjustableDate>
...
<dateAdjustments>
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<businessCenters> </businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<relativeDates>
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<businessCenters> </businessCenters>
</relativeDates>
</relevantUnderlyingDate>
</europeanExercise>
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<swap>
<swapStream>
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<calculationPeriodDates id="CalcPeriodDates0">
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<terminationDate>
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<dateAdjustments>
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<businessCenters id="accrualBusinessCenters0"> </businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
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<!-- CHANGE modified the href so that it doesn't reference businessCenters (its' now a Calcperiodref) . By Chris Simmons, date 14 May 2003 -->
<businessCentersReference href="CalcPeriodDates1"/>
</calculationPeriodDatesAdjustments>
</calculationPeriodDates>
<paymentDates>
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<paymentDatesAdjustments>
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<businessCenters id="paymentBusinessCenters0"> </businessCenters>
</paymentDatesAdjustments>
</paymentDates>
</swapStream>
<swapStream>
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<calculationPeriodDates id="CalcPeriodDates1">
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<terminationDate>
...
<dateAdjustments>
...
<businessCenters id="accrualBusinessCenters1"> </businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
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<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
</calculationPeriodDates>
<paymentDates>
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<paymentDatesAdjustments>
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<businessCenters id="paymentBusinessCenters1"> </businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
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<fixingDates>
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<businessCenters id="fixingBusinessCenters0"> </businessCenters>
</fixingDates>
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<resetDatesAdjustments>
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<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
</swapStream>
</swap>
</swaption>
</trade>
</FpML>