<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="DataDocument">
<trade>
...
<capFloor>
<capFloorStream>
...
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>
2001-06-30
</unadjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>
2006-06-30
</unadjustedDate>
</terminationDate>
...
<calculationPeriodFrequency>
<periodMultiplier>
6
</periodMultiplier>
<period>
M
</period>
</calculationPeriodFrequency>
</calculationPeriodDates>
...
<calculationPeriodAmount>
<calculation>
...
<floatingRateCalculation>
...
<capRateSchedule>
...
<step>
<!-- CHANGE, Modified by: Christian, Date: 29/07/2003 Changed from: 2002-06-30 -->
<stepDate>
2002-06-29
</stepDate>
</step>
<step>
<stepDate>
2003-06-30
</stepDate>
</step>
<step>
<stepDate>
2004-06-30
</stepDate>
</step>
<step>
<stepDate>
2005-06-30
</stepDate>
</step>
</capRateSchedule>
</floatingRateCalculation>
</calculation>
</calculationPeriodAmount>
</capFloorStream>
</capFloor>
</trade>
</FpML>