<?xml version="1.0" encoding="UTF-8"?><!--
        == Copyright (c) 2002-2010. 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 of a cashflow assertion related to the partial termination of an equity swap that leads to a cashflow that has an equity, an interest rate 
and a dividend component.
-->
<FpML xmlns="http://www.fpml.org/2010/FpML-4-9" xmlns:fpml="http://www.fpml.org/2010/FpML-4-9" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" version="4-9" xsi:type="TradeCashflowsAsserted" xsi:schemaLocation="http://www.fpml.org/2010/FpML-4-9 ../../fpml-main-4-9.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd">
   <header>
      <messageId messageIdScheme="http://www.example.com/messageId">CEN/2004/01/05/15-38</messageId>
      <sentBy>ABC</sentBy>
      <sendTo>DEF</sendTo>
      <creationTimestamp>2005-11-28T15:00:00Z</creationTimestamp>
   </header>
   <asOfDate>2005-11-28T15:00:00Z</asOfDate>
   <tradeCashflowsId tradeCashflowsIdScheme="http://www.abc.com/tradeCashflowsId">tradeCashflowsABC001</tradeCashflowsId>
   <tradeIdentifyingItems>
      <partyTradeIdentifier>
         <partyReference href="party1"/>
         <tradeId tradeIdScheme="http://www.abc.com/tradeId">EN50XV000000000</tradeId>
      </partyTradeIdentifier>
      <tradeDetails>
         <tradeDate>2005-07-12Z</tradeDate>
         <effectiveDate>
            <unadjustedDate>2005-07-15Z</unadjustedDate>
         </effectiveDate>
         <terminationDate>
            <unadjustedDate>2006-07-17Z</unadjustedDate>
         </terminationDate>
         <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple-1-0">TotalReturnSwap</productType>
         <underlyer id="ASN.N">
            <equity>
               <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC-1-0">ASN.N</instrumentId>
            </equity>
         </underlyer>
         <underlyer id="USD-LIBOR-BBA">
            <floatingRate>
               <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
               <indexTenor>
                  <periodMultiplier>6</periodMultiplier>
                  <period>M</period>
               </indexTenor>
            </floatingRate>
         </underlyer><!-- The notional stated here is the notional RESULTING FROM the partial termination. -->
         <notional>
            <currency>USD</currency>
            <amount>264786.1956</amount>
         </notional>
      </tradeDetails>
   </tradeIdentifyingItems>
   <adjustedPaymentDate>2005-12-01Z</adjustedPaymentDate>
   <payment>
      <identifier paymentIdScheme="http://www.abc.com/netPaymentId">PS0IQOM4B-B3RJ-008U20051201USD</identifier>
      <payerPartyReference href="party2"/>
      <receiverPartyReference href="party1"/>
      <paymentAmount>
         <currency>USD</currency>
         <amount>4700.01</amount>
      </paymentAmount><!-- As part of this transactions, 6,948 shares were sold at a price of USD 42.6481, generating a cashflow that needs to be broken down across each of the purchased transactions in order to provide an appropriate explanation of the equity and funding PnL.
- 171 shares had been purchased on July 20th at a price of USD 40.9492;
- 5,859 shares had been purchased on August 4th at a price of USD 42.6552;
- 918 shares had been purchased on October 24 at a price of USD 38.1097.
The approach consisted in having 7 calculation details sections: one for each equity and funding component, and one for the dividend component. --><!-- The 2 calculation details sections below presenting the equity PnL and the funding cost related to the portion of 171 shares -->
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IQOM4B-B3RJ-008U20051201USD-1</cashflowId>
            <payerPartyReference href="party2"/>
            <receiverPartyReference href="party1"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>290.51</amount>
            </cashflowAmount>
            <cashflowType>PriceReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_ASN.N_1">
            <underlyerReference href="ASN.N"/>
            <observationDate>2005-07-20Z</observationDate>
            <observedValue>
               <value>40.9492</value>
               <measureType>TransactedNetPrice</measureType>
               <quoteUnits>Price</quoteUnits>
               <currency>USD</currency>
            </observedValue>
         </observationElements>
         <observationElements id="observation_ASN.N_2">
            <underlyerReference href="ASN.N"/>
            <observationDate>2005-11-28Z</observationDate>
            <observedValue>
               <value>42.6481</value>
               <measureType>TransactedNetPrice</measureType>
               <quoteUnits>Price</quoteUnits>
               <currency>USD</currency>
            </observedValue>
         </observationElements>
         <calculationElements>
            <numberOfUnits>
               <underlyerReference href="ASN.N"/>
               <quantity>171</quantity>
            </numberOfUnits>
         </calculationElements>
      </calculationDetails>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IQOM4B-B3RJ-008U20051201USD-2</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>77.20</amount>
            </cashflowAmount>
            <cashflowType>InterestReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_USD-LIBOR-BBA-1">
            <underlyerReference href="USD-LIBOR-BBA"/>
            <observationDate>2005-07-20Z</observationDate>
            <observedValue>
               <value>0.0365</value>
            </observedValue>
         </observationElements>
         <calculationElements>
            <notional>
               <currency>USD</currency>
               <amount>7002.31</amount>
            </notional>
            <calculatedRate>
               <observationReference href="observation_USD-LIBOR-BBA-1"/>
               <calculatedValue>0.0315</calculatedValue>
               <spread>0.0050</spread>
            </calculatedRate>
            <calculationPeriod>
               <adjustedStartDate>2005-07-25Z</adjustedStartDate>
               <adjustedEndDate>2005-11-28Z</adjustedEndDate>
               <numberOfDays>126</numberOfDays>
               <dayCountFraction>ACT/360</dayCountFraction>
            </calculationPeriod>
         </calculationElements>
      </calculationDetails><!-- The 2 calculation details sections below presenting the equity PnL and the funding cost related to the portion of 5,859 shares -->
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IQOM4B-B3RJ-008U20051201USD-3</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>41.60</amount>
            </cashflowAmount>
            <cashflowType>PriceReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_ASN.N_3">
            <underlyerReference href="ASN.N"/>
            <observationDate>2005-08-04Z</observationDate>
            <observedValue>
               <value>42.6552</value>
               <measureType>TransactedNetPrice</measureType>
               <quoteUnits>Price</quoteUnits>
               <currency>USD</currency>
            </observedValue>
         </observationElements>
         <observationElements id="observation_ASN.N_4">
            <underlyerReference href="ASN.N"/>
            <observationDate>2005-11-28Z</observationDate>
            <observedValue>
               <value>42.6481</value>
               <measureType>TransactedNetPrice</measureType>
               <quoteUnits>Price</quoteUnits>
               <currency>USD</currency>
            </observedValue>
         </observationElements>
         <calculationElements>
            <numberOfUnits>
               <underlyerReference href="ASN.N"/>
               <quantity>5859</quantity>
            </numberOfUnits>
         </calculationElements>
      </calculationDetails>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IQOM4B-B3RJ-008U20051201USD-4</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>2524.51</amount>
            </cashflowAmount>
            <cashflowType>InterestReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_USD-LIBOR-BBA-2">
            <underlyerReference href="USD-LIBOR-BBA"/>
            <observationDate>2005-08-04Z</observationDate>
            <observedValue>
               <value>0.0374688</value>
            </observedValue>
         </observationElements>
         <calculationElements>
            <notional>
               <currency>USD</currency>
               <amount>249916.8</amount>
            </notional>
            <calculatedRate>
               <observationReference href="observation_USD-LIBOR-BBA-2"/>
               <calculatedValue>0.0324688</calculatedValue>
               <spread>0.0050</spread>
            </calculatedRate>
            <calculationPeriod>
               <adjustedStartDate>2005-08-08Z</adjustedStartDate>
               <adjustedEndDate>2005-11-28Z</adjustedEndDate>
               <numberOfDays>112</numberOfDays>
               <dayCountFraction>ACT/360</dayCountFraction>
            </calculationPeriod>
         </calculationElements>
      </calculationDetails><!-- The 2 calculation details sections below presenting the equity PnL and the funding cost related to the portion of 918 shares -->
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IQOM4B-B3RJ-008U20051201USD-5</cashflowId>
            <payerPartyReference href="party2"/>
            <receiverPartyReference href="party1"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>4166.25</amount>
            </cashflowAmount>
            <cashflowType>PriceReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_ASN.N_5">
            <underlyerReference href="ASN.N"/>
            <observationDate>2005-10-24Z</observationDate>
            <observedValue>
               <value>38.1097</value>
               <measureType>TransactedNetPrice</measureType>
               <quoteUnits>Price</quoteUnits>
               <currency>USD</currency>
            </observedValue>
         </observationElements>
         <observationElements id="observation_ASN.N_6">
            <underlyerReference href="ASN.N"/>
            <observationDate>2005-11-28Z</observationDate>
            <observedValue>
               <value>42.6481</value>
               <measureType>TransactedNetPrice</measureType>
               <quoteUnits>Price</quoteUnits>
               <currency>USD</currency>
            </observedValue>
         </observationElements>
         <calculationElements>
            <numberOfUnits>
               <underlyerReference href="ASN.N"/>
               <quantity>918</quantity>
            </numberOfUnits>
         </calculationElements>
      </calculationDetails>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IQOM4B-B3RJ-008U20051201USD-6</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>118.85</amount>
            </cashflowAmount>
            <cashflowType>InterestReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_USD-LIBOR-BBA-3">
            <underlyerReference href="USD-LIBOR-BBA"/>
            <observationDate>2005-10-24Z</observationDate>
            <observedValue>
               <value>0.0420625</value>
            </observedValue>
         </observationElements>
         <calculationElements>
            <notional>
               <currency>USD</currency>
               <amount>34984.7</amount>
            </notional>
            <calculatedRate>
               <observationReference href="observation_USD-LIBOR-BBA-3"/>
               <calculatedValue>0.0370625</calculatedValue>
               <spread>0.0050</spread>
            </calculatedRate>
            <calculationPeriod>
               <adjustedStartDate>2005-10-26Z</adjustedStartDate>
               <adjustedEndDate>2005-11-28Z</adjustedEndDate>
               <numberOfDays>33</numberOfDays>
               <dayCountFraction>ACT/360</dayCountFraction>
               <dayCountYearFraction>0.09167</dayCountYearFraction>
            </calculationPeriod>
         </calculationElements>
      </calculationDetails>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IQOM4B-B3RJ-008U20051201USD-7</cashflowId>
            <payerPartyReference href="party2"/>
            <receiverPartyReference href="party1"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>3005.01</amount>
            </cashflowAmount>
            <cashflowType>DividendReturn</cashflowType>
         </grossCashflow>
         <calculationElements>
            <numberOfUnits>
               <underlyerReference href="ASN.N"/>
               <quantity>6948</quantity>
            </numberOfUnits>
         </calculationElements>
      </calculationDetails>
   </payment>
   <party id="party1">
      <partyId>ABCBank001</partyId>
   </party>
   <party id="party2">
      <partyId>DEFBank001</partyId>
   </party>
</FpML>