<?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
-->
<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="PositionsAsserted" 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.abc.com/mid">ABC0002</messageId>
      <sentBy>ABCDUS33</sentBy>
      <sendTo>RECSERV</sendTo>
      <creationTimestamp>2006-06-14T18:16:00Z</creationTimestamp>
   </header>
   <portfolio>
      <portfolioName>Portfolio99</portfolioName>
      <asOfDate>2006-06-14Z</asOfDate>
      <definingParty href="dealer"/>
      <newPortfolioDefinition>false</newPortfolioDefinition>
   </portfolio>
   <submissionsComplete>true</submissionsComplete>
   <replaceAllPositions/>
   <definePosition>
      <positionId positionIdScheme="http://www.abc.com/positionId">Position-01</positionId>
      <version>1</version>
      <reportingRoles>
         <baseParty href="dealer"/>
         <positionProvider href="dealer"/>
      </reportingRoles>
      <constituent>
         <trade>
            <tradeHeader>
               <partyTradeIdentifier>
                  <partyReference href="dealer"/>
                  <tradeId tradeIdScheme="http://www.abc.com/trade-id">ABC-0001</tradeId>
               </partyTradeIdentifier>
               <tradeDate>2001-10-23Z</tradeDate>
            </tradeHeader>
            <fxSingleLeg>
               <exchangedCurrency1>
                  <payerPartyReference href="fund"/>
                  <receiverPartyReference href="dealer"/>
                  <paymentAmount>
                     <currency>GBP</currency>
                     <amount>10000000</amount>
                  </paymentAmount>
               </exchangedCurrency1>
               <exchangedCurrency2>
                  <payerPartyReference href="dealer"/>
                  <receiverPartyReference href="fund"/>
                  <paymentAmount>
                     <currency>USD</currency>
                     <amount>14700000</amount>
                  </paymentAmount>
               </exchangedCurrency2>
               <valueDate>2001-10-25Z</valueDate>
               <exchangeRate>
                  <quotedCurrencyPair>
                     <currency1>GBP</currency1>
                     <currency2>USD</currency2>
                     <quoteBasis>Currency2PerCurrency1</quoteBasis>
                  </quotedCurrencyPair>
                  <rate>1.47</rate>
               </exchangeRate>
            </fxSingleLeg>
         </trade>
      </constituent>
      <valuation>
         <quote>
            <value>12300.00</value>
            <measureType>NPV</measureType>
            <currency>USD</currency>
         </quote>
      </valuation>
   </definePosition>
   <definePosition>
      <positionId positionIdScheme="http://www.abc.com/positionId">Position-02</positionId>
      <version>1</version>
      <reportingRoles>
         <baseParty href="dealer"/>
         <positionProvider href="dealer"/>
      </reportingRoles>
      <constituent>
         <trade>
            <tradeHeader>
               <partyTradeIdentifier>
                  <partyReference href="dealer"/>
                  <tradeId tradeIdScheme="http://www.abc.com/ird">2222</tradeId>
               </partyTradeIdentifier>
               <tradeDate>1991-05-14Z</tradeDate>
            </tradeHeader>
            <fra>
               <buyerPartyReference href="fund"/>
               <sellerPartyReference href="dealer"/>
               <adjustedEffectiveDate id="resetDate">1991-07-17Z</adjustedEffectiveDate>
               <adjustedTerminationDate>1992-01-17Z</adjustedTerminationDate>
               <paymentDate>
                  <unadjustedDate>1991-07-17Z</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>FOLLOWING</businessDayConvention>
                     <businessCenters>
                        <businessCenter>CHZU</businessCenter>
                     </businessCenters>
                  </dateAdjustments>
               </paymentDate>
               <fixingDateOffset>
                  <periodMultiplier>-2</periodMultiplier>
                  <period>D</period>
                  <dayType>Business</dayType>
                  <businessDayConvention>NONE</businessDayConvention>
                  <businessCenters>
                     <businessCenter>GBLO</businessCenter>
                  </businessCenters>
                  <dateRelativeTo href="resetDate"/>
               </fixingDateOffset>
               <dayCountFraction>ACT/360</dayCountFraction>
               <calculationPeriodNumberOfDays>184</calculationPeriodNumberOfDays>
               <notional>
                  <currency>CHF</currency>
                  <amount>25000000.00</amount>
               </notional>
               <fixedRate>0.04</fixedRate>
               <floatingRateIndex>CHF-LIBOR-BBA</floatingRateIndex>
               <indexTenor>
                  <periodMultiplier>6</periodMultiplier>
                  <period>M</period>
               </indexTenor>
               <fraDiscounting>ISDA</fraDiscounting>
            </fra>
         </trade>
      </constituent>
      <valuation>
         <quote>
            <value>-1111.00</value>
            <measureType>NPV</measureType>
            <currency>USD</currency>
         </quote>
      </valuation>
      <forceMatch>
         <positionId positionIdScheme="http://www.hedgeco.com/positionId">POS02</positionId>
         <version>1</version>
      </forceMatch>
   </definePosition>
   <party id="dealer">
      <partyId>ABCDUS33</partyId>
      <partyName>ABCD Securities Inc.</partyName>
   </party>
   <party id="fund">
      <partyId>HEGDUS33</partyId>
      <partyName>HedgeCo Capital L.L.C.</partyName>
   </party>
</FpML>