<?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="RequestTradeConfirmation" 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><!-- unique message id -->
      <messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><!-- identify the sender of this message -->
      <sentBy partyIdScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
      <creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
   </header>
   <trade><!-- Variance Swap Index Example -->
      <tradeHeader>
         <partyTradeIdentifier>
            <partyReference href="kom722"/>
            <tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
         </partyTradeIdentifier>
         <partyTradeIdentifier>
            <partyReference href="kow029"/>
            <tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
         </partyTradeIdentifier>
         <tradeDate id="d989">2001-09-24Z</tradeDate>
      </tradeHeader><!-- use distinct product type rather than deprecated variance leg within return swap -->
      <varianceSwap>
         <varianceLeg>
            <payerPartyReference href="kom722"/>
            <receiverPartyReference href="kow029"/>
            <underlyer>
               <singleUnderlyer>
                  <index>
                     <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
                     <description>SP 500 Index</description>
                     <currency>USD</currency>
                     <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">NYSE</exchangeId>
                     <relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">CBOE</relatedExchangeId>
                  </index>
               </singleUnderlyer>
            </underlyer>
            <settlementType>Cash</settlementType>
            <valuation>
               <valuationDate id="FinalValuationDate">
                  <adjustableDate>
                     <unadjustedDate>2004-07-21Z</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                     </dateAdjustments>
                  </adjustableDate>
               </valuationDate>
               <futuresPriceValuation>true</futuresPriceValuation>
            </valuation>
            <amount>
               <variance>
                  <closingLevel>true</closingLevel>
                  <varianceAmount>
                     <currency>USD</currency>
                     <amount>350000</amount>
                  </varianceAmount>
                  <varianceStrikePrice>950</varianceStrikePrice>
                  <exchangeTradedContractNearest>
                     <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
                     <description>SP 500 INDEX</description>
                     <currency>USD</currency>
                     <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">NYSE</exchangeId>
                     <relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">CBOE</relatedExchangeId>
                     <contractReference>CBOE SEP04 SP500 FUTURE</contractReference>
                     <expirationDate>
                        <adjustableDate>
                           <unadjustedDate>2004-09-23Z</unadjustedDate>
                           <dateAdjustments>
                              <businessDayConvention>NONE</businessDayConvention>
                           </dateAdjustments>
                        </adjustableDate>
                     </expirationDate>
                  </exchangeTradedContractNearest>
               </variance>
            </amount>
         </varianceLeg>
      </varianceSwap>
      <calculationAgent>
         <calculationAgentPartyReference href="kom722"/>
      </calculationAgent>
      <documentation>
         <masterAgreement>
            <masterAgreementType>ISDA</masterAgreementType>
            <masterAgreementVersion>2002</masterAgreementVersion>
         </masterAgreement>
         <contractualDefinitions>ISDA2000</contractualDefinitions>
         <contractualDefinitions>ISDA2002Equity</contractualDefinitions>
      </documentation>
      <governingLaw>GBEN</governingLaw>
   </trade>
   <party id="kom722">
      <partyId>Party A</partyId>
   </party>
   <party id="kow029">
      <partyId>Party B</partyId>
   </party>
</FpML>