<?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>
      <messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId>
      <sentBy partyIdScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
      <creationTimestamp>2000-08-01T08:57:00-00:00</creationTimestamp>
   </header>
   <trade>
      <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>2007-01-05</tradeDate>
      </tradeHeader>
      <correlationSwap>
         <correlationLeg>
            <payerPartyReference href="kom722"/>
            <receiverPartyReference href="kow029"/>
            <underlyer>
               <basket id="SP500Top3">
                  <basketConstituent>
                     <equity>
                        <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM.N</instrumentId>
                        <description>International Business Machines Common Share</description>
                        <currency>USD</currency>
                        <exchangeId>NYSE</exchangeId>
                     </equity>
                  </basketConstituent>
                  <basketConstituent>
                     <equity>
                        <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">MSFT.O</instrumentId>
                        <description>Microsoft Common Share</description>
                        <currency>USD</currency>
                        <exchangeId>NASDAQ</exchangeId>
                     </equity>
                  </basketConstituent>
                  <basketConstituent>
                     <equity>
                        <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">B.N</instrumentId>
                        <description>Barnes and Noble Common Share</description>
                        <currency>USD</currency>
                        <exchangeId>NYSE</exchangeId>
                     </equity>
                  </basketConstituent>
               </basket>
            </underlyer>
            <settlementType>Cash</settlementType>
            <settlementDate>
               <relativeDate>
                  <periodMultiplier>2</periodMultiplier>
                  <period>D</period>
                  <dayType>CurrencyBusiness</dayType>
                  <businessDayConvention>FOLLOWING</businessDayConvention>
                  <businessCenters>
                     <businessCenter>USNY</businessCenter>
                  </businessCenters>
                  <dateRelativeTo href="vd903"/>
               </relativeDate>
            </settlementDate>
            <valuation>
               <valuationDate id="vd903">
                  <adjustableDate>
                     <unadjustedDate>2009-12-19</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                     </dateAdjustments>
                  </adjustableDate>
               </valuationDate>
            </valuation>
            <amount>
               <observationStartDate>
                  <adjustableDate>
                     <unadjustedDate>2007-01-05</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                     </dateAdjustments>
                  </adjustableDate>
               </observationStartDate>
               <allDividends>false</allDividends>
               <correlation>
                  <closingLevel>true</closingLevel>
                  <expectedN>120</expectedN>
                  <notionalAmount>
                     <currency>USD</currency>
                     <amount>350000</amount>
                  </notionalAmount>
                  <correlationStrikePrice>0.60123</correlationStrikePrice>
                  <boundedCorrelation>
                     <minimumBoundaryPercent>0.35123</minimumBoundaryPercent>
                     <maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
                  </boundedCorrelation>
                  <numberOfDataSeries>1</numberOfDataSeries>
               </correlation>
            </amount>
         </correlationLeg>
      </correlationSwap>
      <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>