<?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 a single stock equity swap, with a net payment that has three gross components: 
an equity reset, an interest reset 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>2004-07-02T15:00:00Z</creationTimestamp>
   </header>
   <asOfDate>2004-07-02T15:00:00Z</asOfDate>
   <tradeCashflowsId tradeCashflowsIdScheme="http://www.abc.com/tradeCashflowsId">tradeCashflowsABC001</tradeCashflowsId>
   <tradeIdentifyingItems>
      <partyTradeIdentifier>
         <partyReference href="party1"/>
         <tradeId tradeIdScheme="http://www.abc.com/tradeId">EN50K0000000000</tradeId>
      </partyTradeIdentifier>
      <tradeDetails>
         <tradeDate>2005-04-26Z</tradeDate>
         <effectiveDate>
            <unadjustedDate>2005-04-29Z</unadjustedDate>
         </effectiveDate>
         <terminationDate>
            <unadjustedDate>2006-01-30Z</unadjustedDate>
         </terminationDate>
         <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple-1-0">TotalReturnSwap</productType>
         <underlyer id="CLR_u.TO">
            <equity>
               <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC-1-0">CLR_u.TO</instrumentId>
            </equity>
         </underlyer>
         <underlyer id="CAD-BA-CDOR">
            <floatingRate>
               <floatingRateIndex>CAD-BA-CDOR</floatingRateIndex>
               <indexTenor>
                  <periodMultiplier>1</periodMultiplier>
                  <period>M</period>
               </indexTenor>
            </floatingRate>
         </underlyer><!--  This is the notional of the trade that results from the combined reset, i.e. that is the combination of the number of units (19,000) multipled by the new strike price (CAD 7.19).  -->
         <notional>
            <currency>CAD</currency>
            <amount>136610.00</amount>
         </notional>
      </tradeDetails>
   </tradeIdentifyingItems>
   <adjustedPaymentDate>2005-05-30Z</adjustedPaymentDate>
   <payment>
      <identifier paymentIdScheme="http://www.abc.com/netPaymentId">PS0IH3NUV-9LL4-00UE20050530CAD</identifier>
      <payerPartyReference href="party1"/>
      <receiverPartyReference href="party2"/>
      <paymentAmount>
         <currency>CAD</currency>
         <amount>11960.11</amount>
      </paymentAmount>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IH3NUV-9LL4-00UE20050530CAD-1</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>CAD</currency>
               <amount>12920.00</amount>
            </cashflowAmount>
            <cashflowType cashflowTypeScheme="http://www.fpml.org/coding-scheme/cashflow-type-1-0">PriceReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_CLR_u.TO_1">
            <underlyerReference href="CLR_u.TO"/>
            <observationDate>2005-04-26Z</observationDate>
            <observedValue>
               <value>7.87</value>
               <measureType>MarketQuote</measureType>
               <quoteUnits priceQuoteUnitsScheme="http://www.fpml.org/coding-scheme/price-quote-units-1-0">Price</quoteUnits>
               <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">CAD</currency>
            </observedValue>
         </observationElements>
         <observationElements id="observation_CLR_u.TO_2">
            <underlyerReference href="CLR_u.TO"/>
            <observationDate>2005-05-25Z</observationDate>
            <observedValue>
               <value>7.19</value>
               <measureType>MarketQuote</measureType>
               <quoteUnits priceQuoteUnitsScheme="http://www.fpml.org/coding-scheme/price-quote-units-1-0">Price</quoteUnits>
               <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">CAD</currency>
            </observedValue>
         </observationElements><!-- In the case of the equity reset component of the combined reset, the calculation elements are limited to the number of units.
                        Equity reset = Units * [initial price - final price ]. -->
         <calculationElements>
            <numberOfUnits>
               <underlyerReference href="CLR_u.TO"/>
               <quantity>19000</quantity>
            </numberOfUnits>
         </calculationElements>
      </calculationDetails>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IH3NUV-9LL4-00UE20050530CAD-2</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>CAD</currency>
               <amount>370.11</amount>
            </cashflowAmount>
            <cashflowType cashflowTypeScheme="http://www.fpml.org/coding-scheme/cashflow-type-1-0">InterestReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_CAD-BA-CDOR">
            <underlyerReference href="CAD-BA-CDOR"/>
            <observationDate>2005-04-29Z</observationDate>
            <observedValue>
               <value>0.0256429</value>
            </observedValue>
         </observationElements>
         <calculationElements><!--  This is the notional of the trade that has been used as a calculation basis for the accrual, i.e. the number of units (19,000) multiplied by the previous strike price (CAD 7.87).  -->
            <notional>
               <currency>CAD</currency>
               <amount>149530.00</amount>
            </notional>
            <calculatedRate>
               <observationReference href="observation_CAD-BA-CDOR"/>
               <calculatedValue>0.0291429</calculatedValue>
               <spread>0.0035</spread>
            </calculatedRate>
            <calculationPeriod>
               <adjustedStartDate>2005-04-29Z</adjustedStartDate>
               <adjustedEndDate>2005-05-30Z</adjustedEndDate>
               <numberOfDays>31</numberOfDays>
               <dayCountFraction>ACT/365.FIXED</dayCountFraction>
               <dayCountYearFraction>0.08493</dayCountYearFraction>
            </calculationPeriod>
         </calculationElements>
      </calculationDetails>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0IH3NUV-9LL4-00UE20050530CAD-3</cashflowId>
            <payerPartyReference href="party2"/>
            <receiverPartyReference href="party1"/>
            <cashflowAmount>
               <currency>CAD</currency>
               <amount>1330.00</amount>
            </cashflowAmount>
            <cashflowType cashflowTypeScheme="http://www.fpml.org/coding-scheme/cashflow-type-1-0">DividendReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_CLR_u.TO_3">
            <underlyerReference href="CLR_u.TO"/>
            <observationDate>2005-05-15Z</observationDate>
         </observationElements>
         <calculationElements>
            <numberOfUnits>
               <underlyerReference href="CLR_u.TO"/>
               <quantity>19000</quantity>
            </numberOfUnits>
         </calculationElements>
      </calculationDetails>
   </payment>
   <party id="party1">
      <partyId>ABCBank001</partyId>
   </party>
   <party id="party2">
      <partyId>DEFBank001</partyId>
   </party>
</FpML>