<?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="DataDocument" 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">
   <trade>
      <tradeHeader>
         <partyTradeIdentifier>
            <partyReference href="BankB"/>
            <tradeId tradeIdScheme="TradeRefNbr">TRADEABC</tradeId>
         </partyTradeIdentifier>
         <tradeDate>2008-01-01</tradeDate>
      </tradeHeader>
      <equitySwapTransactionSupplement>
         <returnLeg>
            <payerPartyReference href="BankB"/>
            <receiverPartyReference href="BankA"/>
            <effectiveDate id="equityEffectiveDate">
               <adjustableDate>
                  <unadjustedDate>2008-01-01</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>NONE</businessDayConvention>
                  </dateAdjustments>
               </adjustableDate>
            </effectiveDate>
            <terminationDate>
               <relativeDate>
                  <periodMultiplier>0</periodMultiplier>
                  <period>D</period>
                  <businessDayConvention>NONE</businessDayConvention>
                  <dateRelativeTo href="finalCashSettlementPaymentDate"/>
               </relativeDate>
            </terminationDate>
            <underlyer>
               <singleUnderlyer>
                  <index>
                     <instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-Reuters-RIC-1-0">.SPX</instrumentId>
                     <exchangeId exchangeIdScheme="http://www.abc.com/exchange-id-REC-1-0">N</exchangeId>
                     <relatedExchangeId exchangeIdScheme="http://www.abc.com/exchange-id-REC-1-0">ALL</relatedExchangeId>
                  </index>
               </singleUnderlyer>
            </underlyer>
            <rateOfReturn>
               <initialPrice>
                  <netPrice>
                     <amount>100</amount>
                     <priceExpression>AbsoluteTerms</priceExpression>
                  </netPrice>
               </initialPrice>
               <notionalReset>true</notionalReset>
               <valuationPriceInterim>
                  <determinationMethod>PriceAtValuation</determinationMethod>
                  <valuationRules id="equityValuationDates">
                     <valuationDates>
                        <adjustableDates>
                           <unadjustedDate>2009-01-01</unadjustedDate>
                           <dateAdjustments>
                              <businessDayConvention>NotApplicable</businessDayConvention>
                           </dateAdjustments>
                        </adjustableDates>
                     </valuationDates>
                  </valuationRules>
               </valuationPriceInterim>
               <valuationPriceFinal>
                  <determinationMethod>PriceAtValuation</determinationMethod>
               </valuationPriceFinal>
               <paymentDates id="CashSettlementPaymentDate">
                  <paymentDatesInterim>
                     <relativeDates>
                        <periodMultiplier>3</periodMultiplier>
                        <period>D</period>
                        <dayType>CurrencyBusiness</dayType>
                        <businessDayConvention>NONE</businessDayConvention>
                        <dateRelativeTo href="equityValuationDates"/>
                     </relativeDates>
                  </paymentDatesInterim>
                  <paymentDateFinal id="finalCashSettlementPaymentDate">
                     <relativeDate>
                        <periodMultiplier>3</periodMultiplier>
                        <period>D</period>
                        <dayType>CurrencyBusiness</dayType>
                        <businessDayConvention>NONE</businessDayConvention>
                        <dateRelativeTo href="equityValuationDates"/>
                     </relativeDate>
                  </paymentDateFinal>
               </paymentDates>
            </rateOfReturn>
            <notional>
               <notionalAmount id="equityNotionalAmount">
                  <currency>USD</currency>
                  <amount>1000000</amount>
               </notionalAmount>
            </notional>
            <amount>
               <paymentCurrency id="settlementCurrency">
                  <currency>USD</currency>
               </paymentCurrency>
               <referenceAmount>StandardISDA</referenceAmount>
               <cashSettlement>true</cashSettlement>
            </amount>
            <return>
               <returnType>Price</returnType>
            </return>
            <notionalAdjustments>Standard</notionalAdjustments>
         </returnLeg>
         <interestLeg>
            <payerPartyReference href="BankA"/>
            <receiverPartyReference href="BankB"/>
            <interestLegCalculationPeriodDates id="floatingCalculationPeriodDates">
               <effectiveDate>
                  <relativeDate>
                     <periodMultiplier>0</periodMultiplier>
                     <period>D</period>
                     <businessDayConvention>NONE</businessDayConvention>
                     <dateRelativeTo href="equityEffectiveDate"/>
                  </relativeDate>
               </effectiveDate>
               <terminationDate>
                  <relativeDate>
                     <periodMultiplier>0</periodMultiplier>
                     <period>D</period>
                     <businessDayConvention>NONE</businessDayConvention>
                     <dateRelativeTo href="finalCashSettlementPaymentDate"/>
                  </relativeDate>
               </terminationDate>
               <interestLegResetDates>
                  <calculationPeriodDatesReference href="floatingCalculationPeriodDates"/>
                  <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
               </interestLegResetDates>
               <interestLegPaymentDates>
                  <adjustableDates>
                     <unadjustedDate>2009-01-01</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                     </dateAdjustments>
                  </adjustableDates>
               </interestLegPaymentDates>
            </interestLegCalculationPeriodDates>
            <notional>
               <relativeNotionalAmount href="equityNotionalAmount"/>
            </notional>
            <interestAmount>
               <paymentCurrency href="settlementCurrency"/>
               <referenceAmount>StandardISDA</referenceAmount>
            </interestAmount>
            <interestCalculation>
               <floatingRateCalculation id="floatingRateCalculation">
                  <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
                  <indexTenor>
                     <periodMultiplier>1</periodMultiplier>
                     <period>M</period>
                  </indexTenor>
                  <spreadSchedule>
                     <initialValue>.01</initialValue>
                  </spreadSchedule>
               </floatingRateCalculation>
               <dayCountFraction>ACT/360</dayCountFraction><!-- Compounding Spread   -->
               <compounding>
                  <compoundingRate>
                     <interestLegRate href="floatingRateCalculation"/>
                  </compoundingRate>
                  <compoundingSpread>.05</compoundingSpread>
               </compounding>
            </interestCalculation>
         </interestLeg>
         <mutualEarlyTermination>false</mutualEarlyTermination>
      </equitySwapTransactionSupplement>
      <collateral>
         <independentAmount>
            <payerPartyReference href="BankA"/>
            <receiverPartyReference href="BankB"/>
            <paymentDetail>
               <paymentRule xsi:type="PercentageRule">
                  <paymentPercent>.02</paymentPercent>
                  <notionalAmountReference href="equityNotionalAmount"/>
               </paymentRule>
            </paymentDetail>
         </independentAmount>
      </collateral>
      <documentation>
         <masterConfirmation>
            <masterConfirmationType>EquityAmericas</masterConfirmationType>
            <masterConfirmationDate>2002-06-20</masterConfirmationDate>
         </masterConfirmation>
      </documentation>
   </trade>
   <party id="BankB">
      <partyId partyIdScheme="DTCC">BankB</partyId>
   </party>
   <party id="BankA">
      <partyId partyIdScheme="DTCC">BankA</partyId>
   </party>
</FpML>