<?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 only two gross components: 
an equity rest and an interest reset.
-->
<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">EN40HD000000000</tradeId>
      </partyTradeIdentifier>
      <tradeDetails>
         <tradeDate>2004-03-18Z</tradeDate>
         <effectiveDate>
            <unadjustedDate>2004-04-02Z</unadjustedDate>
         </effectiveDate>
         <terminationDate>
            <unadjustedDate>2006-01-06Z</unadjustedDate>
         </terminationDate>
         <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple-1-0">TotalReturnSwap</productType>
         <underlyer id="TRGTSX4010">
            <equity>
               <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC-1-0">.TRGTSX4010</instrumentId>
            </equity>
         </underlyer>
         <underlyer id="CAD-BA-CDOR">
            <floatingRate>
               <floatingRateIndex>CAD-BA-CDOR</floatingRateIndex>
               <indexTenor>
                  <periodMultiplier>3</periodMultiplier>
                  <period>M</period>
               </indexTenor>
            </floatingRate>
         </underlyer>
         <notional>
            <currency>CAD</currency>
            <amount>300707646.14</amount>
         </notional>
      </tradeDetails>
   </tradeIdentifyingItems>
   <adjustedPaymentDate>2004-07-07Z</adjustedPaymentDate>
   <payment>
      <identifier paymentIdScheme="http://www.abc.com/netPaymentId">PS0I0FL3N-4G55-006N20040707CAD</identifier>
      <payerPartyReference href="party1"/>
      <receiverPartyReference href="party2"/>
      <paymentAmount>
         <currency>CAD</currency>
         <amount>15926129.58</amount>
      </paymentAmount>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0I0FL3N-4G55-006N20040707CAD-1</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>CAD</currency>
               <amount>14637701.39</amount>
            </cashflowAmount>
            <cashflowType cashflowTypeScheme="http://www.fpml.org/coding-scheme/cashflow-type-1-0">PriceReturn</cashflowType>
         </grossCashflow>
         <observationElements id="observation_TRGTSX4010_1">
            <underlyerReference href="TRGTSX4010"/>
            <observationDate>2004-04-02Z</observationDate>
            <observedValue>
               <value>1501.72</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_TRGTSX4010_2">
            <underlyerReference href="TRGTSX4010"/>
            <observationDate>2004-07-02Z</observationDate>
            <observedValue>
               <value>1428.62</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>
         <calculationElements>
            <numberOfUnits>
               <underlyerReference href="TRGTSX4010"/>
               <quantity>200242.15</quantity>
            </numberOfUnits>
         </calculationElements>
      </calculationDetails>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">PS0I0FL3N-4G55-006N20040707CAD-2</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>CAD</currency>
               <amount>1288428.19</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>2004-04-07Z</observationDate>
            <observedValue>
               <value>0.0209857</value>
            </observedValue>
         </observationElements>
         <calculationElements>
            <notional>
               <currency>CAD</currency>
               <amount>300707.64</amount>
            </notional>
            <calculatedRate>
               <observationReference href="observation_CAD-BA-CDOR"/>
               <calculatedValue>0.0171857</calculatedValue>
               <spread>-0.0038</spread>
            </calculatedRate>
            <calculationPeriod>
               <adjustedStartDate>2004-04-07Z</adjustedStartDate>
               <adjustedEndDate>2004-07-07Z</adjustedEndDate>
               <numberOfDays>91</numberOfDays>
               <dayCountFraction>ACT/365.FIXED</dayCountFraction>
               <dayCountYearFraction>0.2493</dayCountYearFraction>
            </calculationPeriod>
         </calculationElements>
      </calculationDetails>
   </payment>
   <party id="party1">
      <partyId>ABCBank001</partyId>
   </party>
   <party id="party2">
      <partyId>DEFBank001</partyId>
   </party>
</FpML>