<?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 id="trs-eqbasket-trade">
      <tradeHeader>
         <partyTradeIdentifier>
            <partyReference href="party1"/>
            <tradeId tradeIdScheme="http://www.abc.com/swaps/trade-id">TRS-02</tradeId>
         </partyTradeIdentifier>
         <partyTradeIdentifier>
            <partyReference href="party2"/>
            <tradeId tradeIdScheme="http://www.hedgeco.com/swaps/trade-id">total-ret-swap-02</tradeId>
         </partyTradeIdentifier>
         <tradeDate id="r13">2004-12-12+05:00</tradeDate>
      </tradeHeader>
      <returnSwap>
         <productType>TotalReturnSwap</productType>
         <buyerPartyReference href="party2"/>
         <sellerPartyReference href="party1"/>
         <returnLeg legIdentifier="r1">
            <payerPartyReference href="party2"/>
            <receiverPartyReference href="party1"/>
            <paymentFrequency>
               <periodMultiplier>3</periodMultiplier>
               <period>M</period>
            </paymentFrequency>
            <effectiveDate id="r2">
               <adjustableDate>
                  <unadjustedDate>2004-12-14+05:00</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>NONE</businessDayConvention>
                  </dateAdjustments>
               </adjustableDate>
            </effectiveDate>
            <terminationDate id="r3">
               <adjustableDate>
                  <unadjustedDate>2004-12-14+05:00</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>NONE</businessDayConvention>
                  </dateAdjustments>
               </adjustableDate>
            </terminationDate>
            <underlyer>
               <basket>
                  <openUnits>1</openUnits>
                  <basketConstituent id="r4">
                     <equity>
                        <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN-1-0">ISIN_XXXX</instrumentId>
                        <description>Telecom Italia spa</description>
                        <currency>EUR</currency>
                        <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">Milan Stock Exchange</exchangeId>
                     </equity>
                     <constituentWeight>
                        <openUnits>432000</openUnits>
                     </constituentWeight>
                     <dividendPayout>
                        <dividendPayoutRatio>0.85</dividendPayoutRatio>
                        <dividendPayment>
                           <paymentDate>2004-01-01+05:00</paymentDate>
                           <amount>
                              <currency>USD</currency>
                              <amount>123456.00</amount>
                           </amount>
                           <accruedInterest>
                              <currency>USD</currency>
                              <amount>123.00</amount>
                           </accruedInterest>
                        </dividendPayment>
                     </dividendPayout>
                     <underlyerPrice>
                        <netPrice>
                           <currency>EUR</currency>
                           <amount>19785157.16</amount>
                           <priceExpression>AbsoluteTerms</priceExpression>
                        </netPrice>
                        <accruedInterestPrice>1234.56</accruedInterestPrice>
                        <quotationCharacteristics>
                           <side>Mid</side>
                           <currency>USD</currency>
                           <timing>Close</timing>
                        </quotationCharacteristics>
                     </underlyerPrice>
                  </basketConstituent>
                  <basketConstituent id="r5">
                     <equity>
                        <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN-1-0">ISIN_YYYY</instrumentId>
                        <description>Nokya Oyj</description>
                        <currency>EUR</currency>
                        <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">Helsinki Stock Exchange</exchangeId>
                     </equity>
                     <constituentWeight>
                        <openUnits>227000</openUnits>
                     </constituentWeight>
                     <dividendPayout>
                        <dividendPayoutRatio>0.85</dividendPayoutRatio>
                        <dividendPayment>
                           <paymentDate>2004-01-01+05:00</paymentDate>
                           <amount>
                              <currency>USD</currency>
                              <amount>123456.00</amount>
                           </amount>
                           <accruedInterest>
                              <currency>USD</currency>
                              <amount>123.00</amount>
                           </accruedInterest>
                        </dividendPayment>
                     </dividendPayout>
                     <underlyerPrice>
                        <netPrice>
                           <currency>EUR</currency>
                           <amount>19785157.16</amount>
                           <priceExpression>AbsoluteTerms</priceExpression>
                        </netPrice>
                        <accruedInterestPrice>1234.56</accruedInterestPrice>
                        <quotationCharacteristics>
                           <side>Mid</side>
                           <currency>USD</currency>
                           <timing>Close</timing>
                        </quotationCharacteristics>
                     </underlyerPrice>
                  </basketConstituent>
               </basket>
            </underlyer>
            <rateOfReturn>
               <initialPrice>
                  <commission>
                     <commissionDenomination>BPS</commissionDenomination>
                     <commissionAmount>60</commissionAmount>
                     <commissionPerTrade>1234</commissionPerTrade>
                  </commission>
                  <netPrice>
                     <currency>EUR</currency>
                     <amount>19785157.16</amount>
                     <priceExpression>AbsoluteTerms</priceExpression>
                  </netPrice>
               </initialPrice>
               <notionalReset>true</notionalReset>
               <valuationPriceInterim>
                  <commission>
                     <commissionDenomination>BPS</commissionDenomination>
                     <commissionAmount>60</commissionAmount>
                     <commissionPerTrade>1234</commissionPerTrade>
                  </commission>
                  <determinationMethod>ValuationTime</determinationMethod>
                  <valuationRules>
                     <valuationDates id="r6">
                        <adjustableDates>
                           <unadjustedDate>2004-12-17+05:00</unadjustedDate>
                           <dateAdjustments>
                              <businessDayConvention>NotApplicable</businessDayConvention>
                           </dateAdjustments>
                        </adjustableDates>
                     </valuationDates>
                     <valuationTimeType>Close</valuationTimeType>
                  </valuationRules>
               </valuationPriceInterim>
               <valuationPriceFinal>
                  <commission>
                     <commissionDenomination>BPS</commissionDenomination>
                     <commissionAmount>60</commissionAmount>
                     <commissionPerTrade>1234</commissionPerTrade>
                  </commission>
                  <determinationMethod>HedgeUnwind</determinationMethod>
                  <valuationRules>
                     <valuationDate id="r7">
                        <adjustableDate>
                           <unadjustedDate>2006-01-17+05:00</unadjustedDate>
                           <dateAdjustments>
                              <businessDayConvention>NotApplicable</businessDayConvention>
                           </dateAdjustments>
                        </adjustableDate>
                     </valuationDate>
                  </valuationRules>
               </valuationPriceFinal>
               <paymentDates id="r10">
                  <paymentDatesInterim id="r11">
                     <adjustableDates>
                        <unadjustedDate>2004-12-14+05:00</unadjustedDate>
                        <unadjustedDate>2005-12-14+05:00</unadjustedDate>
                        <unadjustedDate>2006-12-14+05:00</unadjustedDate>
                        <dateAdjustments>
                           <businessDayConvention>FOLLOWING</businessDayConvention>
                           <businessCenters>
                              <businessCenter>EUTA</businessCenter>
                              <businessCenter>GBLO</businessCenter>
                           </businessCenters>
                        </dateAdjustments>
                     </adjustableDates>
                  </paymentDatesInterim>
                  <paymentDateFinal id="r12">
                     <adjustableDate>
                        <unadjustedDate>2006-12-14+05:00</unadjustedDate>
                        <dateAdjustments>
                           <businessDayConvention>FOLLOWING</businessDayConvention>
                           <businessCenters>
                              <businessCenter>EUTA</businessCenter>
                              <businessCenter>GBLO</businessCenter>
                           </businessCenters>
                        </dateAdjustments>
                     </adjustableDate>
                  </paymentDateFinal>
               </paymentDates>
            </rateOfReturn>
            <notional id="r8">
               <notionalAmount>
                  <currency>EUR</currency>
                  <amount>19785157.16</amount>
               </notionalAmount>
            </notional>
            <amount>
               <paymentCurrency id="r9">
                  <currency>USD</currency>
               </paymentCurrency>
               <referenceAmount>ISDA Standard</referenceAmount>
               <cashSettlement>true</cashSettlement>
            </amount>
            <return>
               <returnType>Total</returnType>
               <dividendConditions>
                  <dividendReinvestment>false</dividendReinvestment>
                  <dividendEntitlement>ExDate</dividendEntitlement>
                  <dividendAmount>RecordAmount</dividendAmount>
                  <dividendPaymentDate>
                     <dividendDateReference>EquityPaymentDate</dividendDateReference>
                  </dividendPaymentDate>
                  <dividendPeriodEffectiveDate href="r13"/>
                  <dividendPeriodEndDate href="r7"/>
                  <excessDividendAmount>PaidAmount</excessDividendAmount>
                  <paymentCurrency id="r14" href="r15"/>
               </dividendConditions>
            </return>
            <notionalAdjustments>Execution</notionalAdjustments>
            <fxFeature>
               <referenceCurrency id="r15">EUR</referenceCurrency>
               <composite>
                  <determinationMethod>CalculationAgent</determinationMethod>
               </composite>
            </fxFeature>
         </returnLeg>
         <interestLeg legIdentifier="r16">
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <paymentFrequency>
               <periodMultiplier>3</periodMultiplier>
               <period>M</period>
            </paymentFrequency>
            <interestLegCalculationPeriodDates id="r120">
               <effectiveDate>
                  <adjustableDate>
                     <unadjustedDate>2004-12-14+05:00</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NONE</businessDayConvention>
                     </dateAdjustments>
                  </adjustableDate>
               </effectiveDate>
               <terminationDate>
                  <adjustableDate>
                     <unadjustedDate>2006-12-14+05:00</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NONE</businessDayConvention>
                     </dateAdjustments>
                  </adjustableDate>
               </terminationDate>
               <interestLegResetDates>
                  <calculationPeriodDatesReference href="r120"/>
                  <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
               </interestLegResetDates>
               <interestLegPaymentDates>
                  <adjustableDates>
                     <unadjustedDate>2004-12-14+05:00</unadjustedDate>
                     <unadjustedDate>2005-12-14+05:00</unadjustedDate>
                     <unadjustedDate>2006-12-14+05:00</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>FOLLOWING</businessDayConvention>
                        <businessCenters>
                           <businessCenter>EUTA</businessCenter>
                           <businessCenter>GBLO</businessCenter>
                        </businessCenters>
                     </dateAdjustments>
                  </adjustableDates>
               </interestLegPaymentDates>
            </interestLegCalculationPeriodDates>
            <notional>
               <notionalAmount>
                  <currency>EUR</currency>
                  <amount>19785157.16</amount>
               </notionalAmount>
            </notional>
            <interestAmount>
               <paymentCurrency href="r15"/>
               <referenceAmount>Standard ISDA</referenceAmount>
            </interestAmount>
            <interestCalculation>
               <floatingRateCalculation>
                  <floatingRateIndex>EUR-EURIBOR-Telerate</floatingRateIndex>
                  <indexTenor>
                     <periodMultiplier>3</periodMultiplier>
                     <period>M</period>
                  </indexTenor>
                  <spreadSchedule>
                     <initialValue>0.0050</initialValue>
                  </spreadSchedule>
               </floatingRateCalculation>
               <dayCountFraction>ACT/360</dayCountFraction>
            </interestCalculation>
         </interestLeg>
         <earlyTermination>
            <partyReference href="party2"/>
            <startingDate>
               <adjustableDate>
                  <unadjustedDate>2004-12-14+05:00</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>NONE</businessDayConvention>
                  </dateAdjustments>
               </adjustableDate>
            </startingDate>
         </earlyTermination>
         <earlyTermination>
            <partyReference href="party1"/>
            <startingDate>
               <adjustableDate>
                  <unadjustedDate>2004-12-14+05:00</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>NONE</businessDayConvention>
                  </dateAdjustments>
               </adjustableDate>
            </startingDate>
         </earlyTermination>
         <extraordinaryEvents>
            <mergerEvents>
               <shareForShare>ModifiedCalculationAgent</shareForShare>
               <shareForOther>ModifiedCalculationAgent</shareForOther>
               <shareForCombined>ModifiedCalculationAgent</shareForCombined>
            </mergerEvents>
            <tenderOffer>true</tenderOffer>
            <tenderOfferEvents>
               <shareForShare>ModifiedCalculationAgent</shareForShare>
               <shareForOther>ModifiedCalculationAgent</shareForOther>
               <shareForCombined>ModifiedCalculationAgent</shareForCombined>
            </tenderOfferEvents>
            <compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
            <additionalDisruptionEvents>
               <changeInLaw>true</changeInLaw>
               <failureToDeliver>true</failureToDeliver>
               <insolvencyFiling>false</insolvencyFiling>
               <hedgingDisruption>true</hedgingDisruption>
               <lossOfStockBorrow>true</lossOfStockBorrow>
               <increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
               <increasedCostOfHedging>false</increasedCostOfHedging>
               <determiningPartyReference href="party2"/>
            </additionalDisruptionEvents>
            <representations>
               <nonReliance>true</nonReliance>
               <agreementsRegardingHedging>true</agreementsRegardingHedging>
               <additionalAcknowledgements>true</additionalAcknowledgements>
            </representations>
            <nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
         </extraordinaryEvents>
      </returnSwap>
      <collateral>
         <independentAmount>
            <payerPartyReference href="party2"/>
            <receiverPartyReference href="party1"/>
            <paymentDetail>
               <adjustedPaymentDate>2004-01-01+05:00</adjustedPaymentDate>
               <paymentAmount>
                  <currency>USD</currency>
                  <amount>1000</amount>
               </paymentAmount>
            </paymentDetail>
         </independentAmount>
      </collateral>
   </trade>
   <party id="party1">
      <partyId/>
      <partyName>ABCD Securities Inc.</partyName>
   </party>
   <party id="party2">
      <partyId>HEGDUS33</partyId>
      <partyName>HedgeCo Capital L.L.C.</partyName>
   </party>
</FpML>