<?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="party1"/>
            <tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
         </partyTradeIdentifier>
         <partyTradeIdentifier>
            <partyReference href="party2"/>
            <tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
         </partyTradeIdentifier>
         <tradeDate>2000-08-30-05:00</tradeDate>
      </tradeHeader>
      <swaption>
         <buyerPartyReference href="party1"/>
         <sellerPartyReference href="party2"/>
         <premium>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <paymentAmount>
               <currency>EUR</currency>
               <amount>100000</amount>
            </paymentAmount>
            <paymentDate>
               <unadjustedDate>2000-08-30-05:00</unadjustedDate>
               <dateAdjustments>
                  <businessDayConvention>FOLLOWING</businessDayConvention>
                  <businessCenters>
                     <businessCenter>EUTA</businessCenter>
                  </businessCenters>
               </dateAdjustments>
            </paymentDate>
         </premium>
         <europeanExercise>
            <expirationDate>
               <adjustableDate>
                  <unadjustedDate>2001-08-28-05:00</unadjustedDate>
                  <dateAdjustments>
                     <businessDayConvention>FOLLOWING</businessDayConvention>
                     <businessCenters>
                        <businessCenter>EUTA</businessCenter>
                        <businessCenter>GBLO</businessCenter>
                     </businessCenters>
                  </dateAdjustments>
               </adjustableDate>
            </expirationDate>
            <earliestExerciseTime>
               <hourMinuteTime>09:00:00</hourMinuteTime>
               <businessCenter>BEBR</businessCenter>
            </earliestExerciseTime>
            <expirationTime>
               <hourMinuteTime>11:00:00</hourMinuteTime>
               <businessCenter>BEBR</businessCenter>
            </expirationTime>
         </europeanExercise>
         <exerciseProcedure>
            <manualExercise>
               <exerciseNotice>
                  <partyReference href="party2"/>
                  <businessCenter>GBLO</businessCenter>
               </exerciseNotice>
            </manualExercise>
            <followUpConfirmation>true</followUpConfirmation>
         </exerciseProcedure>
         <calculationAgent>
            <calculationAgentPartyReference href="party2"/>
         </calculationAgent>
         <swaptionStraddle>false</swaptionStraddle>
         <swap>
            <swapStream>
               <payerPartyReference href="party1"/>
               <receiverPartyReference href="party2"/>
               <calculationPeriodDates id="CalcPeriodDates0">
                  <effectiveDate>
                     <unadjustedDate>2001-08-30-05:00</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NONE</businessDayConvention>
                     </dateAdjustments>
                  </effectiveDate>
                  <terminationDate>
                     <unadjustedDate>2006-08-30-05:00</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                        <businessCenters id="accrualBusinessCenters0">
                           <businessCenter>EUTA</businessCenter>
                        </businessCenters>
                     </dateAdjustments>
                  </terminationDate>
                  <calculationPeriodDatesAdjustments>
                     <businessDayConvention>MODFOLLOWING</businessDayConvention>
                     <businessCentersReference href="accrualBusinessCenters0"/>
                  </calculationPeriodDatesAdjustments><!--Rule ir-57-->
                  <calculationPeriodFrequency>
                     <periodMultiplier>1</periodMultiplier>
                     <period>Y</period>
                     <rollConvention>30</rollConvention>
                  </calculationPeriodFrequency><!--Rule ir-57-->
               </calculationPeriodDates>
               <paymentDates>
                  <calculationPeriodDatesReference href="CalcPeriodDates0"/>
                  <paymentFrequency>
                     <periodMultiplier>1</periodMultiplier>
                     <period>Y</period>
                  </paymentFrequency>
                  <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
                  <paymentDatesAdjustments>
                     <businessDayConvention>MODFOLLOWING</businessDayConvention>
                     <businessCenters id="paymentBusinessCenters0">
                        <businessCenter>EUTA</businessCenter>
                     </businessCenters>
                  </paymentDatesAdjustments>
               </paymentDates>
               <calculationPeriodAmount>
                  <calculation>
                     <notionalSchedule>
                        <notionalStepSchedule>
                           <initialValue>100000000</initialValue>
                           <currency>EUR</currency>
                        </notionalStepSchedule>
                     </notionalSchedule>
                     <fixedRateSchedule>
                        <initialValue>0.05</initialValue>
                     </fixedRateSchedule>
                     <dayCountFraction>30/360</dayCountFraction>
                  </calculation>
               </calculationPeriodAmount>
            </swapStream>
            <swapStream>
               <payerPartyReference href="party2"/>
               <receiverPartyReference href="party1"/>
               <calculationPeriodDates id="CalcPeriodDates1">
                  <effectiveDate>
                     <unadjustedDate>2001-08-30-05:00</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NONE</businessDayConvention>
                     </dateAdjustments>
                  </effectiveDate>
                  <terminationDate>
                     <unadjustedDate>2006-08-30-05:00</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                        <businessCenters id="accrualBusinessCenters1">
                           <businessCenter>EUTA</businessCenter>
                        </businessCenters>
                     </dateAdjustments>
                  </terminationDate>
                  <calculationPeriodDatesAdjustments>
                     <businessDayConvention>MODFOLLOWING</businessDayConvention>
                     <businessCentersReference href="accrualBusinessCenters1"/>
                  </calculationPeriodDatesAdjustments><!--Rule ir-57-->
                  <calculationPeriodFrequency>
                     <periodMultiplier>6</periodMultiplier>
                     <period>M</period>
                     <rollConvention>30</rollConvention>
                  </calculationPeriodFrequency><!--Rule ir-57-->
               </calculationPeriodDates>
               <paymentDates>
                  <calculationPeriodDatesReference href="CalcPeriodDates1"/>
                  <paymentFrequency>
                     <periodMultiplier>6</periodMultiplier>
                     <period>M</period>
                  </paymentFrequency>
                  <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
                  <paymentDatesAdjustments>
                     <businessDayConvention>MODFOLLOWING</businessDayConvention>
                     <businessCenters id="paymentBusinessCenters1">
                        <businessCenter>EUTA</businessCenter>
                     </businessCenters>
                  </paymentDatesAdjustments>
               </paymentDates>
               <resetDates id="resetDates0">
                  <calculationPeriodDatesReference href="CalcPeriodDates1"/>
                  <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
                  <fixingDates>
                     <periodMultiplier>-2</periodMultiplier>
                     <period>D</period>
                     <dayType>Business</dayType>
                     <businessDayConvention>NONE</businessDayConvention>
                     <businessCenters id="fixingBusinessCenters0">
                        <businessCenter>EUTA</businessCenter>
                     </businessCenters>
                     <dateRelativeTo href="resetDates0"/>
                  </fixingDates>
                  <resetFrequency>
                     <periodMultiplier>6</periodMultiplier>
                     <period>M</period>
                  </resetFrequency>
                  <resetDatesAdjustments>
                     <businessDayConvention>MODFOLLOWING</businessDayConvention>
                     <businessCentersReference href="paymentBusinessCenters1"/>
                  </resetDatesAdjustments>
               </resetDates>
               <calculationPeriodAmount>
                  <calculation>
                     <notionalSchedule>
                        <notionalStepSchedule>
                           <initialValue>100000000</initialValue>
                           <currency>EUR</currency>
                        </notionalStepSchedule>
                     </notionalSchedule>
                     <floatingRateCalculation>
                        <floatingRateIndex>EUR-EURIBOR-Telerate</floatingRateIndex>
                        <indexTenor>
                           <periodMultiplier>6</periodMultiplier>
                           <period>M</period>
                        </indexTenor>
                     </floatingRateCalculation>
                     <dayCountFraction>ACT/360</dayCountFraction>
                  </calculation>
               </calculationPeriodAmount>
            </swapStream>
         </swap>
      </swaption>
   </trade>
   <party id="party1">
      <partyId>party A</partyId>
   </party>
   <party id="party2">
      <partyId>party B</partyId>
   </party>
</FpML>