<?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="TradeTerminationResponse" 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>
      <conversationId conversationIdScheme="http://www.drkw.com/conversationId/OTC">OTCCallorPutSpread45678</conversationId>
      <messageId messageIdScheme="http://www.drkw.com/messageId/OTC">OTCCallorPutSpread456a789b</messageId>
      <inReplyTo messageIdScheme="http://www.drkw.com/messageId/OTC">OTCCallorPutSpread456a789a</inReplyTo>
      <sentBy partyIdScheme="http://www.MsgParty.com/partyId">drkw</sentBy>
      <creationTimestamp>2000-08-01T08:57:00+05:00</creationTimestamp>
   </header>
   <termination>
      <trade>
         <tradeHeader>
            <partyTradeIdentifier>
               <partyReference href="party1"/>
               <tradeId tradeIdScheme="http://www.drkw.com/tradeId/OTC">1234</tradeId>
            </partyTradeIdentifier>
            <tradeDate id="TradeDate">2001-07-13+05:00</tradeDate>
         </tradeHeader>
         <equitySwapTransactionSupplement>
            <productType>equitySwap</productType>
            <buyerPartyReference href="party2"/>
            <sellerPartyReference href="party1"/>
            <equityLeg>
               <payerPartyReference href="party1"/>
               <receiverPartyReference href="party2"/>
               <effectiveDate id="EffectiveDate">
                  <relativeDate>
                     <periodMultiplier>3</periodMultiplier>
                     <period>D</period>
                     <dayType>ExchangeBusiness</dayType>
                     <businessDayConvention>NotApplicable</businessDayConvention>
                     <dateRelativeTo href="TradeDate"/>
                  </relativeDate>
               </effectiveDate>
               <terminationDate id="TerminationDate">
                  <relativeDate>
                     <periodMultiplier>0</periodMultiplier>
                     <period>D</period>
                     <businessDayConvention>NotApplicable</businessDayConvention>
                     <dateRelativeTo href="FinalEquityPaymentDate"/>
                  </relativeDate>
               </terminationDate>
               <underlyer>
                  <singleUnderlyer>
                     <index>
                        <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.FCHI</instrumentId>
                        <description>France CAC 40 Index</description>
                        <currency>EUR</currency>
                        <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">EuroNext</exchangeId>
                        <relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">MATIF</relatedExchangeId>
                        <relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">MONEP</relatedExchangeId>
                     </index>
                  </singleUnderlyer>
               </underlyer>
               <valuation>
                  <initialPrice>
                     <netPrice>
                        <currency>EUR</currency>
                        <amount>5591987.41</amount>
                        <priceExpression>AbsoluteTerms</priceExpression>
                     </netPrice>
                  </initialPrice>
                  <equityNotionalReset>true</equityNotionalReset>
                  <valuationPriceInterim>
                     <determinationMethod>ValuationTime</determinationMethod>
                     <equityValuation>
                        <valuationDates id="InterimValuationDate">
                           <adjustableDates>
                              <unadjustedDate>2002-10-21+05:00</unadjustedDate>
                              <unadjustedDate>2004-01-20+05:00</unadjustedDate>
                              <unadjustedDate>2004-04-22+05:00</unadjustedDate>
                              <dateAdjustments>
                                 <businessDayConvention>NotApplicable</businessDayConvention>
                              </dateAdjustments>
                           </adjustableDates>
                        </valuationDates>
                        <valuationTimeType>Close</valuationTimeType>
                     </equityValuation>
                  </valuationPriceInterim>
                  <valuationPriceFinal>
                     <determinationMethod>HedgeUnwind</determinationMethod>
                     <equityValuation>
                        <valuationDate id="FinalValuationDate">
                           <adjustableDate>
                              <unadjustedDate>2004-07-21+05:00</unadjustedDate>
                              <dateAdjustments>
                                 <businessDayConvention>NotApplicable</businessDayConvention>
                              </dateAdjustments>
                           </adjustableDate>
                        </valuationDate>
                     </equityValuation>
                  </valuationPriceFinal>
                  <equityPaymentDates id="EquityPaymentDate">
                     <equityPaymentDatesInterim id="InterimEquityPaymentDate">
                        <relativeDates>
                           <periodMultiplier>3</periodMultiplier>
                           <period>D</period>
                           <dayType>CurrencyBusiness</dayType>
                           <businessDayConvention>FOLLOWING</businessDayConvention>
                           <businessCenters id="PrimaryBusinessCenter">
                              <businessCenter>EUTA</businessCenter>
                              <businessCenter>HKHK</businessCenter>
                           </businessCenters>
                           <dateRelativeTo href="InterimValuationDate"/>
                        </relativeDates>
                     </equityPaymentDatesInterim>
                     <equityPaymentDateFinal id="FinalEquityPaymentDate">
                        <relativeDate>
                           <periodMultiplier>3</periodMultiplier>
                           <period>D</period>
                           <dayType>CurrencyBusiness</dayType>
                           <businessDayConvention>FOLLOWING</businessDayConvention>
                           <businessCentersReference href="PrimaryBusinessCenter"/>
                           <dateRelativeTo href="FinalValuationDate"/>
                        </relativeDate>
                     </equityPaymentDateFinal>
                  </equityPaymentDates>
               </valuation>
               <notional id="EquityNotionalAmount">
                  <notionalAmount>
                     <currency>USD</currency>
                     <amount>5591987.41</amount>
                  </notionalAmount>
               </notional>
               <equityAmount>
                  <paymentCurrency id="EquityPaymentCurrency">
                     <currency>EUR</currency>
                  </paymentCurrency>
                  <referenceAmount>Standard ISDA</referenceAmount>
                  <cashSettlement>true</cashSettlement>
               </equityAmount>
               <return>
                  <returnType>Price</returnType>
               </return>
               <notionalAdjustments>Standard</notionalAdjustments>
            </equityLeg>
            <interestLeg>
               <payerPartyReference href="party2"/>
               <receiverPartyReference href="party1"/>
               <interestLegCalculationPeriodDates id="InterestLegPeriodDates">
                  <effectiveDate>
                     <relativeDate>
                        <periodMultiplier>3</periodMultiplier>
                        <period>D</period>
                        <dayType>ExchangeBusiness</dayType>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                        <dateRelativeTo href="TradeDate"/>
                     </relativeDate>
                  </effectiveDate>
                  <terminationDate>
                     <relativeDate>
                        <periodMultiplier>0</periodMultiplier>
                        <period>D</period>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                        <dateRelativeTo href="FinalEquityPaymentDate"/>
                     </relativeDate>
                  </terminationDate>
                  <interestLegResetDates>
                     <calculationPeriodDatesReference href="InterestLegPeriodDates"/>
                     <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
                  </interestLegResetDates>
                  <interestLegPaymentDates>
                     <relativeDates>
                        <periodMultiplier>0</periodMultiplier>
                        <period>D</period>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                        <dateRelativeTo href="EquityPaymentDate"/>
                     </relativeDates>
                  </interestLegPaymentDates>
               </interestLegCalculationPeriodDates>
               <notional>
                  <amountRelativeTo href="EquityNotionalAmount"/>
               </notional>
               <interestAmount>
                  <paymentCurrency href="EquityPaymentCurrency"/>
                  <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>
         </equitySwapTransactionSupplement>
         <calculationAgent>
            <calculationAgentPartyReference href="party1"/>
         </calculationAgent>
         <documentation>
            <masterAgreement>
               <masterAgreementType>ISDA</masterAgreementType>
               <masterAgreementVersion>2002</masterAgreementVersion>
            </masterAgreement>
            <contractualDefinitions>ISDA2002Equity</contractualDefinitions>
         </documentation>
         <governingLaw>GBEN</governingLaw>
      </trade>
      <terminationTradeDate>2004-04-28+05:00</terminationTradeDate>
      <terminationEffectiveDate>2004-04-30+05:00</terminationEffectiveDate>
      <partial><!-- should we allow choice of 
                determinationMethod OR notionalAmount OR amountRelativeTo
                as per EQS notional ? -->
         <decreaseInNotionalAmount>
            <currency>USD</currency>
            <amount>559198.74</amount>
         </decreaseInNotionalAmount>
         <outstandingNotionalAmount>
            <currency>USD</currency>
            <amount>559198.74</amount>
         </outstandingNotionalAmount>
      </partial>
      <payment>
         <payerPartyReference href="party2"/>
         <receiverPartyReference href="party1"/>
         <paymentAmount>
            <currency>EUR</currency>
            <amount>200000</amount>
         </paymentAmount>
         <paymentDate>
            <unadjustedDate>2004-04-28+05:00</unadjustedDate>
            <dateAdjustments>
               <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
         </paymentDate>
      </payment>
   </termination>
   <party id="party1">
      <partyId>Party A</partyId>
   </party>
   <party id="party2">
      <partyId>Party B</partyId>
   </party>
</FpML>