<?xml version="1.0" encoding="UTF-8"?>
<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="partyA"/>
            <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
         </partyTradeIdentifier>
         <partyTradeIdentifier>
            <partyReference href="partyB"/>
            <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
         </partyTradeIdentifier>
         <tradeDate>2009-01-27</tradeDate>
      </tradeHeader>
      <varianceOptionTransactionSupplement>
         <buyerPartyReference href="partyA"/>
         <sellerPartyReference href="partyB"/>
         <optionType>Call</optionType>
         <equityPremium>
            <payerPartyReference href="partyA"/>
            <receiverPartyReference href="partyB"/>
            <paymentAmount>
               <currency>GBP</currency>
               <amount>1500000</amount>
            </paymentAmount>
            <paymentDate>
               <unadjustedDate>2009-01-29</unadjustedDate>
               <dateAdjustments>
                  <businessDayConvention>NotApplicable</businessDayConvention>
               </dateAdjustments>
            </paymentDate>
         </equityPremium>
         <equityExercise>
            <equityEuropeanExercise>
               <expirationDate>
                  <adjustableDate>
                     <unadjustedDate>2015-03-20</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                     </dateAdjustments>
                  </adjustableDate>
               </expirationDate>
               <equityExpirationTimeType>OSP</equityExpirationTimeType>
            </equityEuropeanExercise>
            <automaticExercise>true</automaticExercise>
            <equityValuation id="valuationDate">
               <futuresPriceValuation>true</futuresPriceValuation>
            </equityValuation>
            <settlementCurrency>GBP</settlementCurrency>
            <settlementType>Cash</settlementType>
         </equityExercise>
         <varianceSwapTransactionSupplement>
            <varianceLeg>
               <payerPartyReference href="partyA"/>
               <receiverPartyReference href="partyB"/>
               <underlyer>
                  <singleUnderlyer>
                     <index>
                        <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC-1-0">.FTSE</instrumentId>
                        <description>FTSE 100 INDEX</description>
                        <exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">LSE</exchangeId>
                        <relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">LIF</relatedExchangeId>
                     </index>
                  </singleUnderlyer>
               </underlyer>
               <settlementType>Cash</settlementType>
               <settlementDate>
                  <relativeDate>
                     <periodMultiplier>2</periodMultiplier>
                     <period>D</period>
                     <dayType>CurrencyBusiness</dayType>
                     <businessDayConvention>NotApplicable</businessDayConvention>
                     <dateRelativeTo href="valuationDate"/>
                  </relativeDate>
               </settlementDate>
               <settlementCurrency>GBP</settlementCurrency>
               <valuation>
                  <valuationDate>
                     <adjustableDate>
                        <unadjustedDate>2011-03-18</unadjustedDate>
                        <dateAdjustments>
                           <businessDayConvention>NotApplicable</businessDayConvention>
                        </dateAdjustments>
                     </adjustableDate>
                  </valuationDate>
                  <futuresPriceValuation>true</futuresPriceValuation>
               </valuation>
               <amount>
                  <observationStartDate>
                     <adjustableDate>
                        <unadjustedDate>2009-01-27</unadjustedDate>
                        <dateAdjustments>
                           <businessDayConvention>NotApplicable</businessDayConvention>
                        </dateAdjustments>
                     </adjustableDate>
                  </observationStartDate>
                  <variance>
                     <closingLevel>true</closingLevel>
                     <expectedN>542</expectedN>
                     <varianceAmount>
                        <currency>GBP</currency>
                        <amount>33333.33</amount>
                     </varianceAmount>
                     <varianceStrikePrice>225</varianceStrikePrice>
                     <varianceCap>false</varianceCap>
                     <vegaNotionalAmount>1000000</vegaNotionalAmount>
                  </variance>
               </amount>
            </varianceLeg>
            <multipleExchangeIndexAnnexFallback>false</multipleExchangeIndexAnnexFallback>
         </varianceSwapTransactionSupplement>
      </varianceOptionTransactionSupplement>
      <documentation>
         <masterConfirmation>
            <masterConfirmationType>ISDA2007VarianceSwapEuropeanRev1</masterConfirmationType>
            <masterConfirmationDate>2009-01-07</masterConfirmationDate>
            <masterConfirmationAnnexDate>2009-01-07</masterConfirmationAnnexDate>
            <masterConfirmationAnnexType>ISDA2007VarianceOptionEuropean</masterConfirmationAnnexType>
         </masterConfirmation>
      </documentation>
   </trade>
   <party id="partyA">
      <partyId>BIC1</partyId>
      <partyName>SwapsWire Ltd (LE)</partyName>
   </party>
   <party id="partyB">
      <partyId>BIC6</partyId>
      <partyName>Rusty</partyName>
   </party>
</FpML>