<?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="MessageRejected" 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.abcbank.com/message-Id">5765765gt6yg76</messageId>
      <sentBy partyIdScheme="http://www.abcbank.com/party-Id">ABCBICXXX</sentBy>
      <creationTimestamp>2002-12-03T04:27:00Z</creationTimestamp>
   </header>
   <validation validationScheme="http://www.partyA.com"/>
   <reason>
      <reasonCode>302</reasonCode>
   </reason>
   <additionalData additionalDataScheme="http://www.partyA.com">&lt;?xml version="1.0"?&gt; &lt;!-- == 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 --&gt; &lt;FpML version="4-2" xsi:type="DataDocument" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 ../fpml-main-4-2.xsd" xmlns="http://www.fpml.org/2005/FpML-4-2"&gt; &lt;trade&gt; &lt;tradeHeader&gt; &lt;partyTradeIdentifier&gt; &lt;partyReference href="party1"/&gt; &lt;tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id"&gt;TW9235&lt;/tradeId&gt; &lt;/partyTradeIdentifier&gt; &lt;partyTradeIdentifier&gt; &lt;partyReference href="party2"/&gt; &lt;tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id"&gt;SW2000&lt;/tradeId&gt; &lt;/partyTradeIdentifier&gt; &lt;tradeDate&gt;1994-12-12-00:00&lt;/tradeDate&gt; &lt;/tradeHeader&gt; &lt;swap&gt; &lt;!-- Party A pays the floating rate every 6 months, based on 6M EUR-LIBOR-BBA, on an ACT/360 basis --&gt; &lt;swapStream&gt; &lt;payerPartyReference href="party1"/&gt; &lt;receiverPartyReference href="party2"/&gt; &lt;calculationPeriodDates id="floatingCalcPeriodDates"&gt; &lt;effectiveDate&gt; &lt;unadjustedDate&gt;1994-12-14-00:00&lt;/unadjustedDate&gt; &lt;dateAdjustments&gt; &lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt; &lt;/dateAdjustments&gt; &lt;/effectiveDate&gt; &lt;terminationDate&gt; &lt;unadjustedDate&gt;1999-12-14-00:00&lt;/unadjustedDate&gt; &lt;dateAdjustments&gt; &lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt; &lt;businessCenters id="primaryBusinessCenters"&gt; &lt;businessCenter&gt;DEFR&lt;/businessCenter&gt; &lt;/businessCenters&gt; &lt;/dateAdjustments&gt; &lt;/terminationDate&gt; &lt;calculationPeriodDatesAdjustments&gt; &lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt; &lt;businessCentersReference href="primaryBusinessCenters"/&gt; &lt;/calculationPeriodDatesAdjustments&gt; &lt;calculationPeriodFrequency&gt; &lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt; &lt;period&gt;M&lt;/period&gt; &lt;rollConvention&gt;14&lt;/rollConvention&gt; &lt;/calculationPeriodFrequency&gt; &lt;/calculationPeriodDates&gt; &lt;paymentDates&gt; &lt;calculationPeriodDatesReference href="floatingCalcPeriodDates"/&gt; &lt;paymentFrequency&gt; &lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt; &lt;period&gt;M&lt;/period&gt; &lt;/paymentFrequency&gt; &lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt; &lt;paymentDatesAdjustments&gt; &lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt; &lt;businessCentersReference href="primaryBusinessCenters"/&gt; &lt;/paymentDatesAdjustments&gt; &lt;/paymentDates&gt; &lt;resetDates id="resetDates"&gt; &lt;calculationPeriodDatesReference href="floatingCalcPeriodDates"/&gt; &lt;resetRelativeTo&gt;CalculationPeriodStartDate&lt;/resetRelativeTo&gt; &lt;fixingDates&gt; &lt;periodMultiplier&gt;-2&lt;/periodMultiplier&gt; &lt;period&gt;D&lt;/period&gt; &lt;dayType&gt;Business&lt;/dayType&gt; &lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt; &lt;businessCenters&gt; &lt;businessCenter&gt;GBLO&lt;/businessCenter&gt; &lt;/businessCenters&gt; &lt;dateRelativeTo href="resetDates"/&gt; &lt;/fixingDates&gt; &lt;resetFrequency&gt; &lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt; &lt;period&gt;M&lt;/period&gt; &lt;/resetFrequency&gt; &lt;resetDatesAdjustments&gt; &lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt; &lt;businessCentersReference href="primaryBusinessCenters"/&gt; &lt;/resetDatesAdjustments&gt; &lt;/resetDates&gt; &lt;calculationPeriodAmount&gt; &lt;calculation&gt; &lt;notionalSchedule&gt; &lt;notionalStepSchedule&gt; &lt;initialValue&gt;50000000.00&lt;/initialValue&gt; &lt;currency currencyScheme="http://www.fpml.org/ext/iso4217"&gt;EUR&lt;/currency&gt; &lt;/notionalStepSchedule&gt; &lt;/notionalSchedule&gt; &lt;floatingRateCalculation&gt;
    &lt;floatingRateIndex&gt;EUR-LIBOR-BBA&lt;/floatingRateIndex&gt; &lt;indexTenor&gt; &lt;periodMultiplier&gt;6&lt;/periodMultiplier&gt; &lt;period&gt;M&lt;/period&gt; &lt;/indexTenor&gt; &lt;/floatingRateCalculation&gt; &lt;dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0"&gt;ACT/360&lt;/dayCountFraction&gt; &lt;/calculation&gt; &lt;/calculationPeriodAmount&gt; &lt;/swapStream&gt; &lt;!-- Barclays pays the 6% fixed rate every year on a 30E/360 basis --&gt; &lt;swapStream&gt; &lt;payerPartyReference href="party2"/&gt; &lt;receiverPartyReference href="party1"/&gt; &lt;calculationPeriodDates id="fixedCalcPeriodDates"&gt; &lt;effectiveDate&gt; &lt;unadjustedDate&gt;1994-12-14-00:00&lt;/unadjustedDate&gt; &lt;dateAdjustments&gt; &lt;businessDayConvention&gt;NONE&lt;/businessDayConvention&gt; &lt;/dateAdjustments&gt; &lt;/effectiveDate&gt; &lt;terminationDate&gt; &lt;unadjustedDate&gt;1999-12-14-00:00&lt;/unadjustedDate&gt; &lt;dateAdjustments&gt; &lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt; &lt;businessCentersReference href="primaryBusinessCenters"/&gt; &lt;/dateAdjustments&gt; &lt;/terminationDate&gt; &lt;calculationPeriodDatesAdjustments&gt; &lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt; &lt;businessCentersReference href="primaryBusinessCenters"/&gt; &lt;/calculationPeriodDatesAdjustments&gt; &lt;calculationPeriodFrequency&gt; &lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt; &lt;period&gt;Y&lt;/period&gt; &lt;rollConvention&gt;14&lt;/rollConvention&gt; &lt;/calculationPeriodFrequency&gt; &lt;/calculationPeriodDates&gt; &lt;paymentDates&gt; &lt;calculationPeriodDatesReference href="fixedCalcPeriodDates"/&gt; &lt;paymentFrequency&gt; &lt;periodMultiplier&gt;1&lt;/periodMultiplier&gt; &lt;period&gt;Y&lt;/period&gt; &lt;/paymentFrequency&gt; &lt;payRelativeTo&gt;CalculationPeriodEndDate&lt;/payRelativeTo&gt; &lt;paymentDatesAdjustments&gt; &lt;businessDayConvention&gt;MODFOLLOWING&lt;/businessDayConvention&gt; &lt;businessCentersReference href="primaryBusinessCenters"/&gt; &lt;/paymentDatesAdjustments&gt; &lt;/paymentDates&gt; &lt;calculationPeriodAmount&gt; &lt;calculation&gt; &lt;notionalSchedule&gt; &lt;notionalStepSchedule&gt; &lt;initialValue&gt;50000000.00&lt;/initialValue&gt; &lt;currency currencyScheme="http://www.fpml.org/ext/iso4217"&gt;EUR&lt;/currency&gt; &lt;/notionalStepSchedule&gt; &lt;/notionalSchedule&gt; &lt;fixedRateSchedule&gt; &lt;initialValue&gt;0.06&lt;/initialValue&gt; &lt;/fixedRateSchedule&gt; &lt;dayCountFraction dayCountFractionScheme="http://www.fpml.org/spec/2004/day-count-fraction-1-0"&gt;30E/360&lt;/dayCountFraction&gt; &lt;/calculation&gt; &lt;/calculationPeriodAmount&gt; &lt;/swapStream&gt; &lt;/swap&gt; &lt;/trade&gt; &lt;party id="party1"&gt; &lt;partyId&gt;PARTYAUS33&lt;/partyId&gt; &lt;/party&gt; &lt;party id="party2"&gt; &lt;partyId&gt;BARCGB2L&lt;/partyId&gt; &lt;/party&gt; &lt;/FpML&gt;</additionalData>
</FpML>