<?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/documents/license
-->
<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><!-- Variance Swap Share Example -->
      <tradeHeader>
         <partyTradeIdentifier>
            <partyReference href="PartyA"/>
            <tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">6234</tradeId>
         </partyTradeIdentifier>
         <partyTradeIdentifier>
            <partyReference href="PartyB"/>
            <tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">6569</tradeId>
         </partyTradeIdentifier>
         <tradeDate id="TradeDate">2001-09-24</tradeDate>
      </tradeHeader>
      <returnSwap>
         <productType>SingleStockVarianceSwap</productType>
         <buyerPartyReference href="PartyA"/>
         <sellerPartyReference href="PartyB"/>
         <varianceLeg>
            <payerPartyReference href="PartyA"/>
            <receiverPartyReference href="PartyB"/>
            <underlyer>
               <singleUnderlyer>
                  <equity>
                     <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM</instrumentId>
                     <description>IBM ordinary shares</description>
                     <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">NYSE</exchangeId>
                  </equity>
               </singleUnderlyer>
            </underlyer>
            <equityValuation>
               <valuationDate id="FinalValuationDate">
                  <adjustableDate>
                     <unadjustedDate>2004-07-21</unadjustedDate>
                     <dateAdjustments>
                        <businessDayConvention>NotApplicable</businessDayConvention>
                     </dateAdjustments>
                  </adjustableDate>
               </valuationDate>
               <optionsPriceValuation>true</optionsPriceValuation>
            </equityValuation>
            <equityAmount>
               <paymentCurrency id="EquityPaymentCurrency">
                  <currency>USD</currency>
               </paymentCurrency>
               <variance>
                  <closingLevel>true</closingLevel>
                  <varianceAmount>
                     <currency>USD</currency>
                     <amount>350000</amount>
                  </varianceAmount>
                  <varianceStrikePrice>85.00</varianceStrikePrice>
                  <exchangeTradedContractNearest>
                     <instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.IBM</instrumentId>
                     <description>IBM ordinary shares</description>
                     <currency>USD</currency>
                     <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">NYSE</exchangeId>
                     <relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">CBOE</relatedExchangeId>
                     <contractReference>CBOE SEP04 IBM EUROPEAN OPTION</contractReference>
                     <expirationDate>
                        <adjustableDate>
                           <unadjustedDate>2004-09-23</unadjustedDate>
                           <dateAdjustments>
                              <businessDayConvention>NONE</businessDayConvention>
                           </dateAdjustments>
                        </adjustableDate>
                     </expirationDate>
                  </exchangeTradedContractNearest>
               </variance>
               <cashSettlement>true</cashSettlement>
               <optionsExchangeDividends>true</optionsExchangeDividends>
               <additionalDividends>false</additionalDividends>
            </equityAmount>
         </varianceLeg>
      </returnSwap>
      <calculationAgent>
         <calculationAgentPartyReference href="PartyA"/>
      </calculationAgent>
      <documentation>
         <masterAgreement>
            <masterAgreementType>ISDA</masterAgreementType>
            <masterAgreementVersion>2002</masterAgreementVersion>
         </masterAgreement>
         <contractualDefinitions>ISDA2000</contractualDefinitions>
         <contractualDefinitions>ISDA2002Equity</contractualDefinitions>
      </documentation>
      <governingLaw>GBEN</governingLaw>
   </trade>
   <party id="PartyA">
      <partyId>Party A</partyId>
   </party>
   <party id="PartyB">
      <partyId>Party B</partyId>
   </party>
</FpML>