<?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="ValuationReport" 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.bbbbbb.org/message-id">RESP002a</messageId>
      <inReplyTo messageIdScheme="http://www.abcdef.org/message-id">VAL002a</inReplyTo>
      <sentBy>BBBBBB</sentBy>
      <sendTo>ABCDEF</sendTo>
      <creationTimestamp>2004-06-14T12:47:50Z</creationTimestamp>
   </header>
   <party id="party1">
      <partyId>ABCDEF</partyId>
   </party>
   <portfolioValuationItem><!--Portfolio of trades -->
      <portfolio id="port1">
         <tradeId id="tid-1" tradeIdScheme="http://bbbbbb.com/tids">1234</tradeId>
         <tradeId id="tid-2" tradeIdScheme="http://bbbbbb.com/tids">2345</tradeId>
         <tradeId id="tid-3" tradeIdScheme="http://bbbbbb.com/tids">3456</tradeId>
         <tradeId id="tid-4" tradeIdScheme="http://bbbbbb.com/tids">4576</tradeId>
         <tradeId id="tid-5" tradeIdScheme="http://bbbbbb.com/tids">5678</tradeId>
      </portfolio>
      <tradeValuationItem><!--Valuation Set (report)-->
         <valuationSet id="val1">
            <valuationScenario id="valscen1">
               <name>EOD Valuation</name>
               <valuationDate>2003-04-01Z</valuationDate>
            </valuationScenario>
            <baseParty href="party1"/>
            <quotationCharacteristics>
               <side>Mid</side>
               <currency>USD</currency>
            </quotationCharacteristics><!--results for trade #1-->
            <assetValuation>
               <objectReference href="tid-1"/><!--quote value and NPV-->
               <quote>
                  <value>123000</value>
                  <measureType>NPV</measureType>
               </quote>
            </assetValuation><!--results for trade #2-->
            <assetValuation>
               <objectReference href="tid-2"/><!--quote value and NPV-->
               <quote>
                  <value>456000</value>
                  <measureType>NPV</measureType>
               </quote>
            </assetValuation><!--results for trade #3-->
            <assetValuation>
               <objectReference href="tid-3"/><!--quote value and NPV-->
               <quote>
                  <value>789000</value>
                  <measureType>NPV</measureType>
               </quote>
            </assetValuation><!--results for trade #4-->
            <assetValuation>
               <objectReference href="tid-4"/><!--quote value and NPV-->
               <quote>
                  <value>-123000</value>
                  <measureType>NPV</measureType>
               </quote>
            </assetValuation><!--results for trade #5-->
            <assetValuation>
               <objectReference href="tid-5"/><!--quote value and NPV-->
               <quote>
                  <value>-456000</value>
                  <measureType>NPV</measureType>
               </quote>
            </assetValuation>
         </valuationSet>
      </tradeValuationItem>
   </portfolioValuationItem>
</FpML>