<?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
  --><!-- Example 22 At the money straddle using strategy 
  == FX Option
  ==              Trade Date      : 2001-11-20
  ==              Expiry Date     : 2001-12-20
  ==              Option Buyer    : Party A
  ==              Option Seller   : ABN Amro
  ==              Option Steategy : 100m AUD Straddle (50m per Leg)
  ==              Total Premium   : 52,000 USD
  ==              Strike  Price   : 0.5200
  ==              Business Center : New York
  ==              Cut Name        : New York
  ==              Product Type    : Straddle
  -->
<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="RequestTradeConfirmation" 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.abn.com/coding-scheme/conversationId">FX65432</conversationId>
      <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId>
      <sentBy partyIdScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
      <sendTo partyIdScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
      <creationTimestamp>2001-11-20T08:57:00Z</creationTimestamp>
   </header>
   <trade>
      <tradeHeader>
         <partyTradeIdentifier>
            <partyReference href="party1"/>
            <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
         </partyTradeIdentifier>
         <partyTradeIdentifier>
            <partyReference href="party2"/>
            <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
         </partyTradeIdentifier>
         <tradeDate>2001-11-20Z</tradeDate>
      </tradeHeader>
      <strategy>
         <productType>Straddle</productType>
         <fxSimpleOption>
            <buyerPartyReference href="party1"/>
            <sellerPartyReference href="party2"/>
            <expiryDateTime>
               <expiryDate>2001-12-20Z</expiryDate>
               <expiryTime>
                  <hourMinuteTime>14:00:00</hourMinuteTime>
                  <businessCenter>USNY</businessCenter>
               </expiryTime>
            </expiryDateTime>
            <exerciseStyle>European</exerciseStyle>
            <fxOptionPremium>
               <payerPartyReference href="party1"/>
               <receiverPartyReference href="party2"/>
               <premiumAmount>
                  <currency>USD</currency>
                  <amount>26000</amount>
               </premiumAmount>
               <premiumSettlementDate>2001-11-23Z</premiumSettlementDate>
               <premiumQuote>
                  <premiumValue>0.001</premiumValue>
                  <premiumQuoteBasis>PercentageOfCallCurrencyAmount</premiumQuoteBasis>
               </premiumQuote>
            </fxOptionPremium>
            <valueDate>2001-12-24Z</valueDate>
            <putCurrencyAmount>
               <currency>AUD</currency>
               <amount>50000000</amount>
            </putCurrencyAmount>
            <callCurrencyAmount>
               <currency>USD</currency>
               <amount>26000000</amount>
            </callCurrencyAmount>
            <fxStrikePrice>
               <rate>0.5200</rate>
               <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
            </fxStrikePrice>
            <quotedAs>
               <optionOnCurrency>AUD</optionOnCurrency>
               <faceOnCurrency>USD</faceOnCurrency>
               <quotedTenor>
                  <periodMultiplier>1</periodMultiplier>
                  <period>M</period>
               </quotedTenor>
            </quotedAs>
         </fxSimpleOption>
         <fxSimpleOption>
            <buyerPartyReference href="party1"/>
            <sellerPartyReference href="party2"/>
            <expiryDateTime>
               <expiryDate>2001-12-20Z</expiryDate>
               <expiryTime>
                  <hourMinuteTime>14:00:00</hourMinuteTime>
                  <businessCenter>USNY</businessCenter>
               </expiryTime>
               <cutName>NewYork</cutName>
            </expiryDateTime>
            <exerciseStyle>European</exerciseStyle>
            <fxOptionPremium>
               <payerPartyReference href="party1"/>
               <receiverPartyReference href="party2"/>
               <premiumAmount>
                  <currency>USD</currency>
                  <amount>26000</amount>
               </premiumAmount>
               <premiumSettlementDate>2001-11-23Z</premiumSettlementDate>
               <premiumQuote>
                  <premiumValue>0.001</premiumValue>
                  <premiumQuoteBasis>PercentageOfPutCurrencyAmount</premiumQuoteBasis>
               </premiumQuote>
            </fxOptionPremium>
            <valueDate>2001-12-24Z</valueDate>
            <putCurrencyAmount>
               <currency>USD</currency>
               <amount>26000000</amount>
            </putCurrencyAmount>
            <callCurrencyAmount>
               <currency>AUD</currency>
               <amount>50000000</amount>
            </callCurrencyAmount>
            <fxStrikePrice>
               <rate>0.5200</rate>
               <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
            </fxStrikePrice>
            <quotedAs>
               <optionOnCurrency>AUD</optionOnCurrency>
               <faceOnCurrency>USD</faceOnCurrency>
               <quotedTenor>
                  <periodMultiplier>1</periodMultiplier>
                  <period>M</period>
               </quotedTenor>
            </quotedAs>
         </fxSimpleOption>
      </strategy>
   </trade>
   <party id="party1">
      <partyId>PARTYAUS33</partyId>
      <partyName>PARTYA</partyName>
   </party>
   <party id="party2">
      <partyId>ABNANL2A</partyId>
      <partyName>ABN Amro</partyName>
   </party>
</FpML>