<?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="RequestValuationReport" 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.abcdef.org/message-id">VAL003a</messageId>
      <sentBy>ABCDEF</sentBy>
      <sendTo>BBBBBB</sendTo>
      <creationTimestamp>2004-06-14T12:40:12Z</creationTimestamp>
   </header>
   <party id="party1">
      <partyId>ABCDEF</partyId>
   </party>
   <party id="party2">
      <partyId>PQRXYZ</partyId>
   </party>
   <market id="market1"><!--Yield Curve-->
      <yieldCurve id="yc1">
         <currency>USD</currency>
      </yieldCurve><!--Yield Curve Valuation for yc1-vals-->
      <yieldCurveValuation id="yc1-vals">
         <objectReference href="yc1"/>
         <baseDate>2003-10-29Z</baseDate>
         <buildDateTime>2004-06-05T10:18:30Z</buildDateTime>
         <inputs>
            <instrumentSet>
               <deposit id="ycinput-1">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEP-ON</instrumentId>
                  <term>
                     <periodMultiplier>1</periodMultiplier>
                     <period>D</period>
                  </term>
               </deposit>
               <deposit id="ycinput-2">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEP-TN</instrumentId>
                  <term>
                     <periodMultiplier>2</periodMultiplier>
                     <period>D</period>
                  </term>
               </deposit>
               <deposit id="ycinput-3">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEP-1M</instrumentId>
                  <term>
                     <periodMultiplier>1</periodMultiplier>
                     <period>M</period>
                  </term>
               </deposit>
               <deposit id="ycinput-4">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEP-3M</instrumentId>
                  <term>
                     <periodMultiplier>1</periodMultiplier>
                     <period>M</period>
                  </term>
               </deposit>
               <future id="ycinput-5">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEC03</instrumentId>
               </future>
               <future id="ycinput-6">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-MAR04</instrumentId>
               </future>
               <future id="ycinput-7">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-JUN04</instrumentId>
               </future>
               <future id="ycinput-8">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SEP04</instrumentId>
               </future>
               <simpleIrSwap id="ycinput-9">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-2Y</instrumentId>
                  <term>
                     <periodMultiplier>2</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="ycinput-10">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-3Y</instrumentId>
                  <term>
                     <periodMultiplier>3</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="ycinput-11">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-4Y</instrumentId>
                  <term>
                     <periodMultiplier>4</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="ycinput-12">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-5Y</instrumentId>
                  <term>
                     <periodMultiplier>5</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="ycinput-13">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-7Y</instrumentId>
                  <term>
                     <periodMultiplier>7</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="ycinput-14">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-10Y</instrumentId>
                  <term>
                     <periodMultiplier>10</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="ycinput-15">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-15Y</instrumentId>
                  <term>
                     <periodMultiplier>15</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
            </instrumentSet>
            <assetQuote>
               <objectReference href="ycinput-1"/>
               <quote>
                  <value>0.0111</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-2"/>
               <quote>
                  <value>0.012</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-3"/>
               <quote>
                  <value>0.013</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-4"/>
               <quote>
                  <value>0.014</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-5"/>
               <quote>
                  <value>9850</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>IRFuturesPrice</quoteUnits>
               </quote>
               <quote>
                  <value>0.0001</value>
                  <measureType>ConvexityAdjustment</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-6"/>
               <quote>
                  <value>9840</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>IRFuturesPrice</quoteUnits>
               </quote>
               <quote>
                  <value>0.00012</value>
                  <measureType>ConvexityAdjustment</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-7"/>
               <quote>
                  <value>9830</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>IRFuturesPrice</quoteUnits>
               </quote>
               <quote>
                  <value>0.00014</value>
                  <measureType>ConvexityAdjustment</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-8"/>
               <quote>
                  <value>9820</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>IRFuturesPrice</quoteUnits>
               </quote>
               <quote>
                  <value>0.00016</value>
                  <measureType>ConvexityAdjustment</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-9"/>
               <quote>
                  <value>0.02</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-10"/>
               <quote>
                  <value>0.021</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-11"/>
               <quote>
                  <value>0.022</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-12"/>
               <quote>
                  <value>0.023</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-13"/>
               <quote>
                  <value>0.024</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-14"/>
               <quote>
                  <value>0.025</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="ycinput-15"/>
               <quote>
                  <value>0.026</value>
                  <measureType>MarketQuote</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
         </inputs>
         <zeroCurve>
            <compoundingFrequency>Annual</compoundingFrequency>
            <rateCurve>
               <point id="yc1-vals-zero-pt1">
                  <term>
                     <date>2003-10-30Z</date>
                  </term>
                  <mid>0.0112</mid>
               </point>
               <point id="yc1-vals-zero-pt2">
                  <term>
                     <date>2003-10-31Z</date>
                  </term>
                  <mid>0.0121</mid>
               </point>
               <point id="yc1-vals-zero-pt3">
                  <term>
                     <date>2003-11-30Z</date>
                  </term>
                  <mid>0.0131</mid>
               </point>
               <point id="yc1-vals-zero-pt4">
                  <term>
                     <date>2004-01-31Z</date>
                  </term>
                  <mid>0.0141</mid>
               </point>
               <point id="yc1-vals-zero-pt5">
                  <term>
                     <date>2004-03-18Z</date>
                  </term>
                  <mid>0.0151</mid>
               </point>
               <point id="yc1-vals-zero-pt6">
                  <term>
                     <date>2004-06-15Z</date>
                  </term>
                  <mid>0.0161</mid>
               </point>
               <point id="yc1-vals-zero-pt7">
                  <term>
                     <date>2004-09-15Z</date>
                  </term>
                  <mid>0.0171</mid>
               </point>
               <point id="yc1-vals-zero-pt8">
                  <term>
                     <date>2004-12-16Z</date>
                  </term>
                  <mid>0.0181</mid>
               </point>
               <point id="yc1-vals-zero-pt9">
                  <term>
                     <date>2005-10-31Z</date>
                  </term>
                  <mid>0.0201</mid>
               </point>
               <point id="yc1-vals-zero-pt10">
                  <term>
                     <date>2006-10-30Z</date>
                  </term>
                  <mid>0.0211</mid>
               </point>
               <point id="yc1-vals-zero-pt11">
                  <term>
                     <date>2007-10-31Z</date>
                  </term>
                  <mid>0.0221</mid>
               </point>
               <point id="yc1-vals-zero-pt12">
                  <term>
                     <date>2008-10-31Z</date>
                  </term>
                  <mid>0.0231</mid>
               </point>
               <point id="yc1-vals-zero-pt13">
                  <term>
                     <date>2010-10-31Z</date>
                  </term>
                  <mid>0.0241</mid>
               </point>
               <point id="yc1-vals-zero-pt14">
                  <term>
                     <date>2013-10-31Z</date>
                  </term>
                  <mid>0.0251</mid>
               </point>
               <point id="yc1-vals-zero-pt15">
                  <term>
                     <date>2018-10-31Z</date>
                  </term>
                  <mid>0.0261</mid>
               </point>
            </rateCurve>
         </zeroCurve>
         <discountFactorCurve>
            <point id="yc1-vals-df-pt1">
               <term>
                  <date>2003-10-30Z</date>
               </term>
               <mid>0.999869757040574</mid>
            </point>
            <point id="yc1-vals-df-pt2">
               <term>
                  <date>2003-10-31Z</date>
               </term>
               <mid>0.999934098718365</mid>
            </point>
            <point id="yc1-vals-df-pt3">
               <term>
                  <date>2003-11-30Z</date>
               </term>
               <mid>0.998859615154173</mid>
            </point>
            <point id="yc1-vals-df-pt4">
               <term>
                  <date>2004-01-31Z</date>
               </term>
               <mid>0.996400622534765</mid>
            </point>
            <point id="yc1-vals-df-pt5">
               <term>
                  <date>2004-03-18Z</date>
               </term>
               <mid>0.994227178365835</mid>
            </point>
            <point id="yc1-vals-df-pt6">
               <term>
                  <date>2004-06-15Z</date>
               </term>
               <mid>0.989986073915221</mid>
            </point>
            <point id="yc1-vals-df-pt7">
               <term>
                  <date>2004-09-15Z</date>
               </term>
               <mid>0.985153364055606</mid>
            </point>
            <point id="yc1-vals-df-pt8">
               <term>
                  <date>2004-12-16Z</date>
               </term>
               <mid>0.979859309181877</mid>
            </point>
            <point id="yc1-vals-df-pt9">
               <term>
                  <date>2005-10-31Z</date>
               </term>
               <mid>0.960823172585937</mid>
            </point>
            <point id="yc1-vals-df-pt10">
               <term>
                  <date>2006-10-30Z</date>
               </term>
               <mid>0.939172748187296</mid>
            </point>
            <point id="yc1-vals-df-pt11">
               <term>
                  <date>2007-10-31Z</date>
               </term>
               <mid>0.916111677406541</mid>
            </point>
            <point id="yc1-vals-df-pt12">
               <term>
                  <date>2008-10-31Z</date>
               </term>
               <mid>0.891868623277781</mid>
            </point>
            <point id="yc1-vals-df-pt13">
               <term>
                  <date>2010-10-31Z</date>
               </term>
               <mid>0.846233270451626</mid>
            </point>
            <point id="yc1-vals-df-pt14">
               <term>
                  <date>2013-10-31Z</date>
               </term>
               <mid>0.78017168119187</mid>
            </point>
            <point id="yc1-vals-df-pt15">
               <term>
                  <date>2018-10-31Z</date>
               </term>
               <mid>0.679157882776367</mid>
            </point>
         </discountFactorCurve>
      </yieldCurveValuation>
   </market>
   <portfolioValuationItem>
      <queryPortfolio id="port1">
         <queryParameter>
            <queryParameterId queryParameterIdScheme="http://www.fpml.org/spec/2004/query-parameter-id-1-0">product</queryParameterId>
            <queryParameterValue>swap</queryParameterValue>
            <queryParameterOperator>Equals</queryParameterOperator>
         </queryParameter>
         <queryParameter>
            <queryParameterId queryParameterIdScheme="http://www.fpml.org/spec/2004/query-parameter-id-1-0">party</queryParameterId>
            <queryParameterValue>ABCDEF</queryParameterValue>
            <queryParameterOperator>Equals</queryParameterOperator>
         </queryParameter>
      </queryPortfolio>
      <tradeValuationItem>
         <trade>
            <tradeHeader>
               <partyTradeIdentifier>
                  <partyReference href="party1"/>
                  <tradeId tradeIdScheme="http://www.jpmorgan.com/swaps/trade-id">56323</tradeId>
               </partyTradeIdentifier>
               <partyTradeIdentifier>
                  <partyReference href="party2"/>
                  <tradeId tradeIdScheme="http://www.msdw/swaps/trade-id">56990</tradeId>
               </partyTradeIdentifier>
               <tradeDate>2000-04-25Z</tradeDate>
            </tradeHeader>
            <swap><!-- Morgan Stanley Dean Witter pays the floating rate every 6 months,
            based on 3M USD-LIBOR-BBA, reset and compounded flat quarterly, on
            an ACT/360 basis.  The compounded rate to be used for calculating each
            floating payment amount will be rounded to nearest 4 decimal places. -->
               <swapStream>
                  <payerPartyReference href="party2"/>
                  <receiverPartyReference href="party1"/>
                  <calculationPeriodDates id="floatingCalcPeriodDates">
                     <effectiveDate>
                        <unadjustedDate>2000-04-27Z</unadjustedDate>
                        <dateAdjustments>
                           <businessDayConvention>NONE</businessDayConvention>
                        </dateAdjustments>
                     </effectiveDate>
                     <terminationDate>
                        <unadjustedDate>2002-04-27Z</unadjustedDate>
                        <dateAdjustments>
                           <businessDayConvention>MODFOLLOWING</businessDayConvention>
                           <businessCenters id="primaryBusinessCenters">
                              <businessCenter>GBLO</businessCenter>
                              <businessCenter>USNY</businessCenter>
                           </businessCenters>
                        </dateAdjustments>
                     </terminationDate>
                     <calculationPeriodDatesAdjustments>
                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                        <businessCentersReference href="primaryBusinessCenters"/>
                     </calculationPeriodDatesAdjustments>
                     <calculationPeriodFrequency>
                        <periodMultiplier>3</periodMultiplier>
                        <period>M</period>
                        <rollConvention>27</rollConvention>
                     </calculationPeriodFrequency>
                  </calculationPeriodDates>
                  <paymentDates>
                     <calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
                     <paymentFrequency>
                        <periodMultiplier>6</periodMultiplier>
                        <period>M</period>
                     </paymentFrequency>
                     <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
                     <paymentDaysOffset>
                        <periodMultiplier>5</periodMultiplier>
                        <period>D</period>
                        <dayType>Business</dayType>
                     </paymentDaysOffset>
                     <paymentDatesAdjustments>
                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                        <businessCentersReference href="primaryBusinessCenters"/>
                     </paymentDatesAdjustments>
                  </paymentDates>
                  <resetDates id="resetDates">
                     <calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
                     <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
                     <fixingDates>
                        <periodMultiplier>-2</periodMultiplier>
                        <period>D</period>
                        <dayType>Business</dayType>
                        <businessDayConvention>NONE</businessDayConvention>
                        <businessCenters>
                           <businessCenter>GBLO</businessCenter>
                        </businessCenters>
                        <dateRelativeTo href="resetDates"/>
                     </fixingDates>
                     <resetFrequency>
                        <periodMultiplier>3</periodMultiplier>
                        <period>M</period>
                     </resetFrequency>
                     <resetDatesAdjustments>
                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                        <businessCentersReference href="primaryBusinessCenters"/>
                     </resetDatesAdjustments>
                  </resetDates>
                  <calculationPeriodAmount>
                     <calculation>
                        <notionalSchedule>
                           <notionalStepSchedule>
                              <initialValue>100000000.00</initialValue>
                              <currency>USD</currency>
                           </notionalStepSchedule>
                        </notionalSchedule>
                        <floatingRateCalculation>
                           <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
                           <indexTenor>
                              <periodMultiplier>3</periodMultiplier>
                              <period>M</period>
                           </indexTenor>
                           <finalRateRounding>
                              <roundingDirection>Nearest</roundingDirection>
                              <precision>7</precision>
                           </finalRateRounding>
                        </floatingRateCalculation>
                        <dayCountFraction>ACT/360</dayCountFraction>
                        <compoundingMethod>Flat</compoundingMethod>
                     </calculation>
                  </calculationPeriodAmount>
                  <cashflows>
                     <cashflowsMatchParameters>true</cashflowsMatchParameters>
                     <paymentCalculationPeriod href="market1">
                        <adjustedPaymentDate>2000-11-03Z</adjustedPaymentDate>
                        <calculationPeriod>
                           <adjustedStartDate>2000-04-27Z</adjustedStartDate>
                           <adjustedEndDate>2000-07-27Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <floatingRateDefinition>
                              <rateObservation>
                                 <adjustedFixingDate>2000-04-25Z</adjustedFixingDate>
                                 <observationWeight>1</observationWeight>
                              </rateObservation>
                           </floatingRateDefinition>
                        </calculationPeriod>
                        <calculationPeriod>
                           <adjustedStartDate>2000-07-27Z</adjustedStartDate>
                           <adjustedEndDate>2000-10-27Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <floatingRateDefinition>
                              <rateObservation>
                                 <adjustedFixingDate>2000-07-25Z</adjustedFixingDate>
                                 <observationWeight>1</observationWeight>
                              </rateObservation>
                           </floatingRateDefinition>
                        </calculationPeriod>
                     </paymentCalculationPeriod>
                     <paymentCalculationPeriod>
                        <adjustedPaymentDate>2001-05-04Z</adjustedPaymentDate>
                        <calculationPeriod>
                           <adjustedStartDate>2000-10-27Z</adjustedStartDate>
                           <adjustedEndDate>2001-01-29Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <floatingRateDefinition>
                              <rateObservation>
                                 <adjustedFixingDate>2000-10-25Z</adjustedFixingDate>
                                 <observationWeight>1</observationWeight>
                              </rateObservation>
                           </floatingRateDefinition>
                        </calculationPeriod>
                        <calculationPeriod>
                           <adjustedStartDate>2001-01-29Z</adjustedStartDate>
                           <adjustedEndDate>2001-04-27Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <floatingRateDefinition>
                              <rateObservation>
                                 <adjustedFixingDate>2001-01-25Z</adjustedFixingDate>
                                 <observationWeight>1</observationWeight>
                              </rateObservation>
                           </floatingRateDefinition>
                        </calculationPeriod>
                     </paymentCalculationPeriod>
                     <paymentCalculationPeriod>
                        <adjustedPaymentDate>2001-11-05Z</adjustedPaymentDate>
                        <calculationPeriod>
                           <adjustedStartDate>2001-04-27Z</adjustedStartDate>
                           <adjustedEndDate>2001-07-27Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <floatingRateDefinition>
                              <rateObservation>
                                 <adjustedFixingDate>2001-04-25Z</adjustedFixingDate>
                                 <observationWeight>1</observationWeight>
                              </rateObservation>
                           </floatingRateDefinition>
                        </calculationPeriod>
                        <calculationPeriod>
                           <adjustedStartDate>2001-07-27Z</adjustedStartDate>
                           <adjustedEndDate>2001-10-29Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <floatingRateDefinition>
                              <rateObservation>
                                 <adjustedFixingDate>2001-07-25Z</adjustedFixingDate>
                                 <observationWeight>1</observationWeight>
                              </rateObservation>
                           </floatingRateDefinition>
                        </calculationPeriod>
                     </paymentCalculationPeriod>
                     <paymentCalculationPeriod>
                        <adjustedPaymentDate>2002-05-06Z</adjustedPaymentDate>
                        <calculationPeriod>
                           <adjustedStartDate>2001-10-29Z</adjustedStartDate>
                           <adjustedEndDate>2002-01-29Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <floatingRateDefinition>
                              <rateObservation>
                                 <adjustedFixingDate>2001-10-25Z</adjustedFixingDate>
                                 <observationWeight>1</observationWeight>
                              </rateObservation>
                           </floatingRateDefinition>
                        </calculationPeriod>
                        <calculationPeriod>
                           <adjustedStartDate>2002-01-29Z</adjustedStartDate>
                           <adjustedEndDate>2002-04-29Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <floatingRateDefinition>
                              <rateObservation>
                                 <adjustedFixingDate>2002-01-25Z</adjustedFixingDate>
                                 <observationWeight>1</observationWeight>
                              </rateObservation>
                           </floatingRateDefinition>
                        </calculationPeriod>
                     </paymentCalculationPeriod>
                  </cashflows>
               </swapStream><!-- JPMorgan pays the 5.85% fixed rate semi-annually
            on a 30/360 basis -->
               <swapStream>
                  <payerPartyReference href="party1"/>
                  <receiverPartyReference href="party2"/>
                  <calculationPeriodDates id="fixedCalcPeriodDates">
                     <effectiveDate>
                        <unadjustedDate>2000-04-27Z</unadjustedDate>
                        <dateAdjustments>
                           <businessDayConvention>NONE</businessDayConvention>
                        </dateAdjustments>
                     </effectiveDate>
                     <terminationDate>
                        <unadjustedDate>2002-04-27Z</unadjustedDate>
                        <dateAdjustments>
                           <businessDayConvention>MODFOLLOWING</businessDayConvention>
                           <businessCentersReference href="primaryBusinessCenters"/>
                        </dateAdjustments>
                     </terminationDate>
                     <calculationPeriodDatesAdjustments>
                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                        <businessCentersReference href="primaryBusinessCenters"/>
                     </calculationPeriodDatesAdjustments>
                     <calculationPeriodFrequency>
                        <periodMultiplier>6</periodMultiplier>
                        <period>M</period>
                        <rollConvention>27</rollConvention>
                     </calculationPeriodFrequency>
                  </calculationPeriodDates>
                  <paymentDates>
                     <calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
                     <paymentFrequency>
                        <periodMultiplier>6</periodMultiplier>
                        <period>M</period>
                     </paymentFrequency>
                     <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
                     <paymentDaysOffset>
                        <periodMultiplier>5</periodMultiplier>
                        <period>D</period>
                        <dayType>Business</dayType>
                     </paymentDaysOffset>
                     <paymentDatesAdjustments>
                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                        <businessCentersReference href="primaryBusinessCenters"/>
                     </paymentDatesAdjustments>
                  </paymentDates>
                  <calculationPeriodAmount>
                     <calculation>
                        <notionalSchedule>
                           <notionalStepSchedule>
                              <initialValue>100000000.00</initialValue>
                              <currency>USD</currency>
                           </notionalStepSchedule>
                        </notionalSchedule>
                        <fixedRateSchedule>
                           <initialValue>0.0585</initialValue>
                        </fixedRateSchedule>
                        <dayCountFraction>30/360</dayCountFraction>
                     </calculation>
                  </calculationPeriodAmount>
                  <cashflows>
                     <cashflowsMatchParameters>true</cashflowsMatchParameters>
                     <paymentCalculationPeriod>
                        <adjustedPaymentDate>2000-11-03Z</adjustedPaymentDate>
                        <calculationPeriod>
                           <adjustedStartDate>2000-04-27Z</adjustedStartDate>
                           <adjustedEndDate>2000-10-27Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <fixedRate>0.0585</fixedRate>
                        </calculationPeriod>
                     </paymentCalculationPeriod>
                     <paymentCalculationPeriod>
                        <adjustedPaymentDate>2001-05-04Z</adjustedPaymentDate>
                        <calculationPeriod>
                           <adjustedStartDate>2000-10-27Z</adjustedStartDate>
                           <adjustedEndDate>2001-04-27Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <fixedRate>0.0585</fixedRate>
                        </calculationPeriod>
                     </paymentCalculationPeriod>
                     <paymentCalculationPeriod>
                        <adjustedPaymentDate>2001-11-05Z</adjustedPaymentDate>
                        <calculationPeriod>
                           <adjustedStartDate>2001-04-27Z</adjustedStartDate>
                           <adjustedEndDate>2001-10-29Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <fixedRate>0.0585</fixedRate>
                        </calculationPeriod>
                     </paymentCalculationPeriod>
                     <paymentCalculationPeriod>
                        <adjustedPaymentDate>2002-05-06Z</adjustedPaymentDate>
                        <calculationPeriod>
                           <adjustedStartDate>2001-10-29Z</adjustedStartDate>
                           <adjustedEndDate>2002-04-29Z</adjustedEndDate>
                           <notionalAmount>100000000.00</notionalAmount>
                           <fixedRate>0.0585</fixedRate>
                        </calculationPeriod>
                     </paymentCalculationPeriod>
                  </cashflows>
               </swapStream>
            </swap>
         </trade><!--Trade Valuation Set-->
         <valuationSet><!--Valuation Scenario-->
            <valuationScenario id="valscen1">
               <name>EOD Valuation</name>
               <valuationDate>2004-05-01Z</valuationDate>
               <marketReference href="market1"/>
            </valuationScenario>
            <baseParty href="party1"/><!--Requested Valuation Characteristics-->
            <quotationCharacteristics>
               <measureType>NPV</measureType>
            </quotationCharacteristics>
         </valuationSet>
      </tradeValuationItem><!--Portfolio Valuation Set-->
      <valuationSet><!--Valuation Scenario-->
         <valuationScenarioReference href="valscen1"/>
      </valuationSet>
   </portfolioValuationItem>
</FpML>