<?xml version="1.0" encoding="utf-8"?>
<!--
  == Copyright (c) 2002-2005. 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 version="4-2" xmlns="http://www.fpml.org/2005/FpML-4-2" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 ../fpml-main-4-2.xsd" xsi:type="DataDocument">
        <trade>
                <tradeHeader>
                        <partyTradeIdentifier>
                                <partyReference href="partyA"/>
                                <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37206</tradeId>
                        </partyTradeIdentifier>
                        <partyTradeIdentifier>
                                <partyReference href="partyB"/>
                                <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37206</tradeId>
                        </partyTradeIdentifier>
                        <tradeDate>2002-11-29</tradeDate>
                </tradeHeader>
                <creditDefaultSwap>
                        <generalTerms>
                                <effectiveDate>
                                        <unadjustedDate>2002-11-30</unadjustedDate>
                                        <dateAdjustments>
                                                <businessDayConvention>NONE</businessDayConvention>
                                        </dateAdjustments>
                                </effectiveDate>
                                <scheduledTerminationDate>
                                        <adjustableDate>
                                                <unadjustedDate>2005-11-30</unadjustedDate>
                                                <dateAdjustments>
                                                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                                        <businessCenters>
                                                                <businessCenter>GBLO</businessCenter>
                                                                <businessCenter>USNY</businessCenter>
                                                        </businessCenters>
                                                </dateAdjustments>
                                        </adjustableDate>
                                </scheduledTerminationDate>
                                <sellerPartyReference href="partyA"/>
                                <buyerPartyReference href="partyB"/>
                                <dateAdjustments>
                                        <businessDayConvention>MODFOLLOWING</businessDayConvention>
                                        <businessCenters>
                                                <businessCenter>GBLO</businessCenter>
                                                <businessCenter>USNY</businessCenter>
                                        </businessCenters>
                                </dateAdjustments>
                                <referenceInformation>
                                        <referenceEntity id="referenceEntity">
                                                <entityName>Japan</entityName>
                                                <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">4B818G</entityId>
                                        </referenceEntity>
                                        <referenceObligation>
                                                <bond>
                                                        <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN-1-0">JP1200551248</instrumentId>
                                                        <couponRate>0.02</couponRate>
                                                        <maturity>2022-03-21</maturity>
                                                </bond>
                                                <primaryObligorReference href="referenceEntity"/>
                                        </referenceObligation>
                                        <referencePrice>1.0</referencePrice>
                                </referenceInformation>
                        </generalTerms>
                        <feeLeg>
                                <periodicPayment>
                                        <paymentFrequency>
                                                <periodMultiplier>3</periodMultiplier>
                                                <period>M</period>
                                        </paymentFrequency>
                                        <firstPaymentDate>2003-02-28</firstPaymentDate>
                                        <rollConvention>30</rollConvention>
                                        <fixedAmountCalculation>
                                                <calculationAmount>
                                                        <currency>USD</currency>
                                                        <amount>10000000.0</amount>
                                                </calculationAmount>
                                                <fixedRate>0.0015</fixedRate>
                                                <dayCountFraction>ACT/360</dayCountFraction>
                                        </fixedAmountCalculation>
                                </periodicPayment>
                        </feeLeg>
                        <protectionTerms>
                                <calculationAmount>
                                        <currency>USD</currency>
                                        <amount>10000000.0</amount>
                                </calculationAmount>
                                <creditEvents>
                                        <failureToPay>
                                                <paymentRequirement>
                                                        <currency>USD</currency>
                                                        <amount>1000000.0</amount>
                                                </paymentRequirement>
                                        </failureToPay>
                                        <obligationAcceleration/>
                                        <repudiationMoratorium/>
                                        <restructuring>
                                                <restructuringType>R</restructuringType>
                                        </restructuring>
                                        <defaultRequirement>
                                                <currency>USD</currency>
                                                <amount>10000000.0</amount>
                                        </defaultRequirement>
                                        <creditEventNotice>
                                                <notifyingParty>
                                                        <buyerPartyReference href="partyB"/>
                                                        <sellerPartyReference href="partyA"/>
                                                </notifyingParty>
                                                <publiclyAvailableInformation>
                                                        <standardPublicSources/>
                                                        <specifiedNumber>2</specifiedNumber>
                                                </publiclyAvailableInformation>
                                        </creditEventNotice>
                                </creditEvents>
                                <obligations>
                                        <category>BorrowedMoney</category>
                                </obligations>
                        </protectionTerms>
                        <physicalSettlementTerms>
                                <settlementCurrency>USD</settlementCurrency>
                                <physicalSettlementPeriod>
                                        <businessDays>30</businessDays>
                                </physicalSettlementPeriod>
                                <deliverableObligations>
                                        <accruedInterest>false</accruedInterest>
                                        <category>BondOrLoan</category>
                                        <specifiedCurrency/>
                                        <notContingent/>
                                        <assignableLoan/>
                                        <consentRequiredLoan/>
                                        <transferable/>
                                        <maximumMaturity>
                                                <periodMultiplier>30</periodMultiplier>
                                                <period>Y</period>
                                        </maximumMaturity>
                                        <notBearer/>
                                </deliverableObligations>
                                <escrow>true</escrow>
                        </physicalSettlementTerms>
                </creditDefaultSwap>
                <calculationAgent>
                        <calculationAgentPartyReference href="partyA"/>
                </calculationAgent>
                <calculationAgentBusinessCenter>GBLO</calculationAgentBusinessCenter>
                <documentation>
                        <masterAgreement>
                                <masterAgreementType>ISDA1992</masterAgreementType>
                        </masterAgreement>
                        <contractualDefinitions>ISDA1999Credit</contractualDefinitions>
                </documentation>
        </trade>
        <party id="partyA">
                <partyId>XYZBICXXX</partyId>
                <partyName>XYZ Bank</partyName>
        </party>
        <party id="partyB">
                <partyId>ABCBICXXX</partyId>
                <partyName>ABC Bank</partyName>
        </party>
</FpML>
