<?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>
		<!--This is an index swap with a quanto feature, that illustrates the use of the fxTerms component-->
		<tradeHeader>
			<partyTradeIdentifier>
				<partyReference href="PartyA"/>
				<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="PartyB"/>
				<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
			</partyTradeIdentifier>
			<tradeDate id="TradeDate">2002-07-19</tradeDate>
		</tradeHeader>
		<returnSwap>
			<productType>IndexQuantoSwap</productType>
			<returnLeg>
				<payerPartyReference href="PartyA"/>
				<receiverPartyReference href="PartyB"/>
				<effectiveDate id="EffectiveDate">
					<relativeDate>
						<periodMultiplier>3</periodMultiplier>
						<period>D</period>
						<dayType>ExchangeBusiness</dayType>
						<businessDayConvention>NotApplicable</businessDayConvention>
						<dateRelativeTo href="TradeDate"/>
					</relativeDate>
				</effectiveDate>
				<terminationDate id="TerminationDate">
					<relativeDate>
						<periodMultiplier>0</periodMultiplier>
						<period>D</period>
						<businessDayConvention>NotApplicable</businessDayConvention>
						<dateRelativeTo href="ReturnLegFinalPaymentDate"/>
					</relativeDate>
				</terminationDate>
				<underlyer>
					<basket>
						<openUnits>1</openUnits>
						<basketConstituent>
							<index>
								<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4-1/instrumentId">.FCHI</instrumentId>
								<description>France CAC 40 Index</description>
								<currency>EUR</currency>
								<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">EuroNext</exchangeId>
								<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">MATIF</relatedExchangeId>
								<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">MONEP</relatedExchangeId>
							</index>
							<constituentWeight>
								<openUnits>960</openUnits>
							</constituentWeight>
						</basketConstituent>
						<basketConstituent>
							<index>
								<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4-1/instrumentId">.IBEX</instrumentId>
								<description>IBEX 35</description>
								<currency>EUR</currency>
								<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">MEFF</relatedExchangeId>
							</index>
							<constituentWeight>
								<openUnits>260</openUnits>
							</constituentWeight>
						</basketConstituent>
						<basketConstituent>
							<index>
								<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4-1/instrumentId">.HSI</instrumentId>
								<description>Hong Kong Hang Seng Index</description>
								<currency>HKD</currency>
								<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">Hong Kong Stock Exchange</exchangeId>
							</index>
							<constituentWeight>
								<openUnits>580</openUnits>
							</constituentWeight>
						</basketConstituent>
					</basket>
				</underlyer>
				<rateOfReturn>
					<initialPrice>
						<netPrice>
							<currency>USD</currency>
							<amount>5591987.41</amount>
							<priceExpression>AbsoluteTerms</priceExpression>
						</netPrice>
					</initialPrice>
					<notionalReset>true</notionalReset>
					<valuationPriceInterim>
						<determinationMethod>PublishedIndexAtValuationTime</determinationMethod>
						<valuationRules>
							<valuationDates id="InterimValuationDate">
								<adjustableDates>
									<unadjustedDate>2002-10-21</unadjustedDate>
									<unadjustedDate>2004-01-20</unadjustedDate>
									<unadjustedDate>2004-04-22</unadjustedDate>
									<dateAdjustments>
										<businessDayConvention>NotApplicable</businessDayConvention>
									</dateAdjustments>
								</adjustableDates>
							</valuationDates>
							<valuationTimeType>Close</valuationTimeType>
						</valuationRules>
					</valuationPriceInterim>
					<valuationPriceFinal>
						<determinationMethod>HedgeUnwind</determinationMethod>
						<valuationRules>
							<valuationDate id="FinalValuationDate">
								<adjustableDate>
									<unadjustedDate>2004-07-21</unadjustedDate>
									<dateAdjustments>
										<businessDayConvention>NotApplicable</businessDayConvention>
									</dateAdjustments>
								</adjustableDate>
							</valuationDate>
						</valuationRules>
					</valuationPriceFinal>
					<paymentDates id="ReturnLegPaymentDate">
						<paymentDatesInterim id="ReturnLegInterimPaymentDate">
							<relativeDates>
								<periodMultiplier>3</periodMultiplier>
								<period>D</period>
								<dayType>CurrencyBusiness</dayType>
								<businessDayConvention>FOLLOWING</businessDayConvention>
								<businessCenters id="PrimaryBusinessCenter">
									<businessCenter>EUTA</businessCenter>
									<businessCenter>HKHK</businessCenter>
								</businessCenters>
								<dateRelativeTo href="InterimValuationDate"/>
							</relativeDates>
						</paymentDatesInterim>
						<paymentDateFinal id="ReturnLegFinalPaymentDate">
							<relativeDate>
								<periodMultiplier>3</periodMultiplier>
								<period>D</period>
								<dayType>CurrencyBusiness</dayType>
								<businessDayConvention>FOLLOWING</businessDayConvention>
								<businessCentersReference href="PrimaryBusinessCenter"/>
								<dateRelativeTo href="FinalValuationDate"/>
							</relativeDate>
						</paymentDateFinal>
					</paymentDates>
				</rateOfReturn>
				<notional id="NotionalAmount">
					<notionalAmount>
						<currency>USD</currency>
						<amount>5591987.41</amount>
					</notionalAmount>
				</notional>
				<amount>
					<paymentCurrency href="ReferenceCurrency"/>
					<referenceAmount>Standard ISDA</referenceAmount>
					<cashSettlement>true</cashSettlement>
				</amount>
				<return>
					<returnType>Price</returnType>
				</return>
				<notionalAdjustments>Standard</notionalAdjustments>
				<fxFeature>
					<referenceCurrency id="ReferenceCurrency">USD</referenceCurrency>
					<quanto>
						<fxRate>
							<quotedCurrencyPair>
								<currency1>USD</currency1>
								<currency2>EUR</currency2>
								<quoteBasis>Currency2PerCurrency1</quoteBasis>
							</quotedCurrencyPair>
							<rate>0.99140</rate>
						</fxRate>
						<fxRate>
							<quotedCurrencyPair>
								<currency1>USD</currency1>
								<currency2>HKD</currency2>
								<quoteBasis>Currency2PerCurrency1</quoteBasis>
							</quotedCurrencyPair>
							<rate>7.80</rate>
						</fxRate>
					</quanto>
				</fxFeature>
			</returnLeg>
			<interestLeg>
				<payerPartyReference href="PartyB"/>
				<receiverPartyReference href="PartyA"/>
				<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
					<effectiveDate>
						<relativeDate>
							<periodMultiplier>3</periodMultiplier>
							<period>D</period>
							<dayType>ExchangeBusiness</dayType>
							<businessDayConvention>NotApplicable</businessDayConvention>
							<dateRelativeTo href="TradeDate"/>
						</relativeDate>
					</effectiveDate>
					<terminationDate>
						<relativeDate>
							<periodMultiplier>0</periodMultiplier>
							<period>D</period>
							<businessDayConvention>NotApplicable</businessDayConvention>
							<dateRelativeTo href="ReturnLegFinalPaymentDate"/>
						</relativeDate>
					</terminationDate>
					<interestLegResetDates>
						<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
						<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
					</interestLegResetDates>
					<interestLegPaymentDates>
						<relativeDates>
							<periodMultiplier>0</periodMultiplier>
							<period>D</period>
							<businessDayConvention>NotApplicable</businessDayConvention>
							<dateRelativeTo href="ReturnLegPaymentDate"/>
						</relativeDates>
					</interestLegPaymentDates>
				</interestLegCalculationPeriodDates>
				<notional>
					<amountRelativeTo href="NotionalAmount"/>
				</notional>
				<interestAmount>
					<paymentCurrency href="ReferenceCurrency"/>
					<referenceAmount>Standard ISDA</referenceAmount>
				</interestAmount>
				<interestCalculation>
					<floatingRateCalculation>
						<floatingRateIndex>USD-LIBOR-Telerate</floatingRateIndex>
						<indexTenor>
							<periodMultiplier>3</periodMultiplier>
							<period>M</period>
						</indexTenor>
						<spreadSchedule>
							<initialValue>-0.00220</initialValue>
						</spreadSchedule>
					</floatingRateCalculation>
					<dayCountFraction>ACT/360</dayCountFraction>
				</interestCalculation>
			</interestLeg>
			<extraordinaryEvents>
				<indexAdjustmentEvents>
					<indexModification>CalculationAgentAdjustment</indexModification>
					<indexCancellation>CancellationAndPayment</indexCancellation>
					<indexDisruption>CalculationAgentAdjustment</indexDisruption>
				</indexAdjustmentEvents>
				<additionalDisruptionEvents>
					<changeInLaw>true</changeInLaw>
					<failureToDeliver>true</failureToDeliver>
					<insolvencyFiling>false</insolvencyFiling>
					<hedgingDisruption>true</hedgingDisruption>
					<lossOfStockBorrow>true</lossOfStockBorrow>
					<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
					<increasedCostOfHedging>false</increasedCostOfHedging>
					<determiningPartyReference href="PartyA"/>
				</additionalDisruptionEvents>
				<representations>
					<nonReliance>true</nonReliance>
					<agreementsRegardingHedging>true</agreementsRegardingHedging>
					<indexDisclaimer>true</indexDisclaimer>
					<additionalAcknowledgements>true</additionalAcknowledgements>
				</representations>
			</extraordinaryEvents>
		</returnSwap>
		<calculationAgent>
			<calculationAgentPartyReference href="PartyA"/>
		</calculationAgent>
		<documentation>
			<masterAgreement>
				<masterAgreementType>ISDA2002</masterAgreementType>
			</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>
