<?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
  -->
<!-- 
  == Example 13 Double Knockout Barrier FX Option
  ==              Trade Date      : 2002-01-03
  ==              Expiry Date     : 2002-03-04
  ==              Expiry Time     : 10:00 New York Time
  ==              Option Buyer    : DB
  ==              Option Seller   : Chase
  ==              Double Barrier Option   : 2.5b JPY Put on 23,798,191.34 USD @ 105.05 strike w/ knockout at 102 & 115
  ==              Option Premium  : 192,765.35 USD (0.81% of USD)
  ==              Premium Payment: 2002-01-07
  ==              Value Date      : 2002-03-06
  ==              Business Center : New York
  ==              Reference Spot : 106
  -->
<FpML version="4-2" xsi:type="DataDocument" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 ../fpml-main-4-2.xsd" xmlns="http://www.fpml.org/2005/FpML-4-2">
	<trade>
		<tradeHeader>
			<partyTradeIdentifier>
				<partyReference href="CHASE"/>
				<tradeId tradeIdScheme="http://www.chase.com/swaps/trade-id">CHASUS33</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="DB"/>
				<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
			</partyTradeIdentifier>
			<tradeDate>2002-01-03</tradeDate>
		</tradeHeader>
		<fxBarrierOption>
			<productType>DOUBLEBARRIER</productType>
			<buyerPartyReference href="DB"/>
			<sellerPartyReference href="CHASE"/>
			<expiryDateTime>
				<expiryDate>2002-03-04</expiryDate>
				<expiryTime>
					<hourMinuteTime>10:00:00</hourMinuteTime>
					<businessCenter>USNY</businessCenter>
				</expiryTime>
			</expiryDateTime>
			<exerciseStyle>European</exerciseStyle>
			<fxOptionPremium>
				<payerPartyReference href="DB"/>
				<receiverPartyReference href="CHASE"/>
				<premiumAmount>
					<currency>USD</currency>
					<amount>192765.35</amount>
				</premiumAmount>
				<premiumSettlementDate>2002-01-07</premiumSettlementDate>
				<premiumQuote>
					<premiumValue>0.0081</premiumValue>
					<premiumQuoteBasis>PercentageOfCallCurrencyAmount</premiumQuoteBasis>
				</premiumQuote>
			</fxOptionPremium>
			<valueDate>2002-03-06</valueDate>
			<putCurrencyAmount>
				<currency>JPY</currency>
				<amount>2500000000</amount>
			</putCurrencyAmount>
			<callCurrencyAmount>
				<currency>USD</currency>
				<amount>23798191.34</amount>
			</callCurrencyAmount>
			<fxStrikePrice>
				<rate>105.05</rate>
				<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
			</fxStrikePrice>
			<quotedAs>
				<optionOnCurrency>JPY</optionOnCurrency>
				<faceOnCurrency>USD</faceOnCurrency>
				<quotedTenor>
					<periodMultiplier>2</periodMultiplier>
					<period>M</period>
				</quotedTenor>
			</quotedAs>
			<spotRate>106</spotRate>
			<fxBarrier>
				<fxBarrierType>ReverseKnockout</fxBarrierType>
				<quotedCurrencyPair>
					<currency1>USD</currency1>
					<currency2>JPY</currency2>
					<quoteBasis>Currency2PerCurrency1</quoteBasis>
				</quotedCurrencyPair>
				<triggerRate>102</triggerRate>
				<informationSource>
					<rateSource>Reuters</rateSource>
					<rateSourcePage>JPY=</rateSourcePage>
				</informationSource>
			</fxBarrier>
			<fxBarrier>
				<fxBarrierType>Knockout</fxBarrierType>
				<quotedCurrencyPair>
					<currency1>USD</currency1>
					<currency2>JPY</currency2>
					<quoteBasis>Currency2PerCurrency1</quoteBasis>
				</quotedCurrencyPair>
				<triggerRate>115</triggerRate>
				<informationSource>
					<rateSource>Reuters</rateSource>
					<rateSourcePage>JPY=</rateSourcePage>
				</informationSource>
			</fxBarrier>
		</fxBarrierOption>
	</trade>
	<party id="CHASE">
		<partyId>CHASUS33</partyId>
	</party>
	<party id="DB">
		<partyId>DEUTDEFF</partyId>
	</party>
</FpML>
