<?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 22 At the money straddle using strategy 
  == FX Option
  ==              Trade Date      : 2001-11-20
  ==              Expiry Date     : 2001-12-20
  ==              Option Buyer    : Chase
  ==              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 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.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="ABN"/>
				<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
			</partyTradeIdentifier>
			<tradeDate>2001-11-20</tradeDate>
		</tradeHeader>
		<strategy>
			<productType>Straddle</productType>
			<fxSimpleOption>
				<buyerPartyReference href="CHASE"/>
				<sellerPartyReference href="ABN"/>
				<expiryDateTime>
					<expiryDate>2001-12-20</expiryDate>
					<expiryTime>
						<hourMinuteTime>14:00:00</hourMinuteTime>
						<businessCenter>USNY</businessCenter>
					</expiryTime>
				</expiryDateTime>
				<exerciseStyle>European</exerciseStyle>
				<fxOptionPremium>
					<payerPartyReference href="CHASE"/>
					<receiverPartyReference href="ABN"/>
					<premiumAmount>
						<currency>USD</currency>
						<amount>26000</amount>
					</premiumAmount>
					<premiumSettlementDate>2001-11-23</premiumSettlementDate>
					<premiumQuote>
						<premiumValue>0.001</premiumValue>
						<premiumQuoteBasis>PercentageOfCallCurrencyAmount</premiumQuoteBasis>
					</premiumQuote>
				</fxOptionPremium>
				<valueDate>2001-12-24</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="CHASE"/>
				<sellerPartyReference href="ABN"/>
				<expiryDateTime>
					<expiryDate>2001-12-20</expiryDate>
					<expiryTime>
						<hourMinuteTime>14:00:00</hourMinuteTime>
						<businessCenter>USNY</businessCenter>
					</expiryTime>
					<cutName>NewYork</cutName>
				</expiryDateTime>
				<exerciseStyle>European</exerciseStyle>
				<fxOptionPremium>
					<payerPartyReference href="CHASE"/>
					<receiverPartyReference href="ABN"/>
					<premiumAmount>
						<currency>USD</currency>
						<amount>26000</amount>
					</premiumAmount>
					<premiumSettlementDate>2001-11-23</premiumSettlementDate>
					<premiumQuote>
						<premiumValue>0.001</premiumValue>
						<premiumQuoteBasis>PercentageOfPutCurrencyAmount</premiumQuoteBasis>
					</premiumQuote>
				</fxOptionPremium>
				<valueDate>2001-12-24</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="CHASE">
		<partyId>CHASUS33</partyId>
		<partyName>CHASE</partyName>
	</party>
	<party id="ABN">
		<partyId>ABNANL2A</partyId>
		<partyName>ABN Amro</partyName>
	</party>
</FpML>
