<?xml version="1.0"?>
<!--
  == 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" 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="MGTLONDON"/>
				<tradeId tradeIdScheme="http://www.jpmorgan.com/swaps/trade-id">56323</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="MSDW"/>
				<tradeId tradeIdScheme="http://www.msdw/swaps/trade-id">56990</tradeId>
			</partyTradeIdentifier>
			<tradeDate>2000-04-25</tradeDate>
		</tradeHeader>
		<swap>
			<!-- Morgan Stanley Dean Witter pays the floating rate quarterly,
            based on 3M USD-LIBOR-BBA reset in arrears, on an ACT/360 basis. -->
			<swapStream>
				<payerPartyReference href="MSDW"/>
				<receiverPartyReference href="MGTLONDON"/>
				<calculationPeriodDates id="floatingCalcPeriodDates">
					<effectiveDate>
						<unadjustedDate>2000-04-27</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>NONE</businessDayConvention>
						</dateAdjustments>
					</effectiveDate>
					<terminationDate>
						<unadjustedDate>2002-04-27</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>3</periodMultiplier>
						<period>M</period>
					</paymentFrequency>
					<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
					<paymentDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCentersReference href="primaryBusinessCenters"/>
					</paymentDatesAdjustments>
				</paymentDates>
				<resetDates id="resetDates">
					<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
					<resetRelativeTo>CalculationPeriodEndDate</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>
						</floatingRateCalculation>
						<dayCountFraction>ACT/360</dayCountFraction>
					</calculation>
				</calculationPeriodAmount>
			</swapStream>
			<!-- JPMorgan pays a 6.0% fixed rate semi-annually on a 30/360
            basis for the first year and a fixed rate of 6.5% for the
            final year -->
			<swapStream>
				<payerPartyReference href="MGTLONDON"/>
				<receiverPartyReference href="MSDW"/>
				<calculationPeriodDates id="fixedCalcPeriodDates">
					<effectiveDate>
						<unadjustedDate>2000-04-27</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>NONE</businessDayConvention>
						</dateAdjustments>
					</effectiveDate>
					<terminationDate>
						<unadjustedDate>2002-04-27</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCentersReference href="primaryBusinessCenters"/>
						</dateAdjustments>
					</terminationDate>
					<calculationPeriodDatesAdjustments>
						<businessDayConvention>NONE</businessDayConvention>
					</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>
					<paymentDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCentersReference href="primaryBusinessCenters"/>
					</paymentDatesAdjustments>
				</paymentDates>
				<calculationPeriodAmount>
					<calculation>
						<notionalSchedule>
							<notionalStepSchedule>
								<initialValue>100000000.00</initialValue>
								<currency>USD</currency>
							</notionalStepSchedule>
						</notionalSchedule>
						<fixedRateSchedule>
							<initialValue>0.06</initialValue>
							<step>
								<stepDate>2001-04-27</stepDate>
								<stepValue>0.065</stepValue>
							</step>
						</fixedRateSchedule>
						<dayCountFraction>30/360</dayCountFraction>
					</calculation>
				</calculationPeriodAmount>
			</swapStream>
			<additionalPayment>
				<payerPartyReference href="MSDW"/>
				<receiverPartyReference href="MGTLONDON"/>
				<paymentAmount>
					<currency>USD</currency>
					<amount>15000.00</amount>
				</paymentAmount>
				<paymentDate>
					<unadjustedDate>2000-04-27</unadjustedDate>
					<dateAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCentersReference href="primaryBusinessCenters"/>
					</dateAdjustments>
				</paymentDate>
			</additionalPayment>
		</swap>
	</trade>
	<party id="MGTLONDON">
		<partyId>MGTCGB2L</partyId>
	</party>
	<party id="MSDW">
		<partyId>MSLNGB2XSWP</partyId>
	</party>
</FpML>
