<?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="PRIMARY"/>
				<tradeId tradeIdScheme="http://www.chase.com/swaps/trade-id">E2000098N10184</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="CROSS"/>
				<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
			</partyTradeIdentifier>
			<tradeDate>1994-12-12</tradeDate>
		</tradeHeader>
		<swap>
			<swapStream>
				<payerPartyReference href="PRIMARY"/>
				<receiverPartyReference href="CROSS"/>
				<calculationPeriodDates id="E2000098N10184">
					<effectiveDate>
						<unadjustedDate>2004-12-16</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</effectiveDate>
					<terminationDate>
						<unadjustedDate>2007-12-16</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</terminationDate>
					<calculationPeriodDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>GBLO</businessCenter>
						</businessCenters>
					</calculationPeriodDatesAdjustments>
					<firstPeriodStartDate>
						<unadjustedDate>2004-12-16</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</firstPeriodStartDate>
					<calculationPeriodFrequency>
						<periodMultiplier>6</periodMultiplier>
						<period>M</period>
						<rollConvention>16</rollConvention>
					</calculationPeriodFrequency>
				</calculationPeriodDates>
				<paymentDates id="PaymentDatesID">
					<calculationPeriodDatesReference href="E2000098N10184"/>
					<paymentFrequency>
						<periodMultiplier>6</periodMultiplier>
						<period>M</period>
					</paymentFrequency>
					<firstPaymentDate>2005-06-16</firstPaymentDate>
					<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
					<paymentDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>GBLO</businessCenter>
						</businessCenters>
					</paymentDatesAdjustments>
				</paymentDates>
				<calculationPeriodAmount>
					<calculation>
						<notionalSchedule>
							<notionalStepSchedule id="E2000098notional-0-LTAA0200000096.1">
								<initialValue>26415000000.00</initialValue>
								<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">KRW</currency>
							</notionalStepSchedule>
						</notionalSchedule>
						<fixedRateSchedule>
							<initialValue>0.0273000</initialValue>
						</fixedRateSchedule>
						<dayCountFraction>ACT/360</dayCountFraction>
					</calculation>
				</calculationPeriodAmount>
				<principalExchanges id="PrincipalExchanges">
					<initialExchange>false</initialExchange>
					<finalExchange>true</finalExchange>
					<intermediateExchange>false</intermediateExchange>
				</principalExchanges>
				<cashflows>
					<cashflowsMatchParameters>false</cashflowsMatchParameters>
					<principalExchange>
						<unadjustedPrincipalExchangeDate>2007-12-16</unadjustedPrincipalExchangeDate>
						<principalExchangeAmount>26415000000.00</principalExchangeAmount>
					</principalExchange>
				</cashflows>
				<settlementProvision>
					<settlementCurrency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</settlementCurrency>
					<nonDeliverableSettlement>
						<referenceCurrency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">KRW</referenceCurrency>
						<fxFixingDate>
							<periodMultiplier>2</periodMultiplier>
							<period>D</period>
							<dayType>Business</dayType>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
							<dateRelativeToPaymentDates>
								<paymentDatesReference href="PaymentDatesID"/>
								<paymentDatesReference href="PrincipalExchanges"/>
							</dateRelativeToPaymentDates>
						</fxFixingDate>
						<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option-1-0">KRW.KFTC18/KRW02</settlementRateOption>
					</nonDeliverableSettlement>
				</settlementProvision>
			</swapStream>
			<swapStream>
				<payerPartyReference href="CROSS"/>
				<receiverPartyReference href="PRIMARY"/>
				<calculationPeriodDates id="E2000098N10AC8">
					<effectiveDate>
						<unadjustedDate>2004-12-16</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</effectiveDate>
					<terminationDate>
						<unadjustedDate>2007-12-16</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</terminationDate>
					<calculationPeriodDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>GBLO</businessCenter>
						</businessCenters>
					</calculationPeriodDatesAdjustments>
					<firstPeriodStartDate>
						<unadjustedDate>2004-12-16</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</firstPeriodStartDate>
					<calculationPeriodFrequency>
						<periodMultiplier>6</periodMultiplier>
						<period>M</period>
						<rollConvention>16</rollConvention>
					</calculationPeriodFrequency>
				</calculationPeriodDates>
				<paymentDates>
					<calculationPeriodDatesReference href="E2000098N10AC8"/>
					<paymentFrequency>
						<periodMultiplier>6</periodMultiplier>
						<period>M</period>
					</paymentFrequency>
					<firstPaymentDate>2005-06-16</firstPaymentDate>
					<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
					<paymentDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>GBLO</businessCenter>
						</businessCenters>
					</paymentDatesAdjustments>
				</paymentDates>
				<resetDates id="E2000098N10DDE">
					<calculationPeriodDatesReference href="E2000098N10AC8"/>
					<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
					<fixingDates>
						<periodMultiplier>-2</periodMultiplier>
						<period>D</period>
						<dayType>Business</dayType>
						<businessDayConvention>NONE</businessDayConvention>
						<businessCenters>
							<businessCenter>GBLO</businessCenter>
						</businessCenters>
						<dateRelativeTo href="E2000098N10DDE"/>
					</fixingDates>
					<resetFrequency>
						<periodMultiplier>3</periodMultiplier>
						<period>M</period>
					</resetFrequency>
					<resetDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>GBLO</businessCenter>
						</businessCenters>
					</resetDatesAdjustments>
				</resetDates>
				<calculationPeriodAmount>
					<calculation>
						<notionalSchedule>
							<notionalStepSchedule id="E2000098notional-1-LTAA0200000096.1">
								<initialValue>25000000.00</initialValue>
								<currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>
							</notionalStepSchedule>
						</notionalSchedule>
						<floatingRateCalculation>
							<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/ext/isda-2000-definitions">USD-LIBOR-BBA</floatingRateIndex>
							<indexTenor>
								<periodMultiplier>3</periodMultiplier>
								<period>M</period>
							</indexTenor>
							<rateTreatment>MoneyMarketYield</rateTreatment>
							<initialRate>0.01650000</initialRate>
						</floatingRateCalculation>
						<dayCountFraction>ACT/360</dayCountFraction>
					</calculation>
				</calculationPeriodAmount>
			</swapStream>
		</swap>
	</trade>
	<party id="PRIMARY">
		<partyId>76095221801</partyId>
	</party>
	<party id="CROSS">
		<partyId>00680112001</partyId>
	</party>
</FpML>
