<?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 http://www.w3.org/2000/09/xmldsig# xmldsig-core-schema.xsd" xsi:type="RequestTradeConfirmation">
	<header>
		<conversationId conversationIdScheme="http://www.partyA.com/conversationId/OTC">OTCCallorPutSpread45678</conversationId>
		<messageId messageIdScheme="http://www.partyA.com/messageId/OTC">OTCCallorPutSpread456a789b</messageId>
		<sentBy partyIdScheme="http://www.MsgParty.com/partyId">PartyA</sentBy>
		<creationTimestamp>2000-08-01T08:57:00-00:00</creationTimestamp>
	</header>
	<trade>
		<tradeHeader>
			<partyTradeIdentifier>
				<partyReference href="PartyA"/>
				<tradeId tradeIdScheme="http://www.partyA.com/tradeId/OTC">1234</tradeId>
			</partyTradeIdentifier>
			<tradeDate id="TradeDate">2001-07-13</tradeDate>
		</tradeHeader>
		<equityOptionTransactionSupplement>
			<productType>europeanCallIndex</productType>
			<buyerPartyReference href="PartyB"/>
			<sellerPartyReference href="PartyA"/>
			<optionType>Call</optionType>
			<underlyer>
				<singleUnderlyer>
					<index>
						<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC-1-0">SSMI</instrumentId>
						<description>Swiss Market Index</description>
						<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC-1-0">NYSE</exchangeId>
					</index>
				</singleUnderlyer>
			</underlyer>
			<equityExercise>
				<equityEuropeanExercise>
					<expirationDate>
						<adjustableDate>
							<unadjustedDate>2004-12-19</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</adjustableDate>
					</expirationDate>
					<equityExpirationTimeType>OSP</equityExpirationTimeType>
				</equityEuropeanExercise>
				<automaticExercise>true</automaticExercise>
				<equityValuation id="valuation">
					<valuationTimeType>OSP</valuationTimeType>
				</equityValuation>
				<settlementDate>
					<relativeDate>
						<periodMultiplier>2</periodMultiplier>
						<period>D</period>
						<dayType>Business</dayType>
						<businessDayConvention>NONE</businessDayConvention>
						<businessCenters>
							<businessCenter>CHZU</businessCenter>
						</businessCenters>
						<dateRelativeTo href="valuation"/>
					</relativeDate>
				</settlementDate>
				<settlementCurrency>CHF</settlementCurrency>
				<settlementPriceSource>OfficialClose</settlementPriceSource>
				<settlementType>Cash</settlementType>
			</equityExercise>
			<strike>
				<strikePrice>8700</strikePrice>
			</strike>
			<numberOfOptions>2500</numberOfOptions>
			<equityPremium>
				<payerPartyReference href="PartyB"/>
				<receiverPartyReference href="PartyA"/>
				<paymentAmount>
					<currency>CHF</currency>
					<amount>300000</amount>
				</paymentAmount>
				<paymentDate>
					<unadjustedDate>2001-09-06</unadjustedDate>
					<dateAdjustments>
						<businessDayConvention>NONE</businessDayConvention>
					</dateAdjustments>
				</paymentDate>
			</equityPremium>
			<exchangeLookAlike>true</exchangeLookAlike>
			<exchangeTradedContractNearest>true</exchangeTradedContractNearest>
			<multipleExchangeIndexAnnexFallback>true</multipleExchangeIndexAnnexFallback>
		</equityOptionTransactionSupplement>
		<calculationAgent>
			<calculationAgentPartyReference href="PartyA"/>
		</calculationAgent>
		<documentation>
			<masterAgreement>
				<masterAgreementType>ISDA2002</masterAgreementType>
			</masterAgreement>
			<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>
