interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
554 lines (553 loc) • 29.8 kB
text/xml
<!--View is confirmation-->
<!--Version is 5-10-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--
== Copyright (c) 2014-2018 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/license/license.html
-->
<!--5.0:Message type is a Root of the message-->
<!--5.0 Messaging: changed <TradeAffirmation> -><executionNotification>-->
<executionNotification
xmlns="http://www.fpml.org/FpML-5/confirmation"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
fpmlVersion="5-10"
xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"
>
<header>
<!--FpML 5.0: Removed "conversationId", replaced by "correlationId"-->
<messageId messageIdScheme="http://www.ibm.com/MessageScheme">M#101</messageId>
<sentBy>IBM</sentBy>
<sendTo>ISDA</sendTo>
<creationTimestamp>2002-09-24T08:57:00Z</creationTimestamp>
</header>
<!--5.0 Messaging: added
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.ibm.com/conversationIdScheme">swapStream101</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed partyReference href attribute value from MGTLONDON to party1 -->
<partyReference href="party1" />
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed tradeIdScheme attribute value from http://www.msdw/swaps/trade-id to http://www.partyA.com/trade-id -->
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed tradeId value from 56323 to 123 -->
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Inserted second partyTradeIdentifier element and children -->
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed tradeDate from 2000-04-25 to 2001-04-29 -->
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed href value from MSDW to party1 -->
<payerPartyReference href="party1" />
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed href value from MGTLONDON to party2 -->
<receiverPartyReference href="party2" />
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed id value from floatingCalcPeriodDates to CalcPeriodDates0 -->
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed unadjustedDate value from 2000-04-27 to 2001-08-30 -->
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed unadjustedDate value from 2002-04-27 to 2006-08-30 -->
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed id value from primaryBusinessCenters to accrualBusinessCenters0 -->
<businessCenters id="accrualBusinessCenters0">
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed businessCenter value from GBLO to EUTA -->
<businessCenter>EUTA</businessCenter>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Removed second businessCenter element -->
</businessCenters>
</dateAdjustments>
</terminationDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Added additional elements -->
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0" />
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0" />
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter>EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency>EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction>30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-20</adjustedPaymentDate>
<calculationPeriod>
<!-- CHANGE Removed commented element. Chris Simmons, 16 May 2003. NOTE wont validate against present version of schema
<adjustedStartDate>2001-08-30</adjustedStartDate>
end CHANGE -->
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<swapStream>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter>EUTA</businessCenter>
<!-- C24 (http://www.c24.biz) Simon Heinrich: End of additional inserted elements -->
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed href value from primaryBusinessCenters to accrualBusinessCenters1 -->
<businessCentersReference href="accrualBusinessCenters1" />
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed periodMultiplier value from 3 to 6 -->
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed periodMultiplier value from 27 to 30 -->
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed href value from floatingCalcPeriodDates to CalcPeriodDates1 -->
<calculationPeriodDatesReference href="CalcPeriodDates1" />
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Removed paymentDaysOffset element and children -->
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Replaced businessCentersReference element with businessCenters element -->
<businessCenters id="paymentBusinessCenters1">
<businessCenter>EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed id value from resetDates to resetDates0 -->
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Added id attirbute to businessCenters element -->
<businessCenters id="fixingBusinessCenters0">
<businessCenter>EUTA</businessCenter>
</businessCenters>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the href attribute from resetDates to resetDates0 -->
<dateRelativeTo href="resetDates0" />
</fixingDates>
<resetFrequency>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the periodMultiplier value from 3 to 6 -->
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1" />
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the currency value from USD to EUR -->
<currency>EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the floatingRateIndex value from USD-LIBOR-BBA to EUR-EURIBOR-Telerate -->
<floatingRateIndex>EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the periodMultiplier value from 3 to 6 -->
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Removed the finalRateRounding element and its children -->
</floatingRateCalculation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Removed the fixedRateSchedule element and its children -->
<dayCountFraction>ACT/360</dayCountFraction>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Removed the compoundingMethod element -->
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedPaymentDate from 2000-11-03 to 2002-02-28 -->
<adjustedPaymentDate>2002-02-28</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2000-04-27 to 2001-08-30 -->
<adjustedStartDate>2001-08-30</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2000-07-27 to 2002-02-28 -->
<adjustedEndDate>2002-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedFixingDate from 2000-04-25 to 2001-08-28 -->
<adjustedFixingDate>2001-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Wrapped paymentCalculationPeriod elements around calculationPeriod element -->
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-30</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2000-07-27 to 2002-02-28 -->
<adjustedStartDate>2002-02-28</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2000-10-27 to 2002-08-30 -->
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedFixingDate from 2000-07-25 to 2002-02-26 -->
<adjustedFixingDate>2002-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedPaymentDate from 2001-05-04 to 2003-02-28 -->
<adjustedPaymentDate>2003-02-28</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2000-10-27 to 2002-08-30 -->
<adjustedStartDate>2002-08-30</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2001-01-29 to 2003-02-28 -->
<adjustedEndDate>2003-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedFixingDate from 2000-10-25 to 2002-08-28 -->
<adjustedFixingDate>2002-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Wrapped paymentCalculationPeriod elements around calculationPeriod element -->
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2001-01-29 to 2003-02-28 -->
<adjustedStartDate>2003-02-28</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2001-04-27 to 2003-08-29 -->
<adjustedEndDate>2003-08-29</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedFixingDate from 2001-01-25 to 2003-02-26 -->
<adjustedFixingDate>2003-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedPaymentDate from 2001-11-05 to 2004-02-27 -->
<adjustedPaymentDate>2004-02-27</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2001-04-27 to 2003-08-29 -->
<adjustedStartDate>2003-08-29</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2001-07-27 to 2004-02-27 -->
<adjustedEndDate>2004-02-27</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedFixingDate from 2001-04-25 to 2003-08-27 -->
<adjustedFixingDate>2003-08-27</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Wrapped paymentCalculationPeriod elements around calculationPeriod element -->
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2004-02-27 to 2001-07-27 -->
<adjustedStartDate>2001-07-27</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2001-10-29 to 2005-08-30 -->
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedFixingDate from 2001-07-25 to 2004-02-25 -->
<adjustedFixingDate>2004-02-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedPaymentDate from 2002-05-06 to 2005-02-28 -->
<adjustedPaymentDate>2005-02-28</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2001-04-27 to 2003-08-29 -->
<adjustedStartDate>2004-08-30</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2002-01-29 to 2005-02-28 -->
<adjustedEndDate>2005-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedFixingDate from 2001-10-25 to 2004-08-27 -->
<adjustedFixingDate>2004-08-27</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Wrapped paymentCalculationPeriod elements around calculationPeriod element -->
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2002-01-29 to 2005-02-28 -->
<adjustedStartDate>2005-02-28</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2002-04-29 to 2005-08-30 -->
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedFixingDate from 2002-01-25 to 2005-02-24 -->
<adjustedFixingDate>2005-02-24</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Removed swapStream and it child elements -->
<paymentCalculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedPaymentDate from 2001-11-05 to 2006-02-28 -->
<adjustedPaymentDate>2006-02-28</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2001-04-27 to 2005-08-30 -->
<adjustedStartDate>2005-08-30</adjustedStartDate>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedEndDate from 2001-10-29 to 2006-02-28 -->
<adjustedEndDate>2006-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Replaced fixedRate element with floatingRateDefinition and children -->
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-08-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedPaymentDate from 2002-05-06 to 2006-02-28 -->
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed the adjustedStartDate from 2001-10-29 to 2006-02-28 -->
<adjustedStartDate>2006-02-28</adjustedStartDate>
<adjustedEndDate>2006-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Replaced fixedRate element with floatingRateDefinition and children -->
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2006-02-24</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<!-- C24 (http://www.c24.biz) Simon Heinrich: Inserted earlyTerminationProvision element and children -->
<earlyTerminationProvision>
<optionalEarlyTermination>
<bermudaExercise id="BermudaExercise0">
<bermudaExerciseDates>
<relativeDates>
<periodMultiplier>-5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
<businessCenter>GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlement0" />
</relativeDates>
</bermudaExerciseDates>
<relevantUnderlyingDate>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="cashSettlement0" />
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter>BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter>BEBR</businessCenter>
</expirationTime>
</bermudaExercise>
<exerciseNotice>
<partyReference href="party2" />
<businessCenter>GBLO</businessCenter>
</exerciseNotice>
<followUpConfirmation>true</followUpConfirmation>
<calculationAgent>
<calculationAgentParty>NonExercisingParty</calculationAgentParty>
</calculationAgent>
<cashSettlement>
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter>EUTA</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlement0" />
</cashSettlementValuationDate>
<cashSettlementPaymentDate id="cashSettlement0">
<adjustableDates>
<unadjustedDate>2003-08-30</unadjustedDate>
<unadjustedDate>2004-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</cashSettlementPaymentDate>
<cashPriceMethod>
<cashSettlementCurrency>EUR</cashSettlementCurrency>
<quotationRateType>Mid</quotationRateType>
</cashPriceMethod>
</cashSettlement>
<optionalEarlyTerminationAdjustedDates>
<earlyTerminationEvent>
<adjustedExerciseDate>2003-08-25</adjustedExerciseDate>
<adjustedEarlyTerminationDate>2003-09-01</adjustedEarlyTerminationDate>
<adjustedCashSettlementValuationDate>2003-08-28</adjustedCashSettlementValuationDate>
<adjustedCashSettlementPaymentDate>2003-09-01</adjustedCashSettlementPaymentDate>
</earlyTerminationEvent>
<earlyTerminationEvent>
<adjustedExerciseDate>2003-08-23</adjustedExerciseDate>
<adjustedEarlyTerminationDate>2004-08-30</adjustedEarlyTerminationDate>
<adjustedCashSettlementValuationDate>2004-08-26</adjustedCashSettlementValuationDate>
<adjustedCashSettlementPaymentDate>2004-08-30</adjustedCashSettlementPaymentDate>
</earlyTerminationEvent>
</optionalEarlyTerminationAdjustedDates>
</optionalEarlyTermination>
</earlyTerminationProvision>
</swap>
</trade>
<party id="party1">
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed partyId element value from MGTCGB2L to party1 -->
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="party2">
<!-- C24 (http://www.c24.biz) Simon Heinrich: Changed partyId element value from MSLNGB2XSWP to party2 -->
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
</party>
</executionNotification>