<?xml version="1.0" encoding="UTF-8"?>
<!--
  == Copyright (c) 2002-2003. 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="4-0" xmlns="http://www.fpml.org/2003/FpML-4-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2003/FpML-4-0 ../fpml-main-4-0.xsd http://www.w3.org/2000/09/xmldsig# xmldsig-core-schema.xsd" xsi:type="DataDocument"><!-- AP 2003-03-17 --><trade><tradeHeader><partyTradeIdentifier><partyReference href="partyA"/><tradeId tradeIdScheme="http://www.partyA.com/eqd-trade-id">1234</tradeId></partyTradeIdentifier><tradeDate>2002-03-25</tradeDate></tradeHeader><equityOption><productType>europeanCallIndex</productType><buyerPartyReference href="partyB"/><sellerPartyReference href="partyA"/><optionType>Call</optionType><underlyer><singleUnderlyer><index><instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.0/instrumentId">.SP500</instrumentId><description>S and P 500</description><exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.0/exchangeId">NYSE</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.0/exchangeId">CBOE</relatedExchangeId></index><openUnits>1</openUnits></singleUnderlyer></underlyer><strike><strikePrice>900</strikePrice></strike><notional><currency>USD</currency><amount>1000000</amount></notional><optionEntitlement>1.00</optionEntitlement><equityExercise><equityEuropeanExercise><expirationDate id="expirationDate"><adjustableDate><unadjustedDate>2002-06-25</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></adjustableDate></expirationDate><equityExpirationTimeType>SpecificTime</equityExpirationTimeType></equityEuropeanExercise><automaticExerciseApplicable>true</automaticExerciseApplicable><equityValuation><valuationTimeType>Close</valuationTimeType></equityValuation><settlementDate><relativeDate><periodMultiplier>3</periodMultiplier><period>D</period><businessDayConvention>NONE</businessDayConvention><dateRelativeTo href="expirationDate"/></relativeDate></settlementDate><settlementCurrency>EUR</settlementCurrency><settlementPriceSource>OfficialClose</settlementPriceSource><settlementType>Cash</settlementType></equityExercise><equityOptionFeatures><barrier><barrierCap><schedule><startDate>2002-03-29</startDate><endDate>2002-07-12</endDate><frequency>1</frequency><frequencyType>Day</frequencyType></schedule><trigger><level>1606.346</level></trigger><featurePayment><payerPartyReference href="partyA"/><receiverPartyReference href="partyB"/><amount>15000000</amount><time>Close</time><currency>EUR</currency></featurePayment></barrierCap></barrier></equityOptionFeatures><equityPremium><payerPartyReference href="partyB"/><receiverPartyReference href="partyA"/><paymentAmount><currency>EUR</currency><amount>405000</amount></paymentAmount><paymentDate><unadjustedDate>2002-03-25</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></paymentDate><percentageOfNotional>5</percentageOfNotional></equityPremium><methodOfAdjustment>CalculationAgent</methodOfAdjustment></equityOption><calculationAgent><calculationAgentPartyReference href="partyA"/></calculationAgent><documentation><masterAgreement><masterAgreementType>ISDA2002</masterAgreementType></masterAgreement><contractualDefinitions>ISDA2000</contractualDefinitions><contractualDefinitions>ISDA1996Equity</contractualDefinitions></documentation><governingLaw>GBEN</governingLaw></trade><party id="partyA"><partyId>Party A</partyId></party><party id="partyB"><partyId>Party B</partyId></party></FpML>