<?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
  --><!-- This example is an FX OTC Euro Range Binary Option
  == UBS buys a two week GBP/USD European Range binary option and pays a premium.
  == At expiry, if the spot rate is below the higher trigger rate, and above the lower trigger rate, UBS receives a payout.
  --><FpML version="4-0" xsi:type="DataDocument" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2003/FpML-4-0 ../fpml-main-4-0.xsd" xmlns="http://www.fpml.org/2003/FpML-4-0"><trade><tradeHeader><partyTradeIdentifier><partyReference href="CITI"/><tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10015</tradeId></partyTradeIdentifier><partyTradeIdentifier><partyReference href="UBSW"/><tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20015</tradeId></partyTradeIdentifier><tradeDate>2001-11-12</tradeDate></tradeHeader><fxDigitalOption><productType>Euro Range Binary</productType><buyerPartyReference href="UBSW"/><sellerPartyReference href="CITI"/><expiryDateTime><expiryDate>2001-11-26</expiryDate><expiryTime><hourMinuteTime>14:00:00</hourMinuteTime><businessCenter>GBLO</businessCenter></expiryTime><cutName>LONDON</cutName></expiryDateTime><fxOptionPremium><payerPartyReference href="UBSW"/><receiverPartyReference href="CITI"/><premiumAmount><currency>GBP</currency><amount>43000</amount></premiumAmount><premiumSettlementDate>2001-11-14</premiumSettlementDate></fxOptionPremium><valueDate>2001-11-26</valueDate><quotedCurrencyPair><currency1>GBP</currency1><currency2>USD</currency2><quoteBasis>Currency2PerCurrency1</quoteBasis></quotedCurrencyPair><spotRate>1.4800</spotRate><fxEuropeanTrigger><triggerCondition>Above</triggerCondition><quotedCurrencyPair><currency1>GBP</currency1><currency2>USD</currency2><quoteBasis>Currency2PerCurrency1</quoteBasis></quotedCurrencyPair><triggerRate>1.4800</triggerRate><informationSource><rateSource>Reuters</rateSource><rateSourcePage>GBP=</rateSourcePage></informationSource></fxEuropeanTrigger><fxEuropeanTrigger><triggerCondition>Below</triggerCondition><quotedCurrencyPair><currency1>GBP</currency1><currency2>USD</currency2><quoteBasis>Currency2PerCurrency1</quoteBasis></quotedCurrencyPair><triggerRate>1.5500</triggerRate><informationSource><rateSource>Reuters</rateSource><rateSourcePage>GBP=</rateSourcePage></informationSource></fxEuropeanTrigger><triggerPayout><currency>GBP</currency><amount>1250000</amount><payoutStyle>Immediate</payoutStyle></triggerPayout></fxDigitalOption></trade><party id="CITI"><partyId>CITIUS33</partyId></party><party id="UBSW"><partyId>UBSWGB2L</partyId></party></FpML>