<?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" 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="partyA"/><tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId></partyTradeIdentifier><partyTradeIdentifier><partyReference href="partyB"/><tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId></partyTradeIdentifier><tradeDate>2001-04-29</tradeDate></tradeHeader><capFloor><capFloorStream><payerPartyReference href="partyB"/><receiverPartyReference href="partyA"/><calculationPeriodDates id="CalcPeriodDates0"><effectiveDate><unadjustedDate>2001-06-30</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></effectiveDate><terminationDate><unadjustedDate>2006-06-30</unadjustedDate><dateAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCenters id="accrualBusinessCenters0"><businessCenter>GBLO</businessCenter><businessCenter>EUTA</businessCenter></businessCenters></dateAdjustments></terminationDate><calculationPeriodDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="accrualBusinessCenters0"/></calculationPeriodDatesAdjustments><calculationPeriodFrequency><periodMultiplier>6</periodMultiplier><period>M</period><rollConvention>30</rollConvention></calculationPeriodFrequency></calculationPeriodDates><paymentDates><calculationPeriodDatesReference href="CalcPeriodDates0"/><paymentFrequency><periodMultiplier>6</periodMultiplier><period>M</period></paymentFrequency><payRelativeTo>CalculationPeriodEndDate</payRelativeTo><paymentDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCenters id="paymentBusinessCenters0"><businessCenter>GBLO</businessCenter><businessCenter>EUTA</businessCenter></businessCenters></paymentDatesAdjustments></paymentDates><resetDates id="resetDates0"><calculationPeriodDatesReference href="CalcPeriodDates0"/><resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo><fixingDates><periodMultiplier>-2</periodMultiplier><period>D</period><dayType>Business</dayType><businessDayConvention>NONE</businessDayConvention><businessCenters id="resetBusinessCenters0"><businessCenter>EUTA</businessCenter></businessCenters><dateRelativeTo href="resetDates0"/></fixingDates><resetFrequency><periodMultiplier>6</periodMultiplier><period>M</period></resetFrequency><resetDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="resetBusinessCenters0"/></resetDatesAdjustments></resetDates><calculationPeriodAmount><calculation><notionalSchedule><notionalStepSchedule><initialValue>100000000</initialValue><currency>EUR</currency></notionalStepSchedule></notionalSchedule><floatingRateCalculation><floatingRateIndex>EUR-EURIBOR-Telerate</floatingRateIndex><indexTenor><periodMultiplier>6</periodMultiplier><period>M</period></indexTenor><capRateSchedule><initialValue>0.06</initialValue><step><stepDate>2002-06-30</stepDate><stepValue>0.0625</stepValue></step><step><stepDate>2003-06-30</stepDate><stepValue>0.065</stepValue></step><step><stepDate>2004-06-30</stepDate><stepValue>0.0675</stepValue></step><step><stepDate>2005-06-30</stepDate><stepValue>0.07</stepValue></step><buyer>Receiver</buyer><seller>Payer</seller></capRateSchedule><floorRateSchedule><initialValue>0.04</initialValue><step><stepDate>2002-06-30</stepDate><stepValue>0.0425</stepValue></step><step><stepDate>2003-06-30</stepDate><stepValue>0.045</stepValue></step><step><stepDate>2004-06-30</stepDate><stepValue>0.0475</stepValue></step><step><stepDate>2005-06-30</stepDate><stepValue>0.05</stepValue></step><buyer>Payer</buyer><seller>Receiver</seller></floorRateSchedule></floatingRateCalculation><dayCountFraction>ACT/360</dayCountFraction></calculation></calculationPeriodAmount></capFloorStream></capFloor></trade><party id="partyA"><partyId>partyA</partyId></party><party id="partyB"><partyId>partyB</partyId></party></FpML>