<?xml version="1.0" encoding="utf-8" ?>
<!--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
-->
<!--
Describes a trade that was removed because of a netting operation
-->
<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>
    <messageId messageIdScheme="http://www.bankb.com/coding-scheme/message-id">11111</messageId>
    <sentBy>BANKB</sentBy>
    <sendTo>CCSTUS6S</sendTo>
    <creationTimestamp>2010-01-04T08:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.rbs.com/coding-scheme/trade-id">TRD0001</correlationId>
  <sequenceNumber>2</sequenceNumber>
  <optionExercise>
    <tradeIdentifier>
      <partyReference href="party2" />
      <tradeId tradeIdScheme="http://www.bankb.com/trade-id">123</tradeId>
    </tradeIdentifier>
    <exerciseDate>2011-08-28</exerciseDate>
    <exerciseTime>10:36:00Z</exerciseTime>
    <exerciseAction>FullExercise</exerciseAction>
    <physicalSettlement>
      <resultingTrade>
        <tradeHeader>
          <partyTradeIdentifier>
            <partyReference href="party2" />
            <tradeId tradeIdScheme="http://www.bankb.com/trade-id">124</tradeId>
<!-- ID of the new swap -->
          </partyTradeIdentifier>
          <tradeDate>2011-08-28</tradeDate>
        </tradeHeader>
        <swap>
          <swapStream>
            <payerPartyReference href="party1" />
            <receiverPartyReference href="party2" />
            <calculationPeriodDates id="CalcPeriodDates0">
              <effectiveDate>
                <unadjustedDate>2011-08-30</unadjustedDate>
                <dateAdjustments>
                  <businessDayConvention>NONE</businessDayConvention>
                </dateAdjustments>
              </effectiveDate>
              <terminationDate>
                <unadjustedDate>2016-08-30</unadjustedDate>
                <dateAdjustments>
                  <businessDayConvention>MODFOLLOWING</businessDayConvention>
                  <businessCenters id="accrualBusinessCenters0">
                    <businessCenter>EUTA</businessCenter>
                  </businessCenters>
                </dateAdjustments>
              </terminationDate>
              <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>
          </swapStream>
          <swapStream>
            <payerPartyReference href="party2" />
            <receiverPartyReference href="party1" />
            <calculationPeriodDates id="CalcPeriodDates1">
              <effectiveDate>
                <unadjustedDate>2011-08-30</unadjustedDate>
                <dateAdjustments>
                  <businessDayConvention>NONE</businessDayConvention>
                </dateAdjustments>
              </effectiveDate>
              <terminationDate>
                <unadjustedDate>2016-08-30</unadjustedDate>
                <dateAdjustments>
                  <businessDayConvention>MODFOLLOWING</businessDayConvention>
                  <businessCenters id="accrualBusinessCenters1">
                    <businessCenter>EUTA</businessCenter>
                  </businessCenters>
                </dateAdjustments>
              </terminationDate>
              <calculationPeriodDatesAdjustments>
                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                <businessCentersReference href="accrualBusinessCenters1" />
              </calculationPeriodDatesAdjustments>
              <calculationPeriodFrequency>
                <periodMultiplier>6</periodMultiplier>
                <period>M</period>
                <rollConvention>30</rollConvention>
              </calculationPeriodFrequency>
            </calculationPeriodDates>
            <paymentDates>
              <calculationPeriodDatesReference href="CalcPeriodDates1" />
              <paymentFrequency>
                <periodMultiplier>6</periodMultiplier>
                <period>M</period>
              </paymentFrequency>
              <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
              <paymentDatesAdjustments>
                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                <businessCenters id="paymentBusinessCenters1">
                  <businessCenter>EUTA</businessCenter>
                </businessCenters>
              </paymentDatesAdjustments>
            </paymentDates>
            <resetDates id="resetDates0">
              <calculationPeriodDatesReference href="CalcPeriodDates1" />
              <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
              <fixingDates>
                <periodMultiplier>-2</periodMultiplier>
                <period>D</period>
                <dayType>Business</dayType>
                <businessDayConvention>NONE</businessDayConvention>
                <businessCenters id="fixingBusinessCenters0">
                  <businessCenter>EUTA</businessCenter>
                </businessCenters>
                <dateRelativeTo href="resetDates0" />
              </fixingDates>
              <resetFrequency>
                <periodMultiplier>6</periodMultiplier>
                <period>M</period>
              </resetFrequency>
              <resetDatesAdjustments>
                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                <businessCentersReference href="paymentBusinessCenters1" />
              </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>
                </floatingRateCalculation>
                <dayCountFraction>ACT/360</dayCountFraction>
              </calculation>
            </calculationPeriodAmount>
          </swapStream>
        </swap>
      </resultingTrade>
    </physicalSettlement>
<!-- uses FpML enumeration: SettlementTypeEnum -->
  </optionExercise>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500T86SHG919ON888</partyId>
    <partyName>International Bank Asset Management</partyName>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300LUNDEBM31POD20</partyId>
  </party>
</executionNotification>
