<?xml version="1.0" encoding="utf-8" ?>
<!--View is confirmation-->
<!--Version is 5-10-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--View is confirmation-->
<!--Version is 5-5-->
<!--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
-->
<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.clearinghouse.com/messageId/OTC">112</messageId>
    <sentBy messageAddressScheme="http://www.clearinghouse.com/partyId">CLEARING_HOUSE</sentBy>
    <sendTo>Party A</sendTo>
    <creationTimestamp>2000-08-26T14:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.PartyA.com/schemes/correlation-id">CORR019</correlationId>
  <sequenceNumber>2</sequenceNumber>
  <optionExercise>
    <tradeIdentifier>
      <partyReference href="party1" />
      <tradeId tradeIdScheme="http://www.PartyA.com/tradeId/OTC">1234</tradeId>
    </tradeIdentifier>
    <exerciseDate>2008-09-26</exerciseDate>
    <exerciseTime>12:00:00</exerciseTime>
    <exerciseAction>FullExercise</exerciseAction>
    <physicalSettlement>
      <swap>
<!-- Party A pays the floating rate every 6 months, based on 6M EUR-LIBOR-BBA,
                            on an ACT/360 basis -->
        <swapStream>
          <payerPartyReference href="party1" />
          <receiverPartyReference href="party2" />
          <calculationPeriodDates id="floatingCalcPeriodDates">
            <effectiveDate>
              <unadjustedDate>1994-12-14</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NONE</businessDayConvention>
              </dateAdjustments>
            </effectiveDate>
            <terminationDate>
              <unadjustedDate>1999-12-14</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                <businessCenters id="primaryBusinessCenters">
                  <businessCenter>DEFR</businessCenter>
                </businessCenters>
              </dateAdjustments>
            </terminationDate>
            <calculationPeriodDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </calculationPeriodDatesAdjustments>
            <calculationPeriodFrequency>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
              <rollConvention>14</rollConvention>
            </calculationPeriodFrequency>
          </calculationPeriodDates>
          <paymentDates>
            <calculationPeriodDatesReference href="floatingCalcPeriodDates" />
            <paymentFrequency>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </paymentFrequency>
            <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
            <paymentDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </paymentDatesAdjustments>
          </paymentDates>
          <resetDates id="resetDates">
            <calculationPeriodDatesReference href="floatingCalcPeriodDates" />
            <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
            <fixingDates>
              <periodMultiplier>-2</periodMultiplier>
              <period>D</period>
              <dayType>Business</dayType>
              <businessDayConvention>NONE</businessDayConvention>
              <businessCenters>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
              <dateRelativeTo href="resetDates" />
            </fixingDates>
            <resetFrequency>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </resetFrequency>
            <resetDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </resetDatesAdjustments>
          </resetDates>
          <calculationPeriodAmount>
            <calculation>
              <notionalSchedule>
                <notionalStepSchedule>
                  <initialValue>50000000.00</initialValue>
                  <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
                </notionalStepSchedule>
              </notionalSchedule>
              <floatingRateCalculation>
                <floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex>
                <indexTenor>
                  <periodMultiplier>6</periodMultiplier>
                  <period>M</period>
                </indexTenor>
              </floatingRateCalculation>
              <dayCountFraction>ACT/360</dayCountFraction>
            </calculation>
          </calculationPeriodAmount>
        </swapStream>
<!-- Barclays pays the 6% fixed rate every year on a 30E/360 basis -->
        <swapStream>
          <payerPartyReference href="party2" />
          <receiverPartyReference href="party1" />
          <calculationPeriodDates id="fixedCalcPeriodDates">
            <effectiveDate>
              <unadjustedDate>1994-12-14</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NONE</businessDayConvention>
              </dateAdjustments>
            </effectiveDate>
            <terminationDate>
              <unadjustedDate>1999-12-14</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>MODFOLLOWING</businessDayConvention>
                <businessCentersReference href="primaryBusinessCenters" />
              </dateAdjustments>
            </terminationDate>
            <calculationPeriodDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </calculationPeriodDatesAdjustments>
            <calculationPeriodFrequency>
              <periodMultiplier>1</periodMultiplier>
              <period>Y</period>
              <rollConvention>14</rollConvention>
            </calculationPeriodFrequency>
          </calculationPeriodDates>
          <paymentDates>
            <calculationPeriodDatesReference href="fixedCalcPeriodDates" />
            <paymentFrequency>
              <periodMultiplier>1</periodMultiplier>
              <period>Y</period>
            </paymentFrequency>
            <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
            <paymentDatesAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </paymentDatesAdjustments>
          </paymentDates>
          <calculationPeriodAmount>
            <calculation>
              <notionalSchedule>
                <notionalStepSchedule>
                  <initialValue>50000000.00</initialValue>
                  <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
                </notionalStepSchedule>
              </notionalSchedule>
              <fixedRateSchedule>
                <initialValue>0.06</initialValue>
              </fixedRateSchedule>
              <dayCountFraction>30E/360</dayCountFraction>
            </calculation>
          </calculationPeriodAmount>
        </swapStream>
      </swap>
    </physicalSettlement>
  </optionExercise>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
  </party>
</executionNotification>
