<?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
-->
<dataDocument
    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"
>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="BankB" />
        <tradeId tradeIdScheme="TradeRefNbr">TRADEABC</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2008-01-01</tradeDate>
    </tradeHeader>
    <equitySwapTransactionSupplement>
      <returnLeg>
        <payerPartyReference href="BankB" />
        <receiverPartyReference href="BankA" />
        <effectiveDate id="equityEffectiveDate">
          <adjustableDate>
            <unadjustedDate>2008-01-01</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </effectiveDate>
        <terminationDate>
          <relativeDate>
            <periodMultiplier>0</periodMultiplier>
            <period>D</period>
            <businessDayConvention>NONE</businessDayConvention>
            <dateRelativeTo href="finalCashSettlementPaymentDate" />
          </relativeDate>
        </terminationDate>
        <underlyer>
          <singleUnderlyer>
            <index>
              <instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-Reuters-RIC-1-0">.SPX</instrumentId>
              <exchangeId exchangeIdScheme="http://www.abc.com/exchange-id-REC-1-0">N</exchangeId>
              <relatedExchangeId exchangeIdScheme="http://www.abc.com/exchange-id-REC-1-0">ALL</relatedExchangeId>
            </index>
          </singleUnderlyer>
        </underlyer>
        <rateOfReturn>
          <initialPrice>
            <netPrice>
              <amount>100</amount>
              <priceExpression>AbsoluteTerms</priceExpression>
            </netPrice>
          </initialPrice>
          <notionalReset>true</notionalReset>
          <valuationPriceInterim>
            <determinationMethod>ValuationTime</determinationMethod>
            <valuationRules id="equityValuationDates">
              <valuationDates>
                <adjustableDates>
                  <unadjustedDate>2009-01-01</unadjustedDate>
                  <dateAdjustments>
                    <businessDayConvention>NotApplicable</businessDayConvention>
                  </dateAdjustments>
                </adjustableDates>
              </valuationDates>
            </valuationRules>
          </valuationPriceInterim>
          <valuationPriceFinal>
            <determinationMethod>ValuationTime</determinationMethod>
          </valuationPriceFinal>
          <paymentDates id="CashSettlementPaymentDate">
            <paymentDatesInterim>
              <relativeDates>
                <periodMultiplier>3</periodMultiplier>
                <period>D</period>
                <dayType>CurrencyBusiness</dayType>
                <businessDayConvention>NONE</businessDayConvention>
                <dateRelativeTo href="equityValuationDates" />
              </relativeDates>
            </paymentDatesInterim>
            <paymentDateFinal id="finalCashSettlementPaymentDate">
              <relativeDate>
                <periodMultiplier>3</periodMultiplier>
                <period>D</period>
                <dayType>CurrencyBusiness</dayType>
                <businessDayConvention>NONE</businessDayConvention>
                <dateRelativeTo href="equityValuationDates" />
              </relativeDate>
            </paymentDateFinal>
          </paymentDates>
        </rateOfReturn>
        <notional>
          <notionalAmount id="equityNotionalAmount">
            <currency>USD</currency>
            <amount>1000000</amount>
          </notionalAmount>
        </notional>
        <amount>
          <currency id="settlementCurrency">USD</currency>
          <referenceAmount>StandardISDA</referenceAmount>
          <cashSettlement>true</cashSettlement>
        </amount>
        <return>
          <returnType>Price</returnType>
        </return>
        <notionalAdjustments>Standard</notionalAdjustments>
      </returnLeg>
      <interestLeg>
        <payerPartyReference href="BankA" />
        <receiverPartyReference href="BankB" />
        <interestLegCalculationPeriodDates id="floatingCalculationPeriodDates">
          <effectiveDate>
            <relativeDate>
              <periodMultiplier>0</periodMultiplier>
              <period>D</period>
              <businessDayConvention>NONE</businessDayConvention>
              <dateRelativeTo href="equityEffectiveDate" />
            </relativeDate>
          </effectiveDate>
          <terminationDate>
            <relativeDate>
              <periodMultiplier>0</periodMultiplier>
              <period>D</period>
              <businessDayConvention>NONE</businessDayConvention>
              <dateRelativeTo href="finalCashSettlementPaymentDate" />
            </relativeDate>
          </terminationDate>
          <interestLegResetDates>
            <calculationPeriodDatesReference href="floatingCalculationPeriodDates" />
            <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
          </interestLegResetDates>
          <interestLegPaymentDates>
            <adjustableDates>
              <unadjustedDate>2009-01-01</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NotApplicable</businessDayConvention>
              </dateAdjustments>
            </adjustableDates>
          </interestLegPaymentDates>
        </interestLegCalculationPeriodDates>
        <notional>
          <relativeNotionalAmount href="equityNotionalAmount" />
        </notional>
        <interestAmount>
          <currencyReference href="settlementCurrency" />
          <referenceAmount>StandardISDA</referenceAmount>
        </interestAmount>
        <interestCalculation>
          <floatingRateCalculation id="floatingRateCalculation">
            <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
            <indexTenor>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </indexTenor>
            <spreadSchedule>
              <initialValue>.01</initialValue>
            </spreadSchedule>
          </floatingRateCalculation>
          <dayCountFraction>ACT/360</dayCountFraction>
<!-- Compounding Spread   -->
          <compounding>
            <compoundingRate>
              <interestLegRate href="floatingRateCalculation" />
            </compoundingRate>
            <compoundingSpread>.05</compoundingSpread>
          </compounding>
        </interestCalculation>
      </interestLeg>
      <mutualEarlyTermination>false</mutualEarlyTermination>
    </equitySwapTransactionSupplement>
    <collateral>
      <independentAmount>
        <payerPartyReference href="BankA" />
        <receiverPartyReference href="BankB" />
        <paymentDetail>
          <paymentRule xsi:type="PercentageRule">
            <paymentPercent>.02</paymentPercent>
            <notionalAmountReference href="equityNotionalAmount" />
          </paymentRule>
        </paymentDetail>
      </independentAmount>
    </collateral>
    <documentation>
      <masterConfirmation>
        <masterConfirmationType>EquityAmericas</masterConfirmationType>
        <masterConfirmationDate>2002-06-20</masterConfirmationDate>
      </masterConfirmation>
    </documentation>
  </trade>
  <party id="BankB">
    <partyId partyIdScheme="DTCC">BankB</partyId>
  </party>
  <party id="BankA">
    <partyId partyIdScheme="DTCC">BankA</partyId>
  </party>
</dataDocument>
