<?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
  --><!-- Example 22 At the money straddle using strategy 
  == FX Option
  ==              Trade Date      : 2001-11-20
  ==              Expiry Date     : 2001-12-20
  ==              Option Buyer    : Chase
  ==              Option Seller   : ABN Amro
  ==              Option Steategy : 100m AUD Straddle (50m per Leg)
  ==              Total Premium   : 52,000 USD
  ==              Strike  Price   : 0.5200
  ==              Business Center : New York
  ==              Cut Name        : New York
  ==              Product Type    : Straddle
  --><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="CHASE"/><tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId></partyTradeIdentifier><partyTradeIdentifier><partyReference href="ABN"/><tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId></partyTradeIdentifier><tradeDate>2001-11-20</tradeDate></tradeHeader><strategy><productType>Straddle</productType><fxSimpleOption><buyerPartyReference href="CHASE"/><sellerPartyReference href="ABN"/><expiryDateTime><expiryDate>2001-12-20</expiryDate><expiryTime><hourMinuteTime>14:00:00</hourMinuteTime><businessCenter>USNY</businessCenter></expiryTime></expiryDateTime><exerciseStyle>European</exerciseStyle><fxOptionPremium><payerPartyReference href="CHASE"/><receiverPartyReference href="ABN"/><premiumAmount><currency>USD</currency><amount>26000</amount></premiumAmount><premiumSettlementDate>2001-11-23</premiumSettlementDate><premiumQuote><premiumValue>0.001</premiumValue><premiumQuoteBasis>PercentageOfCallCurrencyAmount</premiumQuoteBasis></premiumQuote></fxOptionPremium><valueDate>2001-12-24</valueDate><putCurrencyAmount><currency>AUD</currency><amount>50000000</amount></putCurrencyAmount><callCurrencyAmount><currency>USD</currency><amount>26000000</amount></callCurrencyAmount><fxStrikePrice><rate>0.5200</rate><strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis></fxStrikePrice><quotedAs><optionOnCurrency>AUD</optionOnCurrency><faceOnCurrency>USD</faceOnCurrency><quotedTenor><periodMultiplier>1</periodMultiplier><period>M</period></quotedTenor></quotedAs></fxSimpleOption><fxSimpleOption><buyerPartyReference href="CHASE"/><sellerPartyReference href="ABN"/><expiryDateTime><expiryDate>2001-12-20</expiryDate><expiryTime><hourMinuteTime>14:00:00</hourMinuteTime><businessCenter>USNY</businessCenter></expiryTime><cutName>New York</cutName></expiryDateTime><exerciseStyle>European</exerciseStyle><fxOptionPremium><payerPartyReference href="CHASE"/><receiverPartyReference href="ABN"/><premiumAmount><currency>USD</currency><amount>26000</amount></premiumAmount><premiumSettlementDate>2001-11-23</premiumSettlementDate><premiumQuote><premiumValue>0.001</premiumValue><premiumQuoteBasis>PercentageOfPutCurrencyAmount</premiumQuoteBasis></premiumQuote></fxOptionPremium><valueDate>2001-12-24</valueDate><putCurrencyAmount><currency>USD</currency><amount>26000000</amount></putCurrencyAmount><callCurrencyAmount><currency>AUD</currency><amount>50000000</amount></callCurrencyAmount><fxStrikePrice><rate>0.5200</rate><strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis></fxStrikePrice><quotedAs><optionOnCurrency>AUD</optionOnCurrency><faceOnCurrency>USD</faceOnCurrency><quotedTenor><periodMultiplier>1</periodMultiplier><period>M</period></quotedTenor></quotedAs></fxSimpleOption></strategy></trade><party id="CHASE"><partyId>CHASUS33</partyId><partyName>CHASE</partyName></party><party id="ABN"><partyId>ABNANL2A</partyId><partyName>ABN Amro</partyName></party></FpML>