<?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="MGTLONDON"/><tradeId tradeIdScheme="http://www.jpmorgan.com/swaps/trade-id">56323</tradeId></partyTradeIdentifier><partyTradeIdentifier><partyReference href="MSDW"/><tradeId tradeIdScheme="http://www.msdw/swaps/trade-id">56990</tradeId></partyTradeIdentifier><tradeDate>2000-04-25</tradeDate></tradeHeader><swap><!-- Morgan Stanley Dean Witter pays the floating rate quarterly,
            based on 3M USD-LIBOR-BBA reset in arrears, on an ACT/360 basis. --><swapStream><payerPartyReference href="MSDW"/><receiverPartyReference href="MGTLONDON"/><calculationPeriodDates id="floatingCalcPeriodDates"><effectiveDate><unadjustedDate>2000-04-27</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></effectiveDate><terminationDate><unadjustedDate>2002-04-27</unadjustedDate><dateAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCenters id="primaryBusinessCenters"><businessCenter>GBLO</businessCenter><businessCenter>USNY</businessCenter></businessCenters></dateAdjustments></terminationDate><calculationPeriodDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="primaryBusinessCenters"/></calculationPeriodDatesAdjustments><calculationPeriodFrequency><periodMultiplier>3</periodMultiplier><period>M</period><rollConvention>27</rollConvention></calculationPeriodFrequency></calculationPeriodDates><paymentDates><calculationPeriodDatesReference href="floatingCalcPeriodDates"/><paymentFrequency><periodMultiplier>3</periodMultiplier><period>M</period></paymentFrequency><payRelativeTo>CalculationPeriodEndDate</payRelativeTo><paymentDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="primaryBusinessCenters"/></paymentDatesAdjustments></paymentDates><resetDates id="resetDates"><calculationPeriodDatesReference href="floatingCalcPeriodDates"/><resetRelativeTo>CalculationPeriodEndDate</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>3</periodMultiplier><period>M</period></resetFrequency><resetDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="primaryBusinessCenters"/></resetDatesAdjustments></resetDates><calculationPeriodAmount><calculation><notionalSchedule><notionalStepSchedule><initialValue>100000000.00</initialValue><currency>USD</currency></notionalStepSchedule></notionalSchedule><floatingRateCalculation><floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex><indexTenor><periodMultiplier>3</periodMultiplier><period>M</period></indexTenor></floatingRateCalculation><dayCountFraction>ACT/360</dayCountFraction></calculation></calculationPeriodAmount></swapStream><!-- JPMorgan pays a 6.0% fixed rate semi-annually on a 30/360
            basis for the first year and a fixed rate of 6.5% for the
            final year --><swapStream><payerPartyReference href="MGTLONDON"/><receiverPartyReference href="MSDW"/><calculationPeriodDates id="fixedCalcPeriodDates"><effectiveDate><unadjustedDate>2000-04-27</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></effectiveDate><terminationDate><unadjustedDate>2002-04-27</unadjustedDate><dateAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="primaryBusinessCenters"/></dateAdjustments></terminationDate><calculationPeriodDatesAdjustments><businessDayConvention>NONE</businessDayConvention></calculationPeriodDatesAdjustments><calculationPeriodFrequency><periodMultiplier>6</periodMultiplier><period>M</period><rollConvention>27</rollConvention></calculationPeriodFrequency></calculationPeriodDates><paymentDates><calculationPeriodDatesReference href="fixedCalcPeriodDates"/><paymentFrequency><periodMultiplier>6</periodMultiplier><period>M</period></paymentFrequency><payRelativeTo>CalculationPeriodEndDate</payRelativeTo><paymentDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="primaryBusinessCenters"/></paymentDatesAdjustments></paymentDates><calculationPeriodAmount><calculation><notionalSchedule><notionalStepSchedule><initialValue>100000000.00</initialValue><currency>USD</currency></notionalStepSchedule></notionalSchedule><fixedRateSchedule><initialValue>0.06</initialValue><step><stepDate>2001-04-27</stepDate><stepValue>0.065</stepValue></step></fixedRateSchedule><dayCountFraction>30/360</dayCountFraction></calculation></calculationPeriodAmount></swapStream><additionalPayment><payerPartyReference href="MSDW"/><receiverPartyReference href="MGTLONDON"/><paymentAmount><currency>USD</currency><amount>15000.00</amount></paymentAmount><paymentDate><unadjustedDate>2000-04-27</unadjustedDate><dateAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="primaryBusinessCenters"/></dateAdjustments></paymentDate></additionalPayment></swap></trade><party id="MGTLONDON"><partyId>MGTCGB2L</partyId></party><party id="MSDW"><partyId>MSLNGB2XSWP</partyId></party></FpML>