<?xml version="1.0"?>
<!DOCTYPE financedata SYSTEM "financedtd.txt">
<financedata>
    <instruments>
	<zerocouponbond>
	    <name>cadbond</name>
	    <currency>CAD</currency>
	    <maturity>1.0</maturity>
	    <facevalue>100</facevalue>
	    <interest>0.1</interest>
	</zerocouponbond>
	<zerocouponbond>
	    <name>usbond</name>
	    <currency>USD</currency>
	    <maturity>0.25</maturity>
	    <facevalue>1000</facevalue>
	    <interest>0.12</interest>
	</zerocouponbond>
	<zerocouponbond>
	    <name>yenbond</name>
	    <currency>JPY</currency>
	    <maturity>10.0</maturity>
	    <facevalue>100000</facevalue>
	    <interest>.20</interest>
	</zerocouponbond>
	<equity>
	    <name>JDS</name>
	    <currency>USD</currency>
	    <price>38</price>
	    <volatility>.10</volatility>
	    <beta>0.7</beta>
	</equity>
	<equity>
	    <name>BEL.TO</name>
	    <currency>CAD</currency>
	    <price>103.24</price>
	    <volatility>.20</volatility>
	    <beta>-1.2</beta>
	</equity>
	<equity>
	    <name>DTR</name>
	    <currency>USD</currency>
	    <price>68.10</price>
	    <volatility>.03</volatility>
	    <beta>0.8</beta>
	</equity>
	<equity>
	    <name>NKS</name>
	    <currency>JPY</currency>
	    <price>13400</price>
	    <volatility>.30</volatility>
	    <beta>0.48</beta>
	</equity>
	<forexforward>
	    <name>forex-cadusd</name>
	    <currency>CAD</currency>
	    <maturity>.5</maturity>
	    <amount>1000</amount>
	    <foreign>USD</foreign>
	    <strike>0.75</strike>
	</forexforward>
	<forexforward>
	    <name>forex-usdjpy</name>
	    <currency>USD</currency>
	    <maturity>1</maturity>
	    <amount>10000</amount>
	    <foreign>JPY</foreign>
	    <strike>110</strike>
	</forexforward>
	<forexforward>
	    <name>forex-jpycad</name>
	    <currency>JPY</currency>
	    <maturity>2</maturity>
	    <amount>100000</amount>
	    <foreign>CAD</foreign>
	    <strike>0.1667</strike>
	</forexforward>
	<europeanequitycalloption>
	    <name>BEL110</name>
	    <currency>CAD</currency>
	    <maturity>.25</maturity>
	    <amount>100</amount>
	    <underlier>BEL.TO</underlier>
	    <strike>110</strike>
	</europeanequitycalloption>
	<europeanequitycalloption>
	    <name>BEL105</name>
	    <currency>CAD</currency>
	    <maturity>.25</maturity>
	    <amount>100</amount>
	    <underlier>BEL.TO</underlier>
	    <strike>105</strike>
	</europeanequitycalloption>
	<europeanequitycalloption>
	    <name>BEL90</name>
	    <currency>CAD</currency>
	    <maturity>.25</maturity>
	    <amount>100</amount>
	    <underlier>BEL.TO</underlier>
	    <strike>90</strike>
	</europeanequitycalloption>
	<europeanequitycalloption>
	    <name>JDS40</name>
	    <currency>USD</currency>
	    <maturity>1</maturity>
	    <amount>1000</amount>
	    <underlier>JDS</underlier>
	    <strike>40</strike>
	</europeanequitycalloption>
    </instruments>
    <portfolios>
	<portfolio>
	    <name>Tokyo</name>
	    <holds><name>yenbond</name><amount>10000</amount></holds>
	</portfolio>
	<portfolio>
	    <name>BigBank</name>
	    <holds><name>Toronto</name></holds>
	    <holds><name>Tokyo</name></holds>
	    <holds><name>London</name></holds>
	    <holds><name>Lisbon</name></holds>
	</portfolio>
	<portfolio>
	    <name>Toronto</name>
	    <holds><name>cadbond</name><amount>10</amount></holds>
	    <holds><name>BEL.TO</name><amount>100</amount></holds>
	    <holds><name>BEL110</name><amount>100</amount></holds>
	    <holds><name>forex-cadusd</name><amount>1</amount></holds>
	    <holds><name>JDS40</name><amount>100</amount></holds>
	</portfolio>
	<portfolio>
	    <name>Desk1</name>
	    <holds><name>forex-usdjpy</name><amount>1</amount></holds>
	    <holds><name>forex-jpycad</name><amount>1</amount></holds>
	    <holds><name>BEL105</name><amount>100</amount></holds>
	    <holds><name>BEL110</name><amount>100</amount></holds>
	    <holds><name>BEL90</name><amount>100</amount></holds>
	    <holds><name>JDS40</name><amount>100</amount></holds>
	</portfolio>
	<portfolio>
	    <name>Desk2</name>
	    <holds><name>usbond</name><amount>98</amount></holds>
	    <holds><name>yenbond</name><amount>1000</amount></holds>
	    <holds><name>DTR</name><amount>345</amount></holds>
	    <holds><name>forex-usdjpy</name><amount>1</amount></holds>
	    <holds><name>forex-jpycad</name><amount>1</amount></holds>
	</portfolio>
	<portfolio>
	    <name>London</name>
	    <holds><name>Desk1</name></holds>
	    <holds><name>Desk2</name></holds>
	</portfolio>
	<portfolio>
	    <name>Lisbon</name>
	    <holds><name>DTR</name><amount>345</amount></holds>
	    <holds><name>forex-usdjpy</name><amount>1</amount></holds>
	</portfolio>
    </portfolios>
    <marketdata>
	<ir>
	    <name>IRCAD</name>
	    <currency>CAD</currency>
	    <point><term>0.01</term><irate>0.10</irate></point>
	    <point><term>0.10</term><irate>0.13</irate></point>
	    <point><term>0.30</term><irate>0.10</irate></point>
	    <point><term>0.50</term><irate>0.09</irate></point>
	    <point><term>1</term><irate>0.08</irate></point>
	    <point><term>10</term><irate>0.07</irate></point>
	    <point><term>30</term><irate>0.065</irate></point>
	</ir>
	<ir>
	    <name>IRJPY</name>
	    <currency>JPY</currency>
	    <point><term>1</term><irate>0.20</irate></point>
	</ir>
	<ir>
	    <name>IRUSD</name>
	    <currency>USD</currency>
	    <point><term>0.5</term><irate>0.11</irate></point>
	    <point><term>1</term><irate>0.10</irate></point>
	    <point><term>5</term><irate>0.08</irate></point>
	</ir>
	<fx>
	    <name>CADUSD</name>
	    <currency>USD</currency>
	    <fxrate>0.6579</fxrate>
	</fx>
	<fx>
	    <name>CADJPY</name>
	    <currency>JPY</currency>
	    <fxrate>70.872</fxrate>
	</fx>
	<eq>
	    <name>Nikkei225</name>
	    <currency>JPY</currency>
	    <level>14872.48</level>
	</eq>
	<eq>
	    <name>SP500</name>
	    <currency>USD</currency>
	    <level>1342.12</level>
	</eq>
	<eq>
	    <name>TSE300</name>
	    <currency>CAD</currency>
	    <level>9926.78</level>
	</eq>
    </marketdata>
    <scenarios>
	<scenario>
	    <name>nominal</name>
	</scenario>
	<scenario>
	    <name>IRUP</name>
	    <item><name>IRCAD</name><shift>0.20</shift></item>
	    <item><name>IRJPY</name><shift>0.20</shift></item>
	    <item><name>IRUSD</name><shift>0.20</shift></item>
	</scenario>
	<scenario>
	    <name>IRDOWN</name>
	    <item><name>IRCAD</name><shift>-0.20</shift></item>
	    <item><name>IRJPY</name><shift>-0.20</shift></item>
	    <item><name>IRUSD</name><shift>-0.20</shift></item>
	</scenario>
	<scenario>
	    <name>FXUP</name>
	    <item><name>CADUSD</name><shift>0.10</shift></item>
	    <item><name>CADJPY</name><shift>0.10</shift></item>
	</scenario>
	<scenario>
	    <name>FXJPYDOWN</name>
	    <item><name>CADJPY</name><shift>-0.10</shift></item>
	</scenario>
	<scenario>
	    <name>collapse</name>
	    <item><name>TSE300</name><shift>-0.50</shift></item>
	    <item><name>SP500</name><shift>-0.50</shift></item>
	    <item><name>Nikkei225</name><shift>-0.50</shift></item>
	</scenario>
	<scenario>
	    <name>tightening</name>
	    <item><name>CADJPY</name><shift>0.20</shift></item>
	    <item><name>IRJPY</name><shift>-0.10</shift></item>
	    <item><name>TSE300</name><shift>-0.20</shift></item>
	</scenario>
    </scenarios>
</financedata>
