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XML is becoming the universal format for data exchange between applications. Recently, the emergence of Web services as standard means of publishing and accessing data on the Web introduced a new class of XML documents, which we call intensional documents. These are XML documents where some of the data is given explicitly while other parts are defined only intensionally by means of embedded calls to Web services.When such documents are exchanged between applications, one has the choice of whether or not to materialize the intensional data (i.e., to invoke the embedded calls) before the document is sent. This choice may be influenced by various parameters, such as performance and security considerations. This article addresses the problem of guiding this materialization process.We argue that---like for regular XML data---schemas (à la DTD and XML Schema) can be used to control the exchange of intensional data and, in particular, to determine which data should be materialized before sending a document, and which should not. We formalize the problem and provide algorithms to solve it. We also present an implementation that complies with real-life standards for XML data, schemas, and Web services, and is used in the Active XML system. We illustrate the usefulness of this approach through a real-life application for peer-to-peer news exchange.