XXX00124 XXX00123 ABCDUS33 HEDGUS33 2004-08-02T15:38:00-00:00

fundPortfolio1 2006-04-25 true Matched Position-01 1 Position-99 99 IRS-01 swap-1 2004-12-12 IRS-FixedFloat-Uneven 2004-12-14 NONE 2009-12-14 MODFOLLOWING EUTA MODFOLLOWING EUTA 6 M 14 6 M CalculationPeriodEndDate MODFOLLOWING EUTA CalculationPeriodStartDate -2 D Business NONE 6 M MODFOLLOWING EUTA 50000000.00 2004-01-01 10000000.00 2004-02-01 20000000.00 2004-08-01 30000000.00 2004-08-02 40000000.00 2004-08-03 50000000.00 2004-09-01 60000000.00 EUR EURIBOR-Telerate 6 M 0.0 ACT/360 USD EUR 2 D Business MODFOLLOWING USNY GBLO CURRENCY-IMPLIED.RATE.(ADR)/CURA1 2004-12-14 NONE 2009-12-14 MODFOLLOWING EUTA MODFOLLOWING EUTA 1 Y 14 1 Y CalculationPeriodEndDate MODFOLLOWING EUTA 50000000.00 EUR 0.06 30E/360 USD EUR 2 D Business MODFOLLOWING USNY GBLO CURRENCY-IMPLIED.RATE.(ADR)/CURA1 USD 15000.00 2005-04-27 MODFOLLOWING EUTA 2004-01-01 0.10 USD 1000 2004-12-14 PreviousReset 0.062 TreatedRate 2005-03-14 FirstPayment 2005-03-14 PreviousPayment 2005-06-14 NextPayment 2004-01-01 PreviousReset 0.0350 TreatedRate 2004-01-01 FirstPayment 2004-01-01 PreviousPayment 2005-01-01 NextPayment 12345.00 AccruedInterest EUR 3000000.00 CurrentNotional USD 12345.00 AccruedInterest EUR 3000000.00 CurrentNotional USD 10000.00 NPVLocalCurrency EUR 12300.00 NPV USD EUR Currency1PerCurrency2 1.23 Position-m-01 Mismatched Position-02 1 Position-100 6 CDS01 cds-01 2002-12-02 CDS-U 2002-12-04 NONE 2007-09-10 NONE FOLLOWING GBLO USNY Agrium Inc. 008HA7 008916AB4 0.077 2017-02-01 false 1.0 2005-01-01 EUR 10000 3 M 2003-03-06 6 USD 5000000.0 0.01 ACT/360 USD 5000000.0 USD 1000000.0 ModR USD 10000000.0 2 BorrowedMoney USD 30 false BondOrLoan 30 Y true 2004-01-01 0.10 USD 1000 2005-03-14 FirstPayment 12345.00 AccruedInterest EUR 0.7 RecoveryRate 0.50 CreditSpread 10000.00 NPVLocalCurrency EUR 12300.00 NPV USD EUR Currency1PerCurrency2 1.23 Position-m-02 Value Error unadjustedDate /FpML/.../trade/creditDefaultSwap/generalTerms/scheduledTerminationDate/adjustableDate/adjustedDate 2007-09-06 /FpML/.../trade/creditDefaultSwap/generalTerms/scheduledTerminationDate/adjustableDate/adjustedDate 2007-09-10 Value [2007-09-06] inHEGDUS33 is [2007-09-10] in ABCDUS22. ABCDUS22 ABCD Securities Inc. HEGDUS33 HedgeCo Capital L.L.C.