CS/2006/07/02/32-09 MS/2006/04/07/15-99 PARTYABICXXX PARTYBBICXXX 2006-07-02T16:38:00-00:00

6234 6569 2001-09-24-00:00 SingleStockExecutionSwap 3 D ExchangeBusiness NotApplicable 0 D NotApplicable SHPGY.O Shire Pharmeceuticals Group - American Depositary Receipts NASDAQ 760400 1 USD 37.44 AbsoluteTerms true PriceAtValuationTime 2001-10-12-00:00 2001-11-13-00:00 2001-12-12-00:00 2002-01-14-00:00 2002-02-12-00:00 2002-03-12-00:00 2002-04-12-00:00 2002-05-13-00:00 2002-06-12-00:00 2002-07-12-00:00 2002-08-12-00:00 NotApplicable Close HedgeUnwind 2002-09-24-00:00 NotApplicable 3 D CurrencyBusiness FOLLOWING USNY 3 D CurrencyBusiness FOLLOWING USD 28469376 USD ISDA Standard true Total false ExDate SharePayment 2 RecordAmount DividendCurrency Execution 3 D ExchangeBusiness NotApplicable 0 D NotApplicable CalculationPeriodStartDate 2 D CurrencyBusiness PRECEDING GBLO USNY 2001-10-15-00:00 2001-11-14-00:00 2001-12-13-00:00 2002-01-15-00:00 2002-02-13-00:00 2002-03-13-00:00 2002-04-15-00:00 2002-05-14-00:00 2002-06-13-00:00 2002-07-15-00:00 2002-08-13-00:00 NotApplicable 0 D NotApplicable Standard ISDA USD-LIBOR-BBA 1 M 0.0020 ACT/360 ModifiedCalculationAgent ModifiedCalculationAgent ModifiedCalculationAgent true ModifiedCalculationAgent ModifiedCalculationAgent ModifiedCalculationAgent true true true false true true false false true true true CancellationAndPayment ISDA2002 ISDA2000 ISDA2002Equity GBEN Party A Party B