MS/2006/04/07/15-99
PARTYABICXXX
PARTYBBICXXX
2006-07-02T16:38:00Z
false
CS/2006/07/02/32-09
1
6234
6569
2001-09-24
SingleStockExecutionSwap
3
D
ExchangeBusiness
NotApplicable
0
D
NotApplicable
SHPGY.O
Shire Pharmeceuticals Group - American Depositary Receipts
NASD
760400
1
Cash
USD
37.44
AbsoluteTerms
true
ValuationTime
2001-10-12
2001-11-13
2001-12-12
2002-01-14
2002-02-12
2002-03-12
2002-04-12
2002-05-13
2002-06-12
2002-07-12
2002-08-12
NotApplicable
Close
HedgeExecution
2002-09-24
NotApplicable
3
D
CurrencyBusiness
FOLLOWING
USNY
3
D
CurrencyBusiness
FOLLOWING
USD
28469376
USD
ISDA Standard
true
Total
false
ExDate
EquityPaymentDate
RecordAmount
DividendCurrency
Execution
3
D
ExchangeBusiness
NotApplicable
0
D
NotApplicable
CalculationPeriodStartDate
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
ISDA
2002
ISDA2000
ISDA2002Equity
GBEN
Party A
Party B