MS/2006/04/07/15-99
PARTYABICXXX
PARTYBBICXXX
2006-07-02T16:38:00Z
false
CS/2006/07/02/32-09
8
1734
5648
2002-07-19
IndexQuantoSwap
3
D
ExchangeBusiness
NotApplicable
0
D
NotApplicable
1
.FCHI
France CAC 40 Index
EUR
XPAR
XMAT
XMON
960
.IBEX
IBEX 35
EUR
XMEF
260
.HSI
Hong Kong Hang Seng Index
HKD
XHKG
580
USD
5591987.41
AbsoluteTerms
true
ValuationTime
2002-10-21
2004-01-20
2004-04-22
NotApplicable
Close
HedgeExecution
2004-07-21
NotApplicable
3
D
CurrencyBusiness
FOLLOWING
EUTA
HKHK
3
D
CurrencyBusiness
FOLLOWING
USD
5591987.41
Standard ISDA
true
Price
Standard
USD
USD
EUR
Currency2PerCurrency1
0.99140
USD
HKD
Currency2PerCurrency1
7.80
3
D
ExchangeBusiness
NotApplicable
0
D
NotApplicable
CalculationPeriodStartDate
0
D
NotApplicable
Standard ISDA
USD-LIBOR-BBA
3
M
-0.00220
ACT/360
CalculationAgentAdjustment
CancellationAndPayment
CalculationAgentAdjustment
true
true
false
true
true
false
false
true
true
true
true
ISDA
2002
ISDA2000
ISDA2002Equity
GBEN
Party A
Party B