TRS-02
total-ret-swap-02
2004-12-12
TotalReturnSwap
2004-12-14
NONE
2004-12-14
NONE
1
ISIN_XXXX
Telecom Italia spa
EUR
XMIL
432000
0.85
2004-01-01
USD
123456.00
USD
123.00
EUR
19785157.16
AbsoluteTerms
1234.56
Mid
USD
Close
ISIN_YYYY
Nokya Oyj
EUR
XHEL
227000
0.85
2004-01-01
USD
123456.00
USD
123.00
EUR
19785157.16
AbsoluteTerms
1234.56
Mid
USD
Close
BPS
60
1234
EUR
19785157.16
AbsoluteTerms
true
BPS
60
1234
ValuationTime
2004-12-17
NotApplicable
Close
BPS
60
1234
HedgeExecution
2006-01-17
NotApplicable
2004-12-14
2005-12-14
2006-12-14
FOLLOWING
EUTA
GBLO
2006-12-14
FOLLOWING
EUTA
GBLO
EUR
19785157.16
USD
ISDA Standard
true
Total
false
ExDate
RecordAmount
EquityPaymentDate
PaidAmount
Execution
EUR
CalculationAgent
2004-12-14
NONE
2006-12-14
NONE
CalculationPeriodStartDate
2004-12-14
2005-12-14
2006-12-14
FOLLOWING
EUTA
GBLO
EUR
19785157.16
Standard ISDA
EUR-EURIBOR-Telerate
3
M
0.0050
ACT/360
2004-12-14
NONE
2004-12-14
NONE
ModifiedCalculationAgent
ModifiedCalculationAgent
ModifiedCalculationAgent
true
ModifiedCalculationAgent
ModifiedCalculationAgent
ModifiedCalculationAgent
true
true
true
false
true
true
false
false
true
true
true
CancellationAndPayment
2004-01-01
NONE
USD
1000
ABCD Securities Inc.
HEGDUS33
HedgeCo Capital L.L.C.