CEN/2004/01/05/15-38 ABC DEF 2004-07-02T15:00:00-00:00

2004-07-02T15:00:00-00:00 tradeCashflowsABC001 EN40HD000000000 2004-03-18 2004-04-02 2006-01-06 TotalReturnSwap .TRGTSX4010 CAD-BA-CDOR 3 M CAD 300707646.14 2004-07-07 PS0I0FL3N-4G55-006N20040707CAD CAD 15926129.58 PS0I0FL3N-4G55-006N20040707CAD-1 CAD 14637701.39 EquityReturn 2004-04-02 1501.72 MarketQuote Price CAD 2004-07-02 1428.62 MarketQuote Price CAD 200242.15 PS0I0FL3N-4G55-006N20040707CAD-2 CAD 1288428.19 InterestReturn 2004-04-07 0.0209857 CAD 300707.64 0.0171857 -0.0038 2004-04-07 2004-07-07 91 ACT/365.FIXED 0.2493 ABCBank001 DEFBank001