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

2004-07-02T15:00:00-00:00 tradeCashflowsABC001 EN50K0000000000 2005-04-26 2005-04-29 2006-01-30 TotalReturnSwap CLR_u.TO CAD-BA-CDOR 1 M CAD 136610.00 2005-05-30 PS0IH3NUV-9LL4-00UE20050530CAD CAD 11960.11 PS0IH3NUV-9LL4-00UE20050530CAD-1 CAD 12920.00 PriceReturn 2005-04-26 7.87 MarketQuote Price CAD 2005-05-25 7.19 MarketQuote Price CAD 19000 PS0IH3NUV-9LL4-00UE20050530CAD-2 CAD 370.11 InterestReturn 2005-04-29 0.0256429 CAD 149530.00 0.0291429 0.0035 2005-04-29 2005-05-30 31 ACT/365.FIXED 0.08493 PS0IH3NUV-9LL4-00UE20050530CAD-3 CAD 1330.00 DividendReturn 2005-05-15 19000 ABCBank001 DEFBank001