CEN/2004/01/05/15-38 ABC DEF 2005-11-28T15:00:00-00:00

2005-11-28T15:00:00-00:00 tradeCashflowsABC001 EN50XV000000000 2005-07-12 2005-07-15 2006-07-17 TotalReturnSwap ASN.N USD-LIBOR-BBA 6 M USD 264786.1956 2005-12-01 PS0IQOM4B-B3RJ-008U20051201USD USD 4700.01 PS0IQOM4B-B3RJ-008U20051201USD-1 USD 290.51 PriceReturn 2005-07-20 40.9492 TransactedNetPrice Price USD 2005-11-28 42.6481 TransactedNetPrice Price USD 171 PS0IQOM4B-B3RJ-008U20051201USD-2 USD 77.20 InterestReturn 2005-07-20 0.0365 USD 7002.31 0.0315 0.0050 2005-07-25 2005-11-28 126 ACT/360 PS0IQOM4B-B3RJ-008U20051201USD-3 USD 41.60 PriceReturn 2005-08-04 42.6552 TransactedNetPrice Price USD 2005-11-28 42.6481 TransactedNetPrice Price USD 5859 PS0IQOM4B-B3RJ-008U20051201USD-4 USD 2524.51 InterestReturn 2005-08-04 0.0374688 USD 249916.8 0.0324688 0.0050 2005-08-08 2005-11-28 112 ACT/360 PS0IQOM4B-B3RJ-008U20051201USD-5 USD 4166.25 PriceReturn 2005-10-24 38.1097 TransactedNetPrice Price USD 2005-11-28 42.6481 TransactedNetPrice Price USD 918 PS0IQOM4B-B3RJ-008U20051201USD-6 USD 118.85 InterestReturn 2005-10-24 0.0420625 USD 34984.7 0.0370625 0.0050 2005-10-26 2005-11-28 33 ACT/360 0.09167 PS0IQOM4B-B3RJ-008U20051201USD-7 USD 3005.01 DividendReturn 6948 ABCBank001 DEFBank001