OTCCallorPutSpread45678 OTCCallorPutSpread456a789b OTCCallorPutSpread456a789a drkw 2000-08-01T08:57:00-00:00

1234 2001-07-13 equitySwap 3 D ExchangeBusiness NotApplicable 0 D NotApplicable .FCHI France CAC 40 Index EUR EuroNext MATIF MONEP EUR 5591987.41 AbsoluteTerms true PublishedIndexAtValuationTime 2002-10-21 2004-01-20 2004-04-22 NotApplicable Close HedgeUnwind 2004-07-21 NotApplicable 3 D CurrencyBusiness FOLLOWING EUTA HKHK 3 D CurrencyBusiness FOLLOWING USD 5591987.41 EUR Standard ISDA true Price Standard 3 D ExchangeBusiness NotApplicable 0 D NotApplicable CalculationPeriodStartDate 0 D NotApplicable Standard ISDA EUR-EURIBOR-Telerate 3 M 0.0050 ACT/360 ISDA2002 ISDA2002Equity GBEN 2004-04-28 2004-04-30 USD 559198.74 USD 559198.74 EUR 200000 2004-04-28 NONE Party A Party B