XXX00123 ABCDUS33 HEDGUS33 2004-08-02T15:38:00-00:00

2004-06-02 Sample positions Mid USD Close IRS-POS-01 IRS-01 swap-1 2004-12-12 IRS-FixedFloat-Uneven 2004-12-14 NONE 2009-12-14 MODFOLLOWING EUTA MODFOLLOWING EUTA 6 M 14 6 M CalculationPeriodEndDate MODFOLLOWING EUTA CalculationPeriodStartDate -2 D Business NONE 6 M MODFOLLOWING EUTA 50000000.00 2004-12-14 10000000.00 2005-12-14 20000000.00 2006-12-14 30000000.00 2007-12-14 40000000.00 2008-12-14 50000000.00 2009-12-14 60000000.00 EUR EURIBOR-Telerate 6 M 0.01 ACT/360 USD EUR 2 D Business MODFOLLOWING USNY GBLO CURRENCY-IMPLIED.RATE.(ADR)/CURA1 2004-12-14 NONE 2009-12-14 MODFOLLOWING EUTA MODFOLLOWING EUTA 1 Y 14 1 Y CalculationPeriodEndDate MODFOLLOWING EUTA 50000000.00 EUR 0.06 30E/360 USD EUR 2 D Business MODFOLLOWING USNY GBLO CURRENCY-IMPLIED.RATE.(ADR)/CURA1 USD 15000.00 2005-04-27 MODFOLLOWING EUTA 2004-01-01 0.10 USD 1000 2004-12-14 PreviousReset 0.062 TreatedRate 2005-03-14 FirstPayment 2005-03-14 PreviousPayment 2005-06-14 NextPayment 2004-01-01 PreviousReset 0.0350 TreatedRate 2004-01-01 FirstPayment 2004-01-01 PreviousPayment 2005-01-01 NextPayment 12345.00 AccruedInterest EUR 3000000.00 CurrentNotional USD 12345.00 AccruedInterest EUR 3000000.00 CurrentNotional USD 10000.00 NPVLocalCurrency EUR 12300.00 NPV USD EUR Currency1PerCurrency2 1.23 TRS-POS-01 TRS-01 total-ret-swap-01 2004-10-10 TRS-Equity-Single-EarlyTerm 3 M 2004-10-12 NONE 2006-10-12 NONE SHPGY.O Shire Pharmeceuticals Group - American Depositary Receipts EUR NASDAQ 760400 0.85 2004-01-01 USD 123456.00 USD 123.00 2004-01-01 USD 123456.00 USD 123.00 BPS 60 1234 USD 37.44 AbsoluteTerms true BPS 60 1234 PriceAtValuationTime 2004-10-12 2004-11-13 2004-12-12 2005-01-14 2005-02-12 2005-03-12 2005-04-12 2005-05-13 2005-06-12 2005-07-12 2005-08-12 NotApplicable Close BPS 60 1234 HedgeUnwind 2005-09-24 NotApplicable 2004-10-14 2005-10-14 2006-10-14 FOLLOWING EUTA GBLO 2006-10-14 FOLLOWING EUTA GBLO USD 28469376 USD ISDA Standard true Total false ExDate RecordAmount EquityPaymentDate RecordAmount DividendCurrency Execution 3 M 2004-10-12 NONE 2004-10-12 NONE CalculationPeriodStartDate 2004-10-12 2005-10-12 2006-10-12 FOLLOWING EUTA GBLO EUR 19785157.16 Standard ISDA USD-LIBOR-BBA 1 M 0.0020 ACT/360 2005-10-12 NONE 2005-10-12 NONE ModifiedCalculationAgent ModifiedCalculationAgent ModifiedCalculationAgent true ModifiedCalculationAgent ModifiedCalculationAgent ModifiedCalculationAgent true true true false true true false false true true true CancellationAndPayment 2005-01-01 USD 1000 2004-01-01 PreviousPayment 2005-01-01 PreviousReset 0.0350 TreatedRate 2005-03-01 PreviousPayment 2005-06-01 NextPayment 2006-01-01 FinalPayment 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 19785157.16 DirtyNetCurrentMarketPrice Mid EUR Close 1234.56 AccruedInterest Mid USD Close 12345.00 EquityAccrual EUR 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 12345.00 AccruedInterest EUR 12345.00 FundingOnRealizedGains EUR 10000.00 NPVLocalCurrency EUR 12300.00 NPV USD EUR Currency1PerCurrency2 1.23 TRS-POS-02 TRS-02 total-ret-swap-02 2004-12-12 TRS-Equity-Basket-EarlyTerm 3 M 2004-12-14 NONE 2004-12-14 NONE 1 ISIN_XXXX Telecom Italia spa EUR Milan Stock Exchange 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 Helsinki Stock Exchange 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 PriceAtValuationTime 2004-12-17 NotApplicable Close BPS 60 1234 HedgeUnwind 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 GoodFaith 3 M 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 USD 1000 2004-01-01 PreviousPayment 2005-01-01 PreviousReset 0.0350 TreatedRate 2005-01-01 PreviousPayment 2006-01-01 FinalPayment 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 12345.00 InterestOnRealizedGains EUR 19785157.16 DirtyNetCurrentMarketPrice Mid EUR Close 1234.56 AccruedInterest Mid USD Close 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 19785157.16 DirtyNetCurrentMarketPrice Mid EUR Close 1234.56 AccruedInterest Mid USD Close 12345.00 EquityAccrual EUR 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 12345.00 AccruedInterest EUR 12345.00 FundingOnRealizedGains EUR 10000.00 NPVLocalCurrency EUR 12300.00 NPV USD EUR Currency1PerCurrency2 1.23 TRS-POS-03 TRS-03 total-ret-swap-03 2004-07-17 TRS-Credit-Single 3 M 2004-07-20 NotApplicable 2006-07-20 FOLLOWING EUTA GBLO 67812345 Telecom Italia spa EUR Milan Stock Exchange 100000 4320 2005-01-01 USD 123456.00 USD 123.00 BPS 60 1234 GoodFaith 2006-01-17 NotApplicable Close 17:32:00 EUTA true BPS 60 1234 PriceAtValuationTime 2004-07-26 2004-08-28 2004-09-26 2004-10-27 2004-11-28 2004-12-26 2005-01-29 2005-02-26 2005-03-26 2005-04-28 2005-05-28 2005-06-26 2005-07-29 2005-08-27 2005-09-26 2005-10-29 2005-11-26 2005-12-29 2006-01-28 2006-02-25 2006-03-26 2006-04-28 2006-05-27 2006-06-28 NotApplicable Close BPS 60 1234 HedgeUnwind 2006-07-15 NotApplicable 2004-12-14 2005-12-14 2006-12-14 FOLLOWING EUTA GBLO 2006-12-14 FOLLOWING EUTA GBLO EUR 10500000.00 EUR ISDA Standard false Total Execution EUR GoodFaith 3 M 2004-07-20 NotApplicable 2006-07-20 FOLLOWING EUTA GBLO CalculationPeriodStartDate 2004-12-14 2005-12-14 2006-12-14 FOLLOWING EUTA GBLO EUR 10500000.00 Standard ISDA EUR-EURIBOR-Telerate 3 M 0.0050 ACT/365.FIXED 0.02125 2004-07-20 NotApplicable 2004-08-01 NotApplicable EUR-EURIBOR-Telerate 1 W 0.0050 2006-07-01 NotApplicable 2006-07-20 FOLLOWING EUTA GBLO true true false true true false false 2006-01-01 USD 1000 2004-01-01 PreviousPayment 2005-01-01 PreviousReset 0.0350 TreatedRate 2004-01-01 PreviousPayment 2006-01-01 FinalPayment 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 3967056.00 CashEquivalent EUR 91.83 DirtyNetCurrentMarketPrice Mid EUR Close 91.50 CleanNetCurrentMarketPrice Mid EUR Close 0.23 AccruedInterest Mid USD Close 432000000 NumberOfUnderlyingSecurities 12345.00 EquityAccrual EUR 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 12345.00 AccruedCoupon EUR 12345.00 AccruedInterest EUR 12345.00 FundingOnRealizedGains EUR 10000.00 NPVLocalCurrency EUR 12300.00 NPV USD EUR Currency1PerCurrency2 1.23 TRS-POS-04 TRS-04 total-ret-swap-04 2004-07-17 TRS-Hybrid-Basket 3 M 2004-07-20 NotApplicable 2006-07-20 FOLLOWING EUTA GBLO 1 67812345 Telecom Italia spa EUR Milan Stock Exchange 100000 4320 EUR 91.46 AbsoluteTerms 0.23 91.25 Mid USD Close 2005-01-01 USD 123456.00 USD 123.00 56781234 Nokya Oyj EUR Helsinki Stock Exchange 100000 ISIN_YYYY Nokya Oyj EUR Helsinki Stock Exchange 2270 EUR 91.46 AbsoluteTerms 0.23 91.25 Mid USD Close 2005-01-01 USD 123456.00 USD 123.00 BPS 60 1234 GoodFaith 2006-07-15 NotApplicable Close 17:32:00 EUTA true BPS 60 1234 PriceAtValuationTime 2004-07-26 2004-08-28 2004-09-26 2004-10-27 2004-11-28 2004-12-26 2005-01-29 2005-02-26 2005-03-26 2005-04-28 2005-05-28 2005-06-26 2005-07-29 2005-08-27 2005-09-26 2005-10-29 2005-11-26 2005-12-29 2006-01-28 2006-02-25 2006-03-26 2006-04-28 2006-05-27 2006-06-28 NotApplicable Close BPS 60 1234 HedgeUnwind 2006-07-15 NotApplicable 2004-12-14 2005-12-14 2006-12-14 FOLLOWING EUTA GBLO 2006-12-14 FOLLOWING EUTA GBLO EUR 10500000.00 EUR ISDA Standard false Total Execution EUR GoodFaith 3 M 2004-07-20 NotApplicable 2006-07-20 FOLLOWING EUTA GBLO CalculationPeriodStartDate 2004-10-12 2005-10-12 2006-10-12 FOLLOWING EUTA GBLO EUR 10500000.00 Standard ISDA EUR-EURIBOR-Telerate 3 M 0.0050 ACT/365.FIXED 0.02125 2004-07-20 NotApplicable 2004-08-01 NotApplicable EUR-EURIBOR-Telerate 1 W 0.0050 2006-07-01 NotApplicable 2006-07-20 FOLLOWING EUTA GBLO true true false true true false false 2004-01-01 USD 1000 2004-01-01 PreviousPayment 2005-01-01 PreviousReset 0.0350 TreatedRate 2004-01-01 PreviousPayment 2006-01-01 FinalPayment 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 91.83 DirtyNetCurrentMarketPrice Mid EUR Close 0.23 AccruedInterest Mid EUR Close 91.50 CleanNetCurrentMarketPrice Mid EUR Close 432000000 NumberOfUnderlyingSecurities 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 91.83 DirtyNetCurrentMarketPrice Mid EUR Close 91.50 CleanNetCurrentMarketPrice Mid EUR Close 0.23 AccruedInterest Mid EUR Close 227000000 NumberOfUnderlyingSecurities 12345.00 EquityAccrual EUR 12345.00 RealizedTradingGains EUR 12345.00 InterestOnRealizedGains EUR 12345.00 AccruedCoupon EUR 12345.00 AccruedInterest EUR 12345.00 FundingOnRealizedGains EUR 10000.00 NPVLocalCurrency EUR 12300.00 NPV USD EUR Currency1PerCurrency2 1.23 CDS-POS-01 CDS01 cds-01 2002-12-02 CDS-U 2002-12-04 NONE 2007-09-06 NONE FOLLOWING GBLO USNY Agrium Inc. 008HA7 008916AB4 0.077 2017-02-01 false 1.0 2005-01-01 EUR 10000 3 M 2003-03-06 6 USD 5000000.0 0.01 ACT/360 USD 5000000.0 USD 1000000.0 ModR USD 10000000.0 2 BorrowedMoney USD 30 false BondOrLoan 30 Y true 2004-01-01 0.10 USD 1000 2005-03-14 FirstPayment 12345.00 AccruedInterest EUR 0.7 RecoveryRate 0.50 CreditSpread 10000.00 NPVLocalCurrency EUR 12300.00 NPV USD EUR Currency1PerCurrency2 1.23 ABCD Securities Inc. HEGDUS33 HedgeCo Capital L.L.C.