123456-002700000000001
DTCC00006441
DTCC00006440
2010-09-10T18:08:40.335-05:00
false
ES/2009/09/10/15-01
1
TW9236
299442
2010-09-10
EquityShareSwap
2010-10-12
NONE
0
D
NONE
IBM.N
ALL
760400
.85
37.44
AbsoluteTerms
true
ValuationTime
2010-10-12
NotApplicable
2011-08-12
NotApplicable
1
M
30
PRECEDING
USNY
GBLO
ValuationTime
3
D
CurrencyBusiness
NONE
3
D
CurrencyBusiness
NONE
1005
USD
28469376
USD
StandardISDA
true
Total
ExDividendPaymentDate
2
D
SettlementCurrency
2.5
2.5
Standard
0
D
NONE
0
D
NONE
CalculationPeriodStartDate
2010-10-12
2010-11-13
2010-12-12
2011-01-14
2011-02-12
2011-03-12
2011-04-12
2011-05-13
2011-06-02
2011-07-12
2011-08-12
NONE
StandardISDA
USD-LIBOR-BBA
6
M
.01
ACT/360
LinearZeroYield
true
RE
.02
ISDA2009EquityEuropeanInterdealer
2009-07-20
2010-09-10
ISDA2010FairValueShareSwapEuropeanInterdealer
DTCC00006441
Party A
DTCC00006440
Party B