TRS-01
total-ret-swap-01
2004-10-10
TRS-Equity-Single-EarlyTerm
12345
2004-10-12
NONE
2006-10-12
NONE
SHPGY.O
Shire Pharmeceuticals Group - American Depositary Receipts
EUR
XNAS
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
ValuationTime
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
HedgeExecution
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
56789
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
NONE
USD
1000
ABCD Securities Inc.
HEGDUS33
HedgeCo Capital L.L.C.