MS/2006/07/07/15-99
MS/2006/07/05/15-92
PARTYABICXXX
PARTYBBICXXX
2006-07-02T16:38:00Z
CS/2006/07/02/32-09
7
1245
4569
2002-07-17
Equity:Swap:PriceReturnBasicPerformance:Basket
3
D
ExchangeBusiness
NotApplicable
0
D
NotApplicable
1
TIT.ME
Telecom Italia spa
EUR
XMIL
432000
0.85
NOK1V.HE
Nokya Oyj
EUR
XHEL
227000
0.85
TIM.MI
Telecom Italia Mobile spa
EUR
XMIL
783000
0.85
TEF.MC
Telefonica de Espana
EUR
XMAD
344000
0.85
PTCO.IN
Portugal Telecom SA
EUR
XCVM
340000
0.85
VOD.L
Vodafone Group
GBP
XLON
2486000
0.85
EUR
19785157.16
AbsoluteTerms
true
ValuationTime
2002-10-17
NotApplicable
Close
HedgeExecution
2004-01-17
NotApplicable
3
D
CurrencyBusiness
FOLLOWING
USNY
3
D
CurrencyBusiness
FOLLOWING
EUR
19785157.16
ISDA Standard
true
Total
false
ExDate
EquityPaymentDate
PaidAmount
Execution
EUR
CalculationAgent
3
D
ExchangeBusiness
NotApplicable
0
D
NotApplicable
CalculationPeriodStartDate
0
D
NotApplicable
Standard ISDA
EUR-EURIBOR-Telerate
3
M
0.0050
ACT/360
ModifiedCalculationAgent
ModifiedCalculationAgent
ModifiedCalculationAgent
true
ModifiedCalculationAgent
ModifiedCalculationAgent
ModifiedCalculationAgent
true
true
true
false
true
true
false
false
true
true
true
CancellationAndPayment
ISDA
2002
ISDA2000
ISDA2002Equity
GBEN
Party A
Party B