MS/2006/04/07/15-99 PARTYABICXXX PARTYBBICXXX 2006-07-02T16:38:00Z

false CS/2006/07/02/32-09 8 1734 5648 2002-07-19 Equity:Swap:PriceReturnBasicPerformance:Basket 3 D ExchangeBusiness NotApplicable 0 D NotApplicable 1 .FCHI France CAC 40 Index EUR XPAR XMAT XMON 960 .IBEX IBEX 35 EUR XMEF 260 .HSI Hong Kong Hang Seng Index HKD XHKG 580 USD 5591987.41 AbsoluteTerms true ValuationTime 2002-10-21 2004-01-20 2004-04-22 NotApplicable Close HedgeExecution 2004-07-21 NotApplicable 3 D CurrencyBusiness FOLLOWING EUTA HKHK 3 D CurrencyBusiness FOLLOWING USD 5591987.41 Standard ISDA true Price Standard USD USD EUR Currency2PerCurrency1 0.99140 USD HKD Currency2PerCurrency1 7.80 3 D ExchangeBusiness NotApplicable 0 D NotApplicable CalculationPeriodStartDate 0 D NotApplicable Standard ISDA USD-LIBOR-BBA 3 M -0.00220 ACT/360 CalculationAgentAdjustment CancellationAndPayment CalculationAgentAdjustment true true false true true false false true true true true ISDA 2002 ISDA2000 ISDA2002Equity GBEN Party A Party B