MS/2006/04/07/15-99 MS/2006/07/03/15-92 PARTYABICXXX PARTYBBICXXX 2006-07-02T16:38:00Z

CS/2006/07/02/32-09 8 1234 5678 2002-10-17 Equity:Swap:PriceReturnBasicPerformance:SingleName 2002-10-24 NotApplicable 0 D NotApplicable ZEE.NS ZEE XNSE 31000 1 USD 1.8036 AbsoluteTerms false BPS 60 HedgeExecution 2004-10-17 NotApplicable 5 D CurrencyBusiness FOLLOWING USNY USD 55911.60 Final Price * Number of Shares $\mathrm{valuationPriceFinal}*\mathrm{openUnits}$ true Total false ExDate EquityPaymentDate PaidAmount Standard USD CalculationAgent true false false USD 55911.60 0 D NotApplicable 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