TRS-01 total-ret-swap-01 2004-10-10 TotalReturnSwap 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 QGPGHQ1ENZOOLJRFTH41 ABCD Securities Inc. J6W9XJWVE853A9CVRQ85 HedgeCo Capital L.L.C.