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

false CS/2006/07/02/32-09 1 1245 4569 2002-07-17 CompositeBasketSwap 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 0.0050 2002-03-17 0.0055 0.0050 0.0050 2002-04-17 0.0042 0.0050 2002-03-20 0.0065 0.0050 2002-02-22 0.0022 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