TRS-02 total-ret-swap-02 2004-12-12 TotalReturnSwap r1 2004-12-14 NONE 2004-12-14 NONE 1 ISIN_XXXX Telecom Italia spa EUR XMIL 432000 0.85 2004-01-01 USD 123456.00 USD 123.00 EUR 19785157.16 AbsoluteTerms 1234.56 Mid USD Close ISIN_YYYY Nokya Oyj EUR XHEL 227000 0.85 2004-01-01 USD 123456.00 USD 123.00 EUR 19785157.16 AbsoluteTerms 1234.56 Mid USD Close BPS 60 1234 EUR 19785157.16 AbsoluteTerms true BPS 60 1234 ValuationTime 2004-12-17 NotApplicable Close BPS 60 1234 HedgeExecution 2006-01-17 NotApplicable 2004-12-14 2006-12-14 2006-12-14 FOLLOWING EUTA GBLO 2006-12-14 FOLLOWING EUTA GBLO EUR 19785157.16 USD ISDA Standard true Total false ExDate RecordAmount EquityPaymentDate PaidAmount Execution EUR CalculationAgent r16 2004-12-14 NONE 2006-12-14 NONE CalculationPeriodStartDate 2004-12-14 2005-12-14 2006-12-14 FOLLOWING EUTA GBLO EUR 19785157.16 Standard ISDA EUR-EURIBOR-Telerate 3 M 0.0050 ACT/360 2004-12-14 NONE 2004-12-14 NONE ModifiedCalculationAgent ModifiedCalculationAgent ModifiedCalculationAgent true ModifiedCalculationAgent ModifiedCalculationAgent ModifiedCalculationAgent true true true false true true false false true true true CancellationAndPayment 2004-01-01 NONE USD 1000 QGPGHQ1ENZOOLJRFTH41 ABCD Securities Inc. J6W9XJWVE853A9CVRQ85 HedgeCo Capital L.L.C.