Reference Entity,Notional In Reporting Currency,6m,1y,2y,3y,5y,7y,10y,15y,Parallel Shift,Trade Ticket,Trade Ticket Type,Trade Status,Trade Date,Notional In Native Currency,My Role,Party B Legal Name,Currency,Scheduled Termination Date,6m,1y,2y,3y,5y,7y,10y,15y,Parallel Shift
ALSTOM,1211733.33333,-0.804915134543,-0.802853839327,2.41855676173,166.537643498,38.6323265793,0.0,0.0,0.0,205.980758041,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.590460045879,-0.588947945516,1.77417602826,122.166698575,28.3394414461,0.0,0.0,0.0,151.100908187
Basell AF S.C.A.,1211733.33333,-2.17035546503,-4.75590348266,-8.92090917756,133.354477478,32.3301315943,0.0,0.0,0.0,149.837441515,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.5921034808,-3.48877896322,-6.54409417368,97.824587352,23.7163524019,0.0,0.0,0.0,109.915963552
BRITISH AIRWAYS plc,1211733.33333,-0.98929772585,-1.30912750968,1.0850582967,162.656758061,38.059170202,0.0,0.0,0.0,199.502561354,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.72571722847,-0.96033414736,0.7959641261,119.319804916,27.9189922256,0.0,0.0,0.0,146.348709914
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,1211733.33333,-1.25158228346,-1.98821107523,-0.760893492342,158.715889964,37.7277316702,0.0,0.0,0.0,192.442934826,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.91812080653,-1.45848817138,-0.558167174546,116.428909891,27.6758594998,0.0,0.0,0.0,141.169993271
Cablecom Luxembourg S.C.A.,1211733.33333,-1.78982669814,-3.27130914282,-3.87277313684,159.047141723,38.5999346084,0.0,0.0,0.0,188.713162493,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.31295972575,-2.39972795101,-2.84094273536,116.671905607,28.3156797303,0.0,0.0,0.0,138.433951359
CAP GEMINI,1211733.33333,-1.0637084598,-1.50300486329,0.554918610992,161.105460259,37.6804112333,0.0,0.0,0.0,196.774076808,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.780302567345,-1.10255638446,0.407070577312,118.181822373,27.6411467381,0.0,0.0,0.0,144.347180757
CASINO GUICHARD-PERRACHON,1211733.33333,-0.882036640814,-1.01932709127,1.85445186199,164.599684135,38.1712847959,0.0,0.0,0.0,202.724057058,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.647033920785,-0.747745812255,1.3603666828,120.745073456,28.0012359125,0.0,0.0,0.0,148.711896316
Cognis GmbH,1211733.33333,-2.18297895267,-4.74173227083,-9.07881238412,133.079379247,32.1822174494,0.0,0.0,0.0,149.258073693,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.60136366833,-3.47838341464,-6.65992692497,97.6227840724,23.6078473074,0.0,0.0,0.0,109.490957815
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,1211733.33333,-1.42444650723,-2.3562043674,-1.58109960553,162.30618692,38.3601604934,0.0,0.0,0.0,195.304591606,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.04492848242,-1.72843630238,-1.1598441942,119.062637118,28.1397890943,0.0,0.0,0.0,143.269213326
CORUS GROUP PLC,1211733.33333,-1.43025807698,-2.5265451593,-2.2206226999,153.870900133,36.7880649433,0.0,0.0,0.0,184.481539258,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.04919166445,-1.85339286921,-1.62897791953,112.874780027,26.9865499878,0.0,0.0,0.0,135.329767648
EIRCOM LIMITED,1211733.33333,-0.956143469096,-1.18215629791,1.42923456664,165.210680139,38.9316482595,0.0,0.0,0.0,203.433262279,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.701396324161,-0.867192119948,1.04844084994,121.193280618,28.5590142749,0.0,0.0,0.0,149.232146625
EMI Group plc,1211733.33333,-1.46802327699,-2.59087353958,-2.37875344559,154.831361964,36.9201761257,0.0,0.0,0.0,185.313887919,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.07689500953,-1.9005821153,-1.74497758626,113.579344164,27.0834625335,0.0,0.0,0.0,135.940352053
FIAT S.P.A.,1211733.33333,-0.96779622047,-1.27058564545,1.18845856247,162.581458493,37.7468574816,0.0,0.0,0.0,199.278392672,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.709944410556,-0.932061066201,0.871815260029,119.264567557,27.6898895845,0.0,0.0,0.0,146.184266925
FKI plc,1211733.33333,-1.45018354761,-2.57608710311,-2.33847380069,153.41555238,36.6433477487,0.0,0.0,0.0,183.694155784,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.06380835359,-1.88973525756,-1.71542972468,112.540751452,26.8803900739,0.0,0.0,0.0,134.752168269
Fresenius Aktiengesellschaft,1211733.33333,-1.35982181474,-2.318234077,-1.61559373453,155.548583615,37.428680977,0.0,0.0,0.0,187.683615023,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.997521871143,-1.70058250953,-1.18514798601,114.10547507,27.4564854585,0.0,0.0,0.0,137.678708204
Grohe Holding GmbH,1211733.33333,-2.30463228084,-5.17197304669,-10.4196143989,128.79008274,30.7568374569,0.0,0.0,0.0,141.650701203,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.69060466611,-3.79399431242,-7.64349647809,94.4762930899,22.56223405,0.0,0.0,0.0,103.91043222
HAVAS,1211733.33333,-1.51648858069,-2.71727656836,-2.75631709408,153.281434321,36.7751168361,0.0,0.0,0.0,183.066469007,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.11244760908,-1.99330734182,-2.02194622512,112.442366726,26.9770516697,0.0,0.0,0.0,134.291717288
HeidelbergCement AG,1211733.33333,-1.03322354097,-1.41771987462,0.793561744661,162.319088916,37.8442355834,0.0,0.0,0.0,198.505942844,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.757939804115,-1.03999403948,0.582131561518,119.072101611,27.7613230512,0.0,0.0,0.0,145.617622391
Ineos Group Holdings plc,1211733.33333,-2.08987972519,-4.30450844756,-7.36657562843,140.708899025,33.8632112834,0.0,0.0,0.0,160.811146812,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.53306904724,-3.15764997621,-5.40388470395,103.21955621,24.8409707185,0.0,0.0,0.0,117.965923424
Infineon Technologies Holding B.V.,1211733.33333,-1.69309365201,-3.36779792737,125.29141421,0.0,0.0,0.0,0.0,0.0,120.23052267,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.2419994513,-2.47050904296,91.9097815505,0.0,0.0,0.0,0.0,0.0,88.1972730852
INTERNATIONAL POWER PLC,1211733.33333,-1.67774834224,-3.16464162529,-4.03785612099,149.772320476,36.0794763651,0.0,0.0,0.0,176.971550913,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.23074262195,-2.3214800655,-2.96204234228,109.868192837,26.4667520284,0.0,0.0,0.0,129.820679954
INVENSYS plc,1211733.33333,-1.27536051821,-2.11036950572,-1.09068264153,156.249887352,37.1648534849,0.0,0.0,0.0,188.938328255,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.935563760424,-1.5480996961,-0.800089965908,114.619929102,27.262950033,0.0,0.0,0.0,138.599125774
ISS GLOBAL A/S,1211733.33333,-1.37267249317,-2.3790594895,-1.79815168822,155.594297294,36.4970234339,0.0,0.0,0.0,186.541437164,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.00694871858,-1.7452020903,-1.31906667269,114.139009165,26.7730512279,0.0,0.0,0.0,136.84084299
JSG FUNDING PUBLIC LIMITED COMPANY,1211733.33333,-1.92041602253,-4.06528895757,122.346904188,0.0,0.0,0.0,0.0,0.0,116.36119927,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.40875588507,-2.9821661954,89.749783002,0.0,0.0,0.0,0.0,0.0,85.3588609669
Kabel Deutschland GmbH,1211733.33333,-2.04029787429,-4.13531217501,-6.81994815814,143.000459806,34.8085358601,0.0,0.0,0.0,164.813437709,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.49669738431,-3.03353299223,-5.00289624277,104.900572041,25.5344306486,0.0,0.0,0.0,120.901876254
Koninklijke Ahold N.V.,1211733.33333,-1.45390804074,0.0,1.80475496775,164.232018761,38.1712235322,0.0,0.0,0.0,202.754089216,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.06654052284,0.0,1.32391062775,120.475365875,28.0011909714,0.0,0.0,0.0,148.733926949
LADBROKES PLC,1211733.33333,-1.28710584402,-2.11501538782,-1.07251064395,157.23596501,37.2981052514,0.0,0.0,0.0,190.059438459,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.944179756469,-1.55150776688,-0.786759568626,115.343284192,27.3606992748,0.0,0.0,0.0,139.421536428
Metso Oyj,1211733.33333,-0.772550220262,-0.722072519858,2.6289470281,166.876360999,38.4853345207,0.0,0.0,0.0,206.49601952,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.566718178009,-0.529689348487,1.92851161099,122.415170921,28.2316127646,0.0,0.0,0.0,151.478887558
M-REAL SERLA OYJ,1211733.33333,-1.71481815755,-3.34356248297,-4.15836770683,150.254415551,36.6829607387,0.0,0.0,0.0,177.720627009,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.25793585501,-2.45273069467,-3.05044579433,110.221842393,26.9094488987,0.0,0.0,0.0,130.370178264
NTL CABLE PLC,1211733.33333,-1.93032267381,-3.62313675696,-4.74053718317,157.870266228,38.5249433077,0.0,0.0,0.0,186.101207417,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.41602308818,-2.65781745669,-3.47750673648,115.808587315,28.2606685063,0.0,0.0,0.0,136.517904502
ONO Finance II PLC,1211733.33333,-1.9389730133,-3.64486424093,-4.79360391699,157.932467076,38.3767929673,0.0,0.0,0.0,185.93181327,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.42236870107,-2.67375604528,-3.51643479826,115.854215872,28.1519901462,0.0,0.0,0.0,136.393642363
ProSiebenSat.1 Media AG,1211733.33333,-1.43469549534,-2.52025634146,-2.18600297215,154.30803808,36.9085437676,0.0,0.0,0.0,185.075627133,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.05244681289,-1.84877959321,-1.60358199248,113.195450469,27.074929407,0.0,0.0,0.0,135.765571547
RAY ACQUISITION SCA,1211733.33333,-1.10673272581,-1.62494829177,0.246004455649,160.721613007,37.5836896466,0.0,0.0,0.0,195.819626115,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.811863795341,-1.19201019056,0.180461015001,117.900244283,27.5701948698,0.0,0.0,0.0,143.647026199
RHODIA,1211733.33333,-1.43703906651,-2.58336172221,-2.40459854446,152.64186746,36.358150955,0.0,0.0,0.0,182.575019237,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.05416598189,-1.89507168589,-1.76393672569,111.973200895,26.6711788109,0.0,0.0,0.0,133.931205426
Scandinavian Airlines System Denmark-Norway-Sweden,1211733.33333,-1.31583201966,-2.2124090993,-1.34686920212,155.89209245,37.1762566746,0.0,0.0,0.0,188.193238891,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.965252361838,-1.62295268435,-0.988020248036,114.357462184,27.2713150489,0.0,0.0,0.0,138.052552004
SEAT PAGINE GIALLE S.P.A.,1211733.33333,-1.55739278311,-2.79965220853,-3.0001983853,152.421047592,37.5496241756,0.0,0.0,0.0,182.613428462,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.14245362611,-2.05373548161,-2.20084975448,111.81121449,27.5452055278,0.0,0.0,0.0,133.959381207
"SOL MELIA, SOCIEDAD ANONIMA",1211733.33333,-1.03237970494,-1.42049827518,0.781933561407,162.080714224,37.8360974183,0.0,0.0,0.0,198.245867243,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.757320792946,-1.04203218543,0.573601497511,118.897237547,27.7553531531,0.0,0.0,0.0,145.426839233
TDC A/S,1211733.33333,-1.28423181949,-2.10090260396,-1.04112285079,157.558060797,37.4177330088,0.0,0.0,0.0,190.549536595,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.942071463829,-1.5411550792,-0.763734485615,115.579563378,27.4484543785,0.0,0.0,0.0,139.781056775
THE RANK GROUP PLC,1211733.33333,-1.350422764,-2.17070029421,-1.11073261412,162.838294833,38.4069409912,0.0,0.0,0.0,196.613377092,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.990627027584,-1.59235643648,-0.814797985713,119.452974496,28.1741057741,0.0,0.0,0.0,144.229296576
TUI AG,1211733.33333,-1.74345266466,-3.6035143622,-5.45879330323,141.613807164,34.2163802429,0.0,0.0,0.0,165.024427529,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.27894121528,-2.64342309434,-4.00439649591,103.883367931,25.1000441923,0.0,0.0,0.0,121.05665165
Unity Media GmbH,1211733.33333,-2.15602542064,-4.55894954082,-8.01507261765,138.935362032,33.501923124,0.0,0.0,0.0,157.707237918,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.58159141773,-3.34429983921,-5.87960139205,101.918546092,24.5759412588,0.0,0.0,0.0,115.688994952
UPC HOLDING B.V.,1211733.33333,-1.90929659536,-3.83917018068,-5.92903159263,144.6698624,35.1593466773,0.0,0.0,0.0,168.151710969,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.40059902829,-2.81629267949,-4.34934829271,106.125192488,25.7917742644,0.0,0.0,0.0,123.350726943
VNU N.V.,1211733.33333,-1.97424828667,-3.73329207948,-5.00993993366,157.841097373,38.1353123121,0.0,0.0,0.0,185.258920922,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.44824551546,-2.7386238846,-3.67513199359,115.787189974,27.9748476468,0.0,0.0,0.0,135.900030019
WDAC Subsidiary Corp.,1211733.33333,-1.95980138494,-3.99211461229,-6.38995139372,143.126917537,34.8394107097,0.0,0.0,0.0,165.62446114,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.43764772956,-2.92848783179,-4.68746434399,104.993337395,25.5570794525,0.0,0.0,0.0,121.496817151
Wind Acquisition Finance S.A.,1211733.33333,-1.91602611661,-3.81961535215,-5.8931414253,145.117828537,35.294153196,0.0,0.0,0.0,168.783199066,CDIT0000001,IndexTranche,Pending,2007-10-04,888888.888888,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-1.40553559024,-2.80194788156,-4.32302041176,106.453806145,25.8906640229,0.0,0.0,0.0,123.813966451
ALCATEL,81792.0,0.218025663123,0.547283764523,0.738332149393,0.0,0.0,0.0,0.0,0.0,1.50364157704,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.159936666023,0.401469897684,0.541616893627,0.0,0.0,0.0,0.0,0.0,1.10302345733
Codere Finance (Luxembourg) SA,81792.0,-0.0151901994388,-0.0935313819732,-0.244145463914,12.3772000819,13.7822192117,0.0,0.0,0.0,25.8065522482,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.011143045363,-0.0686116358371,-0.179097318012,9.07951883942,10.1101960179,0.0,0.0,0.0,18.9308628582
Basell AF S.C.A.,81792.0,-0.0462735149022,-0.170610470377,-0.448893145667,11.5777149535,13.4574975136,0.0,0.0,0.0,24.3694353362,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0339447732558,-0.125154394349,-0.329293680801,8.49304207272,9.87199054693,0.0,0.0,0.0,17.8766397712
BCM Ireland Finance Limited,81792.0,-0.00710516674988,-0.073209887709,-0.191237844697,12.6051906856,13.8645207771,0.0,0.0,0.0,26.1981585636,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0052121234961,-0.0537044364062,-0.140285977624,9.24676546774,10.1705698189,0.0,0.0,0.0,19.2181327491
BRITISH AIRWAYS plc,81792.0,0.0854891662005,0.156024782259,0.404326476175,14.8563849213,14.5345171924,0.0,0.0,0.0,30.0367425384,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0627121230931,0.114454799192,0.296600994847,10.8981696899,10.6620577996,0.0,0.0,0.0,22.0339954067
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,81792.0,0.0604527597698,0.0939223723786,0.243845833811,14.2313385377,14.4354596697,0.0,0.0,0.0,29.0650191734,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0443462146198,0.0688984539162,0.178877518934,10.4396556175,10.5893923633,0.0,0.0,0.0,21.3211701683
HELLAS,81792.0,-0.0332710817563,-0.138229557435,-0.362896584061,11.8702282886,13.6715460674,0.0,0.0,0.0,25.0073771327,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.024406603401,-0.101400790372,-0.266209348636,8.70762051685,10.0290097325,0.0,0.0,0.0,18.344613507
CAP GEMINI,81792.0,0.0770727966012,0.135187318915,0.350544398733,14.6952358396,14.4615725325,0.0,0.0,0.0,29.7196128864,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0565381430467,0.0991691013171,0.257148179822,10.7799558683,10.6085479259,0.0,0.0,0.0,21.8013592183
Cognis GmbH,81792.0,-0.0477384850076,-0.173820031781,-0.458659155522,11.555318113,13.4301201263,0.0,0.0,0.0,24.305220567,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.035019428556,-0.127508826131,-0.336457713851,8.47661246553,9.85190736962,0.0,0.0,0.0,17.8295338666
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,81792.0,0.0493531769112,0.0665994043287,0.170385682867,14.0842740156,14.4898341145,0.0,0.0,0.0,28.8604463942,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0362039149877,0.0488551968374,0.124989497408,10.3317737791,10.6292797201,0.0,0.0,0.0,21.1711021084
CORUS GROUP PLC,81792.0,0.0419909580428,0.0483736784142,0.125897818361,13.7802986132,14.2601412031,0.0,0.0,0.0,28.2567022711,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0308032262638,0.0354853861606,0.0923546202765,10.1087871282,10.4607843333,0.0,0.0,0.0,20.7282146942
Degussa AG,81792.0,0.094314233723,0.177813326832,0.458616886064,15.1421944365,14.5801338752,0.0,0.0,0.0,30.4530727583,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0691859108883,0.130438179895,0.336426706326,11.1078304258,10.6955207418,0.0,0.0,0.0,22.3394019647
EMI Group plc,81792.0,0.040053755968,0.0435361505802,0.113055951702,13.7658400911,14.2720861656,0.0,0.0,0.0,28.2345721149,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0293821566666,0.0319367301791,0.0829342368703,10.098180818,10.4695467764,0.0,0.0,0.0,20.7119807181
FIAT S.P.A.,81792.0,0.0881395725076,0.162741783525,0.421688063109,14.9579582251,14.4885969395,0.0,0.0,0.0,30.1191245838,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.064656376546,0.119382176882,0.309336900755,10.9726806229,10.6283721681,0.0,0.0,0.0,22.0944282451
FKI plc,81792.0,0.0409594682487,0.0457753822093,0.119307117422,13.7550580961,14.2314263789,0.0,0.0,0.0,28.1925264429,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.030046558281,0.033579359015,0.0875198924752,10.0902714907,10.4397200549,0.0,0.0,0.0,20.6811373554
Fresenius Aktiengesellschaft,81792.0,0.0484290932624,0.0643475404846,0.167225192904,13.888817449,14.377737232,0.0,0.0,0.0,28.5465565076,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0355260367242,0.0472033014119,0.12267106287,10.1883930817,10.5470490258,0.0,0.0,0.0,20.9408425085
FS FUNDING A/S,81792.0,0.00526603957668,-0.0426006738714,-0.111222689537,12.8296682497,14.0227794075,0.0,0.0,0.0,26.7038903334,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.00386299851576,-0.0312504943306,-0.0815894142728,9.41143504236,10.2866632977,0.0,0.0,0.0,19.58912143
Grohe Holding GmbH,81792.0,-0.0647716588786,-0.21637489554,-0.571580154375,11.165617483,13.1677553013,0.0,0.0,0.0,23.4806460755,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0475144211257,-0.158725715625,-0.41929295362,8.19074052447,9.65944491,0.0,0.0,0.0,17.2246523441
HAVAS,81792.0,0.0348561194257,0.0306413619213,0.0798468982519,13.605495573,14.2449268845,0.0,0.0,0.0,27.995766837,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0255693364332,0.0224775248836,0.0585731354547,9.98055719847,10.4496235948,0.0,0.0,0.0,20.5368007901
Ineos Group Holdings plc,81792.0,-0.0258371811752,-0.119291164435,-0.312306201314,12.1817574246,13.7214661833,0.0,0.0,0.0,25.4457890609,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0189533312611,-0.087508189873,-0.229097858945,8.93614834548,10.0656295359,0.0,0.0,0.0,18.6662185013
INTERNATIONAL POWER PLC,81792.0,0.0184297681278,-0.00996748048956,-0.0259196278608,13.2074387808,14.1135454831,0.0,0.0,0.0,27.3035269237,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0135194895304,-0.0073118254765,-0.0190138115176,9.68855544367,10.3532463931,0.0,0.0,0.0,20.0289956893
INVENSYS plc,81792.0,0.0568399652845,0.0851565731551,0.221600583923,14.133311246,14.3457440256,0.0,0.0,0.0,28.842652394,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0416959839235,0.062468143453,0.162559113793,10.3677459258,10.523579831,0.0,0.0,0.0,21.1580489979
Kabel Deutschland GmbH,81792.0,-0.0182224651439,-0.100385343032,-0.262359131717,12.2965459844,13.8843394513,0.0,0.0,0.0,25.7999184958,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0133674186795,-0.0736394828581,-0.192458283243,9.02035356834,10.1851081656,0.0,0.0,0.0,18.9259965492
Koninklijke Ahold N.V.,81792.0,0.194311753661,0.0,0.46730942035,15.1064509502,14.5750547717,0.0,0.0,0.0,30.3431268959,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.142540899106,0.0,0.34280327197,11.0816101454,10.6917948736,0.0,0.0,0.0,22.2587491901
LADBROKES PLC,81792.0,0.0572601474236,0.0861308108522,0.223784252684,14.1638596962,14.3606432162,0.0,0.0,0.0,28.8916781234,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0420042161264,0.0631828131252,0.164160983483,10.3901552936,10.5345094016,0.0,0.0,0.0,21.1940127079
M-REAL SERLA OYJ,81792.0,0.0138904714826,-0.0212907414065,-0.0548076650459,13.0512046297,14.2180079125,0.0,0.0,0.0,27.2070046072,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.010189606428,-0.0156182081914,-0.0402051533494,9.57394705815,10.4298766964,0.0,0.0,0.0,19.9581899994
NORDIC TELEPHONE COMPANY HOLDING ApS,81792.0,0.0190093114186,-0.00846628459442,-0.0219032294951,13.1100439887,14.3009390976,0.0,0.0,0.0,27.3996228836,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0139446239867,-0.00621059609333,-0.0160675098995,9.61710973347,10.4907123662,0.0,0.0,0.0,20.0994886176
Infineon Technologies Holding B.V.,81792.0,0.061656559743,0.0973672399266,0.254377754867,14.4640186425,13.9873047355,0.0,0.0,0.0,28.8647249325,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.045229283849,0.0714254987724,0.18660339999,10.610342314,10.2606402109,0.0,0.0,0.0,21.1742407076
ONO Finance II PLC,81792.0,0.00468499980925,-0.0439253296063,-0.111259254158,12.9975371636,14.4521358675,0.0,0.0,0.0,27.2991734472,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.003436766292,-0.0322222194882,-0.0816162369119,9.53457831838,10.6016254897,0.0,0.0,0.0,20.025802118
Portugal Telecom International Finance B.V.,81792.0,0.101961829151,0.196706986849,0.509536821663,15.2830037057,14.591362138,0.0,0.0,0.0,30.6825714814,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0747959427454,0.144297965705,0.373779945469,11.2111236104,10.7037574369,0.0,0.0,0.0,22.5077549012
ProSiebenSat.1 Media AG,81792.0,0.0423651427693,0.0492686595114,0.128203124107,13.7870588726,14.2778300419,0.0,0.0,0.0,28.284725841,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0310777162334,0.0361419157214,0.094045718975,10.1137462387,10.4737603007,0.0,0.0,0.0,20.7487718904
RALLYE,81792.0,0.0224514165313,-2.3623474023e-05,2.12459102294e-05,13.2834928721,14.1377577463,0.0,0.0,0.0,27.4436996574,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0164696424085,-1.73294263666e-05,1.55853214711e-05,9.74434629706,10.3710077364,0.0,0.0,0.0,20.1318219318
RAY ACQUISITION SCA,81792.0,0.075476853836,0.131184746179,0.340345882559,14.6440495976,14.4336457861,0.0,0.0,0.0,29.6247028663,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0553674103844,0.0962329417397,0.249666873943,10.7424072753,10.5880617562,0.0,0.0,0.0,21.7317362575
RHODIA,81792.0,0.0403820101421,0.0444172151995,0.115734687837,13.7597157874,14.1883042377,0.0,0.0,0.0,28.1485539382,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0296229534493,0.0325830510559,0.0848992721808,10.0936882243,10.4080870288,0.0,0.0,0.0,20.6488805298
Scandinavian Airlines System Denmark-Norway-Sweden,81792.0,0.0532396415989,0.0762381162315,0.198299443478,14.0407241849,14.3405821192,0.0,0.0,0.0,28.7090835055,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0390549014076,0.0559258481745,0.145466141049,10.2998270136,10.5197932213,0.0,0.0,0.0,21.0600671255
SEAT PAGINE GIALLE S.P.A.,81792.0,0.0279324540512,0.0136043678229,0.035529217068,13.3103731632,14.3814250576,0.0,0.0,0.0,27.7688642598,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0204903565517,0.00997972991701,0.026063099375,9.76406482046,10.5497542969,0.0,0.0,0.0,20.3703523032
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,81792.0,0.0581784373598,0.0883829785971,0.229197979119,14.1741948456,14.4337938395,0.0,0.0,0.0,28.9837480801,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0426778443073,0.0648349314826,0.168132320363,10.3977368292,10.5881703634,0.0,0.0,0.0,21.2615522888
"SOL MELIA, SOCIEDAD ANONIMA",81792.0,0.0821880075464,0.147752193164,0.383185722414,14.7996908933,14.4884422953,0.0,0.0,0.0,29.9012591117,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0602904984935,0.108386291933,0.281092812803,10.8565807609,10.628258726,0.0,0.0,0.0,21.9346090902
THE RANK GROUP PLC,81792.0,0.0555850678342,0.0820220238777,0.21008768872,14.2244745191,14.5085855413,0.0,0.0,0.0,29.0807548409,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0407754312164,0.0601687381732,0.15411362142,10.4346203925,10.6430351682,0.0,0.0,0.0,21.3327133516
TUI AG,81792.0,-0.000510663727115,-0.0572918996632,-0.150092563418,12.7144034728,13.7982331525,0.0,0.0,0.0,26.3047414985,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.000374606607332,-0.0420275085558,-0.110103112836,9.32688048178,10.1219433337,0.0,0.0,0.0,19.2963185875
Unity Media GmbH,81792.0,-0.032890525096,-0.137045022922,-0.358277167107,11.9739603564,13.6534714067,0.0,0.0,0.0,25.0992190479,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0241274391842,-0.100531853669,-0.262820691833,8.78371505015,10.0157507385,0.0,0.0,0.0,18.4119858039
UPC HOLDING B.V.,81792.0,-0.00709073695401,-0.0731426103172,-0.19069446351,12.5679566509,13.9496149956,0.0,0.0,0.0,26.2466438357,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.00520153825852,-0.0536550838594,-0.139887370532,9.21945176855,10.232992221,0.0,0.0,0.0,19.2536999969
VNU N.V.,81792.0,0.0027117260659,-0.0488275002528,-0.123601888542,12.9844863958,14.4092771748,0.0,0.0,0.0,27.2240459078,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.00198923567041,-0.0358182953732,-0.0906703994588,9.52500469172,10.5701857209,0.0,0.0,0.0,19.9706909535
WDAC Subsidiary Corp.,81792.0,-0.0131716833627,-0.0881994397765,-0.230233821101,12.4104340497,13.8947948335,0.0,0.0,0.0,25.973623939,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.00966232641046,-0.0647002932633,-0.168892180972,9.10389821724,10.1927779002,0.0,0.0,0.0,19.0534213168
Wind Acquisition Finance S.A.,81792.0,-0.0064790230522,-0.0715045515733,-0.186585919396,12.5802961493,13.9709933927,0.0,0.0,0.0,26.286720048,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.00475280446904,-0.0524534562598,-0.136873473735,9.22850363067,10.2486747305,0.0,0.0,0.0,19.2830986267
ITV plc,81792.0,0.0987743352564,0.188816834261,0.489129607267,15.1973103933,14.5838500363,0.0,0.0,0.0,30.5578812064,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0724576989851,0.138510001659,0.358809864486,11.1482617321,10.6982467989,0.0,0.0,0.0,22.4162860962
Norske Skogindustrier ASA,81792.0,0.0409845103721,0.0458911468758,0.119529285409,13.7618997238,14.2274121524,0.0,0.0,0.0,28.1957168188,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0300649283833,0.0336642802786,0.0876828678179,10.0952902903,10.4367753465,0.0,0.0,0.0,20.6834777133
NXP BV/NXP FUNDING LLC,81792.0,-0.0603873609142,-0.205317179316,-0.541014237509,11.3109594113,13.2401004632,0.0,0.0,0.0,23.7443410967,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0442982401073,-0.150614128019,-0.396870772821,8.29735872305,9.71251501114,0.0,0.0,0.0,17.4180905932
Virgin Media Finance PLC,81792.0,-0.0287539726843,-0.12620653564,-0.331567304469,12.063295202,13.7107353944,0.0,0.0,0.0,25.2875027836,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.021092996394,-0.0925810854167,-0.243227189311,8.84924824092,10.0577577717,0.0,0.0,0.0,18.5501047415
Gecina SA,81792.0,0.0664356106214,0.109131526997,0.283099838198,14.4152883721,14.3573418751,0.0,0.0,0.0,29.231297223,CDIS0000010,IndexSwap,Executed,2007-06-27,60000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0487350430028,0.0800554041942,0.207673003373,10.5745953434,10.5320876431,0.0,0.0,0.0,21.4431464371
ALCATEL,151466.666667,0.443128647688,1.11250675873,1.50076939878,0.0,0.0,0.0,0.0,0.0,3.05640480519,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.325065029114,0.816099441556,1.10091651906,0.0,0.0,0.0,0.0,0.0,2.24208098973
ALSTOM,151466.666667,0.235579793807,0.482393469207,1.24669316662,39.5094877021,9.11593294506,0.0,0.0,0.0,50.5900870768,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.17281381588,0.353868448656,0.914534306503,28.9828988425,6.68715738341,0.0,0.0,0.0,37.111272797
Basell AF S.C.A.,151466.666667,-0.0369993481526,-0.196587255519,-0.517242327713,33.8210435232,8.90147646735,0.0,0.0,0.0,41.9716910592,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0271415406049,-0.144210134624,-0.37943245871,24.8100377958,6.52983895786,0.0,0.0,0.0,30.7890926197
BCM Ireland Finance Limited,151466.666667,0.0390272002967,-0.00678324132651,-0.0175484756121,35.5345569864,9.0194084865,0.0,0.0,0.0,44.5686609563,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0286291081988,-0.00497596928295,-0.012873001476,26.0670165687,6.61635012214,0.0,0.0,0.0,32.6941468282
BRITISH AIRWAYS plc,151466.666667,0.205749069634,0.408250417633,1.05810418954,38.8845106113,9.09743276893,0.0,0.0,0.0,49.6540470571,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.150930948969,0.299479473029,0.776191453595,28.524435601,6.67358624481,0.0,0.0,0.0,36.4246237214
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,151466.666667,0.163958974554,0.303776260327,0.788729130352,38.0629822165,9.14673227017,0.0,0.0,0.0,48.4661788519,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.120275069362,0.222840566554,0.578586509941,27.9217885978,6.70975078504,0.0,0.0,0.0,35.5532415287
Cablecom Luxembourg S.C.A.,151466.666667,0.0937555830373,0.129558629537,0.329524969985,37.1273674046,9.42848831068,0.0,0.0,0.0,47.1086948978,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0687761025802,0.0950400744841,0.241728997935,27.2354514412,6.91643802133,0.0,0.0,0.0,34.5574346375
CAP GEMINI,151466.666667,0.189316285148,0.367390721194,0.952784579544,38.6256801024,9.06945518417,0.0,0.0,0.0,49.2046268724,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.138876382884,0.269506104162,0.698932350018,28.3345658028,6.65306278181,0.0,0.0,0.0,36.0949434217
Cognis GmbH,151466.666667,-0.0402814651867,-0.204278164303,-0.5390366758,33.7733604964,8.88383994847,0.0,0.0,0.0,41.8736041396,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0295491968799,-0.149851939777,-0.395420096684,24.7750590496,6.51690137065,0.0,0.0,0.0,30.7171391869
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,151466.666667,0.146593990928,0.260996969871,0.667705193924,38.0845595348,9.23822500697,0.0,0.0,0.0,48.3980806965,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.107536671749,0.1914590448,0.489807213853,27.9376170296,6.77686693587,0.0,0.0,0.0,35.5032868959
CORUS GROUP PLC,151466.666667,0.129796422108,0.219355061751,0.570805379417,37.3312140169,9.09410942959,0.0,0.0,0.0,47.3452803098,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0952145115229,0.160911870416,0.418724603445,27.3849868082,6.67114834917,0.0,0.0,0.0,34.7309861427
Degussa AG,151466.666667,0.220045736781,0.443709994212,1.1446007776,39.3178686836,9.08262220278,0.0,0.0,0.0,50.208847395,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.161418527568,0.325491486365,0.839642589199,28.8423332479,6.66272168632,0.0,0.0,0.0,36.8316075374
EMI Group plc,151466.666667,0.126720659125,0.211497734143,0.549102929876,37.3601594477,9.11079144499,0.0,0.0,0.0,47.3582722158,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0929582299916,0.155147985727,0.402804379311,27.4062202521,6.6833857431,0.0,0.0,0.0,34.7405165903
FIAT S.P.A.,151466.666667,0.208210148685,0.414846968274,1.07509819238,38.9565458329,9.03888394782,0.0,0.0,0.0,49.69358509,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.152736317991,0.304318491985,0.788657711548,28.5772783398,6.63063669881,0.0,0.0,0.0,36.4536275602
FKI plc,151466.666667,0.127439948399,0.213321966868,0.555892745809,37.2650351934,9.07470322952,0.0,0.0,0.0,47.236393084,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0934858776398,0.156486184616,0.407785171515,27.336440136,6.65691258034,0.0,0.0,0.0,34.6511099502
Fresenius Aktiengesellschaft,151466.666667,0.14370145913,0.253953162481,0.659932019686,37.5667675052,9.16814804888,0.0,0.0,0.0,47.7925021954,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.105414802766,0.186291932571,0.484105061389,27.5577813272,6.7254607166,0.0,0.0,0.0,35.0590538405
FS FUNDING A/S,151466.666667,0.0642592158671,0.0561306193186,0.146867457997,35.9221263515,9.09929030765,0.0,0.0,0.0,45.2886739524,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0471385092922,0.0411756303687,0.10773727846,26.3513250818,6.67494887592,0.0,0.0,0.0,33.2223253759
Grohe Holding GmbH,151466.666667,-0.0764436138553,-0.294873327778,-0.779007436436,33.0442630705,8.75017076157,0.0,0.0,0.0,40.644109454,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0560765946708,-0.216309659462,-0.571454985648,24.2402164543,6.41884592251,0.0,0.0,0.0,29.815221137
HAVAS,151466.666667,0.117984322948,0.189513318478,0.493598801751,37.1187241045,9.12023491127,0.0,0.0,0.0,47.040055459,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0865495326793,0.139020920245,0.362088322881,27.2291109922,6.69031316848,0.0,0.0,0.0,34.5070829365
Ineos Group Holdings plc,151466.666667,0.00293748390684,-0.0963905315535,-0.252280661775,34.8828477833,8.99263358868,0.0,0.0,0.0,43.5297476626,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.00215484441523,-0.0707090166912,-0.185065039448,25.588943503,6.59670891188,0.0,0.0,0.0,31.9320332032
INTERNATIONAL POWER PLC,151466.666667,0.0878348486726,0.114542171071,0.299043498476,36.5074550248,9.09621983443,0.0,0.0,0.0,46.1050953775,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.064432840869,0.0840244799524,0.219368763554,26.78070351,6.67269647479,0.0,0.0,0.0,33.8212260692
INVENSYS plc,151466.666667,0.155852905969,0.28425372863,0.739743749854,37.8228368079,9.08906982558,0.0,0.0,0.0,48.091757018,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.114328716233,0.208519460556,0.54265239866,27.7456255927,6.66745145656,0.0,0.0,0.0,35.2785776247
Kabel Deutschland GmbH,151466.666667,0.0212976325222,-0.0507225128364,-0.13244544419,35.1747042785,9.10622606001,0.0,0.0,0.0,44.119060014,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0156232632939,-0.0372084161065,-0.0971577495522,25.8030401104,6.68003672243,0.0,0.0,0.0,32.3643339305
Koninklijke Ahold N.V.,151466.666667,0.46820138217,0.0,1.16257796068,39.2157509764,9.07975501947,0.0,0.0,0.0,49.9262853388,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.343457586686,0.0,0.852830076789,28.7674229581,6.66061841217,0.0,0.0,0.0,36.6243290337
LADBROKES PLC,151466.666667,0.156778447707,0.286333999826,0.743990284203,37.8950589942,9.09725507937,0.0,0.0,0.0,48.1794168053,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.115007664104,0.210045481093,0.545767520689,27.7986054829,6.67345589743,0.0,0.0,0.0,35.3428820462
M-REAL SERLA OYJ,151466.666667,0.0833446439967,0.104203050058,0.268895312349,36.4279291352,9.21988269233,0.0,0.0,0.0,46.1042548339,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.061138970068,0.0764400308526,0.197253016688,26.7223658562,6.76341159942,0.0,0.0,0.0,33.8206094732
NORDIC TELEPHONE COMPANY HOLDING ApS,151466.666667,0.0945613391356,0.131663379658,0.342259126479,36.5446676362,9.27341590387,0.0,0.0,0.0,46.3865673854,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0693671795302,0.0965840519793,0.251070368602,26.8080014937,6.80268185437,0.0,0.0,0.0,34.0277049482
NTL CABLE PLC,151466.666667,0.0736260795602,0.0794612710801,0.201682379708,36.7865535263,9.47761055079,0.0,0.0,0.0,46.6189338074,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0540097414614,0.0582902516726,0.147947755067,26.9854412605,6.95247252846,0.0,0.0,0.0,34.1981615371
ONO Finance II PLC,151466.666667,0.0726085402508,0.0769164462909,0.195186284946,36.7952744026,9.45186473767,0.0,0.0,0.0,46.5918504118,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0532633071089,0.0564234494504,0.143182427337,26.9918386169,6.93358622188,0.0,0.0,0.0,34.1782940227
Portugal Telecom International Finance B.V.,151466.666667,0.232505071816,0.47464997481,1.22970721696,39.4377013477,9.05761341422,0.0,0.0,0.0,50.4321770255,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.170558297987,0.348188068376,0.902073956106,28.9302386647,6.64437603743,0.0,0.0,0.0,36.9954350246
ProSiebenSat.1 Media AG,151466.666667,0.130925136441,0.221997785993,0.577576868428,37.3606195402,9.10786166274,0.0,0.0,0.0,47.3989809939,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0960425003235,0.162850488551,0.423691951605,27.4065577613,6.68123654837,0.0,0.0,0.0,34.7703792502
RALLYE,151466.666667,0.0950916190499,0.133077809163,0.346775634568,36.6053297278,9.09808650292,0.0,0.0,0.0,46.2783612935,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0697561759462,0.0976216323085,0.254383534747,26.8525012675,6.6740658032,0.0,0.0,0.0,33.9483284137
RAY ACQUISITION SCA,151466.666667,0.187107589398,0.361760570806,0.938677602295,38.5434216148,9.05871553235,0.0,0.0,0.0,49.0896829097,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.137256154195,0.265376005579,0.688583921871,28.2742236024,6.6451845161,0.0,0.0,0.0,36.0106242002
RHODIA,151466.666667,0.125100202103,0.20791066921,0.541639012416,37.2276110365,9.03762148179,0.0,0.0,0.0,47.139882402,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0917695144534,0.152516629409,0.397329087746,27.3089869693,6.62971059404,0.0,0.0,0.0,34.5803127949
Scandinavian Airlines System Denmark-Norway-Sweden,151466.666667,0.150056570203,0.269794170363,0.701762217588,37.7117449933,9.10477427372,0.0,0.0,0.0,47.9381322252,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.110076709363,0.197912390231,0.514790359146,27.664132184,6.67897173835,0.0,0.0,0.0,35.1658833811
SEAT PAGINE GIALLE S.P.A.,151466.666667,0.11152423982,0.173314707518,0.451745077792,36.8598541762,9.2962088024,0.0,0.0,0.0,46.8926470037,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0818106219339,0.127138136384,0.33138576716,27.0392122771,6.81940199707,0.0,0.0,0.0,34.3989487997
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,151466.666667,0.160300031285,0.294943907861,0.764895838289,37.9968950158,9.1577795802,0.0,0.0,0.0,48.3748143734,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.117590985391,0.216361434757,0.561103167759,27.8733091372,6.717854739,0.0,0.0,0.0,35.4862194641
"SOL MELIA, SOCIEDAD ANONIMA",151466.666667,0.199145607397,0.391583969967,1.01569417829,38.7797797487,9.07188360699,0.0,0.0,0.0,49.4580871114,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.146086859887,0.287253499095,0.745080823274,28.4476083838,6.65484419527,0.0,0.0,0.0,36.2808737613
THE RANK GROUP PLC,151466.666667,0.157159273076,0.287286259874,0.735864740907,38.2548505972,9.22249231169,0.0,0.0,0.0,48.6576531827,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.115287025437,0.210744028664,0.539806881534,28.0625371165,6.76532593287,0.0,0.0,0.0,35.693700985
TUI AG,151466.666667,0.0485704054584,0.0170626006023,0.0449114485309,35.5343252542,8.9319135584,0.0,0.0,0.0,44.5767832672,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0356296988398,0.0125165790803,0.0329456048496,26.0668465773,6.55216663615,0.0,0.0,0.0,32.7001050962
Unity Media GmbH,151466.666667,-0.00969819850293,-0.128091356299,-0.334822054481,34.5567557924,8.98316376558,0.0,0.0,0.0,43.0673079487,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0071142888079,-0.0939637296797,-0.245614770013,25.3497328289,6.58976215198,0.0,0.0,0.0,31.5928021924
UPC HOLDING B.V.,151466.666667,0.0415255950648,-0.000528938765408,-0.00119649992129,35.5668478101,9.09960705014,0.0,0.0,0.0,44.7062550167,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0304618508398,-0.000388012591996,-0.000877714144141,26.0907040861,6.67518122809,0.0,0.0,0.0,32.7950814383
VNU N.V.,151466.666667,0.0678995380847,0.0651772574041,0.165308106376,36.7553697595,9.42002996462,0.0,0.0,0.0,46.473784626,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0498089334542,0.0478119552554,0.121264749396,26.9625658447,6.91023324869,0.0,0.0,0.0,34.0916847315
WDAC Subsidiary Corp.,151466.666667,0.0300358758703,-0.0291324653896,-0.0759039078219,35.3126344643,9.08786871826,0.0,0.0,0.0,44.3255026852,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0220333596466,-0.0213706465593,-0.0556806835548,25.9042212913,6.66657036257,0.0,0.0,0.0,32.5157736834
Wind Acquisition Finance S.A.,151466.666667,0.0431687005193,0.00356059659041,0.00948102287278,35.6043137651,9.11519426315,0.0,0.0,0.0,44.7757183482,CDIS0000001,IndexSwap,Executed,2006-11-17,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0316671805452,0.0026119399871,0.00695497569893,26.1181879146,6.68661550994,0.0,0.0,0.0,32.8460375207
ALCATEL,151466.666667,0.443128647688,1.11250675873,1.50076939878,0.0,0.0,0.0,0.0,0.0,3.05640480519,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.325065029114,0.816099441556,1.10091651906,0.0,0.0,0.0,0.0,0.0,2.24208098973
ALSTOM,151466.666667,0.235579793807,0.482393469207,1.24669316662,39.5094877021,9.11593294506,0.0,0.0,0.0,50.5900870768,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.17281381588,0.353868448656,0.914534306503,28.9828988425,6.68715738341,0.0,0.0,0.0,37.111272797
Basell AF S.C.A.,151466.666667,-0.0369993481526,-0.196587255519,-0.517242327713,33.8210435232,8.90147646735,0.0,0.0,0.0,41.9716910592,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0271415406049,-0.144210134624,-0.37943245871,24.8100377958,6.52983895786,0.0,0.0,0.0,30.7890926197
BCM Ireland Finance Limited,151466.666667,0.0390272002967,-0.00678324132651,-0.0175484756121,35.5345569864,9.0194084865,0.0,0.0,0.0,44.5686609563,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0286291081988,-0.00497596928295,-0.012873001476,26.0670165687,6.61635012214,0.0,0.0,0.0,32.6941468282
BRITISH AIRWAYS plc,151466.666667,0.205749069634,0.408250417633,1.05810418954,38.8845106113,9.09743276893,0.0,0.0,0.0,49.6540470571,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.150930948969,0.299479473029,0.776191453595,28.524435601,6.67358624481,0.0,0.0,0.0,36.4246237214
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,151466.666667,0.163958974554,0.303776260327,0.788729130352,38.0629822165,9.14673227017,0.0,0.0,0.0,48.4661788519,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.120275069362,0.222840566554,0.578586509941,27.9217885978,6.70975078504,0.0,0.0,0.0,35.5532415287
Cablecom Luxembourg S.C.A.,151466.666667,0.0937555830373,0.129558629537,0.329524969985,37.1273674046,9.42848831068,0.0,0.0,0.0,47.1086948978,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0687761025802,0.0950400744841,0.241728997935,27.2354514412,6.91643802133,0.0,0.0,0.0,34.5574346375
CAP GEMINI,151466.666667,0.189316285148,0.367390721194,0.952784579544,38.6256801024,9.06945518417,0.0,0.0,0.0,49.2046268724,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.138876382884,0.269506104162,0.698932350018,28.3345658028,6.65306278181,0.0,0.0,0.0,36.0949434217
Cognis GmbH,151466.666667,-0.0402814651867,-0.204278164303,-0.5390366758,33.7733604964,8.88383994847,0.0,0.0,0.0,41.8736041396,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0295491968799,-0.149851939777,-0.395420096684,24.7750590496,6.51690137065,0.0,0.0,0.0,30.7171391869
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,151466.666667,0.146593990928,0.260996969871,0.667705193924,38.0845595348,9.23822500697,0.0,0.0,0.0,48.3980806965,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.107536671749,0.1914590448,0.489807213853,27.9376170296,6.77686693587,0.0,0.0,0.0,35.5032868959
CORUS GROUP PLC,151466.666667,0.129796422108,0.219355061751,0.570805379417,37.3312140169,9.09410942959,0.0,0.0,0.0,47.3452803098,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0952145115229,0.160911870416,0.418724603445,27.3849868082,6.67114834917,0.0,0.0,0.0,34.7309861427
Degussa AG,151466.666667,0.220045736781,0.443709994212,1.1446007776,39.3178686836,9.08262220278,0.0,0.0,0.0,50.208847395,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.161418527568,0.325491486365,0.839642589199,28.8423332479,6.66272168632,0.0,0.0,0.0,36.8316075374
EMI Group plc,151466.666667,0.126720659125,0.211497734143,0.549102929876,37.3601594477,9.11079144499,0.0,0.0,0.0,47.3582722158,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0929582299916,0.155147985727,0.402804379311,27.4062202521,6.6833857431,0.0,0.0,0.0,34.7405165903
FIAT S.P.A.,151466.666667,0.208210148685,0.414846968274,1.07509819238,38.9565458329,9.03888394782,0.0,0.0,0.0,49.69358509,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.152736317991,0.304318491985,0.788657711548,28.5772783398,6.63063669881,0.0,0.0,0.0,36.4536275602
FKI plc,151466.666667,0.127439948399,0.213321966868,0.555892745809,37.2650351934,9.07470322952,0.0,0.0,0.0,47.236393084,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0934858776398,0.156486184616,0.407785171515,27.336440136,6.65691258034,0.0,0.0,0.0,34.6511099502
Fresenius Aktiengesellschaft,151466.666667,0.14370145913,0.253953162481,0.659932019686,37.5667675052,9.16814804888,0.0,0.0,0.0,47.7925021954,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.105414802766,0.186291932571,0.484105061389,27.5577813272,6.7254607166,0.0,0.0,0.0,35.0590538405
FS FUNDING A/S,151466.666667,0.0642592158671,0.0561306193186,0.146867457997,35.9221263515,9.09929030765,0.0,0.0,0.0,45.2886739524,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0471385092922,0.0411756303687,0.10773727846,26.3513250818,6.67494887592,0.0,0.0,0.0,33.2223253759
Grohe Holding GmbH,151466.666667,-0.0764436138553,-0.294873327778,-0.779007436436,33.0442630705,8.75017076157,0.0,0.0,0.0,40.644109454,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0560765946708,-0.216309659462,-0.571454985648,24.2402164543,6.41884592251,0.0,0.0,0.0,29.815221137
HAVAS,151466.666667,0.117984322948,0.189513318478,0.493598801751,37.1187241045,9.12023491127,0.0,0.0,0.0,47.040055459,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0865495326793,0.139020920245,0.362088322881,27.2291109922,6.69031316848,0.0,0.0,0.0,34.5070829365
Ineos Group Holdings plc,151466.666667,0.00293748390684,-0.0963905315535,-0.252280661775,34.8828477833,8.99263358868,0.0,0.0,0.0,43.5297476626,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.00215484441523,-0.0707090166912,-0.185065039448,25.588943503,6.59670891188,0.0,0.0,0.0,31.9320332032
INTERNATIONAL POWER PLC,151466.666667,0.0878348486726,0.114542171071,0.299043498476,36.5074550248,9.09621983443,0.0,0.0,0.0,46.1050953775,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.064432840869,0.0840244799524,0.219368763554,26.78070351,6.67269647479,0.0,0.0,0.0,33.8212260692
INVENSYS plc,151466.666667,0.155852905969,0.28425372863,0.739743749854,37.8228368079,9.08906982558,0.0,0.0,0.0,48.091757018,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.114328716233,0.208519460556,0.54265239866,27.7456255927,6.66745145656,0.0,0.0,0.0,35.2785776247
Kabel Deutschland GmbH,151466.666667,0.0212976325222,-0.0507225128364,-0.13244544419,35.1747042785,9.10622606001,0.0,0.0,0.0,44.119060014,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0156232632939,-0.0372084161065,-0.0971577495522,25.8030401104,6.68003672243,0.0,0.0,0.0,32.3643339305
Koninklijke Ahold N.V.,151466.666667,0.46820138217,0.0,1.16257796068,39.2157509764,9.07975501947,0.0,0.0,0.0,49.9262853388,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.343457586686,0.0,0.852830076789,28.7674229581,6.66061841217,0.0,0.0,0.0,36.6243290337
LADBROKES PLC,151466.666667,0.156778447707,0.286333999826,0.743990284203,37.8950589942,9.09725507937,0.0,0.0,0.0,48.1794168053,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.115007664104,0.210045481093,0.545767520689,27.7986054829,6.67345589743,0.0,0.0,0.0,35.3428820462
M-REAL SERLA OYJ,151466.666667,0.0833446439967,0.104203050058,0.268895312349,36.4279291352,9.21988269233,0.0,0.0,0.0,46.1042548339,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.061138970068,0.0764400308526,0.197253016688,26.7223658562,6.76341159942,0.0,0.0,0.0,33.8206094732
NORDIC TELEPHONE COMPANY HOLDING ApS,151466.666667,0.0945613391356,0.131663379658,0.342259126479,36.5446676362,9.27341590387,0.0,0.0,0.0,46.3865673854,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0693671795302,0.0965840519793,0.251070368602,26.8080014937,6.80268185437,0.0,0.0,0.0,34.0277049482
NTL CABLE PLC,151466.666667,0.0736260795602,0.0794612710801,0.201682379708,36.7865535263,9.47761055079,0.0,0.0,0.0,46.6189338074,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0540097414614,0.0582902516726,0.147947755067,26.9854412605,6.95247252846,0.0,0.0,0.0,34.1981615371
ONO Finance II PLC,151466.666667,0.0726085402508,0.0769164462909,0.195186284946,36.7952744026,9.45186473767,0.0,0.0,0.0,46.5918504118,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0532633071089,0.0564234494504,0.143182427337,26.9918386169,6.93358622188,0.0,0.0,0.0,34.1782940227
Portugal Telecom International Finance B.V.,151466.666667,0.232505071816,0.47464997481,1.22970721696,39.4377013477,9.05761341422,0.0,0.0,0.0,50.4321770255,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.170558297987,0.348188068376,0.902073956106,28.9302386647,6.64437603743,0.0,0.0,0.0,36.9954350246
ProSiebenSat.1 Media AG,151466.666667,0.130925136441,0.221997785993,0.577576868428,37.3606195402,9.10786166274,0.0,0.0,0.0,47.3989809939,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0960425003235,0.162850488551,0.423691951605,27.4065577613,6.68123654837,0.0,0.0,0.0,34.7703792502
RALLYE,151466.666667,0.0950916190499,0.133077809163,0.346775634568,36.6053297278,9.09808650292,0.0,0.0,0.0,46.2783612935,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0697561759462,0.0976216323085,0.254383534747,26.8525012675,6.6740658032,0.0,0.0,0.0,33.9483284137
RAY ACQUISITION SCA,151466.666667,0.187107589398,0.361760570806,0.938677602295,38.5434216148,9.05871553235,0.0,0.0,0.0,49.0896829097,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.137256154195,0.265376005579,0.688583921871,28.2742236024,6.6451845161,0.0,0.0,0.0,36.0106242002
RHODIA,151466.666667,0.125100202103,0.20791066921,0.541639012416,37.2276110365,9.03762148179,0.0,0.0,0.0,47.139882402,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0917695144534,0.152516629409,0.397329087746,27.3089869693,6.62971059404,0.0,0.0,0.0,34.5803127949
Scandinavian Airlines System Denmark-Norway-Sweden,151466.666667,0.150056570203,0.269794170363,0.701762217588,37.7117449933,9.10477427372,0.0,0.0,0.0,47.9381322252,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.110076709363,0.197912390231,0.514790359146,27.664132184,6.67897173835,0.0,0.0,0.0,35.1658833811
SEAT PAGINE GIALLE S.P.A.,151466.666667,0.11152423982,0.173314707518,0.451745077792,36.8598541762,9.2962088024,0.0,0.0,0.0,46.8926470037,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0818106219339,0.127138136384,0.33138576716,27.0392122771,6.81940199707,0.0,0.0,0.0,34.3989487997
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,151466.666667,0.160300031285,0.294943907861,0.764895838289,37.9968950158,9.1577795802,0.0,0.0,0.0,48.3748143734,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.117590985391,0.216361434757,0.561103167759,27.8733091372,6.717854739,0.0,0.0,0.0,35.4862194641
"SOL MELIA, SOCIEDAD ANONIMA",151466.666667,0.199145607397,0.391583969967,1.01569417829,38.7797797487,9.07188360699,0.0,0.0,0.0,49.4580871114,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.146086859887,0.287253499095,0.745080823274,28.4476083838,6.65484419527,0.0,0.0,0.0,36.2808737613
THE RANK GROUP PLC,151466.666667,0.157159273076,0.287286259874,0.735864740907,38.2548505972,9.22249231169,0.0,0.0,0.0,48.6576531827,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.115287025437,0.210744028664,0.539806881534,28.0625371165,6.76532593287,0.0,0.0,0.0,35.693700985
TUI AG,151466.666667,0.0485704054584,0.0170626006023,0.0449114485309,35.5343252542,8.9319135584,0.0,0.0,0.0,44.5767832672,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0356296988398,0.0125165790803,0.0329456048496,26.0668465773,6.55216663615,0.0,0.0,0.0,32.7001050962
Unity Media GmbH,151466.666667,-0.00969819850293,-0.128091356299,-0.334822054481,34.5567557924,8.98316376558,0.0,0.0,0.0,43.0673079487,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0071142888079,-0.0939637296797,-0.245614770013,25.3497328289,6.58976215198,0.0,0.0,0.0,31.5928021924
UPC HOLDING B.V.,151466.666667,0.0415255950648,-0.000528938765408,-0.00119649992129,35.5668478101,9.09960705014,0.0,0.0,0.0,44.7062550167,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0304618508398,-0.000388012591996,-0.000877714144141,26.0907040861,6.67518122809,0.0,0.0,0.0,32.7950814383
VNU N.V.,151466.666667,0.0678995380847,0.0651772574041,0.165308106376,36.7553697595,9.42002996462,0.0,0.0,0.0,46.473784626,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0498089334542,0.0478119552554,0.121264749396,26.9625658447,6.91023324869,0.0,0.0,0.0,34.0916847315
WDAC Subsidiary Corp.,151466.666667,0.0300358758703,-0.0291324653896,-0.0759039078219,35.3126344643,9.08786871826,0.0,0.0,0.0,44.3255026852,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0220333596466,-0.0213706465593,-0.0556806835548,25.9042212913,6.66657036257,0.0,0.0,0.0,32.5157736834
Wind Acquisition Finance S.A.,151466.666667,0.0431687005193,0.00356059659041,0.00948102287278,35.6043137651,9.11519426315,0.0,0.0,0.0,44.7757183482,CDIS0000002,IndexSwap,Executed,2007-03-01,111111.111111,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0316671805452,0.0026119399871,0.00695497569893,26.1181879146,6.68661550994,0.0,0.0,0.0,32.8460375207
ALCATEL,136320.0,0.363376105204,0.91213960715,1.23055358206,0.0,0.0,0.0,0.0,0.0,2.50606929442,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.266561110038,0.669116495855,0.902694822523,0.0,0.0,0.0,0.0,0.0,1.83837242842
Codere Finance (Luxembourg) SA,136320.0,-0.0253169990566,-0.155885636632,-0.406909106525,20.6286668032,22.9703653528,0.0,0.0,0.0,43.0109204137,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0185717422657,-0.114352726403,-0.298495530021,15.132531399,16.8503266966,0.0,0.0,0.0,31.5514380969
Basell AF S.C.A.,136320.0,-0.077122524832,-0.28435078396,-0.748155242778,19.2961915892,22.4291625226,0.0,0.0,0.0,40.6157255603,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0565746220892,-0.208590657247,-0.548822801333,14.1550701212,16.4533175782,0.0,0.0,0.0,29.7943996187
BCM Ireland Finance Limited,136320.0,-0.0118419445934,-0.122016479513,-0.318729741164,21.0086511427,23.1075346285,0.0,0.0,0.0,43.663597606,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00868687250103,-0.0895073940091,-0.233809962708,15.4112757796,16.9509496981,0.0,0.0,0.0,32.0302212485
BRITISH AIRWAYS plc,136320.0,0.142481943644,0.260041303893,0.673877460286,24.7606415356,24.2241953207,0.0,0.0,0.0,50.0612375641,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.104520205138,0.190757998748,0.494334991407,18.1636161499,17.7700963326,0.0,0.0,0.0,36.7233256779
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,136320.0,0.100754599555,0.156537287284,0.406409723028,23.7188975629,24.0590994494,0.0,0.0,0.0,48.4416986222,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0739103576548,0.114830756517,0.298129198231,17.3994260291,17.6489872722,0.0,0.0,0.0,35.5352836137
HELLAS,136320.0,-0.0554518029352,-0.230382595739,-0.604827640103,19.7837138143,22.7859101123,0.0,0.0,0.0,41.6789618878,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.040677672341,-0.169001317297,-0.443682247728,14.5127008614,16.7150162209,0.0,0.0,0.0,30.5743558449
CAP GEMINI,136320.0,0.128454661037,0.225312198229,0.584240664542,24.4920597327,24.1026208875,0.0,0.0,0.0,49.5326881441,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0942302384369,0.165281835555,0.428580299694,17.9665931138,17.6809132097,0.0,0.0,0.0,36.3355986972
Cognis GmbH,136320.0,-0.0795641416814,-0.289700052969,-0.764431925874,19.2588635217,22.3835335438,0.0,0.0,0.0,40.5087009449,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0583657142616,-0.212514710218,-0.560762856421,14.1276874425,16.419845616,0.0,0.0,0.0,29.7158897777
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,136320.0,0.0822552913392,0.110999007215,0.283976140281,23.4737900261,24.1497235241,0.0,0.0,0.0,48.100743989,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0603398557359,0.0814253280623,0.208315830605,17.2196229651,17.7154662002,0.0,0.0,0.0,35.2851701797
CORUS GROUP PLC,136320.0,0.069984930094,0.0806227973625,0.209829697271,22.9671643553,23.7669020052,0.0,0.0,0.0,47.0945037852,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0513387104563,0.0591423102718,0.15392436713,16.847978547,17.4346405554,0.0,0.0,0.0,34.5470244903
Degussa AG,136320.0,0.157190387679,0.29635554782,0.764361480286,25.2369907274,24.3002231253,0.0,0.0,0.0,50.7551212685,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.115309850116,0.217396968765,0.560711179787,18.5130507097,17.825867903,0.0,0.0,0.0,37.2323366113
EMI Group plc,136320.0,0.0667562599183,0.0725602509906,0.18842658617,22.9430668184,23.786810276,0.0,0.0,0.0,47.0576201915,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0489702610903,0.0532278836492,0.138223728118,16.8303013633,17.4492446273,0.0,0.0,0.0,34.5199678635
FIAT S.P.A.,136320.0,0.1468992874,0.271236305845,0.702813438565,24.9299303753,24.1476615658,0.0,0.0,0.0,50.1985409729,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.107760627494,0.198970294781,0.515561501295,18.2878010382,17.7139536134,0.0,0.0,0.0,36.8240470752
FKI plc,136320.0,0.068265780373,0.0762923036722,0.198845195698,22.9250968269,23.7190439648,0.0,0.0,0.0,46.9875440714,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0500775971046,0.0559655983511,0.145866487454,16.8171191512,17.3995334249,0.0,0.0,0.0,34.468562259
Fresenius Aktiengesellschaft,136320.0,0.0807151554214,0.107245900832,0.278708654837,23.1480290817,23.9628953867,0.0,0.0,0.0,47.5775941794,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0592100611953,0.0786721690378,0.204451771447,16.9806551362,17.578415043,0.0,0.0,0.0,34.9014041809
FS FUNDING A/S,136320.0,0.00877673262315,-0.0710011231241,-0.185371149235,21.3827804162,23.3712990124,0.0,0.0,0.0,44.5064838889,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.00643833085618,-0.0520841572213,-0.135982357126,15.6857250706,17.1444388295,0.0,0.0,0.0,32.6485357167
Grohe Holding GmbH,136320.0,-0.107952764782,-0.360624825878,-0.952633590631,18.6093624716,21.9462588355,0.0,0.0,0.0,39.1344101258,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0791907018644,-0.264542859359,-0.698821589371,13.6512342075,16.09907485,0.0,0.0,0.0,28.7077539069
HAVAS,136320.0,0.0580935324414,0.0510689365569,0.13307816375,22.6758259549,23.7415448075,0.0,0.0,0.0,46.6596113951,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0426155607698,0.0374625414883,0.0976218924226,16.6342619975,17.4160393247,0.0,0.0,0.0,34.2280013169
Ineos Group Holdings plc,136320.0,-0.0430619686382,-0.19881860739,-0.520510335526,20.3029290409,22.8691103055,0.0,0.0,0.0,42.4096484348,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0315888854447,-0.14584698312,-0.381829764911,14.8935805758,16.7760492264,0.0,0.0,0.0,31.1103641688
INTERNATIONAL POWER PLC,136320.0,0.0307162802266,-0.0166124674638,-0.0431993797627,22.012397968,23.5225758052,0.0,0.0,0.0,45.5058782062,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0225324825606,-0.0121863757804,-0.0316896858588,16.1475924061,17.2554106552,0.0,0.0,0.0,33.3816594823
INVENSYS plc,136320.0,0.0947332754975,0.141927621894,0.369334306555,23.5555187433,23.909573376,0.0,0.0,0.0,48.0710873233,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0694933065563,0.104113572399,0.270931856334,17.2795765429,17.5392997183,0.0,0.0,0.0,35.2634149966
Kabel Deutschland GmbH,136320.0,-0.0303707752543,-0.167308905059,-0.437265219535,20.4942433073,23.1405657522,0.0,0.0,0.0,42.9998641597,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0222790311431,-0.122732471434,-0.32076380541,15.0339226139,16.975180276,0.0,0.0,0.0,31.5433275819
Koninklijke Ahold N.V.,136320.0,0.323852922748,0.0,0.778849034056,25.1774182505,24.2917579528,0.0,0.0,0.0,50.5718781601,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.237568165161,0.0,0.57133878672,18.4693502424,17.8196581226,0.0,0.0,0.0,37.097915317
LADBROKES PLC,136320.0,0.0954335789736,0.14355135143,0.372973754473,23.6064328269,23.9344053604,0.0,0.0,0.0,48.1527968722,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0700070268292,0.105304688549,0.273601639138,17.3169254892,17.5575156693,0.0,0.0,0.0,35.3233545131
M-REAL SERLA OYJ,136320.0,0.0231507851844,-0.0354845690117,-0.091346108418,21.7520077161,23.6966798542,0.0,0.0,0.0,45.3450076781,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0169826769252,-0.0260303469863,-0.0670085889216,15.9565784302,17.3831278273,0.0,0.0,0.0,33.2636499986
NORDIC TELEPHONE COMPANY HOLDING ApS,136320.0,0.0316821857156,-0.0141104743413,-0.0365053824973,21.8500733144,23.834898496,0.0,0.0,0.0,45.6660381393,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0232410399909,-0.0103509935015,-0.02677918317,16.0285162224,17.4845206103,0.0,0.0,0.0,33.4991476961
Infineon Technologies Holding B.V.,136320.0,0.1027609329,0.162278733221,0.423962924765,24.1066977375,23.3121745591,0.0,0.0,0.0,48.1078748876,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0753821397448,0.119042497961,0.311005666641,17.6839038568,17.1010670182,0.0,0.0,0.0,35.2904011793
ONO Finance II PLC,136320.0,0.00780833198223,-0.0732088843302,-0.185432089541,21.6625619394,24.0868931126,0.0,0.0,0.0,45.49862241,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.00572794306208,-0.0537037003596,-0.136027060989,15.890963864,17.6693758161,0.0,0.0,0.0,33.3763368618
Portugal Telecom International Finance B.V.,136320.0,0.169936381789,0.327844978567,0.84922803649,25.4716728427,24.3189368967,0.0,0.0,0.0,51.1376191363,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.124659904481,0.240496609864,0.622966576063,18.6852060173,17.8395957282,0.0,0.0,0.0,37.5129248359
ProSiebenSat.1 Media AG,136320.0,0.0706085712923,0.0821144324978,0.213671873502,22.9784314544,23.7963834032,0.0,0.0,0.0,47.141209735,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0517961937297,0.0602365261868,0.156742864951,16.8562437312,17.4562671679,0.0,0.0,0.0,34.581286484
RALLYE,136320.0,0.0374190275398,-3.93724612424e-05,3.54098596544e-05,22.1391547869,23.5629295772,0.0,0.0,0.0,45.739499429,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0274494040051,-2.88823806062e-05,2.59755425869e-05,16.2405771618,17.2850128941,0.0,0.0,0.0,33.553036553
RAY ACQUISITION SCA,136320.0,0.125794756423,0.21864124368,0.567243137602,24.4067493294,24.0560763101,0.0,0.0,0.0,49.3745047772,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0922790173287,0.160388236267,0.416111456575,17.9040121255,17.6467695937,0.0,0.0,0.0,36.2195604293
RHODIA,136320.0,0.0673033502348,0.0740286919855,0.192891146403,22.9328596457,23.6471737294,0.0,0.0,0.0,46.9142565637,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0493715890807,0.0543050850833,0.141498786974,16.8228137072,17.3468117147,0.0,0.0,0.0,34.414800883
Scandinavian Airlines System Denmark-Norway-Sweden,136320.0,0.0887327360167,0.127063527065,0.330499072477,23.4012069749,23.9009701987,0.0,0.0,0.0,47.8484725092,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0650915023597,0.0932097469669,0.242443568425,17.166378356,17.5329887021,0.0,0.0,0.0,35.1001118759
SEAT PAGINE GIALLE S.P.A.,136320.0,0.0465540900945,0.0226739463661,0.0592153617753,22.1839552721,23.9690417626,0.0,0.0,0.0,46.281440433,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0341505942595,0.0166328831911,0.0434384989549,16.2734413674,17.5829238282,0.0,0.0,0.0,33.9505871721
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,136320.0,0.0969640622252,0.14730496432,0.381996631833,23.623658076,24.0563230658,0.0,0.0,0.0,48.3062468001,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0711297404821,0.108058219131,0.280220533915,17.329561382,17.6469506058,0.0,0.0,0.0,35.4359204813
"SOL MELIA, SOCIEDAD ANONIMA",136320.0,0.136980012605,0.246253655188,0.638642870772,24.6661514888,24.1474038255,0.0,0.0,0.0,49.835431853,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.100484164176,0.180643819827,0.468488021399,18.0943012682,17.7137645434,0.0,0.0,0.0,36.557681817
THE RANK GROUP PLC,136320.0,0.092641779207,0.13670337158,0.35014614797,23.7074575319,24.1809759022,0.0,0.0,0.0,48.4679247328,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0679590516484,0.100281229152,0.256856035776,17.3910339876,17.7383919471,0.0,0.0,0.0,35.5545222512
TUI AG,136320.0,-0.000851106210654,-0.095486499441,-0.250154272365,21.1906724546,22.9970552542,0.0,0.0,0.0,43.8412358308,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00062434434467,-0.0700458475946,-0.183505188061,15.544800803,16.8699055562,0.0,0.0,0.0,32.1605309791
Unity Media GmbH,136320.0,-0.0548175418316,-0.228408371526,-0.597128611846,19.9566005939,22.7557856778,0.0,0.0,0.0,41.8320317465,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0402123986441,-0.167553089441,-0.438034486389,14.6395250836,16.6929178974,0.0,0.0,0.0,30.6866430066
UPC HOLDING B.V.,136320.0,-0.0118178949246,-0.121904350522,-0.317824105858,20.9465944181,23.249358326,0.0,0.0,0.0,43.7444063929,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00866923043176,-0.0894251397606,-0.23314561756,15.3657529476,17.0549870349,0.0,0.0,0.0,32.0894999948
VNU N.V.,136320.0,0.00451954385644,-0.0813791653316,-0.206003147674,21.6408106596,24.0154619579,0.0,0.0,0.0,45.3734098484,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.00331539308718,-0.059697157667,-0.151117332507,15.8750078195,17.6169762015,0.0,0.0,0.0,33.284484924
WDAC Subsidiary Corp.,136320.0,-0.0219528056069,-0.146999066291,-0.383723035176,20.6840567496,23.1579913892,0.0,0.0,0.0,43.2893732317,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0161038773525,-0.107833822103,-0.281486968292,15.1731636954,16.987963167,0.0,0.0,0.0,31.7557021946
Wind Acquisition Finance S.A.,136320.0,-0.0107983717768,-0.119174252622,-0.310976532327,20.9671602489,23.2849889878,0.0,0.0,0.0,43.8112000799,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00792134079874,-0.0874224270996,-0.228122456226,15.3808393844,17.0811245509,0.0,0.0,0.0,32.1384977112
ITV plc,136320.0,0.164623891871,0.314694723977,0.815216012173,25.3288506555,24.3064167272,0.0,0.0,0.0,50.9298020107,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.120762831478,0.230850002918,0.598016440854,18.5804362203,17.8304113316,0.0,0.0,0.0,37.3604768271
Norske Skogindustrier ASA,136320.0,0.0683075172613,0.0764852447924,0.199215475671,22.9364995396,23.7123535873,0.0,0.0,0.0,46.9928613647,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0501082139535,0.0561071337972,0.146138113022,16.8254838172,17.3946255775,0.0,0.0,0.0,34.4724628555
NXP BV/NXP FUNDING LLC,136320.0,-0.10064560151,-0.342195298871,-0.901690395844,18.8515990188,22.0668341053,0.0,0.0,0.0,39.5739018279,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0738304001685,-0.251023546707,-0.661451288031,13.8289312051,16.1875250186,0.0,0.0,0.0,29.0301509888
Virgin Media Finance PLC,136320.0,-0.0479232878055,-0.210344226056,-0.55261217412,20.1054920034,22.8512256574,0.0,0.0,0.0,42.1458379727,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0351549939887,-0.15430180902,-0.405378648855,14.7487470682,16.7629296195,0.0,0.0,0.0,30.9168412359
Gecina SA,136320.0,0.110726017716,0.181885878347,0.471833063692,24.0254806201,23.9289031252,0.0,0.0,0.0,48.7188287051,CDIS0000007,IndexSwap,Pending,2007-06-08,100000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0812250716817,0.13342567367,0.346121672309,17.6243255723,17.5534794052,0.0,0.0,0.0,35.7385773952
ALCATEL,81792.0,0.218025663123,0.547283764523,0.738332149393,0.0,0.0,0.0,0.0,0.0,1.50364157704,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.159936666023,0.401469897684,0.541616893627,0.0,0.0,0.0,0.0,0.0,1.10302345733
Codere Finance (Luxembourg) SA,81792.0,-0.0151901994388,-0.0935313819732,-0.244145463914,12.3772000819,13.7822192117,0.0,0.0,0.0,25.8065522482,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.011143045363,-0.0686116358371,-0.179097318012,9.07951883942,10.1101960179,0.0,0.0,0.0,18.9308628582
Basell AF S.C.A.,81792.0,-0.0462735149022,-0.170610470377,-0.448893145667,11.5777149535,13.4574975136,0.0,0.0,0.0,24.3694353362,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.0339447732558,-0.125154394349,-0.329293680801,8.49304207272,9.87199054693,0.0,0.0,0.0,17.8766397712
BCM Ireland Finance Limited,81792.0,-0.00710516674988,-0.073209887709,-0.191237844697,12.6051906856,13.8645207771,0.0,0.0,0.0,26.1981585636,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.0052121234961,-0.0537044364062,-0.140285977624,9.24676546774,10.1705698189,0.0,0.0,0.0,19.2181327491
BRITISH AIRWAYS plc,81792.0,0.0854891662005,0.156024782259,0.404326476175,14.8563849213,14.5345171924,0.0,0.0,0.0,30.0367425384,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0627121230931,0.114454799192,0.296600994847,10.8981696899,10.6620577996,0.0,0.0,0.0,22.0339954067
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,81792.0,0.0604527597698,0.0939223723786,0.243845833811,14.2313385377,14.4354596697,0.0,0.0,0.0,29.0650191734,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0443462146198,0.0688984539162,0.178877518934,10.4396556175,10.5893923633,0.0,0.0,0.0,21.3211701683
HELLAS,81792.0,-0.0332710817563,-0.138229557435,-0.362896584061,11.8702282886,13.6715460674,0.0,0.0,0.0,25.0073771327,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.024406603401,-0.101400790372,-0.266209348636,8.70762051685,10.0290097325,0.0,0.0,0.0,18.344613507
CAP GEMINI,81792.0,0.0770727966012,0.135187318915,0.350544398733,14.6952358396,14.4615725325,0.0,0.0,0.0,29.7196128864,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0565381430467,0.0991691013171,0.257148179822,10.7799558683,10.6085479259,0.0,0.0,0.0,21.8013592183
Cognis GmbH,81792.0,-0.0477384850076,-0.173820031781,-0.458659155522,11.555318113,13.4301201263,0.0,0.0,0.0,24.305220567,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.035019428556,-0.127508826131,-0.336457713851,8.47661246553,9.85190736962,0.0,0.0,0.0,17.8295338666
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,81792.0,0.0493531769112,0.0665994043287,0.170385682867,14.0842740156,14.4898341145,0.0,0.0,0.0,28.8604463942,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0362039149877,0.0488551968374,0.124989497408,10.3317737791,10.6292797201,0.0,0.0,0.0,21.1711021084
CORUS GROUP PLC,81792.0,0.0419909580428,0.0483736784142,0.125897818361,13.7802986132,14.2601412031,0.0,0.0,0.0,28.2567022711,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0308032262638,0.0354853861606,0.0923546202765,10.1087871282,10.4607843333,0.0,0.0,0.0,20.7282146942
Degussa AG,81792.0,0.094314233723,0.177813326832,0.458616886064,15.1421944365,14.5801338752,0.0,0.0,0.0,30.4530727583,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0691859108883,0.130438179895,0.336426706326,11.1078304258,10.6955207418,0.0,0.0,0.0,22.3394019647
EMI Group plc,81792.0,0.040053755968,0.0435361505802,0.113055951702,13.7658400911,14.2720861656,0.0,0.0,0.0,28.2345721149,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0293821566666,0.0319367301791,0.0829342368703,10.098180818,10.4695467764,0.0,0.0,0.0,20.7119807181
FIAT S.P.A.,81792.0,0.0881395725076,0.162741783525,0.421688063109,14.9579582251,14.4885969395,0.0,0.0,0.0,30.1191245838,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.064656376546,0.119382176882,0.309336900755,10.9726806229,10.6283721681,0.0,0.0,0.0,22.0944282451
FKI plc,81792.0,0.0409594682487,0.0457753822093,0.119307117422,13.7550580961,14.2314263789,0.0,0.0,0.0,28.1925264429,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.030046558281,0.033579359015,0.0875198924752,10.0902714907,10.4397200549,0.0,0.0,0.0,20.6811373554
Fresenius Aktiengesellschaft,81792.0,0.0484290932624,0.0643475404846,0.167225192904,13.888817449,14.377737232,0.0,0.0,0.0,28.5465565076,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0355260367242,0.0472033014119,0.12267106287,10.1883930817,10.5470490258,0.0,0.0,0.0,20.9408425085
FS FUNDING A/S,81792.0,0.00526603957668,-0.0426006738714,-0.111222689537,12.8296682497,14.0227794075,0.0,0.0,0.0,26.7038903334,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.00386299851576,-0.0312504943306,-0.0815894142728,9.41143504236,10.2866632977,0.0,0.0,0.0,19.58912143
Grohe Holding GmbH,81792.0,-0.0647716588786,-0.21637489554,-0.571580154375,11.165617483,13.1677553013,0.0,0.0,0.0,23.4806460755,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.0475144211257,-0.158725715625,-0.41929295362,8.19074052447,9.65944491,0.0,0.0,0.0,17.2246523441
HAVAS,81792.0,0.0348561194257,0.0306413619213,0.0798468982519,13.605495573,14.2449268845,0.0,0.0,0.0,27.995766837,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0255693364332,0.0224775248836,0.0585731354547,9.98055719847,10.4496235948,0.0,0.0,0.0,20.5368007901
Ineos Group Holdings plc,81792.0,-0.0258371811752,-0.119291164435,-0.312306201314,12.1817574246,13.7214661833,0.0,0.0,0.0,25.4457890609,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.0189533312611,-0.087508189873,-0.229097858945,8.93614834548,10.0656295359,0.0,0.0,0.0,18.6662185013
INTERNATIONAL POWER PLC,81792.0,0.0184297681278,-0.00996748048956,-0.0259196278608,13.2074387808,14.1135454831,0.0,0.0,0.0,27.3035269237,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0135194895304,-0.0073118254765,-0.0190138115176,9.68855544367,10.3532463931,0.0,0.0,0.0,20.0289956893
INVENSYS plc,81792.0,0.0568399652845,0.0851565731551,0.221600583923,14.133311246,14.3457440256,0.0,0.0,0.0,28.842652394,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0416959839235,0.062468143453,0.162559113793,10.3677459258,10.523579831,0.0,0.0,0.0,21.1580489979
Kabel Deutschland GmbH,81792.0,-0.0182224651439,-0.100385343032,-0.262359131717,12.2965459844,13.8843394513,0.0,0.0,0.0,25.7999184958,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.0133674186795,-0.0736394828581,-0.192458283243,9.02035356834,10.1851081656,0.0,0.0,0.0,18.9259965492
Koninklijke Ahold N.V.,81792.0,0.194311753661,0.0,0.46730942035,15.1064509502,14.5750547717,0.0,0.0,0.0,30.3431268959,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.142540899106,0.0,0.34280327197,11.0816101454,10.6917948736,0.0,0.0,0.0,22.2587491901
LADBROKES PLC,81792.0,0.0572601474236,0.0861308108522,0.223784252684,14.1638596962,14.3606432162,0.0,0.0,0.0,28.8916781234,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0420042161264,0.0631828131252,0.164160983483,10.3901552936,10.5345094016,0.0,0.0,0.0,21.1940127079
M-REAL SERLA OYJ,81792.0,0.0138904714826,-0.0212907414065,-0.0548076650459,13.0512046297,14.2180079125,0.0,0.0,0.0,27.2070046072,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.010189606428,-0.0156182081914,-0.0402051533494,9.57394705815,10.4298766964,0.0,0.0,0.0,19.9581899994
NORDIC TELEPHONE COMPANY HOLDING ApS,81792.0,0.0190093114186,-0.00846628459442,-0.0219032294951,13.1100439887,14.3009390976,0.0,0.0,0.0,27.3996228836,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0139446239867,-0.00621059609333,-0.0160675098995,9.61710973347,10.4907123662,0.0,0.0,0.0,20.0994886176
Infineon Technologies Holding B.V.,81792.0,0.061656559743,0.0973672399266,0.254377754867,14.4640186425,13.9873047355,0.0,0.0,0.0,28.8647249325,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.045229283849,0.0714254987724,0.18660339999,10.610342314,10.2606402109,0.0,0.0,0.0,21.1742407076
ONO Finance II PLC,81792.0,0.00468499980925,-0.0439253296063,-0.111259254158,12.9975371636,14.4521358675,0.0,0.0,0.0,27.2991734472,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.003436766292,-0.0322222194882,-0.0816162369119,9.53457831838,10.6016254897,0.0,0.0,0.0,20.025802118
Portugal Telecom International Finance B.V.,81792.0,0.101961829151,0.196706986849,0.509536821663,15.2830037057,14.591362138,0.0,0.0,0.0,30.6825714814,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0747959427454,0.144297965705,0.373779945469,11.2111236104,10.7037574369,0.0,0.0,0.0,22.5077549012
ProSiebenSat.1 Media AG,81792.0,0.0423651427693,0.0492686595114,0.128203124107,13.7870588726,14.2778300419,0.0,0.0,0.0,28.284725841,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0310777162334,0.0361419157214,0.094045718975,10.1137462387,10.4737603007,0.0,0.0,0.0,20.7487718904
RALLYE,81792.0,0.0224514165313,-2.3623474023e-05,2.12459102294e-05,13.2834928721,14.1377577463,0.0,0.0,0.0,27.4436996574,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0164696424085,-1.73294263666e-05,1.55853214711e-05,9.74434629706,10.3710077364,0.0,0.0,0.0,20.1318219318
RAY ACQUISITION SCA,81792.0,0.075476853836,0.131184746179,0.340345882559,14.6440495976,14.4336457861,0.0,0.0,0.0,29.6247028663,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0553674103844,0.0962329417397,0.249666873943,10.7424072753,10.5880617562,0.0,0.0,0.0,21.7317362575
RHODIA,81792.0,0.0403820101421,0.0444172151995,0.115734687837,13.7597157874,14.1883042377,0.0,0.0,0.0,28.1485539382,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0296229534493,0.0325830510559,0.0848992721808,10.0936882243,10.4080870288,0.0,0.0,0.0,20.6488805298
Scandinavian Airlines System Denmark-Norway-Sweden,81792.0,0.0532396415989,0.0762381162315,0.198299443478,14.0407241849,14.3405821192,0.0,0.0,0.0,28.7090835055,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0390549014076,0.0559258481745,0.145466141049,10.2998270136,10.5197932213,0.0,0.0,0.0,21.0600671255
SEAT PAGINE GIALLE S.P.A.,81792.0,0.0279324540512,0.0136043678229,0.035529217068,13.3103731632,14.3814250576,0.0,0.0,0.0,27.7688642598,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0204903565517,0.00997972991701,0.026063099375,9.76406482046,10.5497542969,0.0,0.0,0.0,20.3703523032
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,81792.0,0.0581784373598,0.0883829785971,0.229197979119,14.1741948456,14.4337938395,0.0,0.0,0.0,28.9837480801,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0426778443073,0.0648349314826,0.168132320363,10.3977368292,10.5881703634,0.0,0.0,0.0,21.2615522888
"SOL MELIA, SOCIEDAD ANONIMA",81792.0,0.0821880075464,0.147752193164,0.383185722414,14.7996908933,14.4884422953,0.0,0.0,0.0,29.9012591117,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0602904984935,0.108386291933,0.281092812803,10.8565807609,10.628258726,0.0,0.0,0.0,21.9346090902
THE RANK GROUP PLC,81792.0,0.0555850678342,0.0820220238777,0.21008768872,14.2244745191,14.5085855413,0.0,0.0,0.0,29.0807548409,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0407754312164,0.0601687381732,0.15411362142,10.4346203925,10.6430351682,0.0,0.0,0.0,21.3327133516
TUI AG,81792.0,-0.000510663727115,-0.0572918996632,-0.150092563418,12.7144034728,13.7982331525,0.0,0.0,0.0,26.3047414985,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.000374606607332,-0.0420275085558,-0.110103112836,9.32688048178,10.1219433337,0.0,0.0,0.0,19.2963185875
Unity Media GmbH,81792.0,-0.032890525096,-0.137045022922,-0.358277167107,11.9739603564,13.6534714067,0.0,0.0,0.0,25.0992190479,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.0241274391842,-0.100531853669,-0.262820691833,8.78371505015,10.0157507385,0.0,0.0,0.0,18.4119858039
UPC HOLDING B.V.,81792.0,-0.00709073695401,-0.0731426103172,-0.19069446351,12.5679566509,13.9496149956,0.0,0.0,0.0,26.2466438357,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.00520153825852,-0.0536550838594,-0.139887370532,9.21945176855,10.232992221,0.0,0.0,0.0,19.2536999969
VNU N.V.,81792.0,0.0027117260659,-0.0488275002528,-0.123601888542,12.9844863958,14.4092771748,0.0,0.0,0.0,27.2240459078,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.00198923567041,-0.0358182953732,-0.0906703994588,9.52500469172,10.5701857209,0.0,0.0,0.0,19.9706909535
WDAC Subsidiary Corp.,81792.0,-0.0131716833627,-0.0881994397765,-0.230233821101,12.4104340497,13.8947948335,0.0,0.0,0.0,25.973623939,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.00966232641046,-0.0647002932633,-0.168892180972,9.10389821724,10.1927779002,0.0,0.0,0.0,19.0534213168
Wind Acquisition Finance S.A.,81792.0,-0.0064790230522,-0.0715045515733,-0.186585919396,12.5802961493,13.9709933927,0.0,0.0,0.0,26.286720048,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.00475280446904,-0.0524534562598,-0.136873473735,9.22850363067,10.2486747305,0.0,0.0,0.0,19.2830986267
ITV plc,81792.0,0.0987743352564,0.188816834261,0.489129607267,15.1973103933,14.5838500363,0.0,0.0,0.0,30.5578812064,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0724576989851,0.138510001659,0.358809864486,11.1482617321,10.6982467989,0.0,0.0,0.0,22.4162860962
Norske Skogindustrier ASA,81792.0,0.0409845103721,0.0458911468758,0.119529285409,13.7618997238,14.2274121524,0.0,0.0,0.0,28.1957168188,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0300649283833,0.0336642802786,0.0876828678179,10.0952902903,10.4367753465,0.0,0.0,0.0,20.6834777133
NXP BV/NXP FUNDING LLC,81792.0,-0.0603873609142,-0.205317179316,-0.541014237509,11.3109594113,13.2401004632,0.0,0.0,0.0,23.7443410967,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.0442982401073,-0.150614128019,-0.396870772821,8.29735872305,9.71251501114,0.0,0.0,0.0,17.4180905932
Virgin Media Finance PLC,81792.0,-0.0287539726843,-0.12620653564,-0.331567304469,12.063295202,13.7107353944,0.0,0.0,0.0,25.2875027836,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,-0.021092996394,-0.0925810854167,-0.243227189311,8.84924824092,10.0577577717,0.0,0.0,0.0,18.5501047415
Gecina SA,81792.0,0.0664356106214,0.109131526997,0.283099838198,14.4152883721,14.3573418751,0.0,0.0,0.0,29.231297223,CDIS0000009,IndexSwap,Executed,2007-06-19,60000.0,Buyer,Morgan Stanley,EUR,2012-06-20,0.0487350430028,0.0800554041942,0.207673003373,10.5745953434,10.5320876431,0.0,0.0,0.0,21.4431464371
ALCATEL,136320.0,0.363376105204,0.91213960715,1.23055358206,0.0,0.0,0.0,0.0,0.0,2.50606929442,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.266561110038,0.669116495855,0.902694822523,0.0,0.0,0.0,0.0,0.0,1.83837242842
Codere Finance (Luxembourg) SA,136320.0,-0.0253169990566,-0.155885636632,-0.406909106525,20.6286668032,22.9703653528,0.0,0.0,0.0,43.0109204137,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0185717422657,-0.114352726403,-0.298495530021,15.132531399,16.8503266966,0.0,0.0,0.0,31.5514380969
Basell AF S.C.A.,136320.0,-0.077122524832,-0.28435078396,-0.748155242778,19.2961915892,22.4291625226,0.0,0.0,0.0,40.6157255603,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0565746220892,-0.208590657247,-0.548822801333,14.1550701212,16.4533175782,0.0,0.0,0.0,29.7943996187
BCM Ireland Finance Limited,136320.0,-0.0118419445934,-0.122016479513,-0.318729741164,21.0086511427,23.1075346285,0.0,0.0,0.0,43.663597606,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.00868687250103,-0.0895073940091,-0.233809962708,15.4112757796,16.9509496981,0.0,0.0,0.0,32.0302212485
BRITISH AIRWAYS plc,136320.0,0.142481943644,0.260041303893,0.673877460286,24.7606415356,24.2241953207,0.0,0.0,0.0,50.0612375641,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.104520205138,0.190757998748,0.494334991407,18.1636161499,17.7700963326,0.0,0.0,0.0,36.7233256779
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,136320.0,0.100754599555,0.156537287284,0.406409723028,23.7188975629,24.0590994494,0.0,0.0,0.0,48.4416986222,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0739103576548,0.114830756517,0.298129198231,17.3994260291,17.6489872722,0.0,0.0,0.0,35.5352836137
HELLAS,136320.0,-0.0554518029352,-0.230382595739,-0.604827640103,19.7837138143,22.7859101123,0.0,0.0,0.0,41.6789618878,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.040677672341,-0.169001317297,-0.443682247728,14.5127008614,16.7150162209,0.0,0.0,0.0,30.5743558449
CAP GEMINI,136320.0,0.128454661037,0.225312198229,0.584240664542,24.4920597327,24.1026208875,0.0,0.0,0.0,49.5326881441,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0942302384369,0.165281835555,0.428580299694,17.9665931138,17.6809132097,0.0,0.0,0.0,36.3355986972
Cognis GmbH,136320.0,-0.0795641416814,-0.289700052969,-0.764431925874,19.2588635217,22.3835335438,0.0,0.0,0.0,40.5087009449,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0583657142616,-0.212514710218,-0.560762856421,14.1276874425,16.419845616,0.0,0.0,0.0,29.7158897777
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,136320.0,0.0822552913392,0.110999007215,0.283976140281,23.4737900261,24.1497235241,0.0,0.0,0.0,48.100743989,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0603398557359,0.0814253280623,0.208315830605,17.2196229651,17.7154662002,0.0,0.0,0.0,35.2851701797
CORUS GROUP PLC,136320.0,0.069984930094,0.0806227973625,0.209829697271,22.9671643553,23.7669020052,0.0,0.0,0.0,47.0945037852,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0513387104563,0.0591423102718,0.15392436713,16.847978547,17.4346405554,0.0,0.0,0.0,34.5470244903
Degussa AG,136320.0,0.157190387679,0.29635554782,0.764361480286,25.2369907274,24.3002231253,0.0,0.0,0.0,50.7551212685,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.115309850116,0.217396968765,0.560711179787,18.5130507097,17.825867903,0.0,0.0,0.0,37.2323366113
EMI Group plc,136320.0,0.0667562599183,0.0725602509906,0.18842658617,22.9430668184,23.786810276,0.0,0.0,0.0,47.0576201915,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0489702610903,0.0532278836492,0.138223728118,16.8303013633,17.4492446273,0.0,0.0,0.0,34.5199678635
FIAT S.P.A.,136320.0,0.1468992874,0.271236305845,0.702813438565,24.9299303753,24.1476615658,0.0,0.0,0.0,50.1985409729,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.107760627494,0.198970294781,0.515561501295,18.2878010382,17.7139536134,0.0,0.0,0.0,36.8240470752
FKI plc,136320.0,0.068265780373,0.0762923036722,0.198845195698,22.9250968269,23.7190439648,0.0,0.0,0.0,46.9875440714,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0500775971046,0.0559655983511,0.145866487454,16.8171191512,17.3995334249,0.0,0.0,0.0,34.468562259
Fresenius Aktiengesellschaft,136320.0,0.0807151554214,0.107245900832,0.278708654837,23.1480290817,23.9628953867,0.0,0.0,0.0,47.5775941794,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0592100611953,0.0786721690378,0.204451771447,16.9806551362,17.578415043,0.0,0.0,0.0,34.9014041809
FS FUNDING A/S,136320.0,0.00877673262315,-0.0710011231241,-0.185371149235,21.3827804162,23.3712990124,0.0,0.0,0.0,44.5064838889,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.00643833085618,-0.0520841572213,-0.135982357126,15.6857250706,17.1444388295,0.0,0.0,0.0,32.6485357167
Grohe Holding GmbH,136320.0,-0.107952764782,-0.360624825878,-0.952633590631,18.6093624716,21.9462588355,0.0,0.0,0.0,39.1344101258,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0791907018644,-0.264542859359,-0.698821589371,13.6512342075,16.09907485,0.0,0.0,0.0,28.7077539069
HAVAS,136320.0,0.0580935324414,0.0510689365569,0.13307816375,22.6758259549,23.7415448075,0.0,0.0,0.0,46.6596113951,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0426155607698,0.0374625414883,0.0976218924226,16.6342619975,17.4160393247,0.0,0.0,0.0,34.2280013169
Ineos Group Holdings plc,136320.0,-0.0430619686382,-0.19881860739,-0.520510335526,20.3029290409,22.8691103055,0.0,0.0,0.0,42.4096484348,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0315888854447,-0.14584698312,-0.381829764911,14.8935805758,16.7760492264,0.0,0.0,0.0,31.1103641688
INTERNATIONAL POWER PLC,136320.0,0.0307162802266,-0.0166124674638,-0.0431993797627,22.012397968,23.5225758052,0.0,0.0,0.0,45.5058782062,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0225324825606,-0.0121863757804,-0.0316896858588,16.1475924061,17.2554106552,0.0,0.0,0.0,33.3816594823
INVENSYS plc,136320.0,0.0947332754975,0.141927621894,0.369334306555,23.5555187433,23.909573376,0.0,0.0,0.0,48.0710873233,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0694933065563,0.104113572399,0.270931856334,17.2795765429,17.5392997183,0.0,0.0,0.0,35.2634149966
Kabel Deutschland GmbH,136320.0,-0.0303707752543,-0.167308905059,-0.437265219535,20.4942433073,23.1405657522,0.0,0.0,0.0,42.9998641597,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0222790311431,-0.122732471434,-0.32076380541,15.0339226139,16.975180276,0.0,0.0,0.0,31.5433275819
Koninklijke Ahold N.V.,136320.0,0.323852922748,0.0,0.778849034056,25.1774182505,24.2917579528,0.0,0.0,0.0,50.5718781601,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.237568165161,0.0,0.57133878672,18.4693502424,17.8196581226,0.0,0.0,0.0,37.097915317
LADBROKES PLC,136320.0,0.0954335789736,0.14355135143,0.372973754473,23.6064328269,23.9344053604,0.0,0.0,0.0,48.1527968722,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0700070268292,0.105304688549,0.273601639138,17.3169254892,17.5575156693,0.0,0.0,0.0,35.3233545131
M-REAL SERLA OYJ,136320.0,0.0231507851844,-0.0354845690117,-0.091346108418,21.7520077161,23.6966798542,0.0,0.0,0.0,45.3450076781,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0169826769252,-0.0260303469863,-0.0670085889216,15.9565784302,17.3831278273,0.0,0.0,0.0,33.2636499986
NORDIC TELEPHONE COMPANY HOLDING ApS,136320.0,0.0316821857156,-0.0141104743413,-0.0365053824973,21.8500733144,23.834898496,0.0,0.0,0.0,45.6660381393,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0232410399909,-0.0103509935015,-0.02677918317,16.0285162224,17.4845206103,0.0,0.0,0.0,33.4991476961
Infineon Technologies Holding B.V.,136320.0,0.1027609329,0.162278733221,0.423962924765,24.1066977375,23.3121745591,0.0,0.0,0.0,48.1078748876,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0753821397448,0.119042497961,0.311005666641,17.6839038568,17.1010670182,0.0,0.0,0.0,35.2904011793
ONO Finance II PLC,136320.0,0.00780833198223,-0.0732088843302,-0.185432089541,21.6625619394,24.0868931126,0.0,0.0,0.0,45.49862241,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.00572794306208,-0.0537037003596,-0.136027060989,15.890963864,17.6693758161,0.0,0.0,0.0,33.3763368618
Portugal Telecom International Finance B.V.,136320.0,0.169936381789,0.327844978567,0.84922803649,25.4716728427,24.3189368967,0.0,0.0,0.0,51.1376191363,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.124659904481,0.240496609864,0.622966576063,18.6852060173,17.8395957282,0.0,0.0,0.0,37.5129248359
ProSiebenSat.1 Media AG,136320.0,0.0706085712923,0.0821144324978,0.213671873502,22.9784314544,23.7963834032,0.0,0.0,0.0,47.141209735,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0517961937297,0.0602365261868,0.156742864951,16.8562437312,17.4562671679,0.0,0.0,0.0,34.581286484
RALLYE,136320.0,0.0374190275398,-3.93724612424e-05,3.54098596544e-05,22.1391547869,23.5629295772,0.0,0.0,0.0,45.739499429,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0274494040051,-2.88823806062e-05,2.59755425869e-05,16.2405771618,17.2850128941,0.0,0.0,0.0,33.553036553
RAY ACQUISITION SCA,136320.0,0.125794756423,0.21864124368,0.567243137602,24.4067493294,24.0560763101,0.0,0.0,0.0,49.3745047772,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0922790173287,0.160388236267,0.416111456575,17.9040121255,17.6467695937,0.0,0.0,0.0,36.2195604293
RHODIA,136320.0,0.0673033502348,0.0740286919855,0.192891146403,22.9328596457,23.6471737294,0.0,0.0,0.0,46.9142565637,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0493715890807,0.0543050850833,0.141498786974,16.8228137072,17.3468117147,0.0,0.0,0.0,34.414800883
Scandinavian Airlines System Denmark-Norway-Sweden,136320.0,0.0887327360167,0.127063527065,0.330499072477,23.4012069749,23.9009701987,0.0,0.0,0.0,47.8484725092,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0650915023597,0.0932097469669,0.242443568425,17.166378356,17.5329887021,0.0,0.0,0.0,35.1001118759
SEAT PAGINE GIALLE S.P.A.,136320.0,0.0465540900945,0.0226739463661,0.0592153617753,22.1839552721,23.9690417626,0.0,0.0,0.0,46.281440433,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0341505942595,0.0166328831911,0.0434384989549,16.2734413674,17.5829238282,0.0,0.0,0.0,33.9505871721
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,136320.0,0.0969640622252,0.14730496432,0.381996631833,23.623658076,24.0563230658,0.0,0.0,0.0,48.3062468001,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0711297404821,0.108058219131,0.280220533915,17.329561382,17.6469506058,0.0,0.0,0.0,35.4359204813
"SOL MELIA, SOCIEDAD ANONIMA",136320.0,0.136980012605,0.246253655188,0.638642870772,24.6661514888,24.1474038255,0.0,0.0,0.0,49.835431853,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.100484164176,0.180643819827,0.468488021399,18.0943012682,17.7137645434,0.0,0.0,0.0,36.557681817
THE RANK GROUP PLC,136320.0,0.092641779207,0.13670337158,0.35014614797,23.7074575319,24.1809759022,0.0,0.0,0.0,48.4679247328,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0679590516484,0.100281229152,0.256856035776,17.3910339876,17.7383919471,0.0,0.0,0.0,35.5545222512
TUI AG,136320.0,-0.000851106210654,-0.095486499441,-0.250154272365,21.1906724546,22.9970552542,0.0,0.0,0.0,43.8412358308,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.00062434434467,-0.0700458475946,-0.183505188061,15.544800803,16.8699055562,0.0,0.0,0.0,32.1605309791
Unity Media GmbH,136320.0,-0.0548175418316,-0.228408371526,-0.597128611846,19.9566005939,22.7557856778,0.0,0.0,0.0,41.8320317465,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0402123986441,-0.167553089441,-0.438034486389,14.6395250836,16.6929178974,0.0,0.0,0.0,30.6866430066
UPC HOLDING B.V.,136320.0,-0.0118178949246,-0.121904350522,-0.317824105858,20.9465944181,23.249358326,0.0,0.0,0.0,43.7444063929,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.00866923043176,-0.0894251397606,-0.23314561756,15.3657529476,17.0549870349,0.0,0.0,0.0,32.0894999948
VNU N.V.,136320.0,0.00451954385644,-0.0813791653316,-0.206003147674,21.6408106596,24.0154619579,0.0,0.0,0.0,45.3734098484,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.00331539308718,-0.059697157667,-0.151117332507,15.8750078195,17.6169762015,0.0,0.0,0.0,33.284484924
WDAC Subsidiary Corp.,136320.0,-0.0219528056069,-0.146999066291,-0.383723035176,20.6840567496,23.1579913892,0.0,0.0,0.0,43.2893732317,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0161038773525,-0.107833822103,-0.281486968292,15.1731636954,16.987963167,0.0,0.0,0.0,31.7557021946
Wind Acquisition Finance S.A.,136320.0,-0.0107983717768,-0.119174252622,-0.310976532327,20.9671602489,23.2849889878,0.0,0.0,0.0,43.8112000799,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.00792134079874,-0.0874224270996,-0.228122456226,15.3808393844,17.0811245509,0.0,0.0,0.0,32.1384977112
ITV plc,136320.0,0.164623891871,0.314694723977,0.815216012173,25.3288506555,24.3064167272,0.0,0.0,0.0,50.9298020107,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.120762831478,0.230850002918,0.598016440854,18.5804362203,17.8304113316,0.0,0.0,0.0,37.3604768271
Norske Skogindustrier ASA,136320.0,0.0683075172613,0.0764852447924,0.199215475671,22.9364995396,23.7123535873,0.0,0.0,0.0,46.9928613647,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0501082139535,0.0561071337972,0.146138113022,16.8254838172,17.3946255775,0.0,0.0,0.0,34.4724628555
NXP BV/NXP FUNDING LLC,136320.0,-0.10064560151,-0.342195298871,-0.901690395844,18.8515990188,22.0668341053,0.0,0.0,0.0,39.5739018279,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0738304001685,-0.251023546707,-0.661451288031,13.8289312051,16.1875250186,0.0,0.0,0.0,29.0301509888
Virgin Media Finance PLC,136320.0,-0.0479232878055,-0.210344226056,-0.55261217412,20.1054920034,22.8512256574,0.0,0.0,0.0,42.1458379727,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,-0.0351549939887,-0.15430180902,-0.405378648855,14.7487470682,16.7629296195,0.0,0.0,0.0,30.9168412359
Gecina SA,136320.0,0.110726017716,0.181885878347,0.471833063692,24.0254806201,23.9289031252,0.0,0.0,0.0,48.7188287051,CDIS0000006,IndexSwap,Executed,2007-05-18,100000.0,Seller,J.P.Morgan Chase,EUR,2012-06-20,0.0812250716817,0.13342567367,0.346121672309,17.6243255723,17.5534794052,0.0,0.0,0.0,35.7385773952
ALCATEL,81792.0,0.218025663123,0.547283764523,0.738332149393,0.0,0.0,0.0,0.0,0.0,1.50364157704,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.159936666023,0.401469897684,0.541616893627,0.0,0.0,0.0,0.0,0.0,1.10302345733
Codere Finance (Luxembourg) SA,81792.0,-0.0151901994388,-0.0935313819732,-0.244145463914,12.3772000819,13.7822192117,0.0,0.0,0.0,25.8065522482,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.011143045363,-0.0686116358371,-0.179097318012,9.07951883942,10.1101960179,0.0,0.0,0.0,18.9308628582
Basell AF S.C.A.,81792.0,-0.0462735149022,-0.170610470377,-0.448893145667,11.5777149535,13.4574975136,0.0,0.0,0.0,24.3694353362,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0339447732558,-0.125154394349,-0.329293680801,8.49304207272,9.87199054693,0.0,0.0,0.0,17.8766397712
BCM Ireland Finance Limited,81792.0,-0.00710516674988,-0.073209887709,-0.191237844697,12.6051906856,13.8645207771,0.0,0.0,0.0,26.1981585636,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0052121234961,-0.0537044364062,-0.140285977624,9.24676546774,10.1705698189,0.0,0.0,0.0,19.2181327491
BRITISH AIRWAYS plc,81792.0,0.0854891662005,0.156024782259,0.404326476175,14.8563849213,14.5345171924,0.0,0.0,0.0,30.0367425384,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0627121230931,0.114454799192,0.296600994847,10.8981696899,10.6620577996,0.0,0.0,0.0,22.0339954067
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,81792.0,0.0604527597698,0.0939223723786,0.243845833811,14.2313385377,14.4354596697,0.0,0.0,0.0,29.0650191734,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0443462146198,0.0688984539162,0.178877518934,10.4396556175,10.5893923633,0.0,0.0,0.0,21.3211701683
HELLAS,81792.0,-0.0332710817563,-0.138229557435,-0.362896584061,11.8702282886,13.6715460674,0.0,0.0,0.0,25.0073771327,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.024406603401,-0.101400790372,-0.266209348636,8.70762051685,10.0290097325,0.0,0.0,0.0,18.344613507
CAP GEMINI,81792.0,0.0770727966012,0.135187318915,0.350544398733,14.6952358396,14.4615725325,0.0,0.0,0.0,29.7196128864,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0565381430467,0.0991691013171,0.257148179822,10.7799558683,10.6085479259,0.0,0.0,0.0,21.8013592183
Cognis GmbH,81792.0,-0.0477384850076,-0.173820031781,-0.458659155522,11.555318113,13.4301201263,0.0,0.0,0.0,24.305220567,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.035019428556,-0.127508826131,-0.336457713851,8.47661246553,9.85190736962,0.0,0.0,0.0,17.8295338666
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,81792.0,0.0493531769112,0.0665994043287,0.170385682867,14.0842740156,14.4898341145,0.0,0.0,0.0,28.8604463942,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0362039149877,0.0488551968374,0.124989497408,10.3317737791,10.6292797201,0.0,0.0,0.0,21.1711021084
CORUS GROUP PLC,81792.0,0.0419909580428,0.0483736784142,0.125897818361,13.7802986132,14.2601412031,0.0,0.0,0.0,28.2567022711,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0308032262638,0.0354853861606,0.0923546202765,10.1087871282,10.4607843333,0.0,0.0,0.0,20.7282146942
Degussa AG,81792.0,0.094314233723,0.177813326832,0.458616886064,15.1421944365,14.5801338752,0.0,0.0,0.0,30.4530727583,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0691859108883,0.130438179895,0.336426706326,11.1078304258,10.6955207418,0.0,0.0,0.0,22.3394019647
EMI Group plc,81792.0,0.040053755968,0.0435361505802,0.113055951702,13.7658400911,14.2720861656,0.0,0.0,0.0,28.2345721149,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0293821566666,0.0319367301791,0.0829342368703,10.098180818,10.4695467764,0.0,0.0,0.0,20.7119807181
FIAT S.P.A.,81792.0,0.0881395725076,0.162741783525,0.421688063109,14.9579582251,14.4885969395,0.0,0.0,0.0,30.1191245838,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.064656376546,0.119382176882,0.309336900755,10.9726806229,10.6283721681,0.0,0.0,0.0,22.0944282451
FKI plc,81792.0,0.0409594682487,0.0457753822093,0.119307117422,13.7550580961,14.2314263789,0.0,0.0,0.0,28.1925264429,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.030046558281,0.033579359015,0.0875198924752,10.0902714907,10.4397200549,0.0,0.0,0.0,20.6811373554
Fresenius Aktiengesellschaft,81792.0,0.0484290932624,0.0643475404846,0.167225192904,13.888817449,14.377737232,0.0,0.0,0.0,28.5465565076,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0355260367242,0.0472033014119,0.12267106287,10.1883930817,10.5470490258,0.0,0.0,0.0,20.9408425085
FS FUNDING A/S,81792.0,0.00526603957668,-0.0426006738714,-0.111222689537,12.8296682497,14.0227794075,0.0,0.0,0.0,26.7038903334,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.00386299851576,-0.0312504943306,-0.0815894142728,9.41143504236,10.2866632977,0.0,0.0,0.0,19.58912143
Grohe Holding GmbH,81792.0,-0.0647716588786,-0.21637489554,-0.571580154375,11.165617483,13.1677553013,0.0,0.0,0.0,23.4806460755,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0475144211257,-0.158725715625,-0.41929295362,8.19074052447,9.65944491,0.0,0.0,0.0,17.2246523441
HAVAS,81792.0,0.0348561194257,0.0306413619213,0.0798468982519,13.605495573,14.2449268845,0.0,0.0,0.0,27.995766837,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0255693364332,0.0224775248836,0.0585731354547,9.98055719847,10.4496235948,0.0,0.0,0.0,20.5368007901
Ineos Group Holdings plc,81792.0,-0.0258371811752,-0.119291164435,-0.312306201314,12.1817574246,13.7214661833,0.0,0.0,0.0,25.4457890609,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0189533312611,-0.087508189873,-0.229097858945,8.93614834548,10.0656295359,0.0,0.0,0.0,18.6662185013
INTERNATIONAL POWER PLC,81792.0,0.0184297681278,-0.00996748048956,-0.0259196278608,13.2074387808,14.1135454831,0.0,0.0,0.0,27.3035269237,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0135194895304,-0.0073118254765,-0.0190138115176,9.68855544367,10.3532463931,0.0,0.0,0.0,20.0289956893
INVENSYS plc,81792.0,0.0568399652845,0.0851565731551,0.221600583923,14.133311246,14.3457440256,0.0,0.0,0.0,28.842652394,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0416959839235,0.062468143453,0.162559113793,10.3677459258,10.523579831,0.0,0.0,0.0,21.1580489979
Kabel Deutschland GmbH,81792.0,-0.0182224651439,-0.100385343032,-0.262359131717,12.2965459844,13.8843394513,0.0,0.0,0.0,25.7999184958,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0133674186795,-0.0736394828581,-0.192458283243,9.02035356834,10.1851081656,0.0,0.0,0.0,18.9259965492
Koninklijke Ahold N.V.,81792.0,0.194311753661,0.0,0.46730942035,15.1064509502,14.5750547717,0.0,0.0,0.0,30.3431268959,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.142540899106,0.0,0.34280327197,11.0816101454,10.6917948736,0.0,0.0,0.0,22.2587491901
LADBROKES PLC,81792.0,0.0572601474236,0.0861308108522,0.223784252684,14.1638596962,14.3606432162,0.0,0.0,0.0,28.8916781234,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0420042161264,0.0631828131252,0.164160983483,10.3901552936,10.5345094016,0.0,0.0,0.0,21.1940127079
M-REAL SERLA OYJ,81792.0,0.0138904714826,-0.0212907414065,-0.0548076650459,13.0512046297,14.2180079125,0.0,0.0,0.0,27.2070046072,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.010189606428,-0.0156182081914,-0.0402051533494,9.57394705815,10.4298766964,0.0,0.0,0.0,19.9581899994
NORDIC TELEPHONE COMPANY HOLDING ApS,81792.0,0.0190093114186,-0.00846628459442,-0.0219032294951,13.1100439887,14.3009390976,0.0,0.0,0.0,27.3996228836,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0139446239867,-0.00621059609333,-0.0160675098995,9.61710973347,10.4907123662,0.0,0.0,0.0,20.0994886176
Infineon Technologies Holding B.V.,81792.0,0.061656559743,0.0973672399266,0.254377754867,14.4640186425,13.9873047355,0.0,0.0,0.0,28.8647249325,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.045229283849,0.0714254987724,0.18660339999,10.610342314,10.2606402109,0.0,0.0,0.0,21.1742407076
ONO Finance II PLC,81792.0,0.00468499980925,-0.0439253296063,-0.111259254158,12.9975371636,14.4521358675,0.0,0.0,0.0,27.2991734472,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.003436766292,-0.0322222194882,-0.0816162369119,9.53457831838,10.6016254897,0.0,0.0,0.0,20.025802118
Portugal Telecom International Finance B.V.,81792.0,0.101961829151,0.196706986849,0.509536821663,15.2830037057,14.591362138,0.0,0.0,0.0,30.6825714814,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0747959427454,0.144297965705,0.373779945469,11.2111236104,10.7037574369,0.0,0.0,0.0,22.5077549012
ProSiebenSat.1 Media AG,81792.0,0.0423651427693,0.0492686595114,0.128203124107,13.7870588726,14.2778300419,0.0,0.0,0.0,28.284725841,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0310777162334,0.0361419157214,0.094045718975,10.1137462387,10.4737603007,0.0,0.0,0.0,20.7487718904
RALLYE,81792.0,0.0224514165313,-2.3623474023e-05,2.12459102294e-05,13.2834928721,14.1377577463,0.0,0.0,0.0,27.4436996574,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0164696424085,-1.73294263666e-05,1.55853214711e-05,9.74434629706,10.3710077364,0.0,0.0,0.0,20.1318219318
RAY ACQUISITION SCA,81792.0,0.075476853836,0.131184746179,0.340345882559,14.6440495976,14.4336457861,0.0,0.0,0.0,29.6247028663,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0553674103844,0.0962329417397,0.249666873943,10.7424072753,10.5880617562,0.0,0.0,0.0,21.7317362575
RHODIA,81792.0,0.0403820101421,0.0444172151995,0.115734687837,13.7597157874,14.1883042377,0.0,0.0,0.0,28.1485539382,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0296229534493,0.0325830510559,0.0848992721808,10.0936882243,10.4080870288,0.0,0.0,0.0,20.6488805298
Scandinavian Airlines System Denmark-Norway-Sweden,81792.0,0.0532396415989,0.0762381162315,0.198299443478,14.0407241849,14.3405821192,0.0,0.0,0.0,28.7090835055,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0390549014076,0.0559258481745,0.145466141049,10.2998270136,10.5197932213,0.0,0.0,0.0,21.0600671255
SEAT PAGINE GIALLE S.P.A.,81792.0,0.0279324540512,0.0136043678229,0.035529217068,13.3103731632,14.3814250576,0.0,0.0,0.0,27.7688642598,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0204903565517,0.00997972991701,0.026063099375,9.76406482046,10.5497542969,0.0,0.0,0.0,20.3703523032
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,81792.0,0.0581784373598,0.0883829785971,0.229197979119,14.1741948456,14.4337938395,0.0,0.0,0.0,28.9837480801,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0426778443073,0.0648349314826,0.168132320363,10.3977368292,10.5881703634,0.0,0.0,0.0,21.2615522888
"SOL MELIA, SOCIEDAD ANONIMA",81792.0,0.0821880075464,0.147752193164,0.383185722414,14.7996908933,14.4884422953,0.0,0.0,0.0,29.9012591117,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0602904984935,0.108386291933,0.281092812803,10.8565807609,10.628258726,0.0,0.0,0.0,21.9346090902
THE RANK GROUP PLC,81792.0,0.0555850678342,0.0820220238777,0.21008768872,14.2244745191,14.5085855413,0.0,0.0,0.0,29.0807548409,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0407754312164,0.0601687381732,0.15411362142,10.4346203925,10.6430351682,0.0,0.0,0.0,21.3327133516
TUI AG,81792.0,-0.000510663727115,-0.0572918996632,-0.150092563418,12.7144034728,13.7982331525,0.0,0.0,0.0,26.3047414985,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.000374606607332,-0.0420275085558,-0.110103112836,9.32688048178,10.1219433337,0.0,0.0,0.0,19.2963185875
Unity Media GmbH,81792.0,-0.032890525096,-0.137045022922,-0.358277167107,11.9739603564,13.6534714067,0.0,0.0,0.0,25.0992190479,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0241274391842,-0.100531853669,-0.262820691833,8.78371505015,10.0157507385,0.0,0.0,0.0,18.4119858039
UPC HOLDING B.V.,81792.0,-0.00709073695401,-0.0731426103172,-0.19069446351,12.5679566509,13.9496149956,0.0,0.0,0.0,26.2466438357,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00520153825852,-0.0536550838594,-0.139887370532,9.21945176855,10.232992221,0.0,0.0,0.0,19.2536999969
VNU N.V.,81792.0,0.0027117260659,-0.0488275002528,-0.123601888542,12.9844863958,14.4092771748,0.0,0.0,0.0,27.2240459078,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.00198923567041,-0.0358182953732,-0.0906703994588,9.52500469172,10.5701857209,0.0,0.0,0.0,19.9706909535
WDAC Subsidiary Corp.,81792.0,-0.0131716833627,-0.0881994397765,-0.230233821101,12.4104340497,13.8947948335,0.0,0.0,0.0,25.973623939,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00966232641046,-0.0647002932633,-0.168892180972,9.10389821724,10.1927779002,0.0,0.0,0.0,19.0534213168
Wind Acquisition Finance S.A.,81792.0,-0.0064790230522,-0.0715045515733,-0.186585919396,12.5802961493,13.9709933927,0.0,0.0,0.0,26.286720048,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00475280446904,-0.0524534562598,-0.136873473735,9.22850363067,10.2486747305,0.0,0.0,0.0,19.2830986267
ITV plc,81792.0,0.0987743352564,0.188816834261,0.489129607267,15.1973103933,14.5838500363,0.0,0.0,0.0,30.5578812064,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0724576989851,0.138510001659,0.358809864486,11.1482617321,10.6982467989,0.0,0.0,0.0,22.4162860962
Norske Skogindustrier ASA,81792.0,0.0409845103721,0.0458911468758,0.119529285409,13.7618997238,14.2274121524,0.0,0.0,0.0,28.1957168188,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0300649283833,0.0336642802786,0.0876828678179,10.0952902903,10.4367753465,0.0,0.0,0.0,20.6834777133
NXP BV/NXP FUNDING LLC,81792.0,-0.0603873609142,-0.205317179316,-0.541014237509,11.3109594113,13.2401004632,0.0,0.0,0.0,23.7443410967,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0442982401073,-0.150614128019,-0.396870772821,8.29735872305,9.71251501114,0.0,0.0,0.0,17.4180905932
Virgin Media Finance PLC,81792.0,-0.0287539726843,-0.12620653564,-0.331567304469,12.063295202,13.7107353944,0.0,0.0,0.0,25.2875027836,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.021092996394,-0.0925810854167,-0.243227189311,8.84924824092,10.0577577717,0.0,0.0,0.0,18.5501047415
Gecina SA,81792.0,0.0664356106214,0.109131526997,0.283099838198,14.4152883721,14.3573418751,0.0,0.0,0.0,29.231297223,CDIS0000008,IndexSwap,Pending,2007-06-14,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0487350430028,0.0800554041942,0.207673003373,10.5745953434,10.5320876431,0.0,0.0,0.0,21.4431464371
ALCATEL,212053.333333,0.62038010653,1.55750946245,2.10107715808,0.0,0.0,0.0,0.0,0.0,4.27896672707,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.455091040588,1.14253921835,1.54128312653,0.0,0.0,0.0,0.0,0.0,3.13891338546
ALSTOM,212053.333333,0.329811742889,0.675350854907,1.74537043377,55.3132827831,12.7623061232,0.0,0.0,0.0,70.8261219378,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.241939365382,0.495415826663,1.28034802947,40.5760583796,9.36202033683,0.0,0.0,0.0,51.955781938
Basell AF S.C.A.,212053.333333,-0.0517990874038,-0.275222157723,-0.724139258803,47.3494609325,12.4620670543,0.0,0.0,0.0,58.7603674829,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0379981568396,-0.201894188471,-0.531205442197,34.7340529141,9.141774541,0.0,0.0,0.0,43.1047296676
BCM Ireland Finance Limited,212053.333333,0.0546380804064,-0.00949653784609,-0.0245678658614,49.748379781,12.6271718811,0.0,0.0,0.0,62.3961253388,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0400807514718,-0.00696635698803,-0.0180222020697,36.4938231961,9.26289017099,0.0,0.0,0.0,45.7718055595
BRITISH AIRWAYS plc,212053.333333,0.288048697332,0.571550584676,1.48134586554,54.4383148558,12.7364058765,0.0,0.0,0.0,69.5156658799,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.211303328442,0.419271262233,1.08666803517,39.9342098414,9.34302074275,0.0,0.0,0.0,50.99447321
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,212053.333333,0.229542564498,0.425286764424,1.10422078253,53.288175103,12.8054251782,0.0,0.0,0.0,67.8526503927,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.168385097196,0.311976793152,0.810021113943,39.0905040369,9.39365109906,0.0,0.0,0.0,49.7745381402
Cablecom Luxembourg S.C.A.,212053.333333,0.13125782084,0.181382084699,0.461334959095,51.9783143665,13.199883635,0.0,0.0,0.0,65.952172866,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0962865469774,0.133056106733,0.338420597927,38.1296320176,9.68301322986,0.0,0.0,0.0,48.3804084991
CAP GEMINI,212053.333333,0.265042799207,0.514347009672,1.33389841139,54.0759521433,12.6972372578,0.0,0.0,0.0,68.8864776214,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.194426936038,0.377308545827,0.978505290043,39.6683921239,9.31428789454,0.0,0.0,0.0,50.5329207904
Cognis GmbH,212053.333333,-0.0563940512537,-0.285989430022,-0.754651346123,47.282704695,12.4373759279,0.0,0.0,0.0,58.6230457955,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0413688756263,-0.209792715685,-0.55358813536,34.6850826695,9.12366191891,0.0,0.0,0.0,43.0039948617
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,212053.333333,0.205231593002,0.365395757323,0.934787268023,53.3183833487,12.9335150098,0.0,0.0,0.0,67.7573129768,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.150551344632,0.268042662356,0.685730096848,39.1126638415,9.48761371021,0.0,0.0,0.0,49.7046016555
CORUS GROUP PLC,212053.333333,0.181714990983,0.307097086435,0.799127531213,52.2636996237,12.7317532014,0.0,0.0,0.0,66.2833924337,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.133300316155,0.22527661857,0.586214444845,38.3389815314,9.33960768883,0.0,0.0,0.0,48.6233805999
Degussa AG,212053.333333,0.308064032486,0.621193994873,1.60244108615,55.0450161571,12.7156710839,0.0,0.0,0.0,70.2923863545,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.225985939323,0.455688083093,1.17549962306,40.3792665471,9.32781036085,0.0,0.0,0.0,51.5642505535
EMI Group plc,212053.333333,0.177408922668,0.296096827754,0.768744101829,52.3042232268,12.755108023,0.0,0.0,0.0,66.301581102,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.13014152191,0.217207179984,0.563926131037,38.368708353,9.35674004034,0.0,0.0,0.0,48.6367232263
FIAT S.P.A.,212053.333333,0.291494208383,0.580785755649,1.50513746934,54.5391641659,12.6544375269,0.0,0.0,0.0,69.5710191263,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.213830845352,0.426045888827,1.10412079617,40.0081896757,9.28289137833,0.0,0.0,0.0,51.0350785844
FKI plc,212053.333333,0.17841592785,0.298650753657,0.778249844154,52.1710492709,12.7045845213,0.0,0.0,0.0,66.1309503178,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.130880228763,0.219080658492,0.570899240137,38.2710161905,9.31967761248,0.0,0.0,0.0,48.5115539303
Fresenius Aktiengesellschaft,212053.333333,0.201182042851,0.355534427481,0.923904827555,52.5934745073,12.8354072684,0.0,0.0,0.0,66.9095030736,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.147580723923,0.260808705605,0.677747085941,38.580893858,9.41564500325,0.0,0.0,0.0,49.0826753768
FS FUNDING A/S,212053.333333,0.0899629021896,0.0785828670379,0.205614441202,50.2909768922,12.7390064307,0.0,0.0,0.0,63.4041435333,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0659939129912,0.0576458825102,0.150832189849,36.8918551146,9.34492842629,0.0,0.0,0.0,46.5112555262
Grohe Holding GmbH,212053.333333,-0.107021059408,-0.412822658882,-1.090610411,46.2619682987,12.2502390662,0.0,0.0,0.0,56.9017532356,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0785072325472,-0.302833523241,-0.800036979902,33.936303036,8.98638429152,0.0,0.0,0.0,41.7413095918
HAVAS,212053.333333,0.165178052102,0.265318645808,0.69103832243,51.9662137464,12.7683288758,0.0,0.0,0.0,65.8560776425,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.121169345732,0.194629288298,0.506923652017,38.120755389,9.36643843587,0.0,0.0,0.0,48.309916111
Ineos Group Holdings plc,212053.333333,0.00411247746646,-0.134946744176,-0.353192926483,48.8359868967,12.5896870241,0.0,0.0,0.0,60.9416467276,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.00301678217904,-0.0989926233684,-0.259091055225,35.8245209042,9.23539247663,0.0,0.0,0.0,44.7048464845
INTERNATIONAL POWER PLC,212053.333333,0.122968788076,0.160359039483,0.418660897853,51.1104370348,12.7347077682,0.0,0.0,0.0,64.5471335284,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0902059771686,0.117634271921,0.307116268965,37.492984914,9.3417750647,0.0,0.0,0.0,47.3497164968
INVENSYS plc,212053.333333,0.218194068301,0.397955220121,1.03564124972,52.9519715311,12.7246977558,0.0,0.0,0.0,67.3284598251,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.160060202686,0.291927244807,0.759713358069,38.8438758297,9.33443203919,0.0,0.0,0.0,49.3900086745
Kabel Deutschland GmbH,212053.333333,0.0298166855163,-0.0710115179669,-0.185423621867,49.2445859899,12.748716484,0.0,0.0,0.0,61.7666840196,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0218725686005,-0.0520917825462,-0.136020849374,36.1242561546,9.3520514114,0.0,0.0,0.0,45.3100675027
Koninklijke Ahold N.V.,212053.333333,0.655481935014,0.0,1.62760914491,54.9020513671,12.7116570272,0.0,0.0,0.0,69.8967994743,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.480840621342,0.0,1.19396210747,40.2743921414,9.32486577701,0.0,0.0,0.0,51.2740606472
LADBROKES PLC,212053.333333,0.219489826599,0.400867599776,1.04158639789,53.0530825919,12.7361571111,0.0,0.0,0.0,67.4511835273,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.161010729606,0.294063673544,0.764074528967,38.918047676,9.3428382564,0.0,0.0,0.0,49.4800348645
M-REAL SERLA OYJ,212053.333333,0.116682503579,0.145884270071,0.376453437271,50.9991007892,12.9078357693,0.0,0.0,0.0,64.5459567694,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0855945595504,0.107016043186,0.27615422335,37.4113121987,9.46877623919,0.0,0.0,0.0,47.3488532639
NORDIC TELEPHONE COMPANY HOLDING ApS,212053.333333,0.132385874807,0.184328731471,0.479162777061,51.1625346907,12.9827822654,0.0,0.0,0.0,64.9411943395,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0971140513549,0.135217672734,0.351498516036,37.5312020912,9.52375459611,0.0,0.0,0.0,47.6387869274
NTL CABLE PLC,212053.333333,0.103076518513,0.11124578162,0.282355331839,51.5011749368,13.2686547711,0.0,0.0,0.0,65.2665073399,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0756136432756,0.0816063538878,0.207126857276,37.7796177647,9.73346153984,0.0,0.0,0.0,47.8774261589
ONO Finance II PLC,212053.333333,0.101651962922,0.107683025737,0.273260799854,51.5133841636,13.2326106327,0.0,0.0,0.0,65.2285905849,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0745686347727,0.0789928299127,0.200455398954,37.7885740637,9.70702071064,0.0,0.0,0.0,47.849611638
Portugal Telecom International Finance B.V.,212053.333333,0.325507101313,0.664509964734,1.72159010412,55.2127818869,12.68065878,0.0,0.0,0.0,70.6050478371,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.238781617747,0.487463295727,1.26290353882,40.5023341307,9.30212645245,0.0,0.0,0.0,51.7936090354
ProSiebenSat.1 Media AG,212053.333333,0.183295191145,0.310796900379,0.808607615795,52.3048673564,12.7510063278,0.0,0.0,0.0,66.3585733915,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.134459500546,0.227990683963,0.593168732244,38.3691808659,9.35373116772,0.0,0.0,0.0,48.6785309504
RALLYE,212053.333333,0.133128266685,0.186308932823,0.48548588839,51.247461619,12.7373211041,0.0,0.0,0.0,64.789705811,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0976586463361,0.136670285228,0.356136948643,37.5935017745,9.34369212448,0.0,0.0,0.0,47.5276597792
RAY ACQUISITION SCA,212053.333333,0.261950625193,0.506464799227,1.3141486432,53.9607902609,12.6822017453,0.0,0.0,0.0,68.7255560738,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.192158615899,0.371526407884,0.96401749061,39.5839130435,9.30325832255,0.0,0.0,0.0,50.4148738804
RHODIA,212053.333333,0.175140282954,0.291074936878,0.758294617374,52.1186554511,12.6526700745,0.0,0.0,0.0,65.9958353629,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.128477320242,0.21352328116,0.556260722839,38.232581757,9.28159483166,0.0,0.0,0.0,48.4124379129
Scandinavian Airlines System Denmark-Norway-Sweden,212053.333333,0.210079198418,0.377711838524,0.982467104551,52.7964429906,12.7466839832,0.0,0.0,0.0,67.1133851153,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.154107393206,0.277077346335,0.720706502752,38.7297850576,9.3505604337,0.0,0.0,0.0,49.2322367336
SEAT PAGINE GIALLE S.P.A.,212053.333333,0.156133935764,0.24264059043,0.632443108927,51.6037958467,13.0146923234,0.0,0.0,0.0,65.6497058052,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.114534870719,0.177993390867,0.463940074037,37.854897188,9.54716279589,0.0,0.0,0.0,48.1585283195
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,212053.333333,0.224420043904,0.412921471208,1.07085417362,53.1956530221,12.8208914123,0.0,0.0,0.0,67.7247401231,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.164627379625,0.302906008808,0.785544434872,39.022632792,9.40499663461,0.0,0.0,0.0,49.68070725
"SOL MELIA, SOCIEDAD ANONIMA",212053.333333,0.278803850345,0.548217558208,1.42197184962,54.2916916482,12.7006370498,0.0,0.0,0.0,69.2413219562,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.204521603833,0.40215489892,1.0431131526,39.8266517373,9.31678187337,0.0,0.0,0.0,50.793223266
THE RANK GROUP PLC,212053.333333,0.220022986026,0.402200767543,1.03021063578,53.556790836,12.9114892364,0.0,0.0,0.0,68.1207144617,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.161401838341,0.295041642858,0.755729633056,39.287551963,9.47145630602,0.0,0.0,0.0,49.9711813833
TUI AG,212053.333333,0.0679985676414,0.0238876408394,0.0628760279371,49.7480553559,12.5046789818,0.0,0.0,0.0,62.4074965741,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0498815783755,0.0175232107097,0.0461238467849,36.4935852082,9.1730332906,0.0,0.0,0.0,45.7801471347
Unity Media GmbH,212053.333333,-0.0135774779161,-0.179327898825,-0.468750876268,48.3794581094,12.5764292718,0.0,0.0,0.0,60.2942311282,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.00996000433986,-0.131549221556,-0.343860678013,35.4896259605,9.22566701277,0.0,0.0,0.0,44.2299230694
UPC HOLDING B.V.,212053.333333,0.0581358330775,-0.000740514268928,-0.00167509988482,49.7935869342,12.7394498702,0.0,0.0,0.0,62.5887570233,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.042646591166,-0.000543217626854,-0.00122879979814,36.5269857205,9.34525371933,0.0,0.0,0.0,45.9131140136
VNU N.V.,212053.333333,0.0950593597037,0.0912481627834,0.231431348245,51.4575176634,13.1880419505,0.0,0.0,0.0,65.0632984846,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0697325115198,0.0669367391311,0.169770648654,37.7475921826,9.67432654817,0.0,0.0,0.0,47.7283586301
WDAC Subsidiary Corp.,212053.333333,0.0420502262482,-0.0407854515262,-0.106265470956,49.43768825,12.7230162056,0.0,0.0,0.0,62.0557037594,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0308467035271,-0.0299189051689,-0.0779529569803,36.2659098078,9.3331985076,0.0,0.0,0.0,45.5220831568
Wind Acquisition Finance S.A.,212053.333333,0.0604361807286,0.00498483521417,0.0132734320181,49.8460392712,12.7612719684,0.0,0.0,0.0,62.6860056875,CDIS0000013,IndexSwap,Pending,2007-10-07,155555.555555,Seller,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0443340527645,0.00365671597284,0.0097369659757,36.5654630804,9.36126171391,0.0,0.0,0.0,45.984452529
ALCATEL,151466.666667,0.443128647688,1.11250675873,1.50076939878,0.0,0.0,0.0,0.0,0.0,3.05640480519,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.325065029114,0.816099441556,1.10091651906,0.0,0.0,0.0,0.0,0.0,2.24208098973
ALSTOM,151466.666667,0.235579793807,0.482393469207,1.24669316662,39.5094877021,9.11593294506,0.0,0.0,0.0,50.5900870768,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.17281381588,0.353868448656,0.914534306503,28.9828988425,6.68715738341,0.0,0.0,0.0,37.111272797
Basell AF S.C.A.,151466.666667,-0.0369993481526,-0.196587255519,-0.517242327713,33.8210435232,8.90147646735,0.0,0.0,0.0,41.9716910592,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0271415406049,-0.144210134624,-0.37943245871,24.8100377958,6.52983895786,0.0,0.0,0.0,30.7890926197
BCM Ireland Finance Limited,151466.666667,0.0390272002967,-0.00678324132651,-0.0175484756121,35.5345569864,9.0194084865,0.0,0.0,0.0,44.5686609563,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0286291081988,-0.00497596928295,-0.012873001476,26.0670165687,6.61635012214,0.0,0.0,0.0,32.6941468282
BRITISH AIRWAYS plc,151466.666667,0.205749069634,0.408250417633,1.05810418954,38.8845106113,9.09743276893,0.0,0.0,0.0,49.6540470571,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.150930948969,0.299479473029,0.776191453595,28.524435601,6.67358624481,0.0,0.0,0.0,36.4246237214
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,151466.666667,0.163958974554,0.303776260327,0.788729130352,38.0629822165,9.14673227017,0.0,0.0,0.0,48.4661788519,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.120275069362,0.222840566554,0.578586509941,27.9217885978,6.70975078504,0.0,0.0,0.0,35.5532415287
Cablecom Luxembourg S.C.A.,151466.666667,0.0937555830373,0.129558629537,0.329524969985,37.1273674046,9.42848831068,0.0,0.0,0.0,47.1086948978,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0687761025802,0.0950400744841,0.241728997935,27.2354514412,6.91643802133,0.0,0.0,0.0,34.5574346375
CAP GEMINI,151466.666667,0.189316285148,0.367390721194,0.952784579544,38.6256801024,9.06945518417,0.0,0.0,0.0,49.2046268724,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.138876382884,0.269506104162,0.698932350018,28.3345658028,6.65306278181,0.0,0.0,0.0,36.0949434217
Cognis GmbH,151466.666667,-0.0402814651867,-0.204278164303,-0.5390366758,33.7733604964,8.88383994847,0.0,0.0,0.0,41.8736041396,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0295491968799,-0.149851939777,-0.395420096684,24.7750590496,6.51690137065,0.0,0.0,0.0,30.7171391869
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,151466.666667,0.146593990928,0.260996969871,0.667705193924,38.0845595348,9.23822500697,0.0,0.0,0.0,48.3980806965,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.107536671749,0.1914590448,0.489807213853,27.9376170296,6.77686693587,0.0,0.0,0.0,35.5032868959
CORUS GROUP PLC,151466.666667,0.129796422108,0.219355061751,0.570805379417,37.3312140169,9.09410942959,0.0,0.0,0.0,47.3452803098,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0952145115229,0.160911870416,0.418724603445,27.3849868082,6.67114834917,0.0,0.0,0.0,34.7309861427
Degussa AG,151466.666667,0.220045736781,0.443709994212,1.1446007776,39.3178686836,9.08262220278,0.0,0.0,0.0,50.208847395,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.161418527568,0.325491486365,0.839642589199,28.8423332479,6.66272168632,0.0,0.0,0.0,36.8316075374
EMI Group plc,151466.666667,0.126720659125,0.211497734143,0.549102929876,37.3601594477,9.11079144499,0.0,0.0,0.0,47.3582722158,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0929582299916,0.155147985727,0.402804379311,27.4062202521,6.6833857431,0.0,0.0,0.0,34.7405165903
FIAT S.P.A.,151466.666667,0.208210148685,0.414846968274,1.07509819238,38.9565458329,9.03888394782,0.0,0.0,0.0,49.69358509,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.152736317991,0.304318491985,0.788657711548,28.5772783398,6.63063669881,0.0,0.0,0.0,36.4536275602
FKI plc,151466.666667,0.127439948399,0.213321966868,0.555892745809,37.2650351934,9.07470322952,0.0,0.0,0.0,47.236393084,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0934858776398,0.156486184616,0.407785171515,27.336440136,6.65691258034,0.0,0.0,0.0,34.6511099502
Fresenius Aktiengesellschaft,151466.666667,0.14370145913,0.253953162481,0.659932019686,37.5667675052,9.16814804888,0.0,0.0,0.0,47.7925021954,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.105414802766,0.186291932571,0.484105061389,27.5577813272,6.7254607166,0.0,0.0,0.0,35.0590538405
FS FUNDING A/S,151466.666667,0.0642592158671,0.0561306193186,0.146867457997,35.9221263515,9.09929030765,0.0,0.0,0.0,45.2886739524,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0471385092922,0.0411756303687,0.10773727846,26.3513250818,6.67494887592,0.0,0.0,0.0,33.2223253759
Grohe Holding GmbH,151466.666667,-0.0764436138553,-0.294873327778,-0.779007436436,33.0442630705,8.75017076157,0.0,0.0,0.0,40.644109454,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0560765946708,-0.216309659462,-0.571454985648,24.2402164543,6.41884592251,0.0,0.0,0.0,29.815221137
HAVAS,151466.666667,0.117984322948,0.189513318478,0.493598801751,37.1187241045,9.12023491127,0.0,0.0,0.0,47.040055459,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0865495326793,0.139020920245,0.362088322881,27.2291109922,6.69031316848,0.0,0.0,0.0,34.5070829365
Ineos Group Holdings plc,151466.666667,0.00293748390684,-0.0963905315535,-0.252280661775,34.8828477833,8.99263358868,0.0,0.0,0.0,43.5297476626,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.00215484441523,-0.0707090166912,-0.185065039448,25.588943503,6.59670891188,0.0,0.0,0.0,31.9320332032
INTERNATIONAL POWER PLC,151466.666667,0.0878348486726,0.114542171071,0.299043498476,36.5074550248,9.09621983443,0.0,0.0,0.0,46.1050953775,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.064432840869,0.0840244799524,0.219368763554,26.78070351,6.67269647479,0.0,0.0,0.0,33.8212260692
INVENSYS plc,151466.666667,0.155852905969,0.28425372863,0.739743749854,37.8228368079,9.08906982558,0.0,0.0,0.0,48.091757018,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.114328716233,0.208519460556,0.54265239866,27.7456255927,6.66745145656,0.0,0.0,0.0,35.2785776247
Kabel Deutschland GmbH,151466.666667,0.0212976325222,-0.0507225128364,-0.13244544419,35.1747042785,9.10622606001,0.0,0.0,0.0,44.119060014,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0156232632939,-0.0372084161065,-0.0971577495522,25.8030401104,6.68003672243,0.0,0.0,0.0,32.3643339305
Koninklijke Ahold N.V.,151466.666667,0.46820138217,0.0,1.16257796068,39.2157509764,9.07975501947,0.0,0.0,0.0,49.9262853388,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.343457586686,0.0,0.852830076789,28.7674229581,6.66061841217,0.0,0.0,0.0,36.6243290337
LADBROKES PLC,151466.666667,0.156778447707,0.286333999826,0.743990284203,37.8950589942,9.09725507937,0.0,0.0,0.0,48.1794168053,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.115007664104,0.210045481093,0.545767520689,27.7986054829,6.67345589743,0.0,0.0,0.0,35.3428820462
M-REAL SERLA OYJ,151466.666667,0.0833446439967,0.104203050058,0.268895312349,36.4279291352,9.21988269233,0.0,0.0,0.0,46.1042548339,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.061138970068,0.0764400308526,0.197253016688,26.7223658562,6.76341159942,0.0,0.0,0.0,33.8206094732
NORDIC TELEPHONE COMPANY HOLDING ApS,151466.666667,0.0945613391356,0.131663379658,0.342259126479,36.5446676362,9.27341590387,0.0,0.0,0.0,46.3865673854,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0693671795302,0.0965840519793,0.251070368602,26.8080014937,6.80268185437,0.0,0.0,0.0,34.0277049482
NTL CABLE PLC,151466.666667,0.0736260795602,0.0794612710801,0.201682379708,36.7865535263,9.47761055079,0.0,0.0,0.0,46.6189338074,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0540097414614,0.0582902516726,0.147947755067,26.9854412605,6.95247252846,0.0,0.0,0.0,34.1981615371
ONO Finance II PLC,151466.666667,0.0726085402508,0.0769164462909,0.195186284946,36.7952744026,9.45186473767,0.0,0.0,0.0,46.5918504118,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0532633071089,0.0564234494504,0.143182427337,26.9918386169,6.93358622188,0.0,0.0,0.0,34.1782940227
Portugal Telecom International Finance B.V.,151466.666667,0.232505071816,0.47464997481,1.22970721696,39.4377013477,9.05761341422,0.0,0.0,0.0,50.4321770255,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.170558297987,0.348188068376,0.902073956106,28.9302386647,6.64437603743,0.0,0.0,0.0,36.9954350246
ProSiebenSat.1 Media AG,151466.666667,0.130925136441,0.221997785993,0.577576868428,37.3606195402,9.10786166274,0.0,0.0,0.0,47.3989809939,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0960425003235,0.162850488551,0.423691951605,27.4065577613,6.68123654837,0.0,0.0,0.0,34.7703792502
RALLYE,151466.666667,0.0950916190499,0.133077809163,0.346775634568,36.6053297278,9.09808650292,0.0,0.0,0.0,46.2783612935,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0697561759462,0.0976216323085,0.254383534747,26.8525012675,6.6740658032,0.0,0.0,0.0,33.9483284137
RAY ACQUISITION SCA,151466.666667,0.187107589398,0.361760570806,0.938677602295,38.5434216148,9.05871553235,0.0,0.0,0.0,49.0896829097,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.137256154195,0.265376005579,0.688583921871,28.2742236024,6.6451845161,0.0,0.0,0.0,36.0106242002
RHODIA,151466.666667,0.125100202103,0.20791066921,0.541639012416,37.2276110365,9.03762148179,0.0,0.0,0.0,47.139882402,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0917695144534,0.152516629409,0.397329087746,27.3089869693,6.62971059404,0.0,0.0,0.0,34.5803127949
Scandinavian Airlines System Denmark-Norway-Sweden,151466.666667,0.150056570203,0.269794170363,0.701762217588,37.7117449933,9.10477427372,0.0,0.0,0.0,47.9381322252,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.110076709363,0.197912390231,0.514790359146,27.664132184,6.67897173835,0.0,0.0,0.0,35.1658833811
SEAT PAGINE GIALLE S.P.A.,151466.666667,0.11152423982,0.173314707518,0.451745077792,36.8598541762,9.2962088024,0.0,0.0,0.0,46.8926470037,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0818106219339,0.127138136384,0.33138576716,27.0392122771,6.81940199707,0.0,0.0,0.0,34.3989487997
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,151466.666667,0.160300031285,0.294943907861,0.764895838289,37.9968950158,9.1577795802,0.0,0.0,0.0,48.3748143734,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.117590985391,0.216361434757,0.561103167759,27.8733091372,6.717854739,0.0,0.0,0.0,35.4862194641
"SOL MELIA, SOCIEDAD ANONIMA",151466.666667,0.199145607397,0.391583969967,1.01569417829,38.7797797487,9.07188360699,0.0,0.0,0.0,49.4580871114,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.146086859887,0.287253499095,0.745080823274,28.4476083838,6.65484419527,0.0,0.0,0.0,36.2808737613
THE RANK GROUP PLC,151466.666667,0.157159273076,0.287286259874,0.735864740907,38.2548505972,9.22249231169,0.0,0.0,0.0,48.6576531827,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.115287025437,0.210744028664,0.539806881534,28.0625371165,6.76532593287,0.0,0.0,0.0,35.693700985
TUI AG,151466.666667,0.0485704054584,0.0170626006023,0.0449114485309,35.5343252542,8.9319135584,0.0,0.0,0.0,44.5767832672,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0356296988398,0.0125165790803,0.0329456048496,26.0668465773,6.55216663615,0.0,0.0,0.0,32.7001050962
Unity Media GmbH,151466.666667,-0.00969819850293,-0.128091356299,-0.334822054481,34.5567557924,8.98316376558,0.0,0.0,0.0,43.0673079487,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,-0.0071142888079,-0.0939637296797,-0.245614770013,25.3497328289,6.58976215198,0.0,0.0,0.0,31.5928021924
UPC HOLDING B.V.,151466.666667,0.0415255950648,-0.000528938765408,-0.00119649992129,35.5668478101,9.09960705014,0.0,0.0,0.0,44.7062550167,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0304618508398,-0.000388012591996,-0.000877714144141,26.0907040861,6.67518122809,0.0,0.0,0.0,32.7950814383
VNU N.V.,151466.666667,0.0678995380847,0.0651772574041,0.165308106376,36.7553697595,9.42002996462,0.0,0.0,0.0,46.473784626,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0498089334542,0.0478119552554,0.121264749396,26.9625658447,6.91023324869,0.0,0.0,0.0,34.0916847315
WDAC Subsidiary Corp.,151466.666667,0.0300358758703,-0.0291324653896,-0.0759039078219,35.3126344643,9.08786871826,0.0,0.0,0.0,44.3255026852,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0220333596466,-0.0213706465593,-0.0556806835548,25.9042212913,6.66657036257,0.0,0.0,0.0,32.5157736834
Wind Acquisition Finance S.A.,151466.666667,0.0431687005193,0.00356059659041,0.00948102287278,35.6043137651,9.11519426315,0.0,0.0,0.0,44.7757183482,CDIS0000003,IndexSwap,Executed,2007-04-19,111111.111111,Buyer,Morgan Stanley Prime Brokerage,EUR,2011-12-20,0.0316671805452,0.0026119399871,0.00695497569893,26.1181879146,6.68661550994,0.0,0.0,0.0,32.8460375207
ALCATEL,81792.0,0.218025663123,0.547283764523,0.738332149393,0.0,0.0,0.0,0.0,0.0,1.50364157704,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.159936666023,0.401469897684,0.541616893627,0.0,0.0,0.0,0.0,0.0,1.10302345733
Codere Finance (Luxembourg) SA,81792.0,-0.0151901994388,-0.0935313819732,-0.244145463914,12.3772000819,13.7822192117,0.0,0.0,0.0,25.8065522482,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.011143045363,-0.0686116358371,-0.179097318012,9.07951883942,10.1101960179,0.0,0.0,0.0,18.9308628582
Basell AF S.C.A.,81792.0,-0.0462735149022,-0.170610470377,-0.448893145667,11.5777149535,13.4574975136,0.0,0.0,0.0,24.3694353362,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0339447732558,-0.125154394349,-0.329293680801,8.49304207272,9.87199054693,0.0,0.0,0.0,17.8766397712
BCM Ireland Finance Limited,81792.0,-0.00710516674988,-0.073209887709,-0.191237844697,12.6051906856,13.8645207771,0.0,0.0,0.0,26.1981585636,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0052121234961,-0.0537044364062,-0.140285977624,9.24676546774,10.1705698189,0.0,0.0,0.0,19.2181327491
BRITISH AIRWAYS plc,81792.0,0.0854891662005,0.156024782259,0.404326476175,14.8563849213,14.5345171924,0.0,0.0,0.0,30.0367425384,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0627121230931,0.114454799192,0.296600994847,10.8981696899,10.6620577996,0.0,0.0,0.0,22.0339954067
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,81792.0,0.0604527597698,0.0939223723786,0.243845833811,14.2313385377,14.4354596697,0.0,0.0,0.0,29.0650191734,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0443462146198,0.0688984539162,0.178877518934,10.4396556175,10.5893923633,0.0,0.0,0.0,21.3211701683
HELLAS,81792.0,-0.0332710817563,-0.138229557435,-0.362896584061,11.8702282886,13.6715460674,0.0,0.0,0.0,25.0073771327,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.024406603401,-0.101400790372,-0.266209348636,8.70762051685,10.0290097325,0.0,0.0,0.0,18.344613507
CAP GEMINI,81792.0,0.0770727966012,0.135187318915,0.350544398733,14.6952358396,14.4615725325,0.0,0.0,0.0,29.7196128864,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0565381430467,0.0991691013171,0.257148179822,10.7799558683,10.6085479259,0.0,0.0,0.0,21.8013592183
Cognis GmbH,81792.0,-0.0477384850076,-0.173820031781,-0.458659155522,11.555318113,13.4301201263,0.0,0.0,0.0,24.305220567,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.035019428556,-0.127508826131,-0.336457713851,8.47661246553,9.85190736962,0.0,0.0,0.0,17.8295338666
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,81792.0,0.0493531769112,0.0665994043287,0.170385682867,14.0842740156,14.4898341145,0.0,0.0,0.0,28.8604463942,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0362039149877,0.0488551968374,0.124989497408,10.3317737791,10.6292797201,0.0,0.0,0.0,21.1711021084
CORUS GROUP PLC,81792.0,0.0419909580428,0.0483736784142,0.125897818361,13.7802986132,14.2601412031,0.0,0.0,0.0,28.2567022711,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0308032262638,0.0354853861606,0.0923546202765,10.1087871282,10.4607843333,0.0,0.0,0.0,20.7282146942
Degussa AG,81792.0,0.094314233723,0.177813326832,0.458616886064,15.1421944365,14.5801338752,0.0,0.0,0.0,30.4530727583,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0691859108883,0.130438179895,0.336426706326,11.1078304258,10.6955207418,0.0,0.0,0.0,22.3394019647
EMI Group plc,81792.0,0.040053755968,0.0435361505802,0.113055951702,13.7658400911,14.2720861656,0.0,0.0,0.0,28.2345721149,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0293821566666,0.0319367301791,0.0829342368703,10.098180818,10.4695467764,0.0,0.0,0.0,20.7119807181
FIAT S.P.A.,81792.0,0.0881395725076,0.162741783525,0.421688063109,14.9579582251,14.4885969395,0.0,0.0,0.0,30.1191245838,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.064656376546,0.119382176882,0.309336900755,10.9726806229,10.6283721681,0.0,0.0,0.0,22.0944282451
FKI plc,81792.0,0.0409594682487,0.0457753822093,0.119307117422,13.7550580961,14.2314263789,0.0,0.0,0.0,28.1925264429,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.030046558281,0.033579359015,0.0875198924752,10.0902714907,10.4397200549,0.0,0.0,0.0,20.6811373554
Fresenius Aktiengesellschaft,81792.0,0.0484290932624,0.0643475404846,0.167225192904,13.888817449,14.377737232,0.0,0.0,0.0,28.5465565076,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0355260367242,0.0472033014119,0.12267106287,10.1883930817,10.5470490258,0.0,0.0,0.0,20.9408425085
FS FUNDING A/S,81792.0,0.00526603957668,-0.0426006738714,-0.111222689537,12.8296682497,14.0227794075,0.0,0.0,0.0,26.7038903334,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.00386299851576,-0.0312504943306,-0.0815894142728,9.41143504236,10.2866632977,0.0,0.0,0.0,19.58912143
Grohe Holding GmbH,81792.0,-0.0647716588786,-0.21637489554,-0.571580154375,11.165617483,13.1677553013,0.0,0.0,0.0,23.4806460755,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0475144211257,-0.158725715625,-0.41929295362,8.19074052447,9.65944491,0.0,0.0,0.0,17.2246523441
HAVAS,81792.0,0.0348561194257,0.0306413619213,0.0798468982519,13.605495573,14.2449268845,0.0,0.0,0.0,27.995766837,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0255693364332,0.0224775248836,0.0585731354547,9.98055719847,10.4496235948,0.0,0.0,0.0,20.5368007901
Ineos Group Holdings plc,81792.0,-0.0258371811752,-0.119291164435,-0.312306201314,12.1817574246,13.7214661833,0.0,0.0,0.0,25.4457890609,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0189533312611,-0.087508189873,-0.229097858945,8.93614834548,10.0656295359,0.0,0.0,0.0,18.6662185013
INTERNATIONAL POWER PLC,81792.0,0.0184297681278,-0.00996748048956,-0.0259196278608,13.2074387808,14.1135454831,0.0,0.0,0.0,27.3035269237,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0135194895304,-0.0073118254765,-0.0190138115176,9.68855544367,10.3532463931,0.0,0.0,0.0,20.0289956893
INVENSYS plc,81792.0,0.0568399652845,0.0851565731551,0.221600583923,14.133311246,14.3457440256,0.0,0.0,0.0,28.842652394,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0416959839235,0.062468143453,0.162559113793,10.3677459258,10.523579831,0.0,0.0,0.0,21.1580489979
Kabel Deutschland GmbH,81792.0,-0.0182224651439,-0.100385343032,-0.262359131717,12.2965459844,13.8843394513,0.0,0.0,0.0,25.7999184958,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0133674186795,-0.0736394828581,-0.192458283243,9.02035356834,10.1851081656,0.0,0.0,0.0,18.9259965492
Koninklijke Ahold N.V.,81792.0,0.194311753661,0.0,0.46730942035,15.1064509502,14.5750547717,0.0,0.0,0.0,30.3431268959,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.142540899106,0.0,0.34280327197,11.0816101454,10.6917948736,0.0,0.0,0.0,22.2587491901
LADBROKES PLC,81792.0,0.0572601474236,0.0861308108522,0.223784252684,14.1638596962,14.3606432162,0.0,0.0,0.0,28.8916781234,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0420042161264,0.0631828131252,0.164160983483,10.3901552936,10.5345094016,0.0,0.0,0.0,21.1940127079
M-REAL SERLA OYJ,81792.0,0.0138904714826,-0.0212907414065,-0.0548076650459,13.0512046297,14.2180079125,0.0,0.0,0.0,27.2070046072,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.010189606428,-0.0156182081914,-0.0402051533494,9.57394705815,10.4298766964,0.0,0.0,0.0,19.9581899994
NORDIC TELEPHONE COMPANY HOLDING ApS,81792.0,0.0190093114186,-0.00846628459442,-0.0219032294951,13.1100439887,14.3009390976,0.0,0.0,0.0,27.3996228836,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0139446239867,-0.00621059609333,-0.0160675098995,9.61710973347,10.4907123662,0.0,0.0,0.0,20.0994886176
Infineon Technologies Holding B.V.,81792.0,0.061656559743,0.0973672399266,0.254377754867,14.4640186425,13.9873047355,0.0,0.0,0.0,28.8647249325,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.045229283849,0.0714254987724,0.18660339999,10.610342314,10.2606402109,0.0,0.0,0.0,21.1742407076
ONO Finance II PLC,81792.0,0.00468499980925,-0.0439253296063,-0.111259254158,12.9975371636,14.4521358675,0.0,0.0,0.0,27.2991734472,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.003436766292,-0.0322222194882,-0.0816162369119,9.53457831838,10.6016254897,0.0,0.0,0.0,20.025802118
Portugal Telecom International Finance B.V.,81792.0,0.101961829151,0.196706986849,0.509536821663,15.2830037057,14.591362138,0.0,0.0,0.0,30.6825714814,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0747959427454,0.144297965705,0.373779945469,11.2111236104,10.7037574369,0.0,0.0,0.0,22.5077549012
ProSiebenSat.1 Media AG,81792.0,0.0423651427693,0.0492686595114,0.128203124107,13.7870588726,14.2778300419,0.0,0.0,0.0,28.284725841,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0310777162334,0.0361419157214,0.094045718975,10.1137462387,10.4737603007,0.0,0.0,0.0,20.7487718904
RALLYE,81792.0,0.0224514165313,-2.3623474023e-05,2.12459102294e-05,13.2834928721,14.1377577463,0.0,0.0,0.0,27.4436996574,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0164696424085,-1.73294263666e-05,1.55853214711e-05,9.74434629706,10.3710077364,0.0,0.0,0.0,20.1318219318
RAY ACQUISITION SCA,81792.0,0.075476853836,0.131184746179,0.340345882559,14.6440495976,14.4336457861,0.0,0.0,0.0,29.6247028663,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0553674103844,0.0962329417397,0.249666873943,10.7424072753,10.5880617562,0.0,0.0,0.0,21.7317362575
RHODIA,81792.0,0.0403820101421,0.0444172151995,0.115734687837,13.7597157874,14.1883042377,0.0,0.0,0.0,28.1485539382,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0296229534493,0.0325830510559,0.0848992721808,10.0936882243,10.4080870288,0.0,0.0,0.0,20.6488805298
Scandinavian Airlines System Denmark-Norway-Sweden,81792.0,0.0532396415989,0.0762381162315,0.198299443478,14.0407241849,14.3405821192,0.0,0.0,0.0,28.7090835055,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0390549014076,0.0559258481745,0.145466141049,10.2998270136,10.5197932213,0.0,0.0,0.0,21.0600671255
SEAT PAGINE GIALLE S.P.A.,81792.0,0.0279324540512,0.0136043678229,0.035529217068,13.3103731632,14.3814250576,0.0,0.0,0.0,27.7688642598,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0204903565517,0.00997972991701,0.026063099375,9.76406482046,10.5497542969,0.0,0.0,0.0,20.3703523032
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY,81792.0,0.0581784373598,0.0883829785971,0.229197979119,14.1741948456,14.4337938395,0.0,0.0,0.0,28.9837480801,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0426778443073,0.0648349314826,0.168132320363,10.3977368292,10.5881703634,0.0,0.0,0.0,21.2615522888
"SOL MELIA, SOCIEDAD ANONIMA",81792.0,0.0821880075464,0.147752193164,0.383185722414,14.7996908933,14.4884422953,0.0,0.0,0.0,29.9012591117,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0602904984935,0.108386291933,0.281092812803,10.8565807609,10.628258726,0.0,0.0,0.0,21.9346090902
THE RANK GROUP PLC,81792.0,0.0555850678342,0.0820220238777,0.21008768872,14.2244745191,14.5085855413,0.0,0.0,0.0,29.0807548409,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0407754312164,0.0601687381732,0.15411362142,10.4346203925,10.6430351682,0.0,0.0,0.0,21.3327133516
TUI AG,81792.0,-0.000510663727115,-0.0572918996632,-0.150092563418,12.7144034728,13.7982331525,0.0,0.0,0.0,26.3047414985,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.000374606607332,-0.0420275085558,-0.110103112836,9.32688048178,10.1219433337,0.0,0.0,0.0,19.2963185875
Unity Media GmbH,81792.0,-0.032890525096,-0.137045022922,-0.358277167107,11.9739603564,13.6534714067,0.0,0.0,0.0,25.0992190479,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0241274391842,-0.100531853669,-0.262820691833,8.78371505015,10.0157507385,0.0,0.0,0.0,18.4119858039
UPC HOLDING B.V.,81792.0,-0.00709073695401,-0.0731426103172,-0.19069446351,12.5679566509,13.9496149956,0.0,0.0,0.0,26.2466438357,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00520153825852,-0.0536550838594,-0.139887370532,9.21945176855,10.232992221,0.0,0.0,0.0,19.2536999969
VNU N.V.,81792.0,0.0027117260659,-0.0488275002528,-0.123601888542,12.9844863958,14.4092771748,0.0,0.0,0.0,27.2240459078,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.00198923567041,-0.0358182953732,-0.0906703994588,9.52500469172,10.5701857209,0.0,0.0,0.0,19.9706909535
WDAC Subsidiary Corp.,81792.0,-0.0131716833627,-0.0881994397765,-0.230233821101,12.4104340497,13.8947948335,0.0,0.0,0.0,25.973623939,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00966232641046,-0.0647002932633,-0.168892180972,9.10389821724,10.1927779002,0.0,0.0,0.0,19.0534213168
Wind Acquisition Finance S.A.,81792.0,-0.0064790230522,-0.0715045515733,-0.186585919396,12.5802961493,13.9709933927,0.0,0.0,0.0,26.286720048,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.00475280446904,-0.0524534562598,-0.136873473735,9.22850363067,10.2486747305,0.0,0.0,0.0,19.2830986267
ITV plc,81792.0,0.0987743352564,0.188816834261,0.489129607267,15.1973103933,14.5838500363,0.0,0.0,0.0,30.5578812064,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0724576989851,0.138510001659,0.358809864486,11.1482617321,10.6982467989,0.0,0.0,0.0,22.4162860962
Norske Skogindustrier ASA,81792.0,0.0409845103721,0.0458911468758,0.119529285409,13.7618997238,14.2274121524,0.0,0.0,0.0,28.1957168188,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0300649283833,0.0336642802786,0.0876828678179,10.0952902903,10.4367753465,0.0,0.0,0.0,20.6834777133
NXP BV/NXP FUNDING LLC,81792.0,-0.0603873609142,-0.205317179316,-0.541014237509,11.3109594113,13.2401004632,0.0,0.0,0.0,23.7443410967,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.0442982401073,-0.150614128019,-0.396870772821,8.29735872305,9.71251501114,0.0,0.0,0.0,17.4180905932
Virgin Media Finance PLC,81792.0,-0.0287539726843,-0.12620653564,-0.331567304469,12.063295202,13.7107353944,0.0,0.0,0.0,25.2875027836,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,-0.021092996394,-0.0925810854167,-0.243227189311,8.84924824092,10.0577577717,0.0,0.0,0.0,18.5501047415
Gecina SA,81792.0,0.0664356106214,0.109131526997,0.283099838198,14.4152883721,14.3573418751,0.0,0.0,0.0,29.231297223,CDIS0000004,IndexSwap,Executed,2007-04-24,60000.0,Seller,Morgan Stanley Prime Brokerage,EUR,2012-06-20,0.0487350430028,0.0800554041942,0.207673003373,10.5745953434,10.5320876431,0.0,0.0,0.0,21.4431464371
ALSTOM,272640.0,0.437619034413,0.902099127858,2.33136986566,71.2138894898,16.4121465458,0.0,0.0,0.0,91.2971240636,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.321023352709,0.661751120788,1.71021850474,52.2402358347,12.0394267502,0.0,0.0,0.0,66.9726555631
Basell AF S.C.A.,272640.0,-0.0547903486047,-0.324386944933,-0.853465537012,60.9659813964,16.0260766377,0.0,0.0,0.0,75.7594152036,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,-0.040192450561,-0.237959906787,-0.626075071165,44.7226976206,11.7562181908,0.0,0.0,0.0,55.5746883829
BRITISH AIRWAYS plc,272640.0,0.383722695429,0.768148228046,1.99087906636,70.0879180842,16.3788427456,0.0,0.0,0.0,89.6095108196,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.281486719065,0.563489017053,1.4604453245,51.414259158,12.0149961455,0.0,0.0,0.0,65.7346763641
CABLE AND WIRELESS PUBLIC LIMITED COMPANY,272640.0,0.308319181846,0.579589906522,1.50484146762,68.6082116019,16.4676073795,0.0,0.0,0.0,87.4685695374,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.226173108749,0.425168652085,1.10390365876,50.3287937221,12.0801110471,0.0,0.0,0.0,64.1641501888
Cablecom Luxembourg S.C.A.,272640.0,0.182034564583,0.266245652188,0.677138543548,66.9248824748,16.9748906855,0.0,0.0,0.0,85.0251919206,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.133534745146,0.195309310584,0.496727217978,49.0939572145,12.4522378855,0.0,0.0,0.0,62.3717663737
CAP GEMINI,272640.0,0.353824981193,0.693812611507,1.79931120697,69.619921169,16.3284109866,0.0,0.0,0.0,88.7952809553,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.259554710382,0.508958781916,1.31991725863,51.0709515618,11.9780010172,0.0,0.0,0.0,65.1373833299
CASINO GUICHARD-PERRACHON,272640.0,0.415199027793,0.846102762541,2.1922471227,70.7436127032,16.3318330692,0.0,0.0,0.0,90.5289946854,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.304576751609,0.620673974869,1.60816250198,51.8952557976,11.9805113477,0.0,0.0,0.0,66.4091803737
Cognis GmbH,272640.0,-0.0607101962145,-0.338333553357,-0.892743371664,60.8800673353,15.9943241585,0.0,0.0,0.0,75.5826043725,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,-0.0445350617771,-0.248190693484,-0.654888036725,44.6596738081,11.7329255858,0.0,0.0,0.0,55.4449856019
COLT TELECOM GROUP PUBLIC LIMITED COMPANY,272640.0,0.277255269606,0.503113156103,1.28709074428,68.6482855355,16.6323326713,0.0,0.0,0.0,87.3480773768,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.203385614441,0.369067749489,0.94416867978,50.3581906804,12.2009482624,0.0,0.0,0.0,64.0757609865
CORUS GROUP PLC,272640.0,0.24655896816,0.427039731251,1.11122066314,67.2897616617,16.3728697419,0.0,0.0,0.0,85.4474507661,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.180867787676,0.313262713653,0.815156002887,49.3616209373,12.0106145407,0.0,0.0,0.0,62.6815219822
EIRCOM LIMITED,272640.0,0.397418659204,0.802181143197,2.06835531914,70.4496517035,16.5828672869,0.0,0.0,0.0,90.300474112,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.291533640848,0.588454477111,1.51727943012,51.6796153928,12.1646620356,0.0,0.0,0.0,66.2415449765
EMI Group plc,272640.0,0.241079227904,0.413007580926,1.07225227961,67.3421622612,16.4029042894,0.0,0.0,0.0,85.4714056391,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.176848025164,0.302969176149,0.786570040797,49.4000603442,12.0326469259,0.0,0.0,0.0,62.6990945123
FIAT S.P.A.,272640.0,0.388128320339,0.780002571082,2.02141013046,70.2175449174,16.2734307826,0.0,0.0,0.0,89.6805167219,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.28471854485,0.572184984655,1.48284193843,51.5093492645,11.9376692948,0.0,0.0,0.0,65.7867640272
FKI plc,272640.0,0.242294713575,0.416100836788,1.08428926691,67.1704091435,16.3379311048,0.0,0.0,0.0,85.2510250657,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.177739666649,0.305238289897,0.795399990399,49.2740677403,11.984984672,0.0,0.0,0.0,62.5374303592
Fresenius Aktiengesellschaft,272640.0,0.271694893156,0.489572428808,1.27220262319,67.7142119165,16.5061674718,0.0,0.0,0.0,86.2538493335,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.199306699792,0.359134704231,0.933247229453,49.6729840937,12.1083974999,0.0,0.0,0.0,63.273070227
Grohe Holding GmbH,272640.0,-0.126066244403,-0.50201370275,-1.32621703019,59.5664485303,15.7536707265,0.0,0.0,0.0,73.3658222795,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,-0.092478172244,-0.368261225609,-0.972870474023,43.6960449899,11.5563899109,0.0,0.0,0.0,53.818825029
HAVAS,272640.0,0.225284555637,0.373220158552,0.972048481143,66.9070934789,16.4199077612,0.0,0.0,0.0,84.8975544354,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.165261557832,0.273782393304,0.713063733233,49.080907775,12.04512013,0.0,0.0,0.0,62.2781355894
HeidelbergCement AG,272640.0,0.372474103336,0.739567078717,1.91774623476,69.9379752197,16.3280837362,0.0,0.0,0.0,89.2958463727,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.273235111015,0.542522798355,1.40679741399,51.3042658595,11.9777609567,0.0,0.0,0.0,65.5045821396
Ineos Group Holdings plc,272640.0,0.017302060782,-0.143672439122,-0.375970237873,62.8773818147,16.1901193232,0.0,0.0,0.0,78.5651605216,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.0126922394234,-0.105393514614,-0.275799763698,46.1248399462,11.8765546678,0.0,0.0,0.0,57.6328935751
Infineon Technologies Holding B.V.,272640.0,0.286043596669,0.527920195582,1.37943411723,68.216329326,15.7064107007,0.0,0.0,0.0,86.1161379361,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.209832450608,0.387265401689,1.01190883013,50.0413213952,11.5217214647,0.0,0.0,0.0,63.1720495423
INTERNATIONAL POWER PLC,272640.0,0.170832187835,0.237808243557,0.62081760934,65.805886662,16.3766751063,0.0,0.0,0.0,83.212019809,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.125317039199,0.174448535473,0.455411978683,48.27309761,12.0134060346,0.0,0.0,0.0,61.0416811979
INVENSYS plc,272640.0,0.293580118784,0.544154999739,1.41609718181,68.1752663319,16.3637929328,0.0,0.0,0.0,86.7928915651,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.215361002629,0.399174735724,1.03880368384,50.0111988937,12.0039560833,0.0,0.0,0.0,63.6684943993
ISS GLOBAL A/S,272640.0,0.265239257141,0.474024910992,1.23053318802,67.8861933882,16.195103515,0.0,0.0,0.0,86.0510942593,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.194571051306,0.347729541514,0.902679862106,49.7991442108,11.8802109118,0.0,0.0,0.0,63.1243355775
JSG FUNDING PUBLIC LIMITED COMPANY,272640.0,0.239269417535,0.41142068524,1.07782381672,67.2548096563,15.5544855914,0.0,0.0,0.0,84.5378091671,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.175520406056,0.301805080135,0.790657142549,49.3359812619,11.4102740547,0.0,0.0,0.0,62.0142379454
Kabel Deutschland GmbH,272640.0,0.0507314600876,-0.0605425809173,-0.157970953184,63.4051764633,16.3946998275,0.0,0.0,0.0,79.6320942167,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.0372149795244,-0.0444121045462,-0.115882448051,46.5120132506,12.0266283946,0.0,0.0,0.0,58.4155620721
Koninklijke Ahold N.V.,272640.0,0.874602410723,0.0,2.17944013957,70.6845639213,16.3470134785,0.0,0.0,0.0,90.08561995,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.641580406927,0.0,1.59876770802,51.8519394962,11.9916472113,0.0,0.0,0.0,66.0839348225
LADBROKES PLC,272640.0,0.295302463417,0.54801453112,1.42390750786,68.3054989613,16.3785294362,0.0,0.0,0.0,86.9512528999,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.216624459666,0.40200596473,1.04453308968,50.106733393,12.0147663118,0.0,0.0,0.0,63.7846632188
Metso Oyj,272640.0,0.446315281768,0.923697784916,2.38837982663,71.4077401633,16.3483046219,0.0,0.0,0.0,91.5144376786,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.327402642142,0.677595206071,1.75203919207,52.3824385001,11.9925943529,0.0,0.0,0.0,67.1320698933
M-REAL SERLA OYJ,272640.0,0.162781128532,0.21951108434,0.566395296574,65.6631415752,16.5993189884,0.0,0.0,0.0,83.2111480731,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.119411039122,0.161026323606,0.415489507463,48.1683843715,12.1767304786,0.0,0.0,0.0,61.0410417203
NTL CABLE PLC,272640.0,0.145757230546,0.175959978395,0.446536261652,66.3112557985,17.0633332606,0.0,0.0,0.0,84.1428425297,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.106922851046,0.129078622649,0.32756474593,48.6438202747,12.5171165351,0.0,0.0,0.0,61.7245030294
ONO Finance II PLC,272640.0,0.143922346176,0.171371004131,0.434805850714,66.3269548715,17.0169803956,0.0,0.0,0.0,84.0940344681,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.10557683845,0.125712297631,0.318959690958,48.6553366135,12.4831135531,0.0,0.0,0.0,61.6886989936
ProSiebenSat.1 Media AG,272640.0,0.248620925189,0.431846720409,1.12352456444,67.3427723292,16.3976291629,0.0,0.0,0.0,85.5443937021,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.182380373525,0.316788967436,0.824181752087,49.4005078706,12.0287772615,0.0,0.0,0.0,62.7526362252
RAY ACQUISITION SCA,272640.0,0.350061002784,0.68419383615,1.7753000987,69.4734134039,16.3091384531,0.0,0.0,0.0,88.5921067946,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.256793575986,0.501902755391,1.30230347616,50.9634781425,11.9638633019,0.0,0.0,0.0,64.9883412519
RHODIA,272640.0,0.238021605535,0.406273551424,1.05838212717,67.1029540862,16.2711692186,0.0,0.0,0.0,85.076800589,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.174605051008,0.29802930709,0.776395339764,49.2245848637,11.9360102836,0.0,0.0,0.0,62.4096248452
Scandinavian Airlines System Denmark-Norway-Sweden,272640.0,0.283134016333,0.51809247259,1.34759494941,67.9752046867,16.3920680793,0.0,0.0,0.0,86.5160942044,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.207698075361,0.38005609785,0.988552633079,49.8644400578,12.0246978281,0.0,0.0,0.0,63.4654446922
SEAT PAGINE GIALLE S.P.A.,272640.0,0.213662969913,0.344034535609,0.896696530141,66.4410215233,16.7367334105,0.0,0.0,0.0,84.6321489695,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.156736333563,0.25237275206,0.65778794758,48.7390122677,12.2775333117,0.0,0.0,0.0,62.0834426126
"SOL MELIA, SOCIEDAD ANONIMA",272640.0,0.371802525205,0.738046052049,1.91434133765,69.899222876,16.3328447249,0.0,0.0,0.0,89.2562575158,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.272742462738,0.54140702175,1.40429969017,51.2758383774,11.981253466,0.0,0.0,0.0,65.475541018
TDC A/S,272640.0,0.296516107615,0.551004357515,1.43073080172,68.3505839137,16.4101400116,0.0,0.0,0.0,87.0389751921,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.217514750305,0.404199205924,1.04953844023,50.1398062747,12.0379548207,0.0,0.0,0.0,63.8490134919
THE RANK GROUP PLC,272640.0,0.296295554016,0.550490729953,1.41003032114,68.9548948542,16.6040061382,0.0,0.0,0.0,87.8157175975,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.217352959226,0.403822425142,1.03435322853,50.5831094881,12.180168822,0.0,0.0,0.0,64.418806923
TUI AG,272640.0,0.0996476425818,0.0613350313669,0.161125622732,64.0522094626,16.0808633308,0.0,0.0,0.0,80.4551810901,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.0730983293587,0.0449934208971,0.11819661292,46.9866560025,11.7964079598,0.0,0.0,0.0,59.0193523255
Unity Media GmbH,272640.0,-0.00531292649248,-0.200337104181,-0.523620242786,62.2917667848,16.1731422278,0.0,0.0,0.0,77.7356387391,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,-0.00389739326033,-0.146960903888,-0.384111093593,45.695251456,11.8641008126,0.0,0.0,0.0,57.0243828779
UPC HOLDING B.V.,272640.0,0.087209674439,0.0300695479131,0.0787788037196,64.1115663064,16.3827800646,0.0,0.0,0.0,80.6904043971,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.0639742330099,0.0220580603822,0.0577896154046,47.0301982882,12.017884437,0.0,0.0,0.0,59.191904634
VNU N.V.,272640.0,0.135434079665,0.150210344366,0.380891338916,66.2551038519,16.9596653666,0.0,0.0,0.0,83.8813049814,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.0993501171251,0.11018951318,0.279409726318,48.6026289993,12.4410690776,0.0,0.0,0.0,61.5326474335
WDAC Subsidiary Corp.,272640.0,0.0664457372976,-0.0216203709768,-0.0561324633742,63.6535578369,16.3616480349,0.0,0.0,0.0,80.0038987747,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.0487424716092,-0.0158600139208,-0.041176983109,46.6942178968,12.0023826547,0.0,0.0,0.0,58.6883060261
Wind Acquisition Finance S.A.,272640.0,0.0902020439812,0.0374654976038,0.0981606155144,64.1790766463,16.4108431218,0.0,0.0,0.0,80.8157479251,CDIS0000014,IndexSwap,Pending,2007-10-15,200000.0,Buyer,Barclays Capital,EUR,2011-12-20,0.066169339775,0.0274834929605,0.0720074937752,47.0797217182,12.0384705999,0.0,0.0,0.0,59.2838526446