CHAPTER FIVE
APPENDIX B:
Interview with Mara Quagliardi, Vice president Fixed Income, Currencies & Commodities (FICC), Citigroup Global Markets Inc. (Latin America)
43
APPENDIX C: Data collection
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
1 5331 Wal Mart Stores
RETAIL-DEPARTMENT
STORES 3000 2005-2010 Interest rate Swap
2 2911 Exxon Mobil PETROLEUM REFINING 2010 No interest rate Hedge Limited use of derivatives 3 2911 Chevron PETROLEUM REFINING 2005-2008 Interest rate Swap
4 6111 Fannie Mae
FEDERAL & FEDERALLY- SPONSORED CREDIT
AGENCIES Financial institution
5 3600 General Electric
ELECTRONIC & OTHER ELECTRICAL EQUIPMENT
(NO COMPUTER EQUIP) No interest rate Hedge
6 6020 Berkshire Hathaway
STATE COMMERCIAL
BANKS Financial institution
7 2911 ConocoPhilips PETROLEUM REFINING 1500 2003-2007 Interest rate Swap fixed to floating
8 6021 Bank of America Corp.
NATIONAL COMMERCIAL
BANKS Financial institution
9 3711 General Motors
MOTOR VEHICLES &
PASSENGER CAR BODIES 2059 2010 Interest rate Swap
10 3711 Ford
MOTOR VEHICLES &
PASSENGER CAR BODIES 2005-2007/2010 Interest rate Swap Floating to fixed
11 3570 Hewlett-Packard
COMPUTER & OFFICE
EQUIPMENT 2008-2010 Interest rate Swap
12 4813 AT&T
TELEPHONE
COMMUNICATIONS (NO
RADIO TELEPHONE) 2005-2010 Interest rate Swap
13 6021 J.P. Morgan Chase & Co.
NATIONAL COMMERCIAL
BANKS Financial institution
14 6021 Citigroup
NATIONAL COMMERCIAL
BANKS Financial institution
15 5122 McKesson
WHOLESALE-DRUGS PROPRIETARIES &
DRUGGISTS' SUNDRIES 2010 Interest rate Swap
16 4813 Verizon Communications
TELEPHONE
COMMUNICATIONS (NO
RADIO TELEPHONE) 6000 2005-2010 Interest rate Swap
17 6331 American International Group
FIRE, MARINE & CASUALTY
INSURANCE 2005-2010 Interest rate Swap 18 3570 Intenational Business Machine
COMPUTER & OFFICE
EQUIPMENT 1700-9100 2005-2010 Interest rate Swap Floating to fixed
19 5122 Cardinal Health
WHOLESALE-DRUGS PROPRIETARIES &
DRUGGISTS' SUNDRIES 2010 Interest rate Swap 20 Freddie Mac FINANCE/RENTAL/LEASING No interest rate Hedge 21 5912 CVS Carenark Corp CIK
RETAIL-DRUG STORES AND
PROPRIETARY STORES 2010 Interest rate Swap
22 6324 UnitedHealth Group INC
HOSPITAL & MEDICAL
SERVICE PLANS 2010 Interest rate Swap 23 6021 Wells Fargo
NATIONAL COMMERCIAL
BANKS Financial institution
44
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
25 5411 Kroger RETAIL-GROCERY STORES 750/1600 2005/2010 Interest rate Swap
26 2840 Procter & Gamble Co
SOAP, DETERGENT, CLEANING PREPARATIONS,
PERFUMES, COSMETICS 2010 Interest rate Swap
27 5122 AmerisourceBergen
WHOLESALE-DRUGS PROPRIETARIES &
DRUGGISTS' SUNDRIES 2005-2010 No interest rate Hedge No use of derivatives 28 5311 Costco Wholesale RETAIL-VARIETY STORES No interest rate Hedge No use of derivatives 29 2911 Marathon Oil PETROLEUM REFINING 1450 2010 Interest rate Swap
30 5211 Home Depot
RETAIL-LUMBER & OTHER BUILDING MATERIALS
DEALERS 2000/1250 2006/2010 Interest rate Swap 31 2834 Pfizer
PHARMACEUTICAL
PREPARATIONS 2007-2008 Interest rate Swap
32 5912 Walgreen
RETAIL-DRUG STORES AND
PROPRIETARY STORES 1300 2009-2010 Interest rate Swap 33 5311 Target RETAIL-VARIETY STORES 4575 2005-2010 Interest rate Swap 34 5912 Medco Health Solution
RETAIL-DRUG STORES AND
PROPRIETARY STORES 500 2007 Interest rate Swap 35 3571 Apple INC ELECTRONIC COMPUTERS No interest rate Hedge
36 3721 Boeing AIRCRAFT No interest rate Hedge Not materail
37 State Farm Insurance Cos. No data No data
38 7372 Microsoft Corp
SERVICES-PREPACKAGED
SOFTWARE No interest rate Hedge 39 2070 Archer Daniels Midland FATS & OILS 2010 Interest rate Swap
40 2834 Johnson & Johnson
PHARMACEUTICAL
PREPARATIONS No interest rate Hedge 41 3571 Dell Inc ELECTRONIC COMPUTERS 770 2008-2010 Interest rate Swap 42 6324 WellPoint
HOSPITAL & MEDICAL
SERVICE PLANS 240/600 2006/2009 Interest rate Swap 43 2080 PepsiCo BEVERAGES 5750/9230 2008-2010 Interest rate Swap
44 3724 United Technologies
AIRCRAFT ENGINES &
ENGINE PARTS No interest rate Hedge NA at this time
45 2821 Dow Chemical
PLASTICS, MATERIALS, SYNTH RESINS &
NONVULCAN ELASTOMERS No interest rate Hedge 46 6311 MetLife LIFE INSURANCE Divers (Swap, cap, floor)
47 5731 Best Buy
RETAIL-RADIO TV & CONSUMER ELECTRONICS
STORES No interest rate Hedge
No hedging (no interest rate exposure) 48 4210 United Parcel Service
TRUCKING & COURIER
SERVICES (NO AIR) 3751/6000 2009/2010 Interest rate Swap
49 2000 Kraft Foods
FOOD & KINDRED
PRODUCTS 100 2009 Interest rate Swap
50 5211 Lowe's
RETAIL-LUMBER & OTHER BUILDING MATERIALS
DEALERS No interest rate Hedge
No hedging (no interest rate exposure)
45
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
51 6211 INTL FCStone
SECURITY BROKERS, DEALERS & FLOTATION
COMPANIES Financial institution
52 3760 Lockheed Martin
GUIDED MISSILES & SPACE
VEHICLES & PARTS 2006-2007 Interest rate Swap 53 2834 Merck
PHARMACEUTICAL
PREPARATIONS 1850 2010 Interest rate Swap
54 6211 Goldman Sachs Group
SECURITY BROKERS, DEALERS & FLOTATION
COMPANIES Financial institution
55 5912 Express Scripts
RETAIL-DRUG STORES AND
PROPRIETARY STORES No interest rate Hedge No hedging
56 3674 Intel
SEMICONDUCTORS &
RELATED DEVICES 2005-2010 Interest rate Swap 57 5311 Sears Holdings
RETAIL-DEPARTMENT
STORES 740 2009 Interest rate Swap
58 3531 Caterpillar
CONSTRUCTION
MACHINERY & EQUIP 2010 Interest rate Swap
59 3711 Chrysler Group
MOTOR VEHICLES &
PASSENGER CAR BODIES No interest rate Hedge 60 5411 Safeway RETAIL-GROCERY STORES 700 2009 Interest rate Swap 61 5411 Supervalu RETAIL-GROCERY STORES 2005 Interest rate Swap
62 3576 Cisco Systems
COMPUTER COMMUNICATIONS
EQUIPMENT 6000/1500/1250 2007/2009/2010 Interest rate Swap
63 6211 Morgan Stanley
SECURITY BROKERS, DEALERS & FLOTATION
COMPANIES Financial institution
64 6311 Prudential Financial LIFE INSURANCE No interest rate Hedge
65 7990 Walt Disney
SERVICES-MISCELLANEOUS AMUSEMENT &
RECREATION 1600/1500 2009/2010 Interest rate Swap 66 4841 Comcast
CABLE & OTHER PAY
TELEVISION SERVICES 3600 2005-2010 Interest rate Swap
67 5140 Sysco
WHOLESALE-GROCERIES &
RELATED PRODUCTS 350/200 2005/2009 Interest rate Swap 68 2650 Sunoco
PAPERBOARD CONTAINERS
& BOXES 150 2009 Interest rate Swap
69 2834 Abbott Laboratories
PHARMACEUTICAL
PREPARATIONS Interest rate Swap
70 2086 Coca-Cola
BOTTLED & CANNED SOFT DRINKS CARBONATED
WATERS 300 2007 Interest rate Swap
71 New York Life Insurance No data No data
72 3812 Northrop Grumman
SEARCH, DETECTION, NAVIGATION, GUIDANCE,
AERONAUTICAL SYS 200/400 2007/2008 Interest rate Swap 73 4513 FedEx AIR COURIER SERVICES No interest rate Hedge
46
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
74 2911 Hess PETROLEUM REFINING 310 2010 Interest rate Swap
2009 e/o no interest rate derivatives used
75 5045 Ingram Micro
WHOLESALE-COMPUTER & PERIPHERAL EQUIPMENT &
SOFTWARE No interest rate Hedge 76 2531 Johnson Controls
PUBLIC BUILDING AND
RELATED FURNITURE 100 2008/2010 Interest rate Swap
77 6324 Aetna
HOSPITAL & MEDICAL
SERVICE PLANS No interest rate Hedge Limited use of derivatives
78 5961 Amazon.com
RETAIL-CATALOG & MAIL-
ORDER HOUSES No interest rate Hedge No use of Derivatives 79 6324 Humana
HOSPITAL & MEDICAL
SERVICE PLANS 300 2005-2010 Interest rate Swap
80 1311 Enterprise Products Partners
CRUDE PETROLEUM &
NATURAL GAS 1050 2005-2010 Interest rate Swap 81 3714 Honeywell International
MOTOR VEHICLE PARTS &
ACCESSORIES 600 2005-2010 Interest rate Swap 82 Liberty Mutual Insurance Group No data
83 2711 News Corp.
NEWSPAPERS: PUBLISHING
OR PUBLISHING & PRINTING No interest rate Hedge
84 DuPont No data
85 4813 Sprint Nextel
TELEPHONE
COMMUNICATIONS (NO
RADIO TELEPHONE) 600 2005/2009 Divers (Swap, cap, floor)
86 3730 General Dynamics Corp
SHIP & BOAT BUILDING &
REPAIRING No interest rate Hedge 87 6311 TIAA-CREF LIFE INSURANCE 1000 2007/2008 No interest rate Hedge 88 4512 Delta Air Lines
AIR TRANSPORTATION,
SCHEDULED 1000 2008 Interest rate Swap
89 6311 Allstate
FIRE, MARINE & CASUALTY
INSURANCE 3216 2005-2009 Divers (Swap, cap, floor)
90 8062 HCA Holdings
SERVICES-GENERAL MEDICAL & SURGICAL
HOSPITALS, NEC 2005-2010 Interest rate Swap 91 6199 American Express FINANCE SERVICES 2200 2005 Interest rate Swap
92 7370 Google
SERVICES-COMPUTER PROGRAMMING, DATA
PROCESSING, ETC. No interest rate Hedge 93 2015 Tyson Foods
POULTRY SLAUGHTERING
AND PROCESSING 895 2005-2010 Interest rate Swap 94 2111 Philip Morris International CIGARETTES No interest rate Hedge
95 7812 Time Warner
SERVICES-MOTION PICTURE
& VIDEO TAPE PRODUCTION No interest rate Hedge 96 7372 Oracle
SERVICES-PREPACKAGED
SOFTWARE 1000 2007 Interest rate Swap
97 3841 3M CO
SURGICAL & MEDICAL INSTRUMENTS &
47
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
98 3523 Deere
FARM MACHINERY &
EQUIPMENT Divers (Swap, cap, floor)
99 4610 Plains All American Pipeline
PIPE LINES (NO NATURAL
GAS) 300 2009 Interest rate Swap 100 5912 Rite Aid
RETAIL-DRUG STORES AND
PROPRIETARY STORES No interest rate Hedge 101 2011 Seaboard MEAT PACKING PLANTS No data No data 102 1531 D.R. Horton OPERATIVE BUILDERS No data No data 103 5411 Ruddick RETAIL-GROCERY STORES 80 2009 - 2011 Interest rate swap
104 4610 NuStar Energy
PIPE LINES (NO NATURAL
GAS) 167.5 2003-2010 Interest rate swap Fixed to floating
105 2301 Levi Strauss
APPAREL & OTHER FINISHED PRODS OF FABRICS & SIMILAR
MATERIAL 100 2008-2009 Interest rate swap
106 6200 NYSE Euronext
SECURITY & COMMODITY BROKERS, DEALERS,
EXCHANGES & SERVICES No interest rate hedge
107 7011 Host Hotel & Resort HOTELS & MOTELS 88 2006-2007
Divers (Swap, cap,
floor) Floating rate 108 6324 Centene
HOSPITAL & MEDICAL
SERVICE PLANS No interest rate hedge
109 5731 RadioShack
RETAIL-RADIO TV & CONSUMER ELECTRONICS
STORES 150 2003-2011 Interest rate Swap
110 Charles Schwab Investment Banks/Brokers No data Financial institution 111 3089 Sealed Air PLASTICS PRODUCTS, NEC 500 2005-2010 Interest rate Swap Fixed to floating 113 6331 American Financial Group
FIRE, MARINE & CASUALTY
INSURANCE 800 2009-2010 Interest rate Swap Fixed to floating 114 4213 YRC Worldwide TRUCKING (NO LOCAL) No interest rate hedge
115 2836 Genzyme
BIOLOGICAL PRODUCTS (NO
DIAGNOSTIC SUBSTANCES) No interest rate hedge 116 1531 PulteGroup OPERATIVE BUILDERS No interest rate hedge
117 3537 Terex
INDUSTRIAL TRUCKS TRACTORS TRAILERS &
STACKERS 600 2006-2010 Interest rate Swap Fixed to floating
119 7371 Cognizant Technology Solutions
SERVICES-COMPUTER
PROGRAMMING SERVICES No interest rate hedge No material effect 120 4931 Scana
ELECTRIC & OTHER
SERVICES COMBINED 270 Interest rate Swap
121 2033 J.M. Smucker
CANNED, FRUITS, VEG &
PRESERVES, JAMS & JELLIES No interest rate Hedge
Interest rate risk mitigated by fixed rate maturities
122 4922 El Paso
NATURAL GAS
TRANSMISSION 1300 2009-2010 Interest rate Swap Floating to Fixed
123 5063 Graybar Electric
WHOLESALE-ELECTRICAL APPARATUS & EQUIPMENT,
48
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
124 2320 Phillips-Van Heusen
MEN'S & BOYS' FURNISHINGS, WORK CLOTHING, AND ALLIED
GARMENTS No interest rate Hedge
125 3728 Rockwell Collins
AIRCRAFT PART & AUXILIARY EQUIPMENT,
NEC 150 2003 & 2010 Interest rate Swap Fixed to Floating 126 1000 Cliffs Natural Resources METAL MINING Interest rate swap
127 2836 Biogen Idec
BIOLOGICAL PRODUCTS (NO
DIAGNOSTIC SUBSTANCES) No interest rate hedge
128 6331 W.R. Berkley
FIRE, MARINE & CASUALTY
INSURANCE No interest rate hedge 129 2621 AbitibiBowater PAPER MILLS 850 2007-2009 Interest rate swap
130 4924 Atmos Energy
NATURAL GAS
DISTRIBUTION No interest rate hedge Use of sentive analyses
131 3760 Alliant Techsystems
GUIDED MISSILES & SPACE
VEHICLES & PARTS 2003-2006 Interest rate Swap 132 5961 Insight Enterprises
RETAIL-CATALOG & MAIL-
ORDER HOUSES 200 2002 & 2004 Interest rate Swap
133 8200 Washington Post
SERVICES-EDUCATIONAL
SERVICES No interest rate hedge
134 3578 NCR
CALCULATING & ACCOUNTING MACHINES (NO ELECTRONIC
COMPUTERS) No interest rate hedge
135 3572 Sandisk
COMPUTER STORAGE
DEVICES No interest rate hedge 136 5110 United Stationers
WHOLESALE-PAPER AND
PAPER PRODUCTS 435 2007-2010 Interest rate Swap
137 3829 Rockwell Automation
MEASURING &
CONTROLLING DEVICES,
NEC 350 2002-2008 Interest rate Swap 138 3357 General Cable
DRAWING AND INSULATING
NONFERROUS WIRE 9 2005-2010 Interest rate Swap Floating to Fixed
139 5940 Dick's Sporting Goods
RETAIL-MISCELLANEOUS
SHOPPING GOODS STORES No interest rate hedge 140 3714 Meritor
MOTOR VEHICLE PARTS &
ACCESSORIES Interest rate Swap Floating to Fixed
141 2670 Bemis
CONVERTED PAPER & PAPERBOARD PRODS (NO
CONTAINERS/BOXES) No interest rate hedge 142 6311 Erie Insurance Group LIFE INSURANCE No interest rate hedge 143 3540 SPX
METALWORKING
MACHINERY & EQUIPMENT 300 2005-2010 Interest rate Swap Floating to Fixed 144 4911 Northeast Utilities ELECTRIC SERVICES 263 2006-2010 Interest rate Swap Fixed to Floating
145 3751 Harley-Davidson
MOTORCYCLES, BICYCLES
& PARTS 173.2 2008-2010 Interest rate Swap Fixed to Floating 146 2834 Allergan
PHARMACEUTICAL
PREPARATIONS 800 2006 & 2007 interest rate swap Floating to Fixed 147 Western & southern Financial Group Life insurance Financial institution
49
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
148 7363 Kelly Services
SERVICES-HELP SUPPLY
SERVICES No interest rate Hedge Minimum Exposure 149 4213 Con-Way TRUCKING (NO LOCAL) No interest rate Hedge No material effect 150 5331 Big Lots RETAIL-VARIETY STORES No interest rate Hedge No material effect
151 8200 Apollo Group
SERVICES-EDUCATIONAL
SERVICES 47.5 2010 Interest rate Swap
152 2320 Polo Ralph Lauren
MEN'S & BOYS' FURNISHINGS, WORK CLOTHING, AND ALLIED
GARMENTS 200 2007 - 2010 Interest rate Swap Fixed to Floating
153 4813 Telephone & Data System
TELEPHONE
COMMUNICATIONS (NO
RADIO TELEPHONE) No interest rate hedge
154 5140 Nash-Finch
WHOLESALE-GROCERIES &
RELATED PRODUCTS 17.5 2006-2010 Interest rate Swap Fixed to Floating
155 3290 Owens Corning
ABRASIVE ASBESTOS & MISC NONMETALLIC
MINERAL PRODUCTS 500 2009 Interest rate Swap Fixed to Floating
156 8071 Laboratory corp of America
SERVICES-MEDICAL
LABORATORIES 13.5 2008-2010 Interest rate Swap Fixed to Floating 157 5661 Foot Locker RETAIL-SHOE STORES 2006-2009 Interest rate Swap
158 3661 Avaja
TELEPHONE & TELEGRAPH
APPARATUS 2400 2007-2010 Interest rate Swap Floating to Fixed
159 7900 Live Nation Entertainment
SERVICES-AMUSEMENT &
RECREATION SERVICES 96.3 2010 Divers (Swap, cap, floor)
160 5063 Wesco International
WHOLESALE-ELECTRICAL APPARATUS & EQUIPMENT,
WIRING SUPPLIES No interest rate hedge Refinance debt
161 4923 Spectra Energy
NATURAL GAS TRANSMISSION &
DISTRIBUTION 100 - 425 2003-2010 Interest rate Swap Floating to Fixed 162 6798 Starwood Hotels & Resorts
REAL ESTATE INVESTMENT
TRUSTS No interest rate hedge Interest rate Swap
163 6500 CB Richard Ellis Group REAL ESTATE No interest rate hedge
Manage interest rate by using a combination of fixed and variable rate debt.
164 1731 Emcor Group ELECTRICAL WORK 2009 Interest rate Swap Floating to Fixed
165 8742 Booz Allen Hamilton Holding
SERVICES-MANAGEMENT
CONSULTING SERVICES No interest rate Hedge Not material
166 7510 Ryder System
SERVICES-AUTO RENTAL &
LEASING (NO DRIVERS) 250 2008 Interest rate Swap
167 3845 St. Jude Medical
ELECTROMEDICAL & ELECTROTHERAPEUTIC
APPARATUS 450 2010 Interest rate Swap
168 8062 Health Management Associates
SERVICES-GENERAL MEDICAL & SURGICAL
HOSPITALS, NEC 2007 Interest rate Swap Floating to Fixed
169 7374 SunGard Data Systems
SERVICES-COMPUTER PROCESSING & DATA
50
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
170 2821 Momentive Specialty Chemicals
PLASTICS, MATERIALS, SYNTH RESINS &
NONVULCAN ELASTOMERS 300 2007 Interest rate Swap
171 7510 Avis Budget Group
SERVICES-AUTO RENTAL &
LEASING (NO DRIVERS) 1100 2009-2010 Divers (Swap, cap, floor) 172 7389 Western Union
SERVICES-BUSINESS
SERVICES, NEC 2010 Interest rate Swap
173 4931 Integrijs Energy group
ELECTRIC & OTHER
SERVICES COMBINED 300 & 100 2006-2010 Interest rate Swap
174 6799 Harris INVESTORS, NEC No interest rate Hedge No debt 175 1221 Console Energy
BITUMINOUS COAL &
LIGNITE SURFACE MINING No interest rate Hedge 176 2273 Mohawk Industries CARPETS AND RUGS No interest rate Hedge
177 7389
Fidelity National Information Services
SERVICES-COMPUTER PROCESSING & DATA
PREPARATION 150-750 2008-2010 Interest rate Swap
178 Auto-Owners Insurance Insurance: Property and Casualty No data No data 179 5531 O'Reilly automotive
RETAIL-AUTO & HOME
SUPPLY STORES 450 2008 &2010 Interest rate Swap Floating to Fixed
180 2860 Lubrizol
INDUSTRIAL ORGANIC
CHEMICALS 50 Interest rate Swap From 2008 on 181 8711 CH2M Hill
SERVICES-ENGINEERING
SERVICES No interest rate Hedge
182 3579 Pitney Bowes OFFICE MACHINES, NEC No interest rate Hedge Risk not material
183 6324 Wellcare Health Plans
HOSPITAL & MEDICAL
SERVICE PLANS No interest rate Hedge
184 3825 Agilent Technologies
INSTRUMENTS FOR MEAS & TESTING OF ELECTRICITY &
ELEC SIGNALS 1250 2010 Interest rate Swap
185 2834 Mylan
PHARMACEUTICAL
PREPARATIONS 1000 2007-2008 Interest rate Swap 186 6021 KeyCorp
NATIONAL COMMERCIAL
BANKS Financial institution
187 4922 Targa Resources
NATURAL GAS
TRANSMISSION 200-300 2007-2010 Interest rate swap
188 2711 Gannett
NEWSPAPERS: PUBLISHING
OR PUBLISHING & PRINTING 750 2007 Interest rate swap
189 5063 Anixter International
WHOLESALE-ELECTRICAL APPARATUS & EQUIPMENT,
WIRING SUPPLIES 40 2006-2009 Interest rate swap
190 5500 Group 1 Automotive
RETAIL-AUTO DEALERS &
GASOLINE STATIONS 50-100 2005-2010 Interest rate swap
191 5190 Core Mark Holding
WHOLESALE- MISCELLANEOUS
NONDURABLE GOODS No data no data 2005-2010
192 2842 Clorox
SPECIALTY CLEANING, POLISHING AND SANITATION
51
Nr Sic
Code Name Industry
Amount
(x 1million) Year Type hedging Other info
193 7389 MasterCard
SERVICES-BUSINESS
SERVICES, NEC No interest rate Hedge 194 3320 Precision Castparts IRON & STEEL FOUNDRIES Interest rate Swap
195 8062 Universal Health Services
SERVICES-GENERAL MEDICAL & SURGICAL
HOSPITALS, NEC 1000 2010 Divers (Swap, cap, floor)
196 4932 UGI
GAS & OTHER SERVICES
COMBINED 2006 Interest rate Swap Floating to Fixed
197 4812 NLL Holdings
RADIO TELEPHONE
COMMUNICATIONS Interest rate Swap
198 Pacific Life LIFE INSURANCE No data No data 199 2080 Dr Pepper Snapple Group BEVERAGES 850 2009 Interest rate Swap
200 3717 BorgWarner
MOTOR VEHICLE PARTS &
ACCESSORIES 325/100 2006/2009 Interest rate Swap
201 2060 Hershey
SUGAR & CONFECTIONERY
PRODUCTS 500/250 2005/2009 Interest rate Swap 202 6324 Universal American
HOSPITAL & MEDICAL