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Helix Capital BV (BK23)

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Tuesday 19 November, 2002

Helix Capital BV

Re Final Price&Cash Settlemnt

Helix Capital (Netherlands) BV
18 November 2002


Helix Capital (Netherlands) BV - 'Notices of Final Price and Cash Settlement 
                                             Amount'


Please find below the 'Notice of Final Price and Cash Settlement Amount'
dated 13th November 2002, for the following series:


- Series 2001-1;
- Series 2001-3;
- Series 2001-4;
- Series 2001-6;
- Series 2001-6A;
- Series 2001-9;
- Series 2001-9A;
- Series 2001-12A;
- Series 2001-12B;
- Series 2001-12C.



  EUR 44,000,000 NOTES SERIES 2001-1 HELIX CAPITAL (NETHERLANDS) B.V. MAY 2006

               Notice of Final Price and Cash Settlement Amount

                              XS0128348538


Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 2 May, 2001, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 2 May, 2001 between the Seller and the Buyer.  All capitalised terms used
and not otherwise defined herein shall have the meanings given to them in the
Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 15 May 2011

Coupon: 7.50%

CUSIP/ISIN: US98157DAJS4

Issue Amount: USD 4,000,000,000

the Final Price is 13.843750% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     13.6250%

2nd Valuation Date     12.0000%

3rd Valuation Date     13.0000%

4th Valuation Date     16.7500%


Accordingly, the Cash Settlement Amount is EUR 5,700,000 and the Cash 
Settlement Date is 20 November 2002.  The delivery of this Notice of Final
Price and Cash Settlement Amount, the notice and the information contained 
herein is confidential and should not be disclosed to any other parties, save 
that notice of the Cash Settlement Amount may be given to Noteholders and to the
London Stock Exchange.





  EUR 9,000,000 NOTES SERIES 2001-3 HELIX CAPITAL (NETHERLANDS) B.V. 
                                  AUGUST 2006

               Notice of Final Price and Cash Settlement Amount

                              XS0130663882


Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 11 June, 2001, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 11 June, 2001 between the Seller and the Buyer. All capitalised terms used
and not otherwise defined herein shall have the meanings given to them in the
Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 1 April 2004

Coupon: 7.55%

CUSIP/ISIN: US98155KAA07

Issue Amount: USD 600,000,000

the Final Price is 13.762500% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     13.5500%

2nd Valuation Date     12.0000%

3rd Valuation Date     12.7500%

4th Valuation Date     16.7500%


Accordingly, the Cash Settlement Amount is zero and the Cash  Settlement Date is 
20 November 2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.




       EUR 25,000,000 NOTES SERIES 2001-4 HELIX CAPITAL (NETHERLANDS) B.V. 
                                   OCTOBER 2006

               Notice of Final Price and Cash Settlement Amount

                                  XS0133183102

Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 8 August, 2001, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 8 August, 2001 between the Seller and the Buyer.  All capitalised terms 
used and not otherwise defined herein shall have the meanings given to them in 
the Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 1 April 2004

Coupon: 7.55%

CUSIP/ISIN: US98155KAA07

Issue Amount: USD 600,000,000

the Final Price is 13.762500% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     13.5500%

2nd Valuation Date     12.0000%

3rd Valuation Date     12.7500%

4th Valuation Date     16.7500%


Accordingly, the Cash Settlement Amount is zero and the Cash Settlement Date is 
20 November 2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.





     USD 75,000,000 NOTES SERIES 2001-6 HELIX CAPITAL (NETHERLANDS) B.V.
                              OCTOBER 2006

               Notice of Final Price and Cash Settlement Amount


                              XS0135852969

Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 11 October, 2001, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 11 October, 2001 between the Seller and the Buyer.  All capitalised terms 
used and not otherwise defined herein shall have the meanings given to them in 
the Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 15 May 2031

Coupon: 8.25%

CUSIP/ISIN: US98157DAK28

Issue Amount: USD 4,600,000,000

the Final Price is 13.825000% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     13.5500%

2nd Valuation Date     12.0000%

3rd Valuation Date     13.0000%

4th Valuation Date     16.7500%


Accordingly, the Cash Settlement Amount is EUR 10,617,000 and the Cash 
Settlement Date is 20 November 2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.


             
     USD 25,000,000 NOTES SERIES 2001-6A HELIX CAPITAL (NETHERLANDS) B.V.
                                OCTOBER 2006

                Notice of Final Price and Cash Settlement Amount


                                XS0139483563
   

Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 30 November, 2001, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 30 November, 2001 between the Seller and the Buyer.  All capitalised terms 
used and not otherwise defined herein shall have the meanings given to them in 
the Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 15 May 2031

Coupon: 8.25%

CUSIP/ISIN: US98157DAK28

Issue Amount: USD 4,600,000,000

the Final Price is 13.825000% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     13.5500%

2nd Valuation Date     12.0000%

3rd Valuation Date     13.0000%

4th Valuation Date     16.7500%


Accordingly, the Cash Settlement Amount is zero and the Cash Settlement Date is 
20 November 2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.





      EUR 75,000,000 NOTES SERIES 2001-9 HELIX CAPITAL (NETHERLANDS) B.V.
                              JANUARY 2007

               Notice of Final Price and Cash Settlement Amount


                              XS0140088294

Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 06 December, 2001, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 06 December, 2001 between the Seller and the Buyer.  All capitalised terms 
used and not otherwise defined herein shall have the meanings given to them in 
the Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 1 April 2004

Coupon: 7.55%

CUSIP/ISIN: US98155KAA07

Issue Amount: USD 600,000,000

the Final Price is 13.762500% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     13.5500%

2nd Valuation Date     12.0000%

3rd Valuation Date     12.7500%

4th Valuation Date     16.7500%


Accordingly, the Cash Settlement Amount is Zero and the Cash Settlement Date is 
20 November 2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.




   EUR 25,000,000 NOTES SERIES 2001-9A HELIX CAPITAL (NETHERLANDS) B.V.
                            JANUARY 2007



               Notice of Final Price and Cash Settlement Amount

                             XS0140088377 

Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 11 December, 2001, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 11 December, 2001 between the Seller and the Buyer.  All capitalised terms 
used and not otherwise defined herein shall have the meanings given to them in 
the Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 1 April 2004

Coupon: 7.55%

CUSIP/ISIN: US98155KAA07

Issue Amount: USD 600,000,000

the Final Price is 13.762500% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     13.5500%

2nd Valuation Date     12.0000%

3rd Valuation Date     12.7500%

4th Valuation Date     16.7500%


Accordingly, the Cash Settlement Amount is Zero and the Cash Settlement Date is 
20 November 2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.

        


   EUR 40,000,000 NOTES SERIES 2002-12A HELIX CAPITAL (NETHERLANDS) B.V. DUE
                                 AUGUST 2007



               Notice of Final Price and Cash Settlement Amount


                              XS0144702718


Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 31 May, 2002, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 31 May, 2002 between the Seller and the Buyer.  All capitalised terms 
used and not otherwise defined herein shall have the meanings given to them in 
the Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 15 May 2008

Coupon: 6.75%

CUSIP/ISIN: XS0129507488

Issue Amount: EUR 1,250,000,000

the Final Price is 12.606275% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     12.8750%

2nd Valuation Date     10.7500%

3rd Valuation Date     11.3001%

4th Valuation Date     15.5000%


The Cash Settlement Amount is zero and the Cash Settlement Date is 20 November 
2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.




  EUR 44,000,000 NOTES SERIES 2002-12B HELIX CAPITAL (NETHERLANDS) B.V. DUE
                                 AUGUST 2007



               Notice of Final Price and Cash Settlement Amount


                                   XS0144703872

Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 31 May, 2002, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 31 May, 2002 between the Seller and the Buyer.  All capitalised terms 
used and not otherwise defined herein shall have the meanings given to them in 
the Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 15 May 2008

Coupon: 6.75%

CUSIP/ISIN:  XS0129507488

Issue Amount: EUR 1,250,000,000

the Final Price is 12.606275% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     12.8750%

2nd Valuation Date     10.7500%

3rd Valuation Date     11.3001%

4th Valuation Date     15.5000%


The Cash Settlement Amount is Zero and the Cash Settlement Date is 20 November 
2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.





   EUR 44,000,000 NOTES SERIES 2002-12C HELIX CAPITAL (NETHERLANDS) B.V. DUE
                                  AUGUST 2007


               Notice of Final Price and Cash Settlement Amount

                                   XS0144704094


Re: Credit Derivative Transaction between Helix Capital (Netherlands) B.V.
(the 'Seller') and Bank of America, N.A. (the 'Buyer') with an Effective Date 
of 31 May, 2002, as amended and supplemented from time to time (the 
'Transaction')

Reference is made to the confirmation (the 'Confirmation') of the Transaction
dated 31 May, 2002 between the Seller and the Buyer.  All capitalised terms 
used and not otherwise defined herein shall have the meanings given to them in 
the Confirmation.

Reference is also made to the Credit Event Notice and Notice of Publicly 
Available Information dated 31 July 2002 relating to the Transaction and given 
with respect to WorldCom Inc. and to the related Notice of Reference Obligation
dated 12 September 2002.

We hereby notify you that with respect to:

Primary Obligor: WorldCom Inc.

Maturity: 15 May 2008

Coupon: 6.75%

CUSIP/ISIN: XS0129507488

Issue Amount: EUR 1,250,000,000

the Final Price is 12.606275% determined on 13 November 2002 as follows:


Calculations:

1st Valuation Date     12.8750%

2nd Valuation Date     10.7500%

3rd Valuation Date     11.3001%

4th Valuation Date     15.5000%


The Cash Settlement Amount is Zero and the Cash Settlement Date is 20 November 
2002.  

The delivery of this Notice of Final Price and Cash Settlement Amount, the 
notice and the information contained herein is confidential and should not be 
disclosed to any other parties, save that notice of the Cash Settlement Amount 
may be given to Noteholders and to the London Stock Exchange.



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