EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB TRANSACTION MARGIN REPORT 26/05/2010 1/ 3 CURRENT SITUATION (OVERNIGHT) TRANSACTION ID : 9210784 YOUR REFERENCE :
TRANSACTION INFORMATION AUTOMATIC COLL. TAKER : 29427 THE BANK OF NEW YORK MELL INITIATION DATE : 29/07/2009 COLL. GIVER : 92542 BNP PARIBAS LDN CLOSING DATE : 06/04/2012 INTENDED TRS AMOUNT : EUR 150,000,000.00 PRICING RATE : 01.06400 ACTUAL TRS AMOUNT : EUR 151,334,433.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE BE0933025794 DELHAIZE GROUP 5.62500 27/06/14 OTHR EUR 1,483,000.00 1.07983293 1.13130553 1.0800 EUR 1,553,450.09 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 3,425,000.00 1.31120000 1.33884726 1.0900 EUR 4,206,928.32 DE000A0T7J45 DAIMLER INTERNATION 6.87500 10/06/11 OTHR EUR 4,524,000.00 1.04812500 1.11423801 1.0800 EUR 4,667,419.22 DE0001135218 BUNDESREPUBLIK DEUT 4.50000 04/01/13 SOVGN EUR 7,798,555.00 1.09960000 1.11723013 1.0100 EUR 8,626,515.46 DE0001135234 BUNDESREPUBLIK DEUT 3.75000 04/07/13 SOVGN EUR 7,296,200.00 1.09140000 1.12499589 1.0100 EUR 8,126,925.76 DE0001135259 BUNDESREPUBLIK DEUT 4.25000 04/07/14 SOVGN EUR 7,233,556.00 1.12330000 1.16137534 1.0100 EUR 8,317,696.59 DE0001135267 BUNDESREPUBLIK DEUT 3.75000 04/01/15 SOVGN EUR 8,417,997.00 1.10485000 1.11954178 1.0100 EUR 9,330,989.45 DE0001135309 BUNDESREPUBLIK DEUT 4.00000 04/07/16 SOVGN EUR 9,222,950.18 1.12700000 1.16283561 1.0200 EUR 10,514,485.19 DE0001135333 BUNDESREPUBLIK DEUT 4.25000 04/07/17 SOVGN EUR 9,464,028.44 1.14400000 1.18207534 1.0200 EUR 10,967,837.88 DE0001135358 BUNDESREPUBLIK DEUT 4.25000 04/07/18 SOVGN EUR 6,992,091.36 1.14282500 1.18090034 1.0200 EUR 8,095,061.83 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 5,376,000.00 1.09175404 1.10824719 1.0900 EUR 5,465,997.15 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 2,622,000.00 1.20220000 1.20830273 1.0900 EUR 2,906,577.76 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.90750000 0.91061911 1.0800 EUR 1,180,432.18 XS0196630270 LAFARGE 5.00000 16/07/14 OTHR EUR 3,000,000.00 1.00370000 1.04685068 1.0800 EUR 2,907,918.56 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 1,000,000.00 0.97695000 0.97743747 1.0800 EUR 905,034.69 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98070000 0.98134050 1.0800 EUR 1,908,162.08 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 3,425,000.00 1.01505000 1.02871438 1.0900 EUR 3,232,428.21 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,750,000.00 1.02000000 1.05142465 1.0900 EUR 7,475,725.72 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 6,500,000.00 1.04480000 1.05875797 1.0800 EUR 6,372,154.45 XS0297699588 LINDE FINANCE B.V. 4.75000 24/04/17 OTHR EUR 7,384,000.00 1.10280000 1.10709452 1.0900 EUR 7,499,803.61 XS0304458564 VODAFONE GROUP PLC VAR 00/06/14 OTHR EUR 1,000,000.00 0.97390000 0.97613111 1.0800 EUR 903,825.10

 

EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB TRANSACTION MARGIN REPORT 26/05/2010 2/ 3 CURRENT SITUATION (OVERNIGHT) TRANSACTION ID : 9210784 YOUR REFERENCE :
TRANSACTION INFORMATION AUTOMATIC COLL. TAKER : 29427 THE BANK OF NEW YORK MELL INITIATION DATE : 29/07/2009 COLL. GIVER : 92542 BNP PARIBAS LDN CLOSING DATE : 06/04/2012 INTENDED TRS AMOUNT : EUR 150,000,000.00 PRICING RATE : 01.06400 ACTUAL TRS AMOUNT : EUR 151,334,433.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0305188533 XSTRATA FINANCE (CA 5.25000 13/06/17 OTHR EUR 1,393,000.00 1.00500000 1.05505479 1.0900 EUR 1,348,340.66 XS0329479728 WPP FINANCE S.A. 5.25000 30/01/15 OTHR EUR 1,200,000.00 1.06730000 1.08412876 1.0800 EUR 1,204,587.51 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 1,150,000.00 1.07460000 1.07460000 1.0900 EUR 1,133,752.29 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 1,230,000.00 1.02330000 1.02330000 1.0800 EUR 1,165,425.00 XS0383001640 BAA FUNDING LTD REGS 4.6000 30/09/16 OTHR EUR 1,580,000.00 0.99620000 1.02632054 1.0900 EUR 1,487,693.99 XS0412443052 VOLKSWAGEN INTERNAT 7.00000 09/02/16 OTHR EUR 2,523,000.00 1.16410000 1.18462054 1.0900 EUR 2,742,016.17 XS0426738976 DONG ENERGY A/S 6.50000 07/05/19 OTHR EUR 4,065,000.00 1.20150000 1.20506164 1.0900 EUR 4,494,106.02 XS0435879605 EDP FINANCE B.V. 4.75000 26/09/16 OTHR EUR 7,828,000.00 1.01240000 1.04419861 1.0900 EUR 7,499,070.38 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,600,000.00 1.05790000 1.10421506 1.0800 EUR 1,635,874.16 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.09270000 1.14893972 1.0900 EUR 1,054,073.14 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 0.98780000 1.01325791 1.0900 EUR 5,391,647.59 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95750000 0.97106164 1.0900 EUR 890,882.24 XS0497186758 MERCK FINANCIAL SER 4.50000 24/03/20 OTHR EUR 5,050,000.00 1.04076666 1.04865707 1.0900 EUR 4,858,457.07 XS0505200211 BANQUE PSA FINANCE 3.62500 29/04/14 OTHR EUR 1,390,000.00 0.97865000 0.98143082 1.0800 EUR 1,263,137.81
AGGREGATE MARGINED VALUE: EUR 151,334,433.33 FORECAST MARGIN VALUE : EUR 151,334,433.33 TRANSACTION MARGIN : EUR 0.00 % 0.00

 

EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB SUMMARY MARGIN REPORT 26/05/2010 3/ 3 FOR AUTOMATIC TRANSACTIONS TRIP A/C : 29427
TRIPARTY AGREEMENT INFO CURRENT SITUATION COLL. TAKER : 29427 THE BANK OF NEW YORK MELLON, NY COLL. GIVER : 92542 BNP PARIBAS LDN TOTAL INTENDED TRS. AMOUNT IN REF. CURRENCY : EUR 150,000,000.00 TOTAL TRANSACTION AMOUNT IN REF CURRENCY : EUR 151,334,433.33
TRANSACTION INFORMATION CLOSING DATE TRANS. ID TRANS. CURR. INTENDED TRS AMOUNT TRANSACTION MARGIN MARGIN % TRANS. STATUS 06/04/2012 9210784 CURRENT EUR 150,000,000.00 0.00 0.00
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.