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 27/05/2010 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 151,338,866.66 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 1.08581666 1.13744337 1.0800 EUR 1,561,878.26 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 3,551,000.00 1.30717916 1.33506272 1.0900 EUR 4,349,364.88 DE000A0T5SE6 DAIMLER INTERNATION 7.87500 16/01/14 OTHR EUR 2,726,000.00 1.15596666 1.18444611 1.0800 EUR 2,989,629.72 DE000A0T7J45 DAIMLER INTERNATION 6.87500 10/06/11 OTHR EUR 4,524,000.00 1.04300000 1.10930136 1.0800 EUR 4,646,740.14 DE000A0PNJA0 MERCK KG AUF AKTIEN 4.75000 26/11/10 OTHR EUR 1,477,000.00 1.01520000 1.03901506 1.0800 EUR 1,420,949.30 DE000A0XFCT5 METRO AG 7.62500 05/03/15 OTHR EUR 2,586,000.00 1.16355000 1.18109794 1.0800 EUR 2,828,073.40 DE0001135192 BUNDESREPUBLIK DEUT 5.00000 04/01/12 SOVGN EUR 10,211,005.00 1.07430000 1.09402602 1.0100 EUR 11,060,500.16 DE0001135267 BUNDESREPUBLIK DEUT 3.75000 04/01/15 SOVGN EUR 9,597,997.00 1.10250000 1.11729452 1.0100 EUR 10,617,613.32 DE0001135291 BUNDESREPUBLIK DEUT 3.50000 04/01/16 SOVGN EUR 10,672,979.55 1.09370000 1.10750821 1.0200 EUR 11,588,639.68 DE0001135333 BUNDESREPUBLIK DEUT 4.25000 04/07/17 SOVGN EUR 11,493,343.00 1.14020000 1.17839178 1.0200 EUR 13,278,098.94 DE0001135390 BUNDESREPUBLIK DEUT 3.25000 04/01/20 SOVGN EUR 6,530,548.61 1.05506000 1.07251205 1.0200 EUR 6,866,756.94 DE0001141521 BUNDESREPUBLIK DEUT 3.50000 12/04/13 SOVGN EUR 5,293,302.98 1.08117000 1.08558095 1.0100 EUR 5,689,414.73 DE0001141547 BUNDESREPUBLIK S.154 2.2500 11/04/14 SOVGN EUR 8,962,117.98 1.04665000 1.04954726 1.0100 EUR 9,313,036.01 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 3,706,000.00 1.08868916 1.10523025 1.0900 EUR 3,757,782.85 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.90750000 0.91067288 1.0800 EUR 1,180,501.88 XS0236243548 ING VERZEKERINGEN N 3.50000 28/11/12 OTHR EUR 1,500,000.00 1.01945000 1.03680616 1.0800 EUR 1,440,008.56 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 1,000,000.00 0.97250000 0.97300866 1.0800 EUR 900,933.94 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98070000 0.98136422 1.0800 EUR 1,908,208.21 XS0241945236 TELEFONICA EMISIONE 3.75000 02/02/11 OTHR EUR 3,694,000.00 1.01300000 1.02481506 1.0800 EUR 3,505,247.07 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,750,000.00 1.04225000 1.07380136 1.0900 EUR 7,634,826.18 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93730000 0.93778461 1.0800 EUR 1,519,558.40

 

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 27/05/2010 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 151,338,866.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 6,200,000.00 1.04250000 1.05658602 1.0800 EUR 6,065,586.41 XS0304458564 VODAFONE GROUP PLC VAR 00/06/14 OTHR EUR 5,703,000.00 0.97290000 0.97515900 1.0800 EUR 5,149,381.28 XS0305188533 XSTRATA FINANCE (CA 5.25000 13/06/17 OTHR EUR 1,393,000.00 1.00280000 1.05299863 1.0900 EUR 1,345,712.93 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 1,150,000.00 1.06740000 1.06757123 1.0800 EUR 1,136,765.66 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 1,230,000.00 1.02800000 1.02816095 1.0800 EUR 1,170,961.08 XS0426738976 DONG ENERGY A/S 6.50000 07/05/19 OTHR EUR 6,783,000.00 1.19690000 1.20063972 1.0900 EUR 7,471,503.87 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,600,000.00 1.05690000 1.10335890 1.0800 EUR 1,634,605.78 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.09105000 1.14746438 1.0900 EUR 1,052,719.61 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 0.98890000 1.01448649 1.0900 EUR 5,398,184.99 XS0466303194 HUTCHISON WHAMPOA 4.75 14/11/16 OTHR EUR 7,600,000.00 1.04510000 1.07082916 1.0900 EUR 7,466,331.76 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95420000 0.96787465 1.0900 EUR 887,958.39 XS0497186758 MERCK FINANCIAL SER 4.50000 24/03/20 OTHR EUR 3,368,000.00 1.04210000 1.05011369 1.0900 EUR 3,244,754.96 XS0505200211 BANQUE PSA FINANCE 3.62500 29/04/14 OTHR EUR 1,390,000.00 0.97350000 0.97638013 1.0800 EUR 1,256,637.39
AGGREGATE MARGINED VALUE: EUR 151,338,866.68 FORECAST MARGIN VALUE : EUR 151,338,866.68 TRANSACTION MARGIN : EUR 0.02 % 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 27/05/2010 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 151,338,866.66
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 0.02 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.