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 31/05/2010 1/ 4 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 151,356,600.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE BE0000262684 BELGIUM,KD (OLO 12) 8.00000 24/12/12 SOVGN EUR 1,161,023.17 1.17290000 1.20774931 1.0100 EUR 1,388,341.52 BE0933025794 DELHAIZE GROUP 5.62500 27/06/14 OTHR EUR 1,583,000.00 1.09163000 1.14387315 1.0800 EUR 1,676,621.48 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 3,551,000.00 1.31240000 1.34122876 1.0900 EUR 4,369,452.59 DE000A0T7J45 DAIMLER INTERNATION 6.87500 10/06/11 OTHR EUR 4,524,000.00 1.04670000 1.11375479 1.0800 EUR 4,665,395.06 DE0001135317 BUNDESREPUBLIK DEUT 3.75000 04/01/17 SOVGN EUR 4,470,087.07 1.10365000 1.11885547 1.0200 EUR 4,903,315.07 DE0001137222 BUNDESREPUBLIK DEUT 4.75000 11/06/10 SOVGN EUR 3,800,000.00 1.00111250 1.04731113 1.0100 EUR 3,940,378.51 DE0001137263 BUNDESREPUBLIK DEUT 1.50000 10/06/11 SOVGN EUR 3,173,000.00 1.01302500 1.02814828 1.0100 EUR 3,230,014.35 DE0001141521 BUNDESREPUBLIK DEUT 3.50000 12/04/13 SOVGN EUR 1,717,515.82 1.07930833 1.08410285 1.0100 EUR 1,843,528.51 DE0001141547 BUNDESREPUBLIK S.154 2.2500 11/04/14 SOVGN EUR 2,912,000.00 1.04412000 1.04726383 1.0100 EUR 3,019,437.89 DE0001141554 BUNDESREPUBLIK DEUT 2.50000 10/10/14 SOVGN EUR 3,201,553.50 1.04847000 1.06552479 1.0100 EUR 3,377,559.03 DE0001141562 BUNDESREPUBLIK DEUT 2.50000 27/02/15 SOVGN EUR 1,000,000.00 1.04313333 1.05251689 1.0100 EUR 1,042,095.93 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 5,600,000.00 0.91550000 0.91619863 1.0800 EUR 4,750,659.56 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,413,000.00 1.08775875 1.10449162 1.0900 EUR 7,511,556.31 FR0010206284 LVMH MOET HENNESSY 3.37500 22/06/12 OTHR EUR 3,347,000.00 1.03050000 1.06230821 1.0800 EUR 3,292,171.83 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 3,500,000.00 1.20030000 1.20732739 1.0900 EUR 3,876,739.33 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 1,000,000.00 0.97645000 0.97704344 1.0800 EUR 904,669.85 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98080000 0.98155911 1.0800 EUR 1,908,587.16 XS0257807957 VODAFONE GROUP PLC 4.75000 14/06/16 OTHR EUR 1,450,000.00 1.07680000 1.12260821 1.0900 EUR 1,493,377.89 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,650,000.00 1.04670000 1.07875821 1.0900 EUR 7,571,101.20 XS0283695228 ANGLO IRISH BANK CO VAR 00/01/12 OTHR EUR 8,378,000.00 0.91440500 0.91517400 1.0800 EUR 7,099,377.57 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93975000 0.94032272 1.0800 EUR 1,523,671.07

 

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 31/05/2010 2/ 4 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 151,356,600.00 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 6,500,000.00 1.04770000 1.06229824 1.0800 EUR 6,393,461.63 XS0297699588 LINDE FINANCE B.V. 4.75000 24/04/17 OTHR EUR 6,274,000.00 1.09185000 1.09679520 1.0900 EUR 6,313,112.92 XS0304458564 VODAFONE GROUP PLC VAR 00/06/14 OTHR EUR 5,703,000.00 0.97060000 0.97297055 1.0800 EUR 5,137,825.04 XS0305188533 XSTRATA FINANCE (CA 5.25000 13/06/17 OTHR EUR 1,393,000.00 1.00710000 1.05787397 1.0900 EUR 1,351,943.52 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 1,000,000.00 1.06030000 1.09048493 1.0800 EUR 1,009,708.27 XS0329479728 WPP FINANCE S.A. 5.25000 30/01/15 OTHR EUR 1,200,000.00 1.06880000 1.08634794 1.0800 EUR 1,207,053.27 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 1,150,000.00 1.08500000 1.08585616 1.0800 EUR 1,156,235.73 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 1,230,000.00 1.03020000 1.03100479 1.0800 EUR 1,174,199.90 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 2,185,000.00 1.13780000 1.16360479 1.0800 EUR 2,354,144.88 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 3,058,000.00 1.08680000 1.14222708 1.0800 EUR 3,234,194.82 XS0412443052 VOLKSWAGEN INTERNAT 7.00000 09/02/16 OTHR EUR 3,240,000.00 1.17180000 1.19327945 1.0900 EUR 3,546,995.80 XS0412447632 VOLKSWAGEN INTERNAT 5.62500 09/02/12 OTHR EUR 1,283,000.00 1.05920000 1.07646027 1.0800 EUR 1,278,794.93 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 1,800,000.00 1.07570000 1.08488509 1.0900 EUR 1,791,553.36 XS0426738976 DONG ENERGY A/S 6.50000 07/05/19 OTHR EUR 6,824,000.00 1.19610000 1.20055205 1.0900 EUR 7,516,116.69 XS0433923108 EUREKO B.V. 7.37500 16/06/14 OTHR EUR 2,800,000.00 1.13620000 1.20691917 1.0800 EUR 3,129,049.70 XS0435879605 EDP FINANCE B.V. 4.75000 26/09/16 OTHR EUR 7,772,000.00 1.01950000 1.05182638 1.0900 EUR 7,499,811.58 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,350,000.00 1.05400000 1.10103424 1.0800 EUR 1,376,292.80 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.09370000 1.15081301 1.0900 EUR 1,055,791.75 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 7,300,000.00 1.00750000 1.03360079 1.0900 EUR 6,922,280.52 XS0466303194 HUTCHISON WHAMPOA 4.75 14/11/16 OTHR EUR 7,600,000.00 1.04610000 1.07222500 1.0900 EUR 7,476,064.22 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.96070000 0.97482671 1.0900 EUR 894,336.43

 

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 31/05/2010 3/ 4 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 151,356,600.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0497186758 MERCK FINANCIAL SER 4.50000 24/03/20 OTHR EUR 5,050,000.00 1.04640000 1.05490684 1.0900 EUR 4,887,412.42 XS0505200211 BANQUE PSA FINANCE 3.62500 29/04/14 OTHR EUR 1,390,000.00 0.97740000 0.98067739 1.0800 EUR 1,262,168.12
AGGREGATE MARGINED VALUE: EUR 151,356,600.01 FORECAST MARGIN VALUE : EUR 151,356,600.01 TRANSACTION MARGIN : EUR 0.01 % 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 31/05/2010 4/ 4 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 151,356,600.00
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 0.01 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.