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 02/06/2010 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 151,365,466.66 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 1,983,000.00 1.08530555 1.13785691 1.0800 EUR 2,089,231.72 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 3,551,000.00 1.30909583 1.33839719 1.0900 EUR 4,360,227.91 DE000A0T5SE6 DAIMLER INTERNATION 7.87500 16/01/14 OTHR EUR 2,726,000.00 1.16726000 1.19703397 1.0800 EUR 3,021,402.41 DE000A0T7J45 DAIMLER INTERNATION 6.87500 10/06/11 OTHR EUR 4,524,000.00 1.04725000 1.11468150 1.0800 EUR 4,669,276.95 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,800,000.00 0.91575000 0.91668150 1.0800 EUR 7,469,256.67 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 1,000,000.00 0.99492666 0.99579416 1.0800 EUR 922,031.63 FR0000472334 GAZ DE FRANCE 5.12500 19/02/18 OTHR EUR 1,816,000.00 1.13630000 1.15090273 1.0900 EUR 1,917,467.30 FR0000483661 FRANCE TELECOM 6.62500 10/11/10 OTHR EUR 1,280,000.00 1.01725500 1.05446390 1.0800 EUR 1,249,734.99 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,071,436.00 1.04190000 1.06898866 1.0800 EUR 1,060,511.98 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,783,000.00 1.06973396 1.09574423 1.0800 EUR 1,808,992.56 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 3,701,000.00 1.08775875 1.10458751 1.0900 EUR 3,750,530.62 FR0010206284 LVMH MOET HENNESSY 3.37500 22/06/12 OTHR EUR 3,347,000.00 1.03270277 1.06469592 1.0800 EUR 3,299,571.52 FR0010678185 GDF SUEZ SA 6.87500 24/01/19 OTHR EUR 1,000,000.00 1.25413333 1.27861963 1.0900 EUR 1,173,045.53 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 1,128,000.00 1.20120000 1.20859726 1.0900 EUR 1,250,731.84 FR0010753459 ACCOR 6.50000 06/05/13 OTHR EUR 1,150,000.00 1.06782333 1.07280963 1.0800 EUR 1,142,343.59 FR0010893396 CASINO GUICHARD-PER 4.48100 12/11/18 OTHR EUR 1,350,000.00 1.01328534 1.01610898 1.0900 EUR 1,258,483.60 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 2,000,000.00 0.97250000 0.97313583 1.0800 EUR 1,802,103.39 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98371500 0.98452155 1.0800 EUR 1,914,347.46 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 8,250,000.00 0.91614910 0.91920801 1.0500 EUR 7,222,348.65 XS0257807957 VODAFONE GROUP PLC 4.75000 14/06/16 OTHR EUR 1,450,000.00 1.06380000 1.10986849 1.0900 EUR 1,476,430.56 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,650,000.00 1.03498285 1.06729449 1.0900 EUR 7,490,644.82

 

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 02/06/2010 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 151,365,466.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93136555 0.93198232 1.0800 EUR 1,510,156.54 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 6,500,000.00 1.04550000 1.06035435 1.0800 EUR 6,381,762.29 XS0304458564 VODAFONE GROUP PLC VAR 00/06/14 OTHR EUR 5,703,000.00 0.97400000 0.97642633 1.0800 EUR 5,156,073.48 XS0305188533 XSTRATA FINANCE (CA 5.25000 13/06/17 OTHR EUR 1,393,000.00 1.05916976 1.11023140 1.0900 EUR 1,418,855.36 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 2,350,000.00 0.99235000 0.99422416 1.0800 EUR 2,163,358.13 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,750,000.00 1.05265000 1.08310205 1.0800 EUR 4,763,643.28 XS0362224254 IBERDROLA SA 5.12500 09/05/13 OTHR EUR 3,250,000.00 1.07358333 1.07709360 1.0800 EUR 3,241,253.89 XS0363479618 VW CREDIT, INC. 5.12500 19/05/11 OTHR EUR 1,600,000.00 1.02710000 1.02920616 1.0800 EUR 1,524,749.87 XS0365092872 FRANCE TELECOM 5.25000 22/05/14 OTHR EUR 1,950,000.00 1.09900000 1.10072602 1.0800 EUR 1,987,421.98 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 1,150,000.00 1.10250000 1.10369863 1.0800 EUR 1,175,234.65 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 1,230,000.00 1.02264000 1.02376671 1.0800 EUR 1,165,956.53 XS0377253405 SCOTTISH & SOUTHERN 6.12500 29/07/13 OTHR EUR 4,221,000.00 1.11770000 1.16955273 1.0800 EUR 4,571,001.92 XS0383001640 BAA FUNDING LTD REGS 4.6000 30/09/16 OTHR EUR 1,580,000.00 0.99053333 1.02153606 1.0900 EUR 1,480,758.69 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 5,288,000.00 1.16360555 1.19796171 1.0800 EUR 5,865,575.48 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 3,566,000.00 1.12960000 1.15578150 1.0800 EUR 3,816,219.29 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 3,058,000.00 1.08270000 1.13848125 1.0800 EUR 3,223,588.58 XS0412443052 VOLKSWAGEN INTERNAT 7.00000 09/02/16 OTHR EUR 3,240,000.00 1.17122000 1.19308301 1.0900 EUR 3,546,411.88 XS0412447632 VOLKSWAGEN INTERNAT 5.62500 09/02/12 OTHR EUR 1,283,000.00 1.05386666 1.07143515 1.0800 EUR 1,272,825.28 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 1,650,000.00 1.07636000 1.08584624 1.0900 EUR 1,643,712.20 XS0426738976 DONG ENERGY A/S 6.50000 07/05/19 OTHR EUR 3,401,000.00 1.19740833 1.20221654 1.0900 EUR 3,751,136.19 XS0433923108 EUREKO B.V. 7.37500 16/06/14 OTHR EUR 1,800,000.00 1.13616552 1.20728880 1.0800 EUR 2,012,148.00

 

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 TRANSACTION MARGIN REPORT 02/06/2010 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 151,365,466.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0435879605 EDP FINANCE B.V. 4.75000 26/09/16 OTHR EUR 8,029,000.00 0.98550000 1.01809027 1.0900 EUR 7,499,308.97 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,350,000.00 1.05374583 1.10106774 1.0800 EUR 1,376,334.68 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.09019166 1.14765398 1.0900 EUR 1,052,893.56 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 7,400,000.00 0.99880000 1.02515794 1.0900 EUR 6,959,787.85 XS0466303194 HUTCHISON WHAMPOA 4.75 14/11/16 OTHR EUR 3,700,000.00 1.03732000 1.06370888 1.0900 EUR 3,610,754.91 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95716666 0.97151939 1.0900 EUR 891,302.19 XS0491432901 ING BANK NV 3.37500 03/03/15 OTHR EUR 2,960,000.00 1.00495572 1.01346256 1.0800 EUR 2,777,638.13 XS0496636175 BANQUE FEDERATIVE D VAR 00/03/13 OTHR EUR 3,054,000.00 0.98638333 0.98849694 1.0800 EUR 2,795,249.68 XS0497186758 MERCK FINANCIAL SER 4.50000 24/03/20 OTHR EUR 1,162,000.00 1.04250000 1.05125342 1.0900 EUR 1,120,694.01 XS0505200211 BANQUE PSA FINANCE 3.62500 29/04/14 OTHR EUR 1,390,000.00 0.97625000 0.97972602 1.0800 EUR 1,260,943.67
AGGREGATE MARGINED VALUE: EUR 151,365,466.86 FORECAST MARGIN VALUE : EUR 151,365,466.86 TRANSACTION MARGIN : EUR 0.20 % 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 02/06/2010 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 151,365,466.66
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 0.20 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.