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 03/06/2010 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 151,369,900.00 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 1.08695000 1.13965547 1.0800 EUR 2,092,534.07 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 3,551,000.00 1.31620000 1.34573767 1.0900 EUR 4,384,141.71 DE0001141489 BUNDESREPUBLIK DEUT 3.50000 08/04/11 SOVGN EUR 14,936,952.71 1.02710000 1.03256575 1.0100 EUR 15,270,678.99 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99550000 0.99638677 1.0800 EUR 6,550,320.43 FR0000472334 GAZ DE FRANCE 5.12500 19/02/18 OTHR EUR 1,905,000.00 1.12490000 1.13964315 1.0900 EUR 1,991,761.65 FR0000475733 GIE SUEZ ALLIANCE 4.25000 24/06/10 OTHR EUR 1,053,000.00 0.98603500 1.02620623 1.0800 EUR 1,000,551.07 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,072,192.00 1.03380000 1.06104000 1.0800 EUR 1,053,369.07 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,604,000.00 1.08934592 1.10622263 1.0900 EUR 7,717,171.45 FR0010678151 GDF SUEZ SA 6.25000 24/01/14 OTHR EUR 2,859,000.00 1.14046250 1.16289400 1.0800 EUR 3,078,438.84 FR0010678185 GDF SUEZ SA 6.87500 24/01/19 OTHR EUR 1,000,000.00 1.25590000 1.28057465 1.0900 EUR 1,174,839.13 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 3,500,000.00 1.20240000 1.20998219 1.0900 EUR 3,885,263.91 FR0010758888 ELECTRICITE DE FRAN 4.50000 17/07/14 OTHR EUR 1,373,000.00 1.07300000 1.11269863 1.0800 EUR 1,414,569.65 FR0010830398 BPCE 2.62500 07/12/12 OTHR EUR 1,450,000.00 1.01530000 1.02817328 1.0800 EUR 1,380,417.83 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 2,000,000.00 0.97675000 0.97740702 1.0800 EUR 1,810,013.00 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98090000 0.98173027 1.0800 EUR 1,908,919.97 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 15,750,000.00 0.91605940 0.91916140 1.0500 EUR 13,787,421.00 XS0257807957 VODAFONE GROUP PLC 4.75000 14/06/16 OTHR EUR 1,450,000.00 1.07615000 1.12234863 1.0900 EUR 1,493,032.58 XS0283695228 ANGLO IRISH BANK CO VAR 00/01/12 OTHR EUR 8,816,000.00 0.91785000 0.91868308 1.0800 EUR 7,499,175.96 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.94025000 0.94088880 1.0800 EUR 1,524,588.33 XS0305188533 XSTRATA FINANCE (CA 5.25000 13/06/17 OTHR EUR 1,393,000.00 1.03830000 1.08950547 1.0900 EUR 1,392,368.00 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 1,150,000.00 1.09190000 1.09326986 1.0800 EUR 1,164,129.94

 

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 03/06/2010 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 151,369,900.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 1,230,000.00 1.03030000 1.03158767 1.0800 EUR 1,174,863.74 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07760000 1.08723682 1.0900 EUR 7,480,987.29 XS0426738976 DONG ENERGY A/S 6.50000 07/05/19 OTHR EUR 6,799,000.00 1.20020000 1.20518630 1.0900 EUR 7,517,487.76 XS0431725901 DANSKE BANK A/S 4.75000 04/06/14 OTHR EUR 7,532,000.00 1.07540000 1.07540000 1.0800 EUR 7,499,919.26 XS0435070288 LLOYDS TSB BANK PLC 6.37500 17/06/16 OTHR EUR 5,740,000.00 1.08000000 1.14113013 1.0900 EUR 6,009,254.08 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,350,000.00 1.05410000 1.10156575 1.0800 EUR 1,376,957.19 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.09250000 1.15013698 1.0900 EUR 1,055,171.54 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 7,400,000.00 1.00420000 1.03068652 1.0900 EUR 6,997,321.33 XS0477243843 SANTANDER INTERNATI VAR 00/01/13 OTHR EUR 3,150,000.00 0.95560000 0.95699788 1.0800 EUR 2,791,243.82 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95280000 0.96726575 1.0900 EUR 887,399.77 XS0491432901 ING BANK NV 3.37500 03/03/15 OTHR EUR 2,910,000.00 1.00350000 1.01209931 1.0800 EUR 2,727,045.36 XS0496636175 BANQUE FEDERATIVE D VAR 00/03/13 OTHR EUR 8,152,000.00 0.99145000 0.99359380 1.0800 EUR 7,499,793.20 XS0497186758 MERCK FINANCIAL SER 4.50000 24/03/20 OTHR EUR 5,050,000.00 1.05390000 1.06277671 1.0900 EUR 4,923,873.75 XS0498391894 LLOYDS TSB BANK PLC VAR 00/03/13 OTHR EUR 3,690,000.00 0.99200000 0.99562297 1.0800 EUR 3,401,711.81 XS0498962124 KBC INTERNATIONALE 3.87500 31/03/15 OTHR EUR 6,050,000.00 1.01180000 1.01870068 1.0800 EUR 5,706,610.29 XS0502921421 SANTANDER INTERNATI VAR 00/04/12 OTHR EUR 3,050,000.00 0.97255000 0.97255000 1.0800 EUR 2,746,553.24

 

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 03/06/2010 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 151,369,900.00 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 151,369,900.01 FORECAST MARGIN VALUE : EUR 151,369,900.01 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 03/06/2010 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 151,369,900.00
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.