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 04/06/2010 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 151,374,333.33 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 1,983,000.00 1.07674680 1.12991460 1.0800 EUR 2,074,648.75 BE0934874851 BELGACOM SA 6.00000 19/12/13 OTHR EUR 1,128,000.00 1.11430000 1.14224520 1.0800 EUR 1,193,011.65 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 3,551,000.00 1.31515000 1.34539657 1.0900 EUR 4,383,030.48 ES0313679427 BANKINTER SA VAR 00/11/10 OTHR EUR 4,200,000.00 0.99785000 0.99827944 1.0800 EUR 3,882,197.82 ES0313860092 BANCO DE SABADELL VAR 00/09/10 OTHR EUR 8,100,000.00 0.99700000 0.99858919 1.0800 EUR 7,489,418.93 ES0314954068 CAJA ZARAGOZA ARAGO VAR 00/02/11 OTHR EUR 8,200,000.00 0.98315000 0.98375433 1.0800 EUR 7,469,245.84 ES0340609009 CRITERIA CAIXACORP 4.12500 20/11/14 OTHR EUR 3,500,000.00 0.97570000 0.99818972 1.0800 EUR 3,234,874.09 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.98876000 0.98970461 1.0800 EUR 6,506,391.42 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,097,134.00 1.03380000 1.06149400 1.0800 EUR 1,078,334.41 FR0010206284 LVMH MOET HENNESSY 3.37500 22/06/12 OTHR EUR 2,698,000.00 1.03370000 1.06606301 1.0800 EUR 2,663,183.33 FR0010206433 AUCHAN 3.00000 28/06/10 OTHR EUR 1,000,000.00 0.99430000 1.02257397 1.0800 EUR 946,827.75 FR0010369587 RTE EDF TRANSPORT 4.12500 27/09/16 OTHR EUR 1,000,000.00 1.06875000 1.09734246 1.0900 EUR 1,006,736.20 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 3,500,000.00 1.19890000 1.20703698 1.0900 EUR 3,875,806.82 FR0010895987 AEROPORTS DE PARIS 3.88600 10/05/20 OTHR EUR 1,800,000.00 1.01833333 1.02131437 1.0900 EUR 1,686,574.19 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 3,100,000.00 0.93666666 0.94577624 1.0800 EUR 2,714,728.10 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,550,000.00 0.97110000 0.97797500 1.0800 EUR 1,403,575.23 XS0079017637 GEN ELECT CAP CORP 5.75000 26/08/11 OTHR FRF 19,130,000.00 1.05585000 1.10073194 1.0800 EUR 2,972,332.65 XS0128001004 HSH N FINANCE (GUER 5.37500 20/04/11 OTHR EUR 1,000,000.00 1.03170000 1.03876849 1.0800 EUR 961,822.68 XS0139662067 ERSTE GROUP BANK AG 5.25000 14/12/11 OTHR EUR 4,994,000.00 1.04990000 1.07507123 1.0800 EUR 4,971,209.00 XS0237323273 THE PROCTER & GAMBL 3.37500 07/12/12 OTHR EUR 2,150,000.00 1.04670000 1.06357500 1.0800 EUR 2,117,302.08 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 2,000,000.00 0.97715000 0.97787061 1.0800 EUR 1,810,871.50

 

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 04/06/2010 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 151,374,333.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98100000 0.98190144 1.0800 EUR 1,909,252.80 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 4,052,000.00 1.02070000 1.03568287 1.0900 EUR 3,850,079.81 XS0248513540 SANTANDER INTERNATI VAR 00/04/13 OTHR EUR 8,502,000.00 0.95130000 0.95260716 1.0800 EUR 7,499,135.25 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,500,000.00 1.03570000 1.06851849 1.0900 EUR 7,352,191.44 XS0283070554 SANTANDER INTERNATI VAR 30/01/12 OTHR EUR 1,600,000.00 0.96960000 0.97041700 1.0800 EUR 1,437,654.81 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93945000 0.94015488 1.0800 EUR 1,523,399.11 XS0305188533 XSTRATA FINANCE (CA 5.25000 13/06/17 OTHR EUR 1,393,000.00 1.03385000 1.08548698 1.0900 EUR 1,387,232.44 XS0323955541 SCHERING-PLOUGH COR 5.37500 01/10/14 OTHR EUR 2,512,000.00 1.13180000 1.16846780 1.0800 EUR 2,717,769.55 XS0353181190 KRAFT FOODS INC 6.25000 20/03/15 OTHR EUR 2,965,000.00 1.14785000 1.16137739 1.0800 EUR 3,188,411.08 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 1,150,000.00 1.09320000 1.09508356 1.0800 EUR 1,166,061.20 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 1,230,000.00 1.03040000 1.03217054 1.0800 EUR 1,175,527.56 XS0377253405 SCOTTISH & SOUTHERN 6.12500 29/07/13 OTHR EUR 2,040,000.00 1.11720000 1.16972397 1.0800 EUR 2,209,478.61 XS0383001640 BAA FUNDING LTD REGS 4.6000 30/09/16 OTHR EUR 1,580,000.00 1.00000000 1.03150684 1.0900 EUR 1,495,211.75 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 5,288,000.00 1.16415000 1.19928698 1.0800 EUR 5,872,064.40 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 3,566,000.00 1.14150000 1.16843493 1.0800 EUR 3,857,999.04 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 3,058,000.00 1.08620000 1.14268958 1.0800 EUR 3,235,504.38 XS0412443052 VOLKSWAGEN INTERNAT 7.00000 09/02/16 OTHR EUR 2,240,000.00 1.17810000 1.20073013 1.0900 EUR 2,467,555.50 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 5,900,000.00 1.07830000 1.08838854 1.0900 EUR 5,891,277.42 XS0420117383 BAYER CAPITAL CORPO 4.62500 26/09/14 OTHR EUR 1,501,000.00 1.08570000 1.11788493 1.0800 EUR 1,553,653.04 XS0433923108 EUREKO B.V. 7.37500 16/06/14 OTHR EUR 1,406,000.00 1.13665000 1.20858150 1.0800 EUR 1,573,394.06 XS0435879605 EDP FINANCE B.V. 4.75000 26/09/16 OTHR EUR 7,848,000.00 1.00850000 1.04161805 1.0900 EUR 7,499,649.96

 

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 04/06/2010 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 151,374,333.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,350,000.00 1.05140000 1.09929726 1.0800 EUR 1,374,121.58 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.09225000 1.15041095 1.0900 EUR 1,055,422.89 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,850,000.00 1.00150000 1.02837224 1.0900 EUR 4,575,784.74 XS0463000504 DEXIA CREDIT LOCAL VAR 00/02/12 OTHR EUR 3,594,000.00 0.99780000 0.99919377 1.0800 EUR 3,325,094.82 XS0465876349 ALLIED IRISH BANKS 5.62500 12/11/14 OTHR EUR 2,145,000.00 0.95150000 0.98340068 1.0800 EUR 1,953,143.02 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95200000 0.96680479 1.0900 EUR 886,976.87 XS0484797153 URENCO FINANCE N.V. 4.00000 05/05/17 OTHR EUR 2,800,000.00 1.05585000 1.05946643 1.0900 EUR 2,721,565.14 XS0491898184 UNIBAIL-RODAMCO SE 3.37500 11/03/15 OTHR EUR 2,285,000.00 1.02110000 1.02923698 1.0800 EUR 2,177,598.61 FX RATE FRF / EUR : 0.152449
AGGREGATE MARGINED VALUE: EUR 151,374,333.80 FORECAST MARGIN VALUE : EUR 151,374,333.80 TRANSACTION MARGIN : EUR 0.47 % 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 04/06/2010 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 151,374,333.33
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 0.47 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.