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 07/06/2010 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 151,387,633.33 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 1.08500000 1.13832191 1.0800 EUR 2,090,085.51 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 2,801,000.00 1.31360000 1.34408287 1.0900 EUR 3,453,923.04 DE000A0XFCT5 METRO AG 7.62500 05/03/15 OTHR EUR 2,586,000.00 1.17900000 1.19884589 1.0800 EUR 2,870,569.88 DE0001135390 BUNDESREPUBLIK DEUT 3.25000 04/01/20 SOVGN EUR 1,000,000.00 1.05453333 1.07296483 1.0200 EUR 1,051,926.30 DE0001141554 BUNDESREPUBLIK DEUT 2.50000 10/10/14 SOVGN EUR 3,126,307.12 1.04991250 1.06744674 1.0100 EUR 3,304,125.09 FI4000010848 REPUBLIC OF FINLAND 3.37500 15/04/20 SOVGN EUR 2,000,000.00 1.04640000 1.05416712 1.0200 EUR 2,066,994.35 FR0000472334 GAZ DE FRANCE 5.12500 19/02/18 OTHR EUR 1,805,000.00 1.12626666 1.14157145 1.0900 EUR 1,890,400.43 FR0000475733 GIE SUEZ ALLIANCE 4.25000 24/06/10 OTHR EUR 1,053,000.00 1.00120000 1.04183698 1.0800 EUR 1,015,791.06 FR0000475741 BELGELEC FINANCE S. 5.12500 24/06/15 OTHR EUR 1,185,000.00 1.10930000 1.15830342 1.0900 EUR 1,259,256.47 FR0010027508 TELEVISION FRANCAIS 4.37500 12/11/10 OTHR EUR 1,000,000.00 1.00780000 1.03273150 1.0800 EUR 956,232.87 FR0010068486 PPR 5.25000 29/03/11 OTHR EUR 2,175,000.00 1.02820000 1.03826250 1.0800 EUR 2,090,945.31 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 3,354,000.00 1.09087836 1.10794685 1.0900 EUR 3,409,223.61 FR0010678185 GDF SUEZ SA 6.87500 24/01/19 OTHR EUR 1,000,000.00 1.26470000 1.29012808 1.0900 EUR 1,183,603.74 FR0010758888 ELECTRICITE DE FRAN 4.50000 17/07/14 OTHR EUR 1,814,000.00 1.07090000 1.11109178 1.0800 EUR 1,866,222.67 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 2,000,000.00 0.97700000 0.97774180 1.0800 EUR 1,810,632.96 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98060000 0.98152516 1.0800 EUR 1,908,521.14 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,087,000.00 1.02200000 1.03710273 1.0900 EUR 1,034,248.32 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,650,000.00 1.04410000 1.07704520 1.0900 EUR 7,559,078.70 XS0281739895 DANSKE BANK A/S VAR 00/01/12 OTHR EUR 2,360,000.00 0.99445000 0.99554250 1.0800 EUR 2,175,444.72 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93815000 0.93887691 1.0800 EUR 1,521,328.33 XS0297396508 TOYOTA MOTOR CREDIT 4.25000 02/05/12 OTHR EUR 1,043,000.00 1.04680000 1.05110821 1.0800 EUR 1,015,098.02

 

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 07/06/2010 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 151,387,633.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0297541285 BANQUE FEDERATIVE D 4.62500 27/04/17 OTHR EUR 1,000,000.00 1.09125000 1.09657191 1.0900 EUR 1,006,029.28 XS0307699453 DANSKE BANK A/S VAR 00/06/12 OTHR EUR 7,750,000.00 0.99070000 0.99205097 1.0800 EUR 7,118,884.28 XS0324198950 ALLIANCE LEICESTE 5.00000 04/10/10 OTHR EUR 1,300,000.00 1.01065000 1.04448561 1.0800 EUR 1,257,251.20 XS0329663065 BP CAPITAL MARKETS 4.50000 08/11/12 OTHR EUR 1,483,000.00 1.02900000 1.05513698 1.0800 EUR 1,448,859.39 XS0356838523 CREDIT AGRICOLE SA, 4.87500 08/04/11 OTHR EUR 1,000,000.00 1.02970000 1.03784726 1.0800 EUR 960,969.69 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 1,150,000.00 1.09960000 1.10165479 1.0800 EUR 1,173,058.34 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.03040000 1.03233150 1.0800 EUR 2,609,504.63 XS0372104710 CREDIT AGRICOLE SA, 6.00000 24/06/13 OTHR EUR 6,950,000.00 1.10750000 1.16486986 1.0800 EUR 7,496,153.27 XS0386666571 CREDIT AGRICOLE SA, VAR 00/09/10 OTHR EUR 7,000,000.00 1.00160000 1.00514647 1.0800 EUR 6,514,838.23 XS0400736475 ELECTRICITE DE FRAN 5.62500 23/01/13 OTHR EUR 4,200,000.00 1.09710000 1.11805890 1.0800 EUR 4,348,006.83 XS0408827409 SODEXO 6.25000 30/01/15 OTHR EUR 2,185,000.00 1.14820000 1.17042222 1.0800 EUR 2,367,937.55 XS0409744744 ELECTRICITE DE FRAN 5.12500 23/01/15 OTHR EUR 1,450,000.00 1.11760000 1.13669589 1.0800 EUR 1,526,119.48 XS0410303647 TOTAL CAPITAL 4.87500 28/01/19 OTHR EUR 2,409,000.00 1.12655000 1.14404657 1.0900 EUR 2,528,447.88 XS0411602765 TOYOTA MOTOR CREDIT 6.62500 03/02/16 OTHR EUR 4,820,000.00 1.19130000 1.21398835 1.0900 EUR 5,368,278.76 XS0412968876 SHELL INTERNATIONAL 4.50000 09/02/16 OTHR EUR 2,500,000.00 1.09640000 1.11107123 1.0900 EUR 2,548,328.51 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.08340000 1.09363912 1.0900 EUR 7,525,039.82 XS0422704238 LLOYDS TSB BANK PLC 6.25000 15/04/14 OTHR EUR 1,000,000.00 1.07940000 1.08864657 1.0800 EUR 1,008,006.08 XS0426016753 HSBC HOLDINGS PLC 4.50000 30/04/14 OTHR EUR 1,800,000.00 1.07610000 1.08090821 1.0800 EUR 1,801,513.68 XS0428147093 SHELL INTERNATIONAL 4.37500 14/05/18 OTHR EUR 2,968,000.00 1.08180000 1.08479657 1.0900 EUR 2,953,831.39 XS0429965139 POHJOLA BANK PLC 4.50000 22/05/14 OTHR EUR 7,558,000.00 1.06960000 1.07169589 1.0800 EUR 7,499,886.61 XS0431725901 DANSKE BANK A/S 4.75000 04/06/14 OTHR EUR 5,705,000.00 1.08000000 1.08000000 1.0800 EUR 5,705,000.00

 

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 07/06/2010 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 151,387,633.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0435070288 LLOYDS TSB BANK PLC 6.37500 17/06/16 OTHR EUR 5,790,000.00 1.07620000 1.13802876 1.0900 EUR 6,045,125.25 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 4,350,000.00 1.05480000 1.10284109 1.0800 EUR 4,441,998.83 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.09450000 1.15283561 1.0900 EUR 1,057,647.35 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 6,800,000.00 1.00530000 1.03230082 1.0900 EUR 6,440,041.81 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95310000 0.96801780 1.0900 EUR 888,089.72 XS0496636175 BANQUE FEDERATIVE D VAR 00/03/13 OTHR EUR 1,450,000.00 0.99240000 0.99466458 1.0800 EUR 1,335,429.30 XS0498391894 LLOYDS TSB BANK PLC VAR 00/03/13 OTHR EUR 5,600,000.00 0.99295000 0.99677708 1.0800 EUR 5,168,473.75 XS0498962124 KBC INTERNATIONALE 3.87500 31/03/15 OTHR EUR 6,050,000.00 1.01220000 1.01952534 1.0800 EUR 5,711,229.91
AGGREGATE MARGINED VALUE: EUR 151,387,633.34 FORECAST MARGIN VALUE : EUR 151,387,633.34 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 07/06/2010 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 151,387,633.33
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 0.01 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.