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 08/06/2010 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 151,392,066.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94095493 0.94258506 1.0800 EUR 7,418,493.53 FR0000473993 COFIROUTE SA 5.25000 30/04/18 OTHR EUR 7,202,000.00 1.12650000 1.13225342 1.0900 EUR 7,481,182.69 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,104,353.00 1.03380000 1.06179666 1.0800 EUR 1,085,739.19 FR0010068486 PPR 5.25000 29/03/11 OTHR EUR 5,815,000.00 1.02360000 1.03380833 1.0800 EUR 5,566,292.07 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,378,000.00 1.08819659 1.10531302 1.0900 EUR 7,481,650.88 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 3,330,000.00 1.20890000 1.21740684 1.0900 EUR 3,719,233.74 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 2,000,000.00 0.97795000 0.97871300 1.0800 EUR 1,812,431.48 XS0247588857 SES SA 4.00000 15/03/11 OTHR EUR 6,931,000.00 1.01820000 1.02762465 1.0800 EUR 6,594,876.34 XS0252366025 AMERICAN INTERNATIO VAR 00/04/11 OTHR EUR 2,150,000.00 0.95850000 0.95947044 1.0800 EUR 1,910,056.89 XS0252366702 AMERICAN INTERNATIO 4.37500 26/04/16 OTHR EUR 9,500,000.00 0.85500000 0.86027397 1.0900 EUR 7,497,800.66 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 3,370,000.00 1.07650000 1.09413013 1.0800 EUR 3,414,091.24 XS0261718653 BMW FINANCE N.V. 4.12500 24/01/12 OTHR EUR 1,195,000.00 1.03490000 1.05026986 1.0800 EUR 1,162,104.15 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.05005000 1.08312191 1.0900 EUR 7,502,358.18 XS0275436185 ENDESA CAPITAL S.A. VAR 00/11/11 OTHR EUR 1,650,000.00 0.99310000 0.99348755 1.0800 EUR 1,517,828.20 XS0283695228 ANGLO IRISH BANK CO VAR 00/01/12 OTHR EUR 8,809,000.00 0.91849333 0.91943321 1.0800 EUR 7,499,339.95 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93640000 0.93714894 1.0800 EUR 1,518,528.38 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 6,500,000.00 1.04910000 1.06472268 1.0800 EUR 6,408,053.17 XS0294547285 COMPAGNIE DE SAINT- 4.75000 11/04/17 OTHR EUR 7,098,000.00 1.03500000 1.04267808 1.0900 EUR 6,789,843.13 XS0297699588 LINDE FINANCE B.V. 4.75000 24/04/17 OTHR EUR 7,342,000.00 1.10180000 1.10778630 1.0900 EUR 7,461,804.60 XS0304458564 VODAFONE GROUP PLC VAR 00/06/14 OTHR EUR 1,516,000.00 0.96700000 0.96705866 1.0800 EUR 1,357,463.82 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 2,450,000.00 0.99670000 0.99871833 1.0800 EUR 2,265,611.03

 

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 08/06/2010 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 151,392,066.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0306773234 B T GROUP PLC 5.25000 23/06/14 OTHR EUR 7,297,000.00 1.05950000 1.10998630 1.0800 EUR 7,499,601.88 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,750,000.00 1.06000000 1.09125342 1.0800 EUR 4,799,494.21 XS0362224254 IBERDROLA SA 5.12500 09/05/13 OTHR EUR 3,250,000.00 1.06590000 1.07025273 1.0800 EUR 3,220,667.94 XS0363479618 VW CREDIT, INC. 5.12500 19/05/11 OTHR EUR 1,000,000.00 1.03060000 1.03354863 1.0800 EUR 956,989.47 XS0365092872 FRANCE TELECOM 5.25000 22/05/14 OTHR EUR 1,000,000.00 1.10980000 1.11238904 1.0800 EUR 1,029,989.85 XS0377253405 SCOTTISH & SOUTHERN 6.12500 29/07/13 OTHR EUR 1,000,000.00 1.11720000 1.17005958 1.0800 EUR 1,083,388.50 XS0383001640 BAA FUNDING LTD REGS 4.6000 30/09/16 OTHR EUR 1,256,000.00 0.99750000 1.02925890 1.0900 EUR 1,186,008.42 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 2,952,000.00 1.16480000 1.20032739 1.0800 EUR 3,280,894.87 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 3,566,000.00 1.14490000 1.17221164 1.0800 EUR 3,870,469.17 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 1,000,000.00 1.08620000 1.14304375 1.0800 EUR 1,058,373.84 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 2,100,000.00 1.08070000 1.09108969 1.0900 EUR 2,102,099.40 XS0420117383 BAYER CAPITAL CORPO 4.62500 26/09/14 OTHR EUR 1,000,000.00 1.09210000 1.12453835 1.0800 EUR 1,041,239.21 XS0435879605 EDP FINANCE B.V. 4.75000 26/09/16 OTHR EUR 7,856,000.00 1.00710000 1.04048194 1.0900 EUR 7,499,106.53 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 6,850,000.00 1.00080000 1.02792939 1.0900 EUR 6,459,923.23 XS0466303194 HUTCHISON WHAMPOA 4.75 14/11/16 OTHR EUR 4,300,000.00 1.05150000 1.07868055 1.0900 EUR 4,255,345.29 XS0484530588 BANQUE PSA FINANCE VAR 00/08/11 OTHR EUR 4,964,000.00 0.99525000 0.99725763 1.0800 EUR 4,583,691.55

 

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 08/06/2010 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 151,392,066.66 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 151,392,066.68 FORECAST MARGIN VALUE : EUR 151,392,066.68 TRANSACTION MARGIN : EUR 0.02 % 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 08/06/2010 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 151,392,066.66
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 0.02 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.