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 09/06/2010 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 151,396,500.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 2,801,000.00 1.32280000 1.35375547 1.0900 EUR 3,478,778.96 DE000A0T4DU7 BASF FINANCE EUROPE 6.00000 04/12/13 OTHR EUR 1,000,000.00 1.13415000 1.16505410 1.0800 EUR 1,078,753.80 DE000A0T5SE6 DAIMLER INTERNATION 7.87500 16/01/14 OTHR EUR 2,526,000.00 1.17355000 1.20483424 1.0800 EUR 2,817,973.42 DE000A0T7J45 DAIMLER INTERNATION 6.87500 10/06/11 OTHR EUR 2,024,000.00 1.04710000 1.04710000 1.0800 EUR 1,962,342.96 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 7,800,000.00 0.95300000 0.95474657 1.0800 EUR 6,895,391.89 ES0313679427 BANKINTER SA VAR 00/11/10 OTHR EUR 4,200,000.00 0.99785000 0.99834386 1.0800 EUR 3,882,448.34 ES0313860092 BANCO DE SABADELL VAR 00/09/10 OTHR EUR 8,100,000.00 0.99700000 0.99865111 1.0800 EUR 7,489,883.33 ES0314954068 CAJA ZARAGOZA ARAGO VAR 00/02/11 OTHR EUR 8,200,000.00 0.98315000 0.98381908 1.0800 EUR 7,469,737.46 ES0340609009 CRITERIA CAIXACORP 4.12500 20/11/14 OTHR EUR 3,500,000.00 0.96230000 0.98512876 1.0800 EUR 3,192,546.91 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99555000 0.99655244 1.0800 EUR 6,551,409.56 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 4,045,000.00 1.20241810 1.21958248 1.0900 EUR 4,525,881.77 FR0010206433 AUCHAN 3.00000 28/06/10 OTHR EUR 1,765,000.00 1.00050000 1.02902054 1.0800 EUR 1,681,686.35 FR0010535583 AIR LIQUIDE FINANCE 5.00000 22/03/13 OTHR EUR 1,350,000.00 1.08530000 1.09625890 1.0800 EUR 1,370,323.63 FR0010750497 VEOLIA ENVIRONNEMEN 5.25000 24/04/14 OTHR EUR 1,999,000.00 1.09710000 1.10380833 1.0800 EUR 2,043,067.46 FR0010844381 BPCE VAR 20/07/12 OTHR EUR 1,650,000.00 0.99523333 0.99682991 1.0800 EUR 1,522,934.58 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 3,100,000.00 0.93590000 0.94520479 1.0800 EUR 2,713,087.82 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,550,000.00 0.95500000 0.96234375 1.0800 EUR 1,381,141.49 XS0079017637 GEN ELECT CAP CORP 5.75000 26/08/11 OTHR FRF 19,080,000.00 1.05605000 1.10141111 1.0800 EUR 2,966,393.06 XS0166667344 VODAFONE AIRTOUCH 5.12500 10/04/15 OTHR EUR 1,685,000.00 1.11180000 1.12036506 1.0800 EUR 1,747,976.97 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.97960000 0.98057261 1.0800 EUR 1,906,668.96 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,137,000.00 1.02460000 1.03994246 1.0900 EUR 1,084,784.02

 

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 09/06/2010 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 151,396,500.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0304458564 VODAFONE GROUP PLC VAR 00/06/14 OTHR EUR 5,703,000.00 0.96500000 0.96508800 1.0800 EUR 5,096,200.80 XS0353181190 KRAFT FOODS INC 6.25000 20/03/15 OTHR EUR 6,400,000.00 1.15270000 1.16674109 1.0800 EUR 6,914,021.27 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 1,200,000.00 1.08420000 1.08659726 1.0800 EUR 1,207,330.29 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.02950000 1.03175342 1.0800 EUR 2,608,043.37 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 3,989,000.00 1.16930000 1.20502260 1.0800 EUR 4,450,773.29 XS0405876599 VERIZON WIRELESS CA 8.75000 18/12/15 OTHR EUR 1,400,000.00 1.30505000 1.34676232 1.0900 EUR 1,729,786.47 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 3,566,000.00 1.14650000 1.17400000 1.0800 EUR 3,876,374.07 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 3,058,000.00 1.08550000 1.14252083 1.0800 EUR 3,235,026.57 XS0410058746 JOHN DEERE CAPITAL 7.50000 24/01/14 OTHR EUR 1,000,000.00 1.17220000 1.20035068 1.0800 EUR 1,111,435.81 XS0411735300 NOKIA CORPORATION 5.50000 04/02/14 OTHR EUR 2,837,000.00 1.11540000 1.13438630 1.0800 EUR 2,979,864.75 XS0412154378 BASF FINANCE EUROPE 5.25000 09/06/15 OTHR EUR 1,100,000.00 1.12480000 1.12494041 1.0800 EUR 1,145,772.64 XS0412447632 VOLKSWAGEN INTERNAT 5.62500 09/02/12 OTHR EUR 1,273,000.00 1.05870000 1.07734726 1.0800 EUR 1,269,873.21 XS0418799630 SCHLUMBERGER FINANC 4.50000 25/03/14 OTHR EUR 2,100,000.00 1.08210000 1.09159315 1.0800 EUR 2,122,542.24 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07850000 1.08904027 1.0900 EUR 7,493,396.35 XS0420972258 THALES 4.37500 02/04/13 OTHR EUR 2,823,000.00 1.06390000 1.07217054 1.0800 EUR 2,802,534.66 XS0423888667 ZURICH FINANCE (USA 6.50000 14/10/15 OTHR EUR 5,387,000.00 1.16000000 1.20256164 1.0900 EUR 5,943,302.34 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,300,000.00 1.05310000 1.10142876 1.0800 EUR 1,325,793.88 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.09220000 1.15088493 1.0900 EUR 1,055,857.73 XS0438140526 GLAXOSMITHKLINE CAP 3.87500 06/07/15 OTHR EUR 2,915,000.00 1.06880000 1.10478972 1.0900 EUR 2,954,552.32 XS0438843871 ENBW INTERNATIONAL 4.12500 07/07/15 OTHR EUR 1,381,000.00 1.07230000 1.11049863 1.0900 EUR 1,406,971.20 XS0452167991 AMERICAN HONDA FINA 3.87500 16/09/14 OTHR EUR 5,500,000.00 1.05960000 1.08794589 1.0800 EUR 5,540,465.18

 

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 09/06/2010 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 151,396,500.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 3,200,000.00 1.00300000 1.03025797 1.0900 EUR 3,024,610.55 XS0463000504 DEXIA CREDIT LOCAL VAR 00/02/12 OTHR EUR 4,127,000.00 0.99585000 0.99737444 1.0800 EUR 3,811,263.25 XS0465876349 ALLIED IRISH BANKS 5.62500 12/11/14 OTHR EUR 2,145,000.00 0.92440000 0.95676301 1.0800 EUR 1,900,237.64 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95150000 0.96664383 1.0900 EUR 886,829.20 XS0484797153 URENCO FINANCE N.V. 4.00000 05/05/17 OTHR EUR 2,800,000.00 1.06115000 1.06509520 1.0900 EUR 2,736,024.37 XS0491898184 UNIBAIL-RODAMCO SE 3.37500 11/03/15 OTHR EUR 2,350,000.00 1.02520000 1.03361438 1.0800 EUR 2,249,068.33 XS0493321490 NYKREDIT BANK A/S VAR 00/03/13 OTHR EUR 3,000,000.00 0.98875000 0.99204116 1.0800 EUR 2,755,669.89 FX RATE FRF / EUR : 0.152449
AGGREGATE MARGINED VALUE: EUR 151,396,834.41 FORECAST MARGIN VALUE : EUR 151,396,834.41 TRANSACTION MARGIN : EUR 334.41 % 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 09/06/2010 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 151,396,500.00
TRANSACTION INFORMATION CLOSING DATE TRANS. ID TRANS. CURR. INTENDED TRS AMOUNT TRANSACTION MARGIN MARGIN % TRANS. STATUS 06/04/2012 9210784 CURRENT EUR 150,000,000.00 334.41 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.