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 10/06/2010 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 151,400,933.33 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 1.31640000 1.34759178 1.0900 EUR 3,462,939.98 DE000A0T5SE6 DAIMLER INTERNATION 7.87500 16/01/14 OTHR EUR 2,526,000.00 1.17100000 1.20250000 1.0800 EUR 2,812,513.89 DE000A0T7J45 DAIMLER INTERNATION 6.87500 10/06/11 OTHR EUR 2,024,000.00 1.04753333 1.04772168 1.0800 EUR 1,963,508.04 DE000A1AKHB8 ALLIANZ FINANCE II 4.75000 22/07/19 OTHR EUR 1,000,000.00 1.06160000 1.10376438 1.0900 EUR 1,012,627.87 DE0001141489 BUNDESREPUBLIK DEUT 3.50000 08/04/11 SOVGN EUR 1,022,473.21 1.02660000 1.03273698 1.0100 EUR 1,045,490.99 ES0313679427 BANKINTER SA VAR 00/11/10 OTHR EUR 4,200,000.00 0.99770000 0.99821533 1.0800 EUR 3,881,948.51 ES0314954068 CAJA ZARAGOZA ARAGO VAR 00/02/11 OTHR EUR 8,200,000.00 0.98315000 0.98384066 1.0800 EUR 7,469,901.31 ES0340609009 CRITERIA CAIXACORP 4.12500 20/11/14 OTHR EUR 3,500,000.00 0.99260000 1.01554178 1.0800 EUR 3,291,107.62 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99555000 0.99657172 1.0800 EUR 6,551,536.31 FR0010750497 VEOLIA ENVIRONNEMEN 5.25000 24/04/14 OTHR EUR 4,052,000.00 1.09550000 1.10235416 1.0800 EUR 4,135,869.50 FR0010844381 BPCE VAR 20/07/12 OTHR EUR 2,500,000.00 0.99456666 0.99619454 1.0800 EUR 2,306,005.88 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 3,100,000.00 0.93690000 0.94626986 1.0800 EUR 2,716,144.97 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,550,000.00 0.95430000 0.96180000 1.0800 EUR 1,380,361.11 XS0166667344 VODAFONE AIRTOUCH 5.12500 10/04/15 OTHR EUR 1,685,000.00 1.10490000 1.11360547 1.0800 EUR 1,737,430.76 XS0237323273 THE PROCTER & GAMBL 3.37500 07/12/12 OTHR EUR 2,150,000.00 1.04400000 1.06125000 1.0800 EUR 2,112,673.61 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.97960000 0.98059633 1.0800 EUR 1,906,715.09 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,081,000.00 1.01800000 1.03346232 1.0900 EUR 1,024,929.14 XS0250338844 ING BANK NV VAR 00/04/16 OTHR EUR 1,533,000.00 0.91770000 0.91910000 1.0900 EUR 1,292,642.48 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 1,350,000.00 1.04500000 1.07832534 1.0900 EUR 1,335,540.56 XS0291950722 AT AND T INC 4.37500 15/03/13 OTHR EUR 2,100,000.00 1.06600000 1.07654794 1.0800 EUR 2,093,287.66 XS0300112108 THE PROCTER & GAMBL 4.50000 12/05/14 OTHR EUR 3,449,000.00 1.09100000 1.09469863 1.0800 EUR 3,495,940.35

 

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 10/06/2010 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 151,400,933.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0302816672 CARGILL INCORPORATE 4.87500 29/05/17 OTHR EUR 5,000,000.00 1.09305000 1.09478630 1.0900 EUR 5,021,955.50 XS0303396062 ING GROEP NV 4.75000 31/05/17 OTHR EUR 1,800,000.00 1.03590000 1.03733150 1.0900 EUR 1,713,024.50 XS0304458564 VODAFONE GROUP PLC VAR 00/06/14 OTHR EUR 4,786,000.00 0.96240000 0.96251733 1.0800 EUR 4,265,377.72 XS0323882133 AMERICAN HONDA FINA 5.12500 03/10/12 OTHR EUR 3,250,000.00 1.07350000 1.10874315 1.0800 EUR 3,336,495.59 XS0323955541 SCHERING-PLOUGH COR 5.37500 01/10/14 OTHR EUR 2,870,000.00 1.13035000 1.16760684 1.0800 EUR 3,102,807.07 XS0359953311 CARGILL INCORPORATE 6.25000 24/07/15 OTHR EUR 5,850,000.00 1.15790000 1.21303698 1.0900 EUR 6,510,336.09 XS0366202694 XSTRATA FINANCE (CA 6.25000 27/05/15 OTHR EUR 3,700,000.00 1.08910000 1.09166849 1.0800 EUR 3,739,975.38 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.02910000 1.03151438 1.0800 EUR 2,607,439.13 XS0385770853 PHILIP MORRIS INTER 5.62500 06/09/11 OTHR EUR 3,350,000.00 1.05000000 1.09284246 1.0800 EUR 3,389,835.41 XS0386318371 SCHLUMBERGER FINANC 5.25000 05/09/13 OTHR EUR 1,609,000.00 1.10075000 1.14100000 1.0800 EUR 1,699,878.70 XS0397540294 INTERNATIONAL BUSIN MACHINE 30/01/14 OTHR EUR 1,850,000.00 1.15770000 1.18165890 1.0800 EUR 2,024,137.93 XS0402707367 VODAFONE GROUP PLC 6.87500 04/12/13 OTHR EUR 5,000,000.00 1.14280000 1.17839931 1.0800 EUR 5,455,552.36 XS0405876599 VERIZON WIRELESS CA 8.75000 18/12/15 OTHR EUR 1,400,000.00 1.29400000 1.33595205 1.0900 EUR 1,715,901.72 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07800000 1.08869084 1.0900 EUR 7,490,992.02 XS0426016753 HSBC HOLDINGS PLC 4.50000 30/04/14 OTHR EUR 1,800,000.00 1.07070000 1.07587808 1.0800 EUR 1,793,130.13 XS0428147093 SHELL INTERNATIONAL 4.37500 14/05/18 OTHR EUR 2,968,000.00 1.08110000 1.08445616 1.0900 EUR 2,952,904.48 XS0429965139 POHJOLA BANK PLC 4.50000 22/05/14 OTHR EUR 7,520,000.00 1.07455000 1.07701575 1.0800 EUR 7,499,220.78 XS0431725901 DANSKE BANK A/S 4.75000 04/06/14 OTHR EUR 7,300,000.00 1.07935000 1.07935000 1.0800 EUR 7,295,606.48 XS0432069747 PFIZER INC. 3.625 03/06/13 OTHR EUR 1,100,000.00 1.05080000 1.05160555 1.0800 EUR 1,071,079.73 XS0435070288 LLOYDS TSB BANK PLC 6.37500 17/06/16 OTHR EUR 5,790,000.00 1.07030000 1.13265273 1.0900 EUR 6,016,568.17 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,300,000.00 1.04400000 1.09247260 1.0800 EUR 1,315,013.31

 

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 10/06/2010 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 151,400,933.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.08820000 1.14705958 1.0900 EUR 1,052,348.24 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 2,900,000.00 0.99780000 1.02518654 1.0900 EUR 2,727,560.52 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95315000 0.96840684 1.0900 EUR 888,446.64 XS0497185511 MERCK FINANCIAL SER 3.37500 24/03/15 OTHR EUR 4,613,000.00 1.02720000 1.03450479 1.0800 EUR 4,418,676.48 XS0498962124 KBC INTERNATIONALE 3.87500 31/03/15 OTHR EUR 5,581,000.00 1.01170000 1.01934383 1.0800 EUR 5,267,553.63
AGGREGATE MARGINED VALUE: EUR 151,400,933.34 FORECAST MARGIN VALUE : EUR 151,400,933.34 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 10/06/2010 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 151,400,933.33
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.