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 11/06/2010 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 151,405,366.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE DE0001141489 BUNDESREPUBLIK DEUT 3.50000 08/04/11 SOVGN EUR 1,543,208.36 1.02640000 1.03282465 1.0100 EUR 1,578,082.81 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94049736 0.94270968 1.0800 EUR 7,419,474.33 FR0000499287 BPCE VAR 00/06/10 OTHR EUR 8,080,000.00 1.00009760 1.00244760 1.0800 EUR 7,499,793.16 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,130,192.00 1.03380000 1.06255333 1.0800 EUR 1,111,934.51 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,732,000.00 1.07070000 1.09802876 1.0800 EUR 1,760,912.79 FR0010160929 VIVENDI UNIVERSAL 3.87500 15/02/12 OTHR EUR 4,750,000.00 1.03000000 1.04263356 1.0800 EUR 4,585,656.86 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,400,000.00 1.08943884 1.10679500 1.0900 EUR 7,514,021.10 FR0010208660 PINAULT-PRINTEMPS-R 4.00000 29/01/13 OTHR EUR 1,021,000.00 1.03070000 1.04560410 1.0800 EUR 988,483.14 FR0010333385 COMPAGNIE DE SAINT- 4.87500 31/05/16 OTHR EUR 1,000,000.00 1.04850000 1.05036986 1.0900 EUR 963,642.07 FR0010369637 VIVENDI VAR 00/10/11 OTHR EUR 1,750,000.00 0.99530000 0.99760000 1.0800 EUR 1,616,481.48 FR0010455626 CASINO GUICHARD-PER 4.87500 10/04/14 OTHR EUR 3,600,000.00 1.06300000 1.07168150 1.0800 EUR 3,572,271.67 FR0010720045 ACCOR 7.50000 04/02/14 OTHR EUR 2,300,000.00 1.10720000 1.13391232 1.0800 EUR 2,414,813.27 FR0010744987 PPR 8.62500 03/04/14 OTHR EUR 1,420,000.00 1.18580000 1.20281369 1.0800 EUR 1,581,477.26 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 3,500,000.00 1.20940000 1.21883150 1.0900 EUR 3,913,679.13 FR0010753459 ACCOR 6.50000 06/05/13 OTHR EUR 4,350,000.00 1.06930000 1.07624520 1.0800 EUR 4,334,876.50 FR0010850719 CASINO GUICHARD-PER 4.37900 08/02/17 OTHR EUR 2,700,000.00 1.00630000 1.02141654 1.0900 EUR 2,530,114.37 FR0010870949 ALSTOM 4.50000 18/03/20 OTHR EUR 5,400,000.00 1.00440000 1.01524931 1.0900 EUR 5,029,675.48 FR0010877183 EUTELSAT S.A. 4.12500 27/03/17 OTHR EUR 1,350,000.00 0.98770000 0.99674109 1.0900 EUR 1,234,495.85 FR0010893396 CASINO GUICHARD-PER 4.48100 12/11/18 OTHR EUR 2,850,000.00 1.00370000 1.00787408 1.0900 EUR 2,635,267.09 PTPBTZGE0008 REPUBLIC OF PORTUGA ZCP 23/07/10 SOVGN EUR 6,253,315.00 0.99832367 0.99832367 1.0400 EUR 6,002,723.44 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 2,000,000.00 0.97650000 0.97736897 1.0800 EUR 1,809,942.54

 

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 11/06/2010 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 151,405,366.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,124,000.00 1.01720000 1.03302191 1.0900 EUR 1,065,244.61 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.04905000 1.08275547 1.0900 EUR 7,499,820.00 XS0283695228 ANGLO IRISH BANK CO VAR 00/01/12 OTHR EUR 8,849,000.00 0.91428333 0.91533002 1.0800 EUR 7,499,773.47 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93720000 0.93805908 1.0800 EUR 1,520,003.14 XS0297699588 LINDE FINANCE B.V. 4.75000 24/04/17 OTHR EUR 7,360,000.00 1.10400000 1.11063698 1.0900 EUR 7,499,346.95 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 2,450,000.00 0.99620000 0.99833847 1.0800 EUR 2,264,749.31 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,750,000.00 1.05850000 1.09042123 1.0800 EUR 4,795,834.11 XS0362224254 IBERDROLA SA 5.12500 09/05/13 OTHR EUR 3,250,000.00 1.06815000 1.07320479 1.0800 EUR 3,229,551.45 XS0363479618 VW CREDIT, INC. 5.12500 19/05/11 OTHR EUR 1,600,000.00 1.02592000 1.02957068 1.0800 EUR 1,525,289.90 XS0364671346 BMW US CAPITAL CORP 5.00000 28/05/15 OTHR EUR 1,929,000.00 1.08620000 1.08852876 1.0800 EUR 1,944,233.31 XS0365092872 FRANCE TELECOM 5.25000 22/05/14 OTHR EUR 1,950,000.00 1.10930000 1.11260821 1.0800 EUR 2,008,875.93 XS0377253405 SCOTTISH & SOUTHERN 6.12500 29/07/13 OTHR EUR 4,371,000.00 1.11450000 1.16819863 1.0800 EUR 4,727,959.46 XS0383001640 BAA FUNDING LTD REGS 4.6000 30/09/16 OTHR EUR 1,530,000.00 0.99520000 1.02758904 1.0900 EUR 1,442,395.62 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 5,288,000.00 1.16450000 1.20100342 1.0800 EUR 5,880,468.60 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 3,566,000.00 1.14320000 1.17145342 1.0800 EUR 3,867,965.64 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 3,064,000.00 1.08470000 1.14242916 1.0800 EUR 3,241,113.84 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07340000 1.08454257 1.0900 EUR 7,462,448.88 XS0420117383 BAYER CAPITAL CORPO 4.62500 26/09/14 OTHR EUR 6,000,000.00 1.09010000 1.12317191 1.0800 EUR 6,239,843.94 XS0433923108 EUREKO B.V. 7.37500 16/06/14 OTHR EUR 1,041,000.00 1.12890000 1.20224589 1.0800 EUR 1,158,831.46 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 6,850,000.00 0.99600000 1.02377227 1.0900 EUR 6,433,798.21

 

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 11/06/2010 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 151,405,366.66 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 151,405,366.68 FORECAST MARGIN VALUE : EUR 151,405,366.68 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 11/06/2010 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 151,405,366.66
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.