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 15/06/2010 1/ 3 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 151,423,100.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE AT0000A0CL73 REPUBLIK OSTERREICH 3.40000 20/10/14 SOVGN EUR 24,668,000.00 1.06400000 1.08626301 1.0100 EUR 26,530,629.63 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 2,801,000.00 1.31180000 1.34417328 1.0900 EUR 3,454,155.37 DE000A0T7J45 DAIMLER INTERNATION 6.87500 10/06/11 OTHR EUR 1,749,000.00 1.04583333 1.04696346 1.0800 EUR 1,695,499.16 ES0214950158 CAJA DE AHORRO MONT VAR 00/02/12 OTHR EUR 5,700,000.00 0.94768750 0.94851177 1.0800 EUR 5,006,034.34 ES0313679427 BANKINTER SA VAR 00/11/10 OTHR EUR 4,200,000.00 0.99785000 0.99847269 1.0800 EUR 3,882,949.35 ES0314954068 CAJA ZARAGOZA ARAGO VAR 00/02/11 OTHR EUR 8,200,000.00 0.98000000 0.98079858 1.0800 EUR 7,446,804.03 ES0340609009 CRITERIA CAIXACORP 4.12500 20/11/14 OTHR EUR 3,500,000.00 0.99210000 1.01560684 1.0800 EUR 3,291,318.46 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 6,000,000.00 0.99560000 0.99671811 1.0800 EUR 5,537,322.83 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,388,000.00 1.08581452 1.10326657 1.0900 EUR 7,477,920.57 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 4,000,000.00 1.20200000 1.21180136 1.0900 EUR 4,446,977.47 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 1,950,000.00 0.94000000 0.94969520 1.0800 EUR 1,714,727.44 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,550,000.00 0.96410000 0.97238125 1.0800 EUR 1,395,547.16 PTPBTZGE0008 REPUBLIC OF PORTUGA ZCP 23/07/10 SOVGN EUR 39,041,065.00 0.99890000 0.99890000 1.0400 EUR 37,498,192.14 XS0223429084 HUTCHINSON WHAMPOA 4.12500 28/06/15 OTHR EUR 2,050,000.00 1.02300000 1.06289383 1.0900 EUR 1,999,020.51 XS0241625838 BCP FINANCE BANK LT VAR 00/02/11 OTHR EUR 2,000,000.00 0.97120000 0.97211136 1.0800 EUR 1,800,206.22 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.97985000 0.98096494 1.0800 EUR 1,907,431.83 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,600,000.00 1.04230000 1.07625890 1.0900 EUR 7,504,190.50 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.92250000 0.92340313 1.0800 EUR 1,496,255.07 XS0329479728 WPP FINANCE S.A. 5.25000 30/01/15 OTHR EUR 1,200,000.00 1.07135000 1.09105547 1.0800 EUR 1,212,283.86 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,630,000.00 1.03030000 1.03351917 1.0800 EUR 2,516,810.57 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07830000 1.08974372 1.0900 EUR 7,498,236.61

 

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 15/06/2010 2/ 3 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 151,423,100.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 3,350,000.00 1.05100000 1.10019178 1.0800 EUR 3,412,631.91 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.08585000 1.14558287 1.0900 EUR 1,050,993.46 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 7,900,000.00 1.00130000 1.02932942 1.0900 EUR 7,460,277.45 XS0466303194 HUTCHISON WHAMPOA 4.75 14/11/16 OTHR EUR 3,350,000.00 1.04490000 1.07300416 1.0900 EUR 3,297,765.08 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95310000 0.96892191 1.0900 EUR 888,919.18
AGGREGATE MARGINED VALUE: EUR 151,423,100.20 FORECAST MARGIN VALUE : EUR 151,423,100.20 TRANSACTION MARGIN : EUR 0.20 % 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 15/06/2010 3/ 3 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 151,423,100.00
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 0.20 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.