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 14/06/2010 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 151,418,666.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE DE0001135150 BUNDESREPUBLIK DEUT 5.25000 04/07/10 SOVGN EUR 2,865,325.40 1.00260000 1.05236712 1.0100 EUR 2,985,519.05 DE0001135184 BUNDESREPUBLIK DEUT 5.00000 04/07/11 SOVGN EUR 8,174,885.99 1.04970000 1.09709726 1.0100 EUR 8,879,846.55 DE0001135200 BUNDESREPUBLIK DEUT 5.00000 04/07/12 SOVGN EUR 23,281,541.58 1.09210000 1.13949726 1.0100 EUR 26,266,586.97 DE0001141489 BUNDESREPUBLIK DEUT 3.50000 08/04/11 SOVGN EUR 9,145,299.58 1.02640000 1.03292054 1.0100 EUR 9,352,839.39 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 6,200,000.00 0.93831890 0.94064766 1.0800 EUR 5,400,014.34 ES0313679427 BANKINTER SA VAR 00/11/10 OTHR EUR 4,200,000.00 0.99775000 0.99835122 1.0800 EUR 3,882,476.97 ES0314954068 CAJA ZARAGOZA ARAGO VAR 00/02/11 OTHR EUR 8,200,000.00 0.98315000 0.98392700 1.0800 EUR 7,470,556.85 ES0340609009 CRITERIA CAIXACORP 4.12500 20/11/14 OTHR EUR 3,500,000.00 0.98790000 1.01129383 1.0800 EUR 3,277,341.12 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 1,000,000.00 0.99560000 0.99669883 1.0800 EUR 922,869.29 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,130,192.00 1.03380000 1.06270466 1.0800 EUR 1,112,092.88 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,386,000.00 1.08910936 1.10651346 1.0900 EUR 7,497,897.63 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 3,400,000.00 1.19910000 1.20871643 1.0900 EUR 3,770,308.13 FR0010895987 AEROPORTS DE PARIS 3.88600 10/05/20 OTHR EUR 3,300,000.00 1.02210000 1.02593276 1.0900 EUR 3,106,034.96 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 2,100,000.00 0.93840000 0.94803013 1.0800 EUR 1,843,391.92 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,550,000.00 0.95850000 0.96662500 1.0800 EUR 1,387,285.88 XS0145903661 MICHELIN LUX/REG S 6.50000 16/04/12 OTHR EUR 1,800,000.00 1.07930000 1.08995277 1.0800 EUR 1,816,587.95 XS0223429084 HUTCHINSON WHAMPOA 4.12500 28/06/15 OTHR EUR 1,200,000.00 1.02545000 1.06523082 1.0900 EUR 1,172,731.18 XS0232844059 DEUTSCHE APOTHEKER- VAR 00/10/10 OTHR EUR 5,321,000.00 0.99715000 0.99818333 1.0800 EUR 4,917,901.39 XS0237323273 THE PROCTER & GAMBL 3.37500 07/12/12 OTHR EUR 2,150,000.00 1.04695000 1.06457500 1.0800 EUR 2,119,292.82 XS0240647601 BANQUE FEDERATIVE D VAR 00/01/13 OTHR EUR 1,100,000.00 0.98760000 0.98867500 1.0800 EUR 1,006,983.80 XS0241002863 CAISSE CENTRALE DE VAR 00/01/11 OTHR EUR 2,717,000.00 0.99680000 0.99783333 1.0800 EUR 2,510,289.96

 

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 14/06/2010 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 151,418,666.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0249277681 HSBC FINANCE CORPOR VAR 00/04/13 OTHR EUR 2,126,000.00 0.95090000 0.95261888 1.0800 EUR 1,875,247.91 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,600,000.00 1.04090000 1.07473219 1.0900 EUR 7,493,545.54 XS0291950722 AT AND T INC 4.37500 15/03/13 OTHR EUR 2,100,000.00 1.06600000 1.07702739 1.0800 EUR 2,094,219.93 XS0300112108 THE PROCTER & GAMBL 4.50000 12/05/14 OTHR EUR 3,449,000.00 1.09320000 1.09739178 1.0800 EUR 3,504,540.97 XS0302816672 CARGILL INCORPORATE 4.87500 29/05/17 OTHR EUR 1,150,000.00 1.08680000 1.08907054 1.0900 EUR 1,149,019.38 XS0304458564 VODAFONE GROUP PLC VAR 00/06/14 OTHR EUR 3,401,000.00 0.96650000 0.96673466 1.0800 EUR 3,044,319.05 XS0323955541 SCHERING-PLOUGH COR 5.37500 01/10/14 OTHR EUR 1,207,000.00 1.13190000 1.16974589 1.0800 EUR 1,307,299.34 XS0385754733 E. ON INTL FIN BV 5.25000 08/09/15 OTHR EUR 1,000.00 1.12510000 1.16537397 1.0900 EUR 1,069.15 XS0385770853 PHILIP MORRIS INTER 5.62500 06/09/11 OTHR EUR 3,350,000.00 1.04930000 1.09275890 1.0800 EUR 3,389,576.22 XS0386318371 SCHLUMBERGER FINANC 5.25000 05/09/13 OTHR EUR 1,609,000.00 1.10100000 1.14183333 1.0800 EUR 1,701,120.21 XS0397540294 INTERNATIONAL BUSIN MACHINE 30/01/14 OTHR EUR 1,850,000.00 1.15670000 1.18138493 1.0800 EUR 2,023,668.63 XS0405876599 VERIZON WIRELESS CA 8.75000 18/12/15 OTHR EUR 1,400,000.00 1.30125000 1.34416095 1.0900 EUR 1,726,445.26 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07830000 1.08959315 1.0900 EUR 7,497,200.57 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 6,800,000.00 1.00210000 1.03000084 1.0900 EUR 6,425,693.31 XS0466303194 HUTCHISON WHAMPOA 4.75 14/11/16 OTHR EUR 7,600,000.00 1.04580000 1.07377222 1.0900 EUR 7,486,852.18
AGGREGATE MARGINED VALUE: EUR 151,418,666.68 FORECAST MARGIN VALUE : EUR 151,418,666.68 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 14/06/2010 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 151,418,666.66
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.