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 21/06/2010 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 151,449,700.00 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 3,551,000.00 1.31000000 1.34379109 1.0900 EUR 4,377,800.15 DE000A0TR7K7 ALLIANZ FINANCE II 5.00000 06/03/13 OTHR EUR 1,250,000.00 1.07575000 1.09054452 1.0800 EUR 1,262,204.31 DE0001135168 BUNDESREPUBLIK DEUT 5.25000 04/01/11 SOVGN EUR 2,653,717.55 1.02730000 1.05160821 1.0100 EUR 2,763,040.76 DE0001135242 BUNDESREPUBLIK DEUT 4.25000 04/01/14 SOVGN EUR 11,385,672.16 1.11235000 1.13202808 1.0100 EUR 12,761,287.72 DE0001135358 BUNDESREPUBLIK DEUT 4.25000 04/07/18 SOVGN EUR 2,327,921.25 1.13307250 1.17417523 1.0200 EUR 2,679,791.64 DE0001137263 BUNDESREPUBLIK DEUT 1.50000 10/06/11 SOVGN EUR 3,172,999.96 1.01165000 1.01214315 1.0100 EUR 3,179,732.85 DE0001141554 BUNDESREPUBLIK DEUT 2.50000 10/10/14 SOVGN EUR 3,652,776.30 1.05012500 1.06861815 1.0100 EUR 3,864,775.30 DE0001141562 BUNDESREPUBLIK DEUT 2.50000 27/02/15 SOVGN EUR 1,000,000.00 1.04436000 1.05518191 1.0100 EUR 1,044,734.56 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 1,000,000.00 0.94348543 0.94662926 1.0800 EUR 876,508.57 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,000,000.00 1.03380000 1.06376400 1.0800 EUR 984,966.67 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,459,000.00 1.08284916 1.08308888 1.0800 EUR 7,480,333.29 FR0010397927 VEOLIA ENVIRONNEMEN 4.37500 16/01/17 OTHR EUR 1,710,000.00 1.05220000 1.07101849 1.0900 EUR 1,680,221.67 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 4,000,000.00 1.19580000 1.20671095 1.0900 EUR 4,428,297.06 FR0010758888 ELECTRICITE DE FRAN 4.50000 17/07/14 OTHR EUR 5,826,000.00 1.07350000 1.11541780 1.0800 EUR 6,017,059.35 FR0010877183 EUTELSAT S.A. 4.12500 27/03/17 OTHR EUR 1,350,000.00 0.98830000 0.99824520 1.0900 EUR 1,236,358.73 XS0221295628 EDP FINANCE B.V. 3.75000 22/06/15 OTHR EUR 1,650,000.00 0.99340000 0.99340000 1.0900 EUR 1,503,770.64 XS0230058835 BANQUE PSA FINANCE VAR 28/09/10 OTHR EUR 1,000,000.00 0.99815000 1.00000347 1.0800 EUR 925,929.14 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98280000 0.98405727 1.0800 EUR 1,913,444.69 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,750,000.00 0.91565010 0.91952760 1.0500 EUR 37,437,909.43 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,600,000.00 1.04065000 1.07536917 1.0900 EUR 7,497,986.87 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93395000 0.93498530 1.0800 EUR 1,515,022.48

 

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 21/06/2010 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 151,449,700.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,630,000.00 1.03190000 1.03608493 1.0800 EUR 2,523,058.67 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07580000 1.08814717 1.0900 EUR 7,487,251.17 XS0429965139 POHJOLA BANK PLC 4.50000 22/05/14 OTHR EUR 6,119,000.00 1.07370000 1.07752191 1.0800 EUR 6,104,959.78 XS0431725901 DANSKE BANK A/S 4.75000 04/06/14 OTHR EUR 7,513,000.00 1.07800000 1.07800000 1.0800 EUR 7,499,087.04 XS0435070288 LLOYDS TSB BANK PLC 6.37500 17/06/16 OTHR EUR 5,690,000.00 1.06570000 1.06657328 1.0900 EUR 5,567,708.22 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 2,400,000.00 1.04440000 1.09445479 1.0800 EUR 2,432,121.76 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.07805000 1.13883082 1.0900 EUR 1,044,798.92 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 3,200,000.00 1.00710000 1.03590087 1.0900 EUR 3,041,176.87 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.94200000 0.95850000 1.0900 EUR 879,357.80 XS0498391894 LLOYDS TSB BANK PLC VAR 00/03/13 OTHR EUR 4,800,000.00 0.98520000 0.98974147 1.0800 EUR 4,398,850.98 XS0498962124 KBC INTERNATIONALE 3.87500 31/03/15 OTHR EUR 5,356,000.00 1.00750000 1.01631164 1.0800 EUR 5,040,152.91
AGGREGATE MARGINED VALUE: EUR 151,449,700.00 FORECAST MARGIN VALUE : EUR 151,449,700.00 TRANSACTION MARGIN : EUR 0.00 % 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 21/06/2010 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 151,449,700.00
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 0.00 0.00
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.