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 22/06/2010 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 151,454,133.19 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 1.30710000 1.34112739 1.0900 EUR 4,369,122.35 DE000A0T7J45 DAIMLER INTERNATION 6.87500 10/06/11 OTHR EUR 1,569,000.00 1.04750000 1.04994863 1.0800 EUR 1,525,342.04 DE0001135358 BUNDESREPUBLIK DEUT 4.25000 04/07/18 SOVGN EUR 1,144,072.92 1.12695000 1.16816917 1.0200 EUR 1,310,265.41 DE0001141513 BUNDESREPUBLIK DEUT 4.25000 12/10/12 SOVGN EUR 3,207,245.91 1.08238500 1.11196034 1.0100 EUR 3,531,020.05 DE0001141521 BUNDESREPUBLIK DEUT 3.50000 12/04/13 SOVGN EUR 1,556,125.73 1.07644166 1.08334576 1.0100 EUR 1,669,130.90 DE0001141539 BUNDESREPUBLIK DEUT 4.00000 11/10/13 SOVGN EUR 2,493,000.00 1.09990000 1.12784520 1.0100 EUR 2,783,879.29 DE0001141547 BUNDESREPUBLIK S.154 2.2500 11/04/14 SOVGN EUR 2,616,624.59 1.04347600 1.04797600 1.0100 EUR 2,715,009.67 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,600,000.00 0.93700000 0.94026027 1.0800 EUR 7,487,257.71 FR0000488413 CASINO GUICHARD PER 6.00000 27/02/12 OTHR EUR 1,320,000.00 1.06630000 1.08536849 1.0800 EUR 1,326,561.49 FR0000583296 FRANCE TELECOM 5.70000 25/07/10 OTHR EUR 1,126,815.00 1.00400000 1.05600273 1.0800 EUR 1,101,777.52 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,105,192.00 1.03380000 1.06391533 1.0800 EUR 1,088,732.14 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,701,000.00 1.06800000 1.09640753 1.0800 EUR 1,726,841.86 FR0010160929 VIVENDI UNIVERSAL 3.87500 15/02/12 OTHR EUR 4,500,000.00 1.03100000 1.04458904 1.0800 EUR 4,352,454.33 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,468,000.00 1.08427693 1.08456460 1.0800 EUR 7,499,563.36 FR0010206284 LVMH MOET HENNESSY 3.37500 22/06/12 OTHR EUR 2,679,000.00 1.03030000 1.03039246 1.0800 EUR 2,555,945.74 FR0010208660 PINAULT-PRINTEMPS-R 4.00000 29/01/13 OTHR EUR 2,021,000.00 1.02970000 1.04559041 1.0800 EUR 1,956,609.46 FR0010333377 COMPAGNIE DE SAINT- 4.25000 31/05/11 OTHR EUR 5,000,000.00 1.02060000 1.02327808 1.0800 EUR 4,737,398.52 FR0010397927 VEOLIA ENVIRONNEMEN 4.37500 16/01/17 OTHR EUR 1,710,000.00 1.05100000 1.06993835 1.0900 EUR 1,678,527.14 FR0010455626 CASINO GUICHARD-PER 4.87500 10/04/14 OTHR EUR 3,600,000.00 1.05960000 1.06948356 1.0800 EUR 3,564,945.20 FR0010720045 ACCOR 7.50000 04/02/14 OTHR EUR 2,300,000.00 1.11460000 1.14316164 1.0800 EUR 2,434,510.90 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 4,000,000.00 1.18890000 1.19999589 1.0900 EUR 4,403,654.64

 

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 22/06/2010 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 151,454,133.19 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE FR0010750497 VEOLIA ENVIRONNEMEN 5.25000 24/04/14 OTHR EUR 1,393,000.00 1.09040000 1.09900416 1.0800 EUR 1,417,511.85 FR0010773697 CASINO GUICHARD-PER 5.50000 30/01/15 OTHR EUR 1,650,000.00 1.07662666 1.09832529 1.0800 EUR 1,677,996.97 FR0010830042 VIVENDI 4.25000 01/12/16 OTHR EUR 1,600,000.00 1.01860000 1.04235342 1.0900 EUR 1,530,060.07 FR0010844381 BPCE VAR 20/07/12 OTHR EUR 1,800,000.00 0.99370000 0.99570355 1.0800 EUR 1,659,505.92 FR0010850719 CASINO GUICHARD-PER 4.37900 08/02/17 OTHR EUR 2,700,000.00 1.01401666 1.03021296 1.0900 EUR 2,551,903.66 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.01730000 1.03165616 1.0900 EUR 1,892,947.08 FR0010893396 CASINO GUICHARD-PER 4.48100 12/11/18 OTHR EUR 2,850,000.00 1.00250000 1.00777898 1.0900 EUR 2,635,018.43 XS0172201955 HUTCHINSON WHAMPOA 5.87500 08/07/13 OTHR EUR 6,213,000.00 1.08930000 1.14563561 1.0800 EUR 6,590,587.08 XS0230058835 BANQUE PSA FINANCE VAR 28/09/10 OTHR EUR 1,000,000.00 0.99815000 1.00002527 1.0800 EUR 925,949.32 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98115000 0.98243100 1.0800 EUR 1,910,282.50 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 2,016,000.00 1.01910000 1.03488082 1.0800 EUR 1,931,777.53 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,600,000.00 1.03560000 1.07044589 1.0900 EUR 7,463,659.42 XS0284019659 BCP FINANCE BANK LT VAR 00/02/12 OTHR EUR 1,750,000.00 0.93465000 0.93570733 1.0800 EUR 1,516,192.43 XS0294547525 COMPAGNIE DE SAINT- VAR 00/04/12 OTHR EUR 3,119,000.00 0.98235000 0.98413000 1.0800 EUR 2,842,130.99 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,630,000.00 1.03250000 1.03684589 1.0800 EUR 2,524,911.75 XS0383001640 BAA FUNDING LTD REGS 4.6000 30/09/16 OTHR EUR 1,000,000.00 0.99340000 1.02692328 1.0900 EUR 942,131.45 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 1,486,000.00 1.08550000 1.14482291 1.0800 EUR 1,575,191.52 XS0409153110 COMPAGNIE DE SAINT- 8.25000 28/07/14 OTHR EUR 1,530,000.00 1.18060000 1.25518904 1.0800 EUR 1,778,184.47 XS0409370219 FRANCE TELECOM 5.00000 22/01/14 OTHR EUR 2,100,000.00 1.08470000 1.10552191 1.0800 EUR 2,149,625.94 XS0415108892 IBERDROLA FINANZAS 4.87500 04/03/14 OTHR EUR 1,150,000.00 1.06090000 1.07572534 1.0800 EUR 1,145,448.28 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07890000 1.09139775 1.0900 EUR 7,509,617.55

 

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 22/06/2010 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 151,454,133.19 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0420117383 BAYER CAPITAL CORPO 4.62500 26/09/14 OTHR EUR 2,553,000.00 1.08770000 1.12191232 1.0800 EUR 2,652,076.07 XS0430328525 SOCIETE LAFARGE 7.62500 27/05/14 OTHR EUR 4,135,000.00 1.10760000 1.11324041 1.0800 EUR 4,262,267.68 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 2,400,000.00 1.04710000 1.09729863 1.0800 EUR 2,438,441.40 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,000,000.00 1.07630000 1.13725547 1.0900 EUR 1,043,353.64 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 3,200,000.00 1.00460000 1.03352945 1.0900 EUR 3,034,214.90 XS0466303194 HUTCHISON WHAMPOA 4.75 14/11/16 OTHR EUR 7,550,000.00 1.04670000 1.07572777 1.0900 EUR 7,451,141.89 XS0471077684 RCI BANQUE 3.12500 08/07/11 OTHR EUR 1,973,000.00 1.00290000 1.01976643 1.0800 EUR 1,862,962.19 XS0472505287 NOMURA EUROPE FINAN 5.12500 09/12/14 OTHR EUR 4,636,000.00 1.05080000 1.07832054 1.0800 EUR 4,628,790.76 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 2,900,000.00 1.00820000 1.02369315 1.0800 EUR 2,748,805.68 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95170000 0.96831301 1.0900 EUR 888,360.56 XS0496144113 BANQUE PSA FINANCE 3.62500 17/09/13 OTHR EUR 1,610,000.00 0.99170000 1.00143287 1.0800 EUR 1,492,876.78 XS0505200211 BANQUE PSA FINANCE 3.62500 29/04/14 OTHR EUR 1,665,000.00 0.97635000 0.98181232 1.0800 EUR 1,513,627.33
AGGREGATE MARGINED VALUE: EUR 152,006,102.81 FORECAST MARGIN VALUE : EUR 152,006,102.81 TRANSACTION MARGIN : EUR 551,969.62 % 0.36

 

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 22/06/2010 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 151,454,133.19
TRANSACTION INFORMATION CLOSING DATE TRANS. ID TRANS. CURR. INTENDED TRS AMOUNT TRANSACTION MARGIN MARGIN % TRANS. STATUS 06/04/2012 9210784 CURRENT EUR 150,000,000.00 551,969.62 0.36 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.