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 23/06/2010 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 151,458,566.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE DE0001134468 BUNDESREPUBLIK DEUT 6.00000 20/06/16 SOVGN EUR 1,500,000.00 1.23045000 1.23110753 1.0200 EUR 1,810,452.25 DE0001135200 BUNDESREPUBLIK DEUT 5.00000 04/07/12 SOVGN EUR 3,999,000.00 1.08920000 1.13783013 1.0100 EUR 4,505,131.38 DE0001135218 BUNDESREPUBLIK DEUT 4.50000 04/01/13 SOVGN EUR 6,420,482.66 1.09470000 1.11578219 1.0100 EUR 7,092,930.89 DE0001135283 BUNDESREPUBLIK DEUT 3.25000 04/07/15 SOVGN EUR 3,964,563.00 1.07465000 1.10625958 1.0200 EUR 4,299,839.02 DE0001135317 BUNDESREPUBLIK DEUT 3.75000 04/01/17 SOVGN EUR 6,827,980.00 1.10130000 1.11886849 1.0200 EUR 7,489,815.37 DE0001135333 BUNDESREPUBLIK DEUT 4.25000 04/07/17 SOVGN EUR 5,409,343.00 1.13230000 1.17363561 1.0200 EUR 6,224,115.27 DE0001135341 BUNDESREPUBLIK DEUT 4.00000 04/01/18 SOVGN EUR 1,412,000.00 1.11345000 1.13218972 1.0200 EUR 1,567,305.77 DE0001135358 BUNDESREPUBLIK DEUT 4.25000 04/07/18 SOVGN EUR 4,408,000.00 1.13112500 1.17246061 1.0200 EUR 5,066,868.99 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 4,636,279.06 1.07213750 1.11030188 1.0200 EUR 5,046,734.66 DE0001137263 BUNDESREPUBLIK DEUT 1.50000 10/06/11 SOVGN EUR 1,509,544.63 1.01100000 1.01157534 1.0100 EUR 1,511,899.13 DE0001141471 BUNDESREPUBLIK DEUT 2.50000 08/10/10 SOVGN EUR 3,328,000.00 1.00625000 1.02398972 1.0100 EUR 3,374,096.82 DE0001141497 BUNDESREPUBLIK DEUT 3.50000 14/10/11 SOVGN EUR 1,895,000.00 1.04020000 1.06446027 1.0100 EUR 1,997,180.41 DE0001141539 BUNDESREPUBLIK DEUT 4.00000 11/10/13 SOVGN EUR 2,493,000.00 1.10115000 1.12920479 1.0100 EUR 2,787,235.19 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 6,000,000.00 0.94360930 0.94698601 1.0800 EUR 5,261,033.39 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99465000 0.99592233 1.0800 EUR 6,547,267.17 FR0010160929 VIVENDI UNIVERSAL 3.87500 15/02/12 OTHR EUR 1,844,000.00 1.02530000 1.03899520 1.0800 EUR 1,773,988.10 FR0010206284 LVMH MOET HENNESSY 3.37500 22/06/12 OTHR EUR 2,699,000.00 1.02670000 1.02688493 1.0800 EUR 2,566,261.51 XS0240647601 BANQUE FEDERATIVE D VAR 00/01/13 OTHR EUR 8,100,000.00 0.98760000 0.98886850 1.0800 EUR 7,416,513.75 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,750,000.00 0.91529050 0.91925416 1.0500 EUR 37,426,776.51 XS0250886388 BANQUE FEDERATIVE D VAR 20/04/13 OTHR EUR 7,450,000.00 0.98080000 0.98218847 1.0800 EUR 6,775,281.58 XS0283070554 SANTANDER INTERNATI VAR 30/01/12 OTHR EUR 8,300,000.00 0.97365000 0.97483250 1.0800 EUR 7,491,768.29

 

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 23/06/2010 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 151,458,566.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0372104710 CREDIT AGRICOLE SA, 6.00000 24/06/13 OTHR EUR 6,950,000.00 1.10840000 1.10840000 1.0800 EUR 7,132,759.26 XS0386666571 CREDIT AGRICOLE SA, VAR 00/09/10 OTHR EUR 8,050,000.00 1.00155000 1.00215875 1.0800 EUR 7,469,794.39 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 5,100,000.00 1.07780000 1.09044832 1.0900 EUR 5,102,097.64 XS0430266311 RABOBANK NEDERLAND VAR 00/05/11 OTHR EUR 4,000,000.00 1.00380000 1.00478338 1.0800 EUR 3,721,419.93
AGGREGATE MARGINED VALUE: EUR 151,458,566.67 FORECAST MARGIN VALUE : EUR 151,458,566.67 TRANSACTION MARGIN : EUR 0.01 % 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 23/06/2010 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 151,458,566.66
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 0.01 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.