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 24/06/2010 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 151,463,000.00 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 1.22900000 1.22982191 1.0200 EUR 1,808,561.63 DE0001135184 BUNDESREPUBLIK DEUT 5.00000 04/07/11 SOVGN EUR 7,965,060.22 1.04680000 1.09556712 1.0100 EUR 8,639,859.49 DE0001135267 BUNDESREPUBLIK DEUT 3.75000 04/01/15 SOVGN EUR 8,408,997.32 1.09955000 1.11722123 1.0100 EUR 9,301,693.39 DE0001135317 BUNDESREPUBLIK DEUT 3.75000 04/01/17 SOVGN EUR 1,809,446.27 1.10375000 1.12142123 1.0200 EUR 1,989,364.18 DE0001135341 BUNDESREPUBLIK DEUT 4.00000 04/01/18 SOVGN EUR 1,412,000.00 1.11544000 1.13428931 1.0200 EUR 1,570,212.26 DE0001141497 BUNDESREPUBLIK DEUT 3.50000 14/10/11 SOVGN EUR 1,895,000.00 1.04000000 1.06435616 1.0100 EUR 1,996,985.07 DE0001141547 BUNDESREPUBLIK S.154 2.2500 11/04/14 SOVGN EUR 1,652,000.00 1.04586250 1.05048578 1.0100 EUR 1,718,220.31 DE0001141570 BUNDESREPUBLIK DEUT 2.25000 10/04/15 SOVGN EUR 1,000,000.00 1.03119000 1.03587493 1.0100 EUR 1,025,618.74 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.93900000 0.94249315 1.0800 EUR 7,417,770.16 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99475000 0.99604161 1.0800 EUR 6,548,051.33 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,105,192.00 1.03380000 1.06421800 1.0800 EUR 1,089,041.87 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,462,000.00 1.08504572 1.08542928 1.0800 EUR 7,499,512.30 XS0139662067 ERSTE GROUP BANK AG 5.25000 14/12/11 OTHR EUR 6,000,000.00 1.04720000 1.07496027 1.0800 EUR 5,972,001.50 XS0173223206 RABOBANK NEDERLAND VAR 08/08/13 OTHR EUR 1,740,000.00 1.09580000 1.14514869 1.0800 EUR 1,844,961.78 XS0173223891 RABOBANK NEDERLAND VAR 08/08/13 OTHR EUR 5,970,000.00 1.26790000 1.35584520 1.0800 EUR 7,494,810.97 XS0200707817 NATIONWIDE BUILDING VAR 00/09/11 OTHR EUR 8,076,000.00 0.98850000 0.98871750 1.0800 EUR 7,393,409.75 XS0247664542 KBC INTERNATIONALE VAR 00/03/11 OTHR EUR 6,600,000.00 0.99430000 0.99446133 1.0800 EUR 6,077,263.68 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,750,000.00 0.91522010 0.91922685 1.0500 EUR 37,425,664.61 XS0250886388 BANQUE FEDERATIVE D VAR 20/04/13 OTHR EUR 8,200,000.00 0.98090000 0.98230983 1.0800 EUR 7,458,278.34 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.03760000 1.07269931 1.0900 EUR 7,430,164.95 XS0272266049 HBOS TREAS SERVICES VAR 00/10/13 OTHR EUR 8,530,000.00 0.94290000 0.94409833 1.0800 EUR 7,456,628.48

 

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 24/06/2010 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 151,463,000.00 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 5,000,000.00 1.10650000 1.10666438 1.0800 EUR 5,123,446.20 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,150,000.00 1.08200000 1.09479890 1.0900 EUR 7,181,479.02
AGGREGATE MARGINED VALUE: EUR 151,463,000.01 FORECAST MARGIN VALUE : EUR 151,463,000.01 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 24/06/2010 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 151,463,000.00
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 0.01 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.