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 25/06/2010 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 151,467,433.33 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 1.31230000 1.34750890 1.0900 EUR 4,389,912.02 DE0001134468 BUNDESREPUBLIK DEUT 6.00000 20/06/16 SOVGN EUR 1,500,000.00 1.23200000 1.23331506 1.0200 EUR 1,813,698.62 DE0001135168 BUNDESREPUBLIK DEUT 5.25000 04/01/11 SOVGN EUR 2,231,593.88 1.02650000 1.05167123 1.0100 EUR 2,323,666.42 DE0001135200 BUNDESREPUBLIK DEUT 5.00000 04/07/12 SOVGN EUR 4,153,000.00 1.08950000 1.13867808 1.0100 EUR 4,682,108.98 DE0001135218 BUNDESREPUBLIK DEUT 4.50000 04/01/13 SOVGN EUR 6,408,555.00 1.09555000 1.11712534 1.0100 EUR 7,088,276.42 DE0001135242 BUNDESREPUBLIK DEUT 4.25000 04/01/14 SOVGN EUR 4,143,262.99 1.11250000 1.13287671 1.0100 EUR 4,647,332.82 DE0001135283 BUNDESREPUBLIK DEUT 3.25000 04/07/15 SOVGN EUR 1,323,209.68 1.07960000 1.11156575 1.0200 EUR 1,441,994.67 DE0006641962 HENKEL KGAA 4.25000 10/06/13 OTHR EUR 2,000,000.00 1.06675000 1.06887500 1.0800 EUR 1,979,398.15 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94451946 0.94836192 1.0800 EUR 7,463,959.56 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99475000 0.99609944 1.0800 EUR 6,548,431.50 FI0001006165 REPUBLIC OF FINLAND 4.25000 15/09/12 SOVGN EUR 7,843,000.00 1.07810000 1.11140136 1.0100 EUR 8,630,416.70 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,546,000.00 1.07220000 1.10120684 1.0800 EUR 1,576,357.20 FR0010157354 PUBLICIS GROUPE S.A 4.12500 31/01/12 OTHR EUR 1,020,000.00 1.03695000 1.05367602 1.0800 EUR 995,138.46 FR0010206284 LVMH MOET HENNESSY 3.37500 22/06/12 OTHR EUR 1,000,000.00 1.02950000 1.03005479 1.0800 EUR 953,754.44 FR0010631614 HSBC FRANCE 5.75000 19/06/13 OTHR EUR 1,650,000.00 1.10420000 1.10561780 1.0800 EUR 1,689,138.31 FR0010709097 HSBC FRANCE 4.87500 15/01/14 OTHR EUR 1,150,000.00 1.08230000 1.10420410 1.0800 EUR 1,175,772.88 FR0010844381 BPCE VAR 20/07/12 OTHR EUR 2,500,000.00 0.99290000 0.99506008 1.0800 EUR 2,303,379.81 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03085000 1.04575410 1.0900 EUR 1,918,814.86 XS0230058835 BANQUE PSA FINANCE VAR 28/09/10 OTHR EUR 1,000,000.00 0.99830000 0.99830000 1.0800 EUR 924,351.85 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98055000 0.98194961 1.0800 EUR 1,909,346.46 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,750,000.00 0.91517320 0.91930920 1.0500 EUR 37,429,017.43

 

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 25/06/2010 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 151,467,433.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0255300633 BANQUE FEDERATIVE D 4.37500 31/05/16 OTHR EUR 7,355,000.00 1.07705000 1.08040616 1.0900 EUR 7,290,263.58 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,600,000.00 1.04280000 1.06085572 1.0800 EUR 3,536,185.73 XS0305188533 XSTRATA FINANCE (CA 5.25000 13/06/17 OTHR EUR 1,273,000.00 1.03570000 1.03785753 1.0900 EUR 1,212,103.34 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 1,050,000.00 1.06070000 1.09449109 1.0800 EUR 1,064,088.56 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,630,000.00 1.03105000 1.03620068 1.0800 EUR 2,523,340.54 XS0378754906 ROYAL BANK OF CANAD 5.75000 25/07/11 OTHR EUR 1,744,000.00 1.04570000 1.09894657 1.0800 EUR 1,774,595.20 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 1,602,000.00 1.16190000 1.20113630 1.0800 EUR 1,781,685.51 XS0405666941 GENERAL ELECTRIC CA 4.00000 15/06/12 OTHR EUR 1,050,000.00 1.05275000 1.05417465 1.0800 EUR 1,024,892.02 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 2,012,000.00 1.08670000 1.14690833 1.0800 EUR 2,136,647.74 XS0409370219 FRANCE TELECOM 5.00000 22/01/14 OTHR EUR 1,800,000.00 1.09020000 1.11170684 1.0800 EUR 1,852,844.73 XS0415108892 IBERDROLA FINANZAS 4.87500 04/03/14 OTHR EUR 1,150,000.00 1.06720000 1.08269315 1.0800 EUR 1,152,867.71 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,450,000.00 1.08080000 1.09405063 1.0900 EUR 7,477,685.50 XS0430266311 RABOBANK NEDERLAND VAR 00/05/11 OTHR EUR 2,500,000.00 1.00375000 1.00486027 1.0800 EUR 2,326,065.44 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.09035000 1.15217876 1.0900 EUR 1,162,749.21 XS0456451771 SANOFI-AVENTIS 4.12500 11/10/19 OTHR EUR 1,180,000.00 1.05460000 1.08387054 1.0900 EUR 1,173,364.44 XS0456451938 SANOFI-AVENTIS 3.12500 10/10/14 OTHR EUR 3,537,000.00 1.03370000 1.05587465 1.0800 EUR 3,457,989.48 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 3,200,000.00 1.01220000 1.04177232 1.0900 EUR 3,058,414.15 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 2,533,000.00 1.01565000 1.03163972 1.0800 EUR 2,419,577.23 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.95365000 0.97082808 1.0900 EUR 890,667.96 XS0496636175 BANQUE FEDERATIVE D VAR 00/03/13 OTHR EUR 2,470,000.00 0.99120000 0.99129908 1.0800 EUR 2,267,137.71

 

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 25/06/2010 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 151,467,433.33 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 151,467,433.34 FORECAST MARGIN VALUE : EUR 151,467,433.34 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 25/06/2010 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 151,467,433.33
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.