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 28/06/2010 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 151,480,733.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE DE0001135218 BUNDESREPUBLIK DEUT 4.50000 04/01/13 SOVGN EUR 9,558,555.00 1.09590000 1.11759863 1.0100 EUR 10,576,859.38 DE0001135234 BUNDESREPUBLIK DEUT 3.75000 04/07/13 SOVGN EUR 4,701,838.26 1.08770000 1.12468630 1.0100 EUR 5,235,735.72 DE0001135283 BUNDESREPUBLIK DEUT 3.25000 04/07/15 SOVGN EUR 6,823,894.37 1.08062500 1.11267979 1.0200 EUR 7,443,930.74 DE0001135333 BUNDESREPUBLIK DEUT 4.25000 04/07/17 SOVGN EUR 2,849,977.32 1.13905000 1.18096780 1.0200 EUR 3,299,736.71 DE0001135341 BUNDESREPUBLIK DEUT 4.00000 04/01/18 SOVGN EUR 3,531,694.66 1.11980000 1.13908767 1.0200 EUR 3,944,029.26 DE0001135358 BUNDESREPUBLIK DEUT 4.25000 04/07/18 SOVGN EUR 5,308,000.00 1.13850000 1.18041780 1.0200 EUR 6,142,801.65 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 3,128,435.18 1.08014000 1.11878383 1.0200 EUR 3,431,414.40 DE0001141521 BUNDESREPUBLIK DEUT 3.50000 12/04/13 SOVGN EUR 2,462,617.47 1.07860333 1.08608278 1.0100 EUR 2,648,125.18 DE0001141539 BUNDESREPUBLIK DEUT 4.00000 11/10/13 SOVGN EUR 1,687,481.77 1.10303333 1.13163606 1.0100 EUR 1,890,708.14 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94000000 0.94395890 1.0800 EUR 7,429,306.16 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99475000 0.99611872 1.0800 EUR 6,548,558.25 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,781,000.00 1.07190000 1.10102671 1.0800 EUR 1,815,674.60 FR0010157354 PUBLICIS GROUPE S.A 4.12500 31/01/12 OTHR EUR 1,020,000.00 1.02330000 1.04013904 1.0800 EUR 982,353.54 FR0010745984 SUEZ ENVIRONNEMENT 4.87500 08/04/14 OTHR EUR 1,050,000.00 1.07550000 1.08645205 1.0800 EUR 1,056,272.83 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03201666 1.04703035 1.0900 EUR 1,921,156.61 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,750,000.00 0.91517320 0.91935228 1.0500 EUR 37,430,771.40 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,600,000.00 1.04470000 1.06288378 1.0800 EUR 3,542,945.93 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 1,050,000.00 1.05925500 1.09317965 1.0800 EUR 1,062,813.55 XS0378754906 ROYAL BANK OF CANAD 5.75000 25/07/11 OTHR EUR 7,370,000.00 1.04540000 1.09880410 1.0800 EUR 7,498,320.57 XS0386240328 DANSKE BANK A/S VAR 00/09/10 OTHR EUR 2,666,000.00 1.00135000 1.00201658 1.0800 EUR 2,473,496.48 XS0386772684 TESCO PLC 5.87500 12/09/16 OTHR EUR 1,650,000.00 1.16385000 1.21052808 1.0900 EUR 1,832,450.76

 

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 28/06/2010 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 151,480,733.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0386772924 TESCO PLC 5.62500 12/09/12 OTHR EUR 2,000,000.00 1.08180000 1.12649178 1.0800 EUR 2,086,095.89 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 6,288,000.00 1.16100000 1.20043150 1.0800 EUR 6,989,178.96 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 2,482,000.00 1.14410000 1.17517876 1.0800 EUR 2,700,734.89 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 3,342,000.00 1.08580000 1.14618541 1.0800 EUR 3,546,807.07 XS0409370219 FRANCE TELECOM 5.00000 22/01/14 OTHR EUR 2,100,000.00 1.08910000 1.11074383 1.0800 EUR 2,159,779.67 XS0415108892 IBERDROLA FINANZAS 4.87500 04/03/14 OTHR EUR 1,150,000.00 1.06320000 1.07882671 1.0800 EUR 1,148,750.66 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,450,000.00 1.08160000 1.09500120 1.0900 EUR 7,484,182.51 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 3,200,000.00 1.00970000 1.03940090 1.0900 EUR 3,051,452.18 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 2,900,000.00 1.01470000 1.03078904 1.0800 EUR 2,767,859.46 XS0504832238 BMW FINANCE NV VAR 00/10/11 OTHR EUR 1,450,000.00 0.99510000 0.99689972 1.0800 EUR 1,338,430.18
AGGREGATE MARGINED VALUE: EUR 151,480,733.33 FORECAST MARGIN VALUE : EUR 151,480,733.33 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 28/06/2010 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 151,480,733.33
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 0.00 0.00
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.