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 29/06/2010 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 151,485,166.65 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE DE0001135234 BUNDESREPUBLIK DEUT 3.75000 04/07/13 SOVGN EUR 9,060,584.52 1.08680000 1.12388904 1.0100 EUR 10,082,268.95 DE0001135259 BUNDESREPUBLIK DEUT 4.25000 04/07/14 SOVGN EUR 10,934,854.46 1.11880000 1.16083424 1.0100 EUR 12,567,874.72 DE0001135267 BUNDESREPUBLIK DEUT 3.75000 04/01/15 SOVGN EUR 1,392,163.51 1.10170000 1.11988493 1.0100 EUR 1,543,626.67 DE0001135283 BUNDESREPUBLIK DEUT 3.25000 04/07/15 SOVGN EUR 7,694,563.00 1.08120000 1.11334383 1.0200 EUR 8,398,719.84 DE0001135291 BUNDESREPUBLIK DEUT 3.50000 04/01/16 SOVGN EUR 12,082,979.55 1.09250000 1.10947260 1.0200 EUR 13,142,877.19 DE0001135333 BUNDESREPUBLIK DEUT 4.25000 04/07/17 SOVGN EUR 8,119,343.00 1.13872500 1.18075924 1.0200 EUR 9,399,009.09 DE0001135341 BUNDESREPUBLIK DEUT 4.00000 04/01/18 SOVGN EUR 3,381,890.87 1.11942500 1.13882226 1.0200 EUR 3,775,855.49 DE0001141554 BUNDESREPUBLIK DEUT 2.50000 10/10/14 SOVGN EUR 7,590,852.62 1.05137000 1.07041109 1.0100 EUR 8,044,883.99 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 6,400,000.00 0.94050000 0.94457534 1.0800 EUR 5,597,483.50 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,118,192.00 1.03380000 1.06497466 1.0800 EUR 1,102,635.32 FR0010157354 PUBLICIS GROUPE S.A 4.12500 31/01/12 OTHR EUR 1,020,000.00 1.03460666 1.05155871 1.0800 EUR 993,138.78 XS0173223891 RABOBANK NEDERLAND VAR 08/08/13 OTHR EUR 5,550,000.00 1.27090000 1.36021506 1.0800 EUR 6,989,994.06 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 44,000,000.00 0.91517320 0.91939536 1.0800 EUR 37,456,848.00 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,600,000.00 1.04470000 1.06301183 1.0800 EUR 3,543,372.77 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 2,350,000.00 1.06040000 1.09445821 1.0800 EUR 2,381,459.99 XS0378754906 ROYAL BANK OF CANAD 5.75000 25/07/11 OTHR EUR 7,371,000.00 1.04530000 1.09886164 1.0800 EUR 7,499,730.69 XS0386240328 DANSKE BANK A/S VAR 00/09/10 OTHR EUR 8,083,000.00 1.00135000 1.00205166 1.0800 EUR 7,499,614.41 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 6,700,000.00 1.08310000 1.09665178 1.0900 EUR 6,740,887.09 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,950,000.00 1.01060000 1.04042947 1.0900 EUR 4,724,886.13

 

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 29/06/2010 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 151,485,166.65 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 151,485,166.68 FORECAST MARGIN VALUE : EUR 151,485,166.68 TRANSACTION MARGIN : EUR 0.03 % 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 29/06/2010 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 151,485,166.65
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 0.03 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.