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 30/06/2010 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 151,489,600.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE DE000A1AKHB8 ALLIANZ FINANCE II 4.75000 22/07/19 OTHR EUR 3,150,000.00 1.06345000 1.10821712 1.0900 EUR 3,202,645.81 DE0001135184 BUNDESREPUBLIK DEUT 5.00000 04/07/11 SOVGN EUR 27,247,831.70 1.04615000 1.09573904 1.0100 EUR 29,560,903.91 DE0001135242 BUNDESREPUBLIK DEUT 4.25000 04/01/14 SOVGN EUR 1,000,000.00 1.11370000 1.13442602 1.0100 EUR 1,123,194.08 DE0006641962 HENKEL KGAA 4.25000 10/06/13 OTHR EUR 1,742,000.00 1.06430000 1.06677916 1.0800 EUR 1,720,675.27 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 5,900,000.00 0.96300000 0.96719178 1.0800 EUR 5,283,732.87 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99475000 0.99615727 1.0800 EUR 6,548,811.68 FR0010157354 PUBLICIS GROUPE S.A 4.12500 31/01/12 OTHR EUR 1,020,000.00 1.03850000 1.05556506 1.0800 EUR 996,922.56 FR0010631614 HSBC FRANCE 5.75000 19/06/13 OTHR EUR 3,200,000.00 1.10460000 1.10649041 1.0800 EUR 3,278,490.10 FR0010745984 SUEZ ENVIRONNEMENT 4.87500 08/04/14 OTHR EUR 1,850,000.00 1.08640000 1.09761917 1.0800 EUR 1,880,180.99 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03840000 1.05363287 1.0900 EUR 1,933,271.32 XS0193198578 JAPAN FINANCE ORGAN 4.50000 27/05/14 OTHR EUR 1,000,000.00 1.08970000 1.09395000 1.0800 EUR 1,012,916.67 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 44,000,000.00 0.91469220 0.91895745 1.0500 EUR 38,508,693.14 XS0378754906 ROYAL BANK OF CANAD 5.75000 25/07/11 OTHR EUR 7,371,000.00 1.04610000 1.09981917 1.0800 EUR 7,506,265.84 XS0381817005 SANTANDER INTERNATI 5.62500 14/02/12 OTHR EUR 1,000,000.00 1.03840000 1.05980625 1.0800 EUR 981,302.08 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 2,914,000.00 1.16050000 1.20032191 1.0800 EUR 3,238,646.34 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 1,428,000.00 1.14420000 1.17565547 1.0800 EUR 1,554,477.79 XS0409744744 ELECTRICITE DE FRAN 5.12500 23/01/15 OTHR EUR 1,200,000.00 1.11340000 1.13572534 1.0800 EUR 1,261,917.04 XS0410303647 TOTAL CAPITAL 4.87500 28/01/19 OTHR EUR 2,383,000.00 1.12485000 1.14541849 1.0900 EUR 2,504,158.04 XS0412968876 SHELL INTERNATIONAL 4.50000 09/02/16 OTHR EUR 4,799,000.00 1.07960000 1.09710684 1.0900 EUR 4,830,289.66 XS0415624120 ROCHE HOLDINGS, INC 5.62500 04/03/16 OTHR EUR 2,784,000.00 1.15870000 1.17703904 1.0900 EUR 3,006,308.89 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,450,000.00 1.08260000 1.09630235 1.0900 EUR 7,493,075.69

 

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 30/06/2010 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 151,489,600.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0435070288 LLOYDS TSB BANK PLC 6.37500 17/06/16 OTHR EUR 5,615,000.00 1.06930000 1.07174520 1.0900 EUR 5,520,962.66 XS0456451771 SANOFI-AVENTIS 4.12500 11/10/19 OTHR EUR 1,157,000.00 1.06090000 1.09050958 1.0900 EUR 1,157,540.90 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,900,000.00 1.01290000 1.04285805 1.0900 EUR 4,688,077.47 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 1,165,000.00 1.01875000 1.04447916 1.0900 EUR 1,116,346.99 XS0496636175 BANQUE FEDERATIVE D VAR 00/03/13 OTHR EUR 2,520,000.00 0.99050000 0.99069816 1.0800 EUR 2,311,629.04 XS0498391894 LLOYDS TSB BANK PLC VAR 00/03/13 OTHR EUR 4,841,000.00 0.98490000 0.98522316 1.0800 EUR 4,416,171.59 XS0498962124 KBC INTERNATIONALE 3.87500 31/03/15 OTHR EUR 5,121,000.00 1.01350000 1.02326712 1.0800 EUR 4,851,991.59
AGGREGATE MARGINED VALUE: EUR 151,489,600.01 FORECAST MARGIN VALUE : EUR 151,489,600.01 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 30/06/2010 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 151,489,600.00
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.