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 01/07/2010 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 151,494,033.33 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 6,049,000.00 1.31520000 1.35135410 1.0900 EUR 7,499,395.37 DE000A0XFCT5 METRO AG 7.62500 05/03/15 OTHR EUR 6,717,000.00 1.18103333 1.20589291 1.0800 EUR 7,499,983.96 DE0001135317 BUNDESREPUBLIK DEUT 3.75000 04/01/17 SOVGN EUR 1,412,364.33 1.10955000 1.12794041 1.0200 EUR 1,561,826.28 DE0006641962 HENKEL KGAA 4.25000 10/06/13 OTHR EUR 1,742,000.00 1.06370000 1.06629722 1.0800 EUR 1,719,897.92 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,300,000.00 0.94401546 0.94832367 1.0800 EUR 7,288,043.02 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 4,800,000.00 0.99480000 0.99622655 1.0800 EUR 4,427,673.56 FR0000189151 FRANCE,OAT 4.25000 25/04/19 SOVGN EUR 2,917,040.00 1.10760000 1.11551780 1.0200 EUR 3,190,205.92 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,781,000.00 1.07180000 1.10128630 1.0800 EUR 1,816,102.69 FR0010157354 PUBLICIS GROUPE S.A 4.12500 31/01/12 OTHR EUR 1,020,000.00 1.03600000 1.05317808 1.0800 EUR 994,668.19 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03520000 1.05054246 1.0900 EUR 1,927,600.84 XS0189727869 BAT HOLDINGS NV 4.37500 15/06/11 OTHR EUR 7,866,000.00 1.02770000 1.02973767 1.0800 EUR 7,499,922.70 XS0222766973 KONINKLIJKE KPN N.V 4.00000 22/06/15 OTHR EUR 7,755,000.00 1.04330000 1.04439589 1.0800 EUR 7,499,342.71 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.97935000 0.98084450 1.0800 EUR 1,907,197.64 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,500,000.00 1.02300000 1.04097945 1.0900 EUR 1,432,540.53 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 3,000,000.00 0.91451430 0.91882263 1.0500 EUR 2,625,207.51 XS0247802522 STMICROELEC REGS VAR 00/03/13 OTHR EUR 8,219,000.00 0.98500000 0.98546791 1.0800 EUR 7,499,593.29 XS0248005471 REXAM PLC 4.37500 15/03/13 OTHR EUR 7,691,000.00 1.04010000 1.05316506 1.0800 EUR 7,499,900.44 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 1,884,000.00 1.06650000 1.08696575 1.0800 EUR 1,896,151.36 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.04280000 1.07878630 1.0900 EUR 7,472,327.12 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,600,000.00 1.04750000 1.06606794 1.0800 EUR 3,553,559.80 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 1,100,000.00 1.06040000 1.09472534 1.0800 EUR 1,114,998.03

 

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 01/07/2010 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 151,494,033.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0346402547 OTE PLC 5.37500 14/02/11 OTHR EUR 2,273,000.00 0.99000000 1.01060416 1.0800 EUR 2,126,947.46 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,630,000.00 1.02910000 1.03489452 1.0800 EUR 2,520,159.80 XS0400017199 BMW FINANCE NV 8.87500 19/09/13 OTHR EUR 4,343,000.00 1.19620000 1.26574109 1.0800 EUR 5,089,919.96 XS0401494900 CARREFOUR SA 6.62500 02/12/13 OTHR EUR 2,000,000.00 1.14250000 1.18097945 1.0800 EUR 2,186,998.98 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 6,288,000.00 1.16030000 1.20031712 1.0800 EUR 6,988,513.01 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 1,531,000.00 1.14290000 1.17454383 1.0800 EUR 1,665,024.63 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 1,000,000.00 1.08480000 1.14571666 1.0800 EUR 1,060,848.76 XS0415108892 IBERDROLA FINANZAS 4.87500 04/03/14 OTHR EUR 1,500,000.00 1.06250000 1.07852739 1.0800 EUR 1,497,954.71 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 5,300,000.00 1.07900000 1.09285293 1.0900 EUR 5,313,872.04 XS0425722922 ADECCO INTERNATIONA 7.62500 28/04/14 OTHR EUR 7,043,000.00 1.13650000 1.15005555 1.0800 EUR 7,499,853.00 XS0431928760 ARCELORMITTAL SA 8.25000 03/06/13 OTHR EUR 5,534,000.00 1.12570000 1.13225479 1.0800 EUR 5,801,757.41 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,300,000.00 1.04220000 1.09369315 1.0800 EUR 1,316,482.50 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08960000 1.15212739 1.0900 EUR 1,162,697.37 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 3,000,000.00 0.98610000 1.01510684 1.0900 EUR 2,793,872.04 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,900,000.00 1.01040000 1.04048663 1.0900 EUR 4,677,416.96 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 2,165,000.00 1.01940000 1.04526458 1.0900 EUR 2,076,144.79 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 1,474,000.00 1.01180000 1.02818698 1.0800 EUR 1,403,284.82 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.94920000 0.96683013 1.0900 EUR 887,000.12 XS0479866567 RCI BANQUE 4.37500 27/01/15 OTHR EUR 8,038,000.00 0.98890000 1.00759863 1.0800 EUR 7,499,146.10

 

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 01/07/2010 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 151,494,033.33 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 151,494,033.34 FORECAST MARGIN VALUE : EUR 151,494,033.34 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 01/07/2010 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 151,494,033.33
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.