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 02/07/2010 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 151,498,466.66 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 6,038,000.00 1.31690000 1.35376301 1.0900 EUR 7,499,101.88 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.95371925 0.95837678 1.0800 EUR 7,542,780.21 FR0010157354 PUBLICIS GROUPE S.A 4.12500 31/01/12 OTHR EUR 1,020,000.00 1.03520000 1.05271712 1.0800 EUR 994,232.84 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,452,000.00 1.08627246 1.08713547 1.0800 EUR 7,501,234.74 FR0010326967 BOUYGUES SA 4.50000 24/05/13 OTHR EUR 7,550,000.00 1.06260000 1.06777808 1.0800 EUR 7,464,559.73 FR0010745984 SUEZ ENVIRONNEMENT 4.87500 08/04/14 OTHR EUR 2,100,000.00 1.08380000 1.09555342 1.0800 EUR 2,130,242.76 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03360000 1.04927123 1.0900 EUR 1,925,268.31 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,450,000.00 1.01980000 1.03813904 1.0900 EUR 1,381,010.65 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99430000 0.99522400 1.0800 EUR 7,464,180.00 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,500,000.00 0.91452370 0.91896128 1.0500 EUR 37,196,051.81 XS0252366702 AMERICAN INTERNATIO 4.37500 26/04/16 OTHR EUR 6,050,000.00 0.85000000 0.85839041 1.0900 EUR 4,764,460.53 XS0259993045 BANQUE FEDERATIVE D VAR 00/07/13 OTHR EUR 5,167,000.00 0.97880000 0.98064333 1.0800 EUR 4,691,651.93 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.04480000 1.08116643 1.0900 EUR 7,488,813.35 XS0284363438 SNS BANK NV VAR 00/02/12 OTHR EUR 1,743,000.00 0.97570000 0.97698000 1.0800 EUR 1,576,737.17 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,000,000.00 1.04500000 1.06395210 1.0800 EUR 2,955,422.50 XS0297699588 LINDE FINANCE B.V. 4.75000 24/04/17 OTHR EUR 6,986,000.00 1.11050000 1.11986986 1.0900 EUR 7,177,441.14 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,500,000.00 1.05790000 1.09262602 1.0800 EUR 4,552,608.42 XS0386240328 DANSKE BANK A/S VAR 00/09/10 OTHR EUR 2,517,000.00 1.00120000 1.00207708 1.0800 EUR 2,335,396.31 XS0400017199 BMW FINANCE NV 8.87500 19/09/13 OTHR EUR 2,951,000.00 1.19550000 1.26577054 1.0800 EUR 3,458,600.80 XS0401494900 CARREFOUR SA 6.62500 02/12/13 OTHR EUR 1,194,000.00 1.14140000 1.18042397 1.0800 EUR 1,305,024.28 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 4,953,000.00 1.15680000 1.19740273 1.0800 EUR 5,491,421.96

 

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 02/07/2010 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 151,498,466.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 5,950,000.00 1.08000000 1.09430465 1.0900 EUR 5,973,497.86 XS0435879605 EDP FINANCE B.V. 4.75000 26/09/16 OTHR EUR 7,967,000.00 0.98920000 1.02601250 1.0900 EUR 7,499,304.21 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,900,000.00 1.00680000 1.03727235 1.0900 EUR 4,662,967.44 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 1,654,000.00 1.01020000 1.02688493 1.0800 EUR 1,572,655.25 XS0479866567 RCI BANQUE 4.37500 27/01/15 OTHR EUR 5,247,000.00 0.98840000 1.00745821 1.0800 EUR 4,894,567.80
AGGREGATE MARGINED VALUE: EUR 151,499,233.88 FORECAST MARGIN VALUE : EUR 151,499,233.88 TRANSACTION MARGIN : EUR 767.22 % 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 02/07/2010 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 151,498,466.66
TRANSACTION INFORMATION CLOSING DATE TRANS. ID TRANS. CURR. INTENDED TRS AMOUNT TRANSACTION MARGIN MARGIN % TRANS. STATUS 06/04/2012 9210784 CURRENT EUR 150,000,000.00 767.22 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.