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 05/07/2010 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 151,511,766.66 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 3,619,000.00 1.31635000 1.35344931 1.0900 EUR 4,493,700.05 BE6000782712 ANHEUSER-BUSCH INBEV 4.0000 26/04/18 OTHR EUR 2,482,000.00 1.03700000 1.04478082 1.0900 EUR 2,379,033.02 ES0214977086 CAJA DE AHORROS DE VAR 00/06/12 OTHR EUR 7,600,000.00 0.90725000 0.90789766 1.0800 EUR 6,388,909.46 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,400,000.00 0.93750000 0.94227397 1.0800 EUR 7,328,797.54 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 2,259,101.00 1.03380000 1.06588266 1.0800 EUR 2,229,570.91 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,450,000.00 1.08638251 1.08729346 1.0800 EUR 7,500,311.37 FR0010326967 BOUYGUES SA 4.50000 24/05/13 OTHR EUR 6,350,000.00 1.06210000 1.06740136 1.0800 EUR 6,275,924.66 FR0010398321 BPCE VAR 12/09/12 OTHR EUR 8,200,000.00 0.94433333 0.94483321 1.0800 EUR 7,173,733.63 FR0010745984 SUEZ ENVIRONNEMENT 4.87500 08/04/14 OTHR EUR 4,500,000.00 1.08700000 1.09888698 1.0800 EUR 4,578,695.75 XS0166957000 BANK NEDERLANDSE GE 4.37500 04/07/13 OTHR EUR 1,446,000.00 1.07950000 1.07973972 1.0800 EUR 1,445,651.51 XS0173223206 RABOBANK NEDERLAND VAR 08/08/13 OTHR EUR 1,000,000.00 1.08750000 1.13853976 1.0800 EUR 1,054,203.48 XS0173223891 RABOBANK NEDERLAND VAR 08/08/13 OTHR EUR 2,200,000.00 1.27660000 1.36755890 1.0800 EUR 2,785,768.13 XS0173549659 OTE PLC 5.00000 05/08/13 OTHR EUR 3,250,000.00 0.95790000 1.00379041 1.0800 EUR 3,020,665.59 XS0240647601 BANQUE FEDERATIVE D VAR 00/01/13 OTHR EUR 8,100,000.00 0.98984000 0.99136650 1.0800 EUR 7,435,248.75 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99435000 0.99529600 1.0800 EUR 7,464,720.00 XS0252366702 AMERICAN INTERNATIO 4.37500 26/04/16 OTHR EUR 6,350,000.00 0.85540000 0.86391027 1.0900 EUR 5,032,871.76 XS0259993045 BANQUE FEDERATIVE D VAR 00/07/13 OTHR EUR 8,259,000.00 0.97880000 0.98066527 1.0800 EUR 7,499,365.25 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.03750000 1.07399315 1.0900 EUR 7,439,126.86 XS0284363438 SNS BANK NV VAR 00/02/12 OTHR EUR 1,972,000.00 0.97745000 0.97875133 1.0800 EUR 1,787,127.43 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,000,000.00 1.03840000 1.05748016 1.0800 EUR 2,937,444.89 XS0297699588 LINDE FINANCE B.V. 4.75000 24/04/17 OTHR EUR 7,285,000.00 1.11260000 1.12210000 1.0900 EUR 7,499,539.91

 

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 05/07/2010 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 151,511,766.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0299989813 SLOVAK REPUBLIC 4.37500 15/05/17 OTHR EUR 10,991,000.00 1.05830000 1.06453287 1.0500 EUR 11,143,124.55 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 1,550,000.00 0.99645000 0.99693333 1.0800 EUR 1,430,783.95 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 2,250,000.00 1.05750000 1.09235958 1.0800 EUR 2,275,749.13 XS0329522246 JOHNSON & JOHNSON 4.7500 06/11/19 OTHR EUR 1,000,000.00 1.14050000 1.17199315 1.0900 EUR 1,075,223.07 XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,850,000.00 1.01860000 1.03067534 1.0800 EUR 7,491,482.80 XS0386772684 TESCO PLC 5.87500 12/09/16 OTHR EUR 2,361,000.00 1.16880000 1.21660479 1.0900 EUR 2,635,232.94 XS0418268198 HENKEL AG & CO. KGA 4.62500 19/03/14 OTHR EUR 1,038,000.00 1.08570000 1.09951164 1.0800 EUR 1,056,752.85 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,350,000.00 1.07615000 1.09060523 1.0900 EUR 7,354,081.14 XS0435879605 EDP FINANCE B.V. 4.75000 26/09/16 OTHR EUR 7,700,000.00 1.02030000 1.05724444 1.0900 EUR 7,468,607.51 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08715000 1.15037602 1.0900 EUR 1,160,929.93 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,900,000.00 1.00810000 1.03870093 1.0900 EUR 4,669,389.50
AGGREGATE MARGINED VALUE: EUR 151,511,767.32 FORECAST MARGIN VALUE : EUR 151,511,767.32 TRANSACTION MARGIN : EUR 0.66 % 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 05/07/2010 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 151,511,766.66
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 0.66 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.