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 06/07/2010 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 151,516,200.00 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 4,995,000.00 1.31783000 1.35516561 1.0900 EUR 6,210,139.65 DE000A0XFCT5 METRO AG 7.62500 05/03/15 OTHR EUR 3,300,000.00 1.18437500 1.21027910 1.0800 EUR 3,698,075.03 DE0001135168 BUNDESREPUBLIK DEUT 5.25000 04/01/11 SOVGN EUR 1,000,000.00 1.02520000 1.05166575 1.0100 EUR 1,041,253.22 DE0001135390 BUNDESREPUBLIK DEUT 3.25000 04/01/20 SOVGN EUR 7,698,715.70 1.06343333 1.08444702 1.0200 EUR 8,185,146.37 DE0001141562 BUNDESREPUBLIK DEUT 2.50000 27/02/15 SOVGN EUR 4,949,364.79 1.04883750 1.06068681 1.0100 EUR 5,197,748.47 DE0001141570 BUNDESREPUBLIK DEUT 2.25000 10/04/15 SOVGN EUR 1,474,022.75 1.03628000 1.04170465 1.0100 EUR 1,520,293.42 ES0214840250 CAIXA D'ESTALVIS DE VAR 00/07/12 OTHR EUR 1,700,000.00 0.92230000 0.92232177 1.0800 EUR 1,451,802.79 ES0214977086 CAJA DE AHORROS DE VAR 00/06/12 OTHR EUR 8,800,000.00 0.91811000 0.91878000 1.0800 EUR 7,486,355.56 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 5,400,000.00 0.94392443 0.94881484 1.0800 EUR 4,744,074.20 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 7,449,000.00 1.08863870 1.08959760 1.0800 EUR 7,515,196.78 FR0010326967 BOUYGUES SA 4.50000 24/05/13 OTHR EUR 6,350,000.00 1.06330000 1.06872465 1.0800 EUR 6,283,705.12 FR0010398321 BPCE VAR 12/09/12 OTHR EUR 5,100,000.00 0.96494000 0.96546261 1.0800 EUR 4,559,128.99 FR0010745984 SUEZ ENVIRONNEMENT 4.87500 08/04/14 OTHR EUR 2,500,000.00 1.08580000 1.09782054 1.0800 EUR 2,541,251.25 FR0010750489 VEOLIA ENVIRONNEMEN 6.75000 24/04/19 OTHR EUR 1,250,000.00 1.20360000 1.21728493 1.0900 EUR 1,395,968.96 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 1,050,000.00 1.03590000 1.05179041 1.0900 EUR 1,013,192.60 XS0173223891 RABOBANK NEDERLAND VAR 08/08/13 OTHR EUR 1,180,000.00 1.27550000 1.36673287 1.0800 EUR 1,493,282.21 XS0240647601 BANQUE FEDERATIVE D VAR 00/01/13 OTHR EUR 8,100,000.00 0.98063000 0.98217800 1.0800 EUR 7,366,335.00 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99435000 0.99531800 1.0800 EUR 7,464,885.00 XS0248513540 SANTANDER INTERNATI VAR 00/04/13 OTHR EUR 8,544,000.00 0.94795000 0.94799216 1.0800 EUR 7,499,671.31 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,600,000.00 1.03825000 1.07486986 1.0900 EUR 7,494,505.45 XS0283070554 SANTANDER INTERNATI VAR 30/01/12 OTHR EUR 8,300,000.00 0.97430000 0.97576200 1.0800 EUR 7,498,911.67

 

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 06/07/2010 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 151,516,200.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0296551111 ERSTE BANK DER OEST VAR 00/04/12 OTHR EUR 8,250,000.00 0.97850000 0.97998800 1.0800 EUR 7,486,019.44 XS0299989813 SLOVAK REPUBLIC 4.37500 15/05/17 OTHR EUR 11,190,000.00 1.06000000 1.06635273 1.0500 EUR 11,364,273.38 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 1,900,000.00 1.05850000 1.09349315 1.0800 EUR 1,923,737.95 XS0327159074 KBC INTERNATIONALE VAR 26/10/12 OTHR EUR 1,848,000.00 0.97625000 0.97823800 1.0800 EUR 1,673,873.91 XS0329522246 JOHNSON & JOHNSON 4.7500 06/11/19 OTHR EUR 1,000,000.00 1.14720000 1.17882328 1.0900 EUR 1,081,489.25 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 1,104,000.00 1.03020000 1.03679931 1.0800 EUR 1,059,839.29 XS0386240328 DANSKE BANK A/S VAR 00/09/10 OTHR EUR 3,071,000.00 1.00125000 1.00219725 1.0800 EUR 2,849,766.44 XS0386772684 TESCO PLC 5.87500 12/09/16 OTHR EUR 1,200,000.00 1.16670000 1.21466575 1.0900 EUR 1,337,246.70 XS0418268198 HENKEL AG & CO. KGA 4.62500 19/03/14 OTHR EUR 1,563,000.00 1.08450000 1.09843835 1.0800 EUR 1,589,684.39 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,450,000.00 1.07500000 1.08960580 1.0900 EUR 7,447,305.70 XS0431928760 ARCELORMITTAL SA 8.25000 03/06/13 OTHR EUR 1,719,000.00 1.12490000 1.13258493 1.0800 EUR 1,802,697.68 XS0435879605 EDP FINANCE B.V. 4.75000 26/09/16 OTHR EUR 7,700,000.00 1.02020000 1.05727638 1.0900 EUR 7,468,833.14 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 2,900,000.00 1.01060000 1.04132950 1.0900 EUR 2,770,509.68
AGGREGATE MARGINED VALUE: EUR 151,516,200.00 FORECAST MARGIN VALUE : EUR 151,516,200.00 TRANSACTION MARGIN : EUR 0.00 % 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 06/07/2010 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 151,516,200.00
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 0.00 0.00
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.