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 07/07/2010 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 151,520,633.33 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 6,045,000.00 1.31460666 1.35217857 1.0900 EUR 7,499,008.67 BE6000782712 ANHEUSER-BUSCH INBEV 4.0000 26/04/18 OTHR EUR 2,482,000.00 1.04020000 1.04820000 1.0900 EUR 2,386,818.72 DE000A0NV975 METRO FINANCE B.V. 4.75000 29/05/12 OTHR EUR 1,000,000.00 1.04640000 1.05160547 1.0800 EUR 973,708.77 ES0214977086 CAJA DE AHORROS DE VAR 00/06/12 OTHR EUR 8,800,000.00 0.90770000 0.90839233 1.0800 EUR 7,401,715.28 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94347016 0.94847700 1.0800 EUR 7,464,865.28 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99370000 0.99524222 1.0800 EUR 6,542,796.08 FR0010398321 BPCE VAR 12/09/12 OTHR EUR 4,300,000.00 0.94433333 0.94487866 1.0800 EUR 3,762,016.89 FR0010678151 GDF SUEZ SA 6.25000 24/01/14 OTHR EUR 2,531,000.00 1.13830000 1.16655342 1.0800 EUR 2,733,839.54 FR0010709097 HSBC FRANCE 4.87500 15/01/14 OTHR EUR 1,000,000.00 1.07670000 1.09993972 1.0800 EUR 1,018,462.70 XS0129477633 PHILIPS ELECTRONICS 6.12500 16/05/11 OTHR EUR 1,712,000.00 1.04000000 1.04884722 1.0800 EUR 1,662,617.07 XS0240647601 BANQUE FEDERATIVE D VAR 00/01/13 OTHR EUR 8,200,000.00 0.98561142 0.98718092 1.0800 EUR 7,495,262.54 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99430000 0.99529000 1.0800 EUR 7,464,675.00 XS0248513540 SANTANDER INTERNATI VAR 00/04/13 OTHR EUR 8,544,000.00 0.94800000 0.94806325 1.0800 EUR 7,500,233.71 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 1,631,000.00 1.07380000 1.09500547 1.0800 EUR 1,653,661.04 XS0272605519 DEUTSCHE TELEKOM IN 4.50000 25/10/13 OTHR EUR 1,091,000.00 1.06210000 1.09366164 1.0800 EUR 1,104,800.79 XS0275257920 BANQUE FEDERATIVE D VAR 00/02/14 OTHR EUR 8,300,000.00 0.97430000 0.97528816 1.0800 EUR 7,495,270.12 XS0283070554 SANTANDER INTERNATI VAR 30/01/12 OTHR EUR 8,300,000.00 0.97455000 0.97603350 1.0800 EUR 7,500,998.19 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 2,750,000.00 1.04390000 1.06323627 1.0800 EUR 2,707,314.58 XS0299989813 SLOVAK REPUBLIC 4.37500 15/05/17 OTHR EUR 6,662,000.00 1.05910000 1.06557260 1.0500 EUR 6,760,804.44 XS0307699453 DANSKE BANK A/S VAR 00/06/12 OTHR EUR 4,234,000.00 0.99150000 0.99169950 1.0800 EUR 3,887,829.34 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 1,050,000.00 1.05770000 1.09282671 1.0800 EUR 1,062,470.41

 

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 07/07/2010 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 151,520,633.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0327159074 KBC INTERNATIONALE VAR 26/10/12 OTHR EUR 8,280,000.00 0.97630000 0.97831561 1.0800 EUR 7,500,419.68 XS0329522246 JOHNSON & JOHNSON 4.7500 06/11/19 OTHR EUR 1,050,000.00 1.14355000 1.17530342 1.0900 EUR 1,132,173.02 XS0361244402 E. ON INTL FIN BV 5.12500 07/05/13 OTHR EUR 3,434,000.00 1.08450000 1.09320547 1.0800 EUR 3,475,988.50 XS0386666571 CREDIT AGRICOLE SA, VAR 00/09/10 OTHR EUR 8,050,000.00 1.00135000 1.00252691 1.0800 EUR 7,472,538.54 XS0412968876 SHELL INTERNATIONAL 4.50000 09/02/16 OTHR EUR 2,525,000.00 1.09300000 1.11136986 1.0900 EUR 2,574,503.57 XS0418268198 HENKEL AG & CO. KGA 4.62500 19/03/14 OTHR EUR 1,565,000.00 1.08480000 1.09886506 1.0800 EUR 1,592,336.87 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,500,000.00 1.07600000 1.09075638 1.0900 EUR 7,505,204.45 XS0426738976 DONG ENERGY A/S 6.50000 07/05/19 OTHR EUR 4,300,000.00 1.20925000 1.22029109 1.0900 EUR 4,813,992.37 XS0429965139 POHJOLA BANK PLC 4.50000 22/05/14 OTHR EUR 6,742,000.00 1.07280000 1.07859452 1.0800 EUR 6,733,226.16 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08630000 1.14987534 1.0900 EUR 1,160,424.66 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,000,000.00 0.97970000 1.00942602 1.0900 EUR 3,704,315.67 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,900,000.00 1.00930000 1.04015808 1.0900 EUR 4,675,939.99 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 2,315,000.00 1.01675000 1.04342708 1.0900 EUR 2,216,085.95 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.94640000 0.96470821 1.0900 EUR 885,053.40
AGGREGATE MARGINED VALUE: EUR 151,521,371.99 FORECAST MARGIN VALUE : EUR 151,521,371.99 TRANSACTION MARGIN : EUR 738.66 % 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 07/07/2010 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 151,520,633.33
TRANSACTION INFORMATION CLOSING DATE TRANS. ID TRANS. CURR. INTENDED TRS AMOUNT TRANSACTION MARGIN MARGIN % TRANS. STATUS 06/04/2012 9210784 CURRENT EUR 150,000,000.00 738.66 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.