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 08/07/2010 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 151,525,066.66 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 3,735,000.00 1.31136666 1.34917487 1.0900 EUR 4,623,090.04 DE0001135168 BUNDESREPUBLIK DEUT 5.25000 04/01/11 SOVGN EUR 6,213,621.79 1.02465000 1.05140342 1.0100 EUR 6,468,339.80 DE0008317272 LANDESBANK BERLIN A 4.12500 11/02/11 OTHR EUR 1,545,000.00 1.01750000 1.03422602 1.0800 EUR 1,479,517.78 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94298330 0.94810658 1.0800 EUR 7,461,949.94 ES0357080086 BPE FINANCIACIONES, VAR 00/01/11 OTHR EUR 7,100,000.00 0.99380000 0.99536150 1.0800 EUR 6,543,580.23 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 2,259,192.00 1.03380000 1.06633666 1.0800 EUR 2,230,610.42 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,912,000.00 1.07030000 1.10062534 1.0800 EUR 1,948,514.49 FR0010398321 BPCE VAR 12/09/12 OTHR EUR 7,250,000.00 0.96494000 0.96550805 1.0800 EUR 6,481,419.78 FR0010709097 HSBC FRANCE 4.87500 15/01/14 OTHR EUR 1,300,000.00 1.08000000 1.10337328 1.0800 EUR 1,328,134.50 FR0010804492 AREVA SA 23/09/16 OTHR EUR 3,000,000.00 1.03220000 1.06288150 1.0900 EUR 2,925,361.93 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03600000 1.05210958 1.0900 EUR 1,930,476.29 XS0129477633 PHILIPS ELECTRONICS 6.12500 16/05/11 OTHR EUR 5,000,000.00 1.03940000 1.04841736 1.0800 EUR 4,853,784.07 XS0237323273 THE PROCTER & GAMBL 3.37500 07/12/12 OTHR EUR 1,360,000.00 1.03870000 1.05857500 1.0800 EUR 1,333,020.37 XS0240647601 BANQUE FEDERATIVE D VAR 00/01/13 OTHR EUR 2,800,000.00 0.98571000 0.98730100 1.0800 EUR 2,559,669.26 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98215000 0.98381055 1.0800 EUR 1,912,964.96 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99440000 0.99541200 1.0800 EUR 7,465,590.00 XS0248513540 SANTANDER INTERNATI VAR 00/04/13 OTHR EUR 8,617,000.00 0.93990000 0.93998433 1.0800 EUR 7,499,856.46 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 3,342,000.00 1.07370000 1.09502876 1.0800 EUR 3,388,505.66 XS0272605519 DEUTSCHE TELEKOM IN 4.50000 25/10/13 OTHR EUR 1,091,000.00 1.06290000 1.09458493 1.0800 EUR 1,105,733.48 XS0283070554 SANTANDER INTERNATI VAR 30/01/12 OTHR EUR 8,250,000.00 0.97045000 0.97195500 1.0800 EUR 7,424,656.25 XS0290984920 NORTHERN ROCK PLC VAR 00/03/12 OTHR EUR 8,431,000.00 0.96375000 0.96431805 1.0800 EUR 7,527,931.00

 

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 TRANSACTION MARGIN REPORT 08/07/2010 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 151,525,066.66 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 14,877,000.00 1.05935000 1.06594246 1.0500 EUR 15,102,881.88 XS0307699453 DANSKE BANK A/S VAR 00/06/12 OTHR EUR 3,666,000.00 0.99130000 0.99152166 1.0800 EUR 3,365,665.19 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,750,000.00 1.05840000 1.09366027 1.0800 EUR 4,810,079.89 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.03020000 1.03712123 1.0800 EUR 2,621,612.00 XS0378754906 ROYAL BANK OF CANAD 5.75000 25/07/11 OTHR EUR 445,000.00 1.04390000 1.09887945 1.0800 EUR 452,779.03 XS0386240328 DANSKE BANK A/S VAR 00/09/10 OTHR EUR 3,239,000.00 1.00115000 1.00216741 1.0800 EUR 3,005,574.30 XS0386772924 TESCO PLC 5.62500 12/09/12 OTHR EUR 3,201,000.00 1.07880000 1.12503287 1.0800 EUR 3,334,472.42 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,450,000.00 1.07510000 1.09000695 1.0900 EUR 7,450,047.50 XS0427109896 BBVA SENIOR FINANCE 3.62500 14/05/12 OTHR EUR 1,850,000.00 1.00810000 1.01366164 1.0800 EUR 1,736,364.85 XS0429965139 POHJOLA BANK PLC 4.50000 22/05/14 OTHR EUR 5,298,000.00 1.07210000 1.07801780 1.0800 EUR 5,288,276.21 XS0431928414 ARCELORMITTAL SA 9.37500 03/06/16 OTHR EUR 2,850,000.00 1.22780000 1.23704657 1.0900 EUR 3,234,479.56 XS0456451938 SANOFI-AVENTIS 3.12500 10/10/14 OTHR EUR 1,847,000.00 1.03280000 1.05591643 1.0800 EUR 1,805,812.64 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,000,000.00 0.98030000 1.01014589 1.0900 EUR 3,706,957.39 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,900,000.00 1.01310000 1.04408665 1.0900 EUR 4,693,600.54 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 2,550,000.00 1.00945000 1.02653219 1.0800 EUR 2,423,756.56
AGGREGATE MARGINED VALUE: EUR 151,525,066.67 FORECAST MARGIN VALUE : EUR 151,525,066.67 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 08/07/2010 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 151,525,066.66
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 0.01 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.