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 09/07/2010 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 151,529,500.00 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 6,061,000.00 1.31010000 1.34861712 1.0900 EUR 7,499,053.55 BE6000782712 ANHEUSER-BUSCH INBEV 4.0000 26/04/18 OTHR EUR 2,482,000.00 1.04000000 1.04843835 1.0900 EUR 2,387,361.45 DE0001135317 BUNDESREPUBLIK DEUT 3.75000 04/01/17 SOVGN EUR 1,000,000.00 1.10560000 1.12501780 1.0200 EUR 1,102,958.63 DE0001135358 BUNDESREPUBLIK DEUT 4.25000 04/07/18 SOVGN EUR 5,408,000.00 1.13820000 1.13913150 1.0200 EUR 6,039,630.54 DE0001135374 BUNDESREPUBLIK DEUT 3.75000 04/01/19 SOVGN EUR 9,349,317.00 1.10014000 1.11955780 1.0200 EUR 10,261,863.50 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 10,650,692.60 1.08112500 1.08189212 1.0200 EUR 11,296,961.17 DE0001135408 BUNDESREPUBLIK DEUT 3.00000 04/07/20 SOVGN EUR 1,127,476.03 1.03448857 1.04048857 1.0200 EUR 1,150,123.45 DE0001141521 BUNDESREPUBLIK DEUT 3.50000 12/04/13 SOVGN EUR 5,106,153.28 1.07360000 1.08232602 1.0100 EUR 5,471,804.51 DE0001141539 BUNDESREPUBLIK DEUT 4.00000 11/10/13 SOVGN EUR 4,733,000.00 1.09826666 1.12829405 1.0100 EUR 5,287,342.32 DE0001141547 BUNDESREPUBLIK S.154 2.2500 11/04/14 SOVGN EUR 21,757,000.00 1.04513000 1.05080123 1.0100 EUR 22,635,923.13 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,100,000.00 0.83100000 0.84346575 1.0900 EUR 851,203.97 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94451453 0.94998713 1.0800 EUR 7,476,750.56 ES0314977275 CAJA DE AHORROS DE 3.00000 12/03/12 OTHR EUR 8,050,000.00 0.99135000 1.00137739 1.0800 EUR 7,463,970.36 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03400000 1.05043835 1.0900 EUR 1,927,409.82 FR0010870949 ALSTOM 4.50000 18/03/20 OTHR EUR 1,000,000.00 1.01310000 1.02740136 1.0900 EUR 942,570.06 XS0129477633 PHILIPS ELECTRONICS 6.12500 16/05/11 OTHR EUR 5,000,000.00 1.03800000 1.04752777 1.0800 EUR 4,849,665.60 XS0180181447 FORTUM OYJ 5.00000 19/11/13 OTHR EUR 1,000,000.00 1.08960000 1.12179178 1.0800 EUR 1,038,696.09 XS0222177809 NORDDEUTSCHE LANDES VAR 00/06/12 OTHR EUR 4,943,000.00 0.99853080 0.99898191 1.0800 EUR 4,572,192.20 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,450,000.00 1.01990000 1.03907808 1.0900 EUR 1,382,259.83 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99440000 0.99547800 1.0800 EUR 7,466,085.00 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 3,337,000.00 1.07110000 1.09279863 1.0800 EUR 3,376,545.40

 

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 09/07/2010 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 151,529,500.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0284363438 SNS BANK NV VAR 00/02/12 OTHR EUR 2,000,000.00 0.97880000 0.98022933 1.0800 EUR 1,815,239.50 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 1,500,000.00 1.04280000 1.06264849 1.0800 EUR 1,475,900.68 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 2,250,000.00 0.99640000 0.99702833 1.0800 EUR 2,077,142.35 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,750,000.00 1.05780000 1.09346095 1.0800 EUR 4,809,203.25 XS0386772924 TESCO PLC 5.62500 12/09/12 OTHR EUR 2,195,000.00 1.07730000 1.12399520 1.0800 EUR 2,284,416.17 XS0415108892 IBERDROLA FINANZAS 4.87500 04/03/14 OTHR EUR 1,500,000.00 1.05490000 1.07226301 1.0800 EUR 1,489,254.18 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,450,000.00 1.07470000 1.09005868 1.0900 EUR 7,450,401.07 XS0419378236 AKZO NOBEL N.V. 7.25000 27/03/15 OTHR EUR 1,000,000.00 1.18340000 1.20465342 1.0800 EUR 1,115,419.83 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,550,000.00 1.04080000 1.04123150 1.0800 EUR 1,494,360.02 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08370000 1.08422397 1.0900 EUR 1,094,170.98 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.97990000 1.01010547 1.0900 EUR 4,170,160.20 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 4,900,000.00 1.00950000 1.04087238 1.0900 EUR 4,679,151.07 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 2,315,000.00 1.01405000 1.04126875 1.0900 EUR 2,211,501.98 XS0479541699 GAS NATURAL CAPITAL 4.12500 26/01/18 OTHR EUR 1,000,000.00 0.94350000 0.96226027 1.0900 EUR 882,807.59
AGGREGATE MARGINED VALUE: EUR 151,529,500.01 FORECAST MARGIN VALUE : EUR 151,529,500.01 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 09/07/2010 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 151,529,500.00
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 0.01 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.