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 13/07/2010 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 151,547,233.33 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 6,062,000.00 1.31348166 1.35247138 1.0900 EUR 7,521,726.15 DE0001135408 BUNDESREPUBLIK DEUT 3.00000 04/07/20 SOVGN EUR 1,489,406.65 1.03543000 1.04159438 1.0200 EUR 1,520,938.82 DE0001137297 BUNDESREPUBLIK DEUT 1.00000 16/03/12 SOVGN EUR 33,188,730.20 1.00593333 1.00990593 1.0100 EUR 33,185,639.05 DE0001141570 BUNDESREPUBLIK DEUT 2.25000 10/04/15 SOVGN EUR 10,226,546.42 1.03252000 1.03837616 1.0100 EUR 10,513,863.37 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,100,000.00 0.85605000 0.86875547 1.0900 EUR 876,725.70 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94389460 0.94960007 1.0800 EUR 7,473,704.25 FR0010526848 CARREFOUR SA 5.12500 10/10/14 OTHR EUR 2,600,000.00 1.08670000 1.12559383 1.0800 EUR 2,709,762.92 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03660000 1.05325753 1.0900 EUR 1,932,582.62 FR0010913137 ALSTOM 4.50000 18/03/20 OTHR EUR 1,000,000.00 1.01523333 1.01860411 1.0900 EUR 934,499.18 XS0222177809 NORDDEUTSCHE LANDES VAR 00/06/12 OTHR EUR 8,108,000.00 0.99850160 0.99899782 1.0800 EUR 7,499,883.63 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98255000 0.98432916 1.0800 EUR 1,913,973.37 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,150,000.00 1.01750000 1.03691780 1.0900 EUR 1,093,995.84 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99470000 0.99582200 1.0800 EUR 7,468,665.00 XS0267516911 ING VERZEKERINGEN N VAR 00/09/13 OTHR EUR 1,000,000.00 0.93350000 0.93415144 1.0800 EUR 864,955.04 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,102,000.00 0.99945000 0.99966800 1.0800 EUR 7,499,361.24 XS0284363438 SNS BANK NV VAR 00/02/12 OTHR EUR 2,000,000.00 0.97885000 0.98032200 1.0800 EUR 1,815,411.11 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 2,750,000.00 1.04530000 1.06540460 1.0800 EUR 2,712,835.79 XS0299989813 SLOVAK REPUBLIC 4.37500 15/05/17 OTHR EUR 2,569,000.00 1.06335000 1.07054178 1.0500 EUR 2,619,258.89 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 2,250,000.00 0.99640000 0.99707666 1.0800 EUR 2,077,243.04 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,750,000.00 1.05760000 1.09352808 1.0800 EUR 4,809,498.50 XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,850,000.00 1.01890000 1.03209863 1.0800 EUR 7,501,828.01

 

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 13/07/2010 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 151,547,233.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.02920000 1.03692602 1.0800 EUR 2,621,118.55 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 2,395,000.00 1.14260000 1.17650410 1.0800 EUR 2,609,006.78 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 2,871,000.00 1.08360000 1.14664166 1.0800 EUR 3,048,155.75 XS0412447632 VOLKSWAGEN INTERNAT 5.62500 09/02/12 OTHR EUR 2,360,000.00 1.05500000 1.07888698 1.0800 EUR 2,357,567.85 XS0413462721 EDP FINANCE B.V. 5.50000 18/02/14 OTHR EUR 3,175,000.00 1.06670000 1.08870000 1.0800 EUR 3,200,576.39 XS0415108892 IBERDROLA FINANZAS 4.87500 04/03/14 OTHR EUR 1,500,000.00 1.05630000 1.07393013 1.0800 EUR 1,491,569.63 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 5,450,000.00 1.07680000 1.09245983 1.0900 EUR 5,462,299.15 XS0419378236 AKZO NOBEL N.V. 7.25000 27/03/15 OTHR EUR 1,000,000.00 1.18400000 1.20565068 1.0800 EUR 1,116,343.22 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08740000 1.08827328 1.0900 EUR 1,098,257.44 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.98180000 1.01224520 1.0900 EUR 4,178,993.94 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 6,000,000.00 1.01480000 1.04642953 1.0900 EUR 5,760,162.55 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 2,300,000.00 1.00450000 1.02207876 1.0800 EUR 2,176,649.21 XS0494953820 DEUTSCHE TELEKOM IN 4.25000 16/03/20 OTHR EUR 1,000,000.00 1.02410000 1.03803055 1.0900 EUR 952,321.61 XS0522407351 BRITISH AMERICAN TO 4.00000 07/07/20 OTHR EUR 1,000,000.00 1.01060000 1.01136712 1.0900 EUR 927,859.74
AGGREGATE MARGINED VALUE: EUR 151,547,233.33 FORECAST MARGIN VALUE : EUR 151,547,233.33 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 13/07/2010 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 151,547,233.33
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 0.00 0.00
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.