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 15/07/2010 1/ 4 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 151,556,100.00 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 1.31480000 1.35426232 1.0900 EUR 7,530,443.96 DE000A1AKHB8 ALLIANZ FINANCE II 4.75000 22/07/19 OTHR EUR 1,400,000.00 1.07020000 1.11691917 1.0900 EUR 1,434,575.08 DE0001137297 BUNDESREPUBLIK DEUT 1.00000 16/03/12 SOVGN EUR 3,810,266.98 1.00549000 1.00951739 1.0100 EUR 3,808,446.31 DE0001141554 BUNDESREPUBLIK DEUT 2.50000 10/10/14 SOVGN EUR 1,330,293.98 1.04616000 1.06629698 1.0100 EUR 1,404,444.01 DE0008317272 LANDESBANK BERLIN A 4.12500 11/02/11 OTHR EUR 1,545,000.00 1.01650000 1.03401712 1.0800 EUR 1,479,218.94 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,100,000.00 0.85750000 0.87044520 1.0900 EUR 878,430.94 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.93650000 0.94243835 1.0800 EUR 7,417,338.87 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,912,000.00 1.06820000 1.09936438 1.0800 EUR 1,946,282.12 FR0010678151 GDF SUEZ SA 6.25000 24/01/14 OTHR EUR 3,430,000.00 1.13520000 1.16482328 1.0800 EUR 3,699,392.45 FR0010709097 HSBC FRANCE 4.87500 15/01/14 OTHR EUR 1,450,000.00 1.07720000 1.10150821 1.0800 EUR 1,478,876.76 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03035000 1.04722671 1.0900 EUR 1,921,516.90 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,050,000.00 0.97260000 0.98556875 1.0800 EUR 958,191.84 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.88440000 0.88542100 1.0800 EUR 1,147,767.96 PTBCP7OM0061 BANCO COMERCIAL POR VAR 28/02/13 OTHR EUR 3,000,000.00 0.88500000 0.88717369 1.0800 EUR 2,464,371.36 XS0129477633 PHILIPS ELECTRONICS 6.12500 16/05/11 OTHR EUR 5,000,000.00 1.03900000 1.04920833 1.0800 EUR 4,857,445.97 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98085000 0.98267661 1.0800 EUR 1,910,760.08 XS0241946630 TELEFONICA EMISIONE 4.37500 02/02/16 OTHR EUR 1,225,000.00 1.01990000 1.03955753 1.0900 EUR 1,168,310.07 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.01805000 1.03635136 1.0800 EUR 1,029,634.27 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 3,337,000.00 1.07450000 1.09669178 1.0800 EUR 3,388,574.51 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 6,750,000.00 1.02935000 1.06711027 1.0900 EUR 6,608,251.67 XS0284363438 SNS BANK NV VAR 00/02/12 OTHR EUR 2,000,000.00 0.97890000 0.98041466 1.0800 EUR 1,815,582.70

 

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 15/07/2010 2/ 4 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 151,556,100.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 2,750,000.00 1.04320000 1.06356071 1.0800 EUR 2,708,140.70 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 2,250,000.00 0.99665000 0.99737500 1.0800 EUR 2,077,864.58 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,750,000.00 1.05780000 1.09399520 1.0800 EUR 4,811,552.96 XS0356838523 CREDIT AGRICOLE SA, 4.87500 08/04/11 OTHR EUR 1,250,000.00 1.02490000 1.03812260 1.0800 EUR 1,201,530.79 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.03040000 1.03844794 1.0800 EUR 2,624,965.63 XS0386666571 CREDIT AGRICOLE SA, VAR 00/09/10 OTHR EUR 7,300,000.00 1.00120000 1.00270158 1.0800 EUR 6,777,519.94 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 2,395,000.00 1.14220000 1.17648082 1.0800 EUR 2,608,955.15 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 2,893,000.00 1.08430000 1.14769583 1.0800 EUR 3,074,337.07 XS0412447632 VOLKSWAGEN INTERNAT 5.62500 09/02/12 OTHR EUR 2,380,000.00 1.05440000 1.07859520 1.0800 EUR 2,376,904.24 XS0413462721 EDP FINANCE B.V. 5.50000 18/02/14 OTHR EUR 2,075,000.00 1.06350000 1.08580136 1.0800 EUR 2,086,146.13 XS0415108892 IBERDROLA FINANZAS 4.87500 04/03/14 OTHR EUR 3,500,000.00 1.05360000 1.07149726 1.0800 EUR 3,472,444.82 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 3,650,000.00 1.07660000 1.09256098 1.0900 EUR 3,658,575.76 XS0427109896 BBVA SENIOR FINANCE 3.62500 14/05/12 OTHR EUR 1,650,000.00 1.01060000 1.01685684 1.0800 EUR 1,553,531.28 XS0428037666 SANOFI-AVENTIS 3.50000 17/05/13 OTHR EUR 1,309,000.00 1.04150000 1.04725342 1.0800 EUR 1,269,309.93 XS0429965139 POHJOLA BANK PLC 4.50000 22/05/14 OTHR EUR 7,524,000.00 1.06970000 1.07648082 1.0800 EUR 7,499,483.05 XS0431725901 DANSKE BANK A/S 4.75000 04/06/14 OTHR EUR 7,511,000.00 1.07830000 1.07830000 1.0800 EUR 7,499,177.13 XS0435070288 LLOYDS TSB BANK PLC 6.37500 17/06/16 OTHR EUR 5,615,000.00 1.06830000 1.07336506 1.0900 EUR 5,529,307.17 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 2,100,000.00 1.03950000 1.04050684 1.0800 EUR 2,023,207.74 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08545000 1.08667260 1.0900 EUR 1,096,642.07 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.98360000 1.01428493 1.0900 EUR 4,187,414.85 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 7,800,000.00 1.01045000 1.04233668 1.0900 EUR 7,458,923.03

 

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 15/07/2010 3/ 4 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 151,556,100.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 1,265,000.00 1.01305000 1.04081041 1.0900 EUR 1,207,913.00 XS0474145801 BBVA SENIOR FINANCE VAR 00/12/11 OTHR EUR 4,500,000.00 0.98035000 0.98100997 1.0800 EUR 4,087,541.54 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 2,300,000.00 1.00700000 1.02477739 1.0800 EUR 2,182,396.29 XS0496636175 BANQUE FEDERATIVE D VAR 00/03/13 OTHR EUR 4,870,000.00 0.99145000 0.99214358 1.0800 EUR 4,473,832.62 XS0498962124 KBC INTERNATIONALE 3.87500 31/03/15 OTHR EUR 5,011,000.00 1.00780000 1.01915958 1.0800 EUR 4,728,711.72 XS0522407351 BRITISH AMERICAN TO 4.00000 07/07/20 OTHR EUR 1,000,000.00 1.01480000 1.01578630 1.0900 EUR 931,914.04
AGGREGATE MARGINED VALUE: EUR 151,556,100.00 FORECAST MARGIN VALUE : EUR 151,556,100.00 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 15/07/2010 4/ 4 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 151,556,100.00
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.