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 16/07/2010 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 151,560,533.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE BE0000311200 KINGDOM OF BELGIUM VAR 00/06/11 SOVGN EUR 1,893,092.50 0.99910000 0.99946975 1.0100 EUR 1,873,355.14 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 6,036,000.00 1.31090000 1.35107123 1.0900 EUR 7,481,711.88 DE000A0T33X3 METRO FINANCE B.V. 9.37500 28/11/13 OTHR EUR 2,000,000.00 1.20857500 1.26842089 1.0800 EUR 2,348,927.57 DE0001135192 BUNDESREPUBLIK DEUT 5.00000 04/01/12 SOVGN EUR 16,584,278.96 1.06305000 1.08989931 1.0100 EUR 17,896,231.88 DE0001135333 BUNDESREPUBLIK DEUT 4.25000 04/07/17 SOVGN EUR 2,335,683.08 1.13134000 1.13308657 1.0200 EUR 2,594,638.36 DE0001137297 BUNDESREPUBLIK DEUT 1.00000 16/03/12 SOVGN EUR 11,858,737.72 1.00452000 1.00862958 1.0100 EUR 11,842,647.17 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.86500000 0.87830479 1.0900 EUR 1,450,411.58 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94374196 0.95002963 1.0800 EUR 7,477,085.05 FR0010359661 HSBC FRANCE VAR 00/08/11 OTHR EUR 8,200,000.00 0.99960000 1.00118277 1.0800 EUR 7,601,572.88 FR0010709097 HSBC FRANCE 4.87500 15/01/14 OTHR EUR 2,600,000.00 1.07630000 1.10100890 1.0800 EUR 2,650,576.98 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,050,000.00 0.98055000 0.99398750 1.0800 EUR 966,376.74 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.89500000 0.89619116 1.0800 EUR 1,161,729.28 PTBCP7OM0061 BANCO COMERCIAL POR VAR 28/02/13 OTHR EUR 3,000,000.00 0.88816666 0.89047343 1.0800 EUR 2,473,537.31 XS0166957000 BANK NEDERLANDSE GE 4.37500 04/07/13 OTHR EUR 2,000,000.00 1.07830000 1.08009794 1.0800 EUR 2,000,181.37 XS0173223891 RABOBANK NEDERLAND VAR 08/08/13 OTHR EUR 2,570,000.00 1.27690000 1.37142054 1.0800 EUR 3,263,472.95 XS0215498782 RABOBANK NEDERLAND 3.50000 23/03/12 OTHR EUR 2,629,000.00 1.03330000 1.04461506 1.0800 EUR 2,542,863.88 XS0221295628 EDP FINANCE B.V. 3.75000 22/06/15 OTHR EUR 2,473,000.00 1.00730000 1.01007397 1.0800 EUR 2,312,882.34 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98040000 0.98229777 1.0800 EUR 1,910,023.44 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.01780000 1.03643013 1.0800 EUR 1,029,712.53 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 6,600,000.00 0.99610000 0.99733200 1.0800 EUR 6,094,806.67 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 1,465,000.00 1.07430000 1.09686164 1.0800 EUR 1,487,872.50

 

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 16/07/2010 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 151,560,533.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,102,000.00 0.99945000 0.99978911 1.0800 EUR 7,500,269.79 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,100,000.00 1.04110000 1.06184487 1.0800 EUR 3,047,888.05 XS0292409819 CAISSE CENTRALE DES VAR 00/03/12 OTHR EUR 8,100,000.00 0.99375000 0.99422658 1.0800 EUR 7,456,699.35 XS0297397811 CREDIT AGRICOLE SA, VAR 00/04/12 OTHR EUR 8,100,000.00 0.99225000 0.99385236 1.0800 EUR 7,453,892.70 XS0307699453 DANSKE BANK A/S VAR 00/06/12 OTHR EUR 8,167,000.00 0.99185000 0.99229333 1.0800 EUR 7,503,758.91 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 1,050,000.00 1.05750000 1.09409589 1.0800 EUR 1,063,704.34 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.02980000 1.03833082 1.0800 EUR 2,624,669.57 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,500,000.00 1.06920000 1.07485643 1.0800 EUR 2,488,093.59 XS0378754906 ROYAL BANK OF CANAD 5.75000 25/07/11 OTHR EUR 3,539,000.00 1.04300000 1.09955479 1.0800 EUR 3,603,078.15 XS0402535131 CENTRICA PLC 7.12500 09/12/13 OTHR EUR 1,365,000.00 1.15310000 1.19643561 1.0800 EUR 1,512,161.67 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 3,900,000.00 1.07450000 1.09091271 1.0900 EUR 3,903,265.66 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 2,050,000.00 1.03850000 1.03993835 1.0800 EUR 1,973,957.05 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08605000 1.08779657 1.0900 EUR 1,097,776.36 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.98260000 1.01364452 1.0900 EUR 4,184,770.95 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 1.00970000 1.04197241 1.0900 EUR 5,544,440.35 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 1,265,000.00 1.01350000 1.04166666 1.0900 EUR 1,208,906.72 XS0522407351 BRITISH AMERICAN TO 4.00000 07/07/20 OTHR EUR 1,000,000.00 1.01520000 1.01651506 1.0900 EUR 932,582.62

 

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 16/07/2010 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 151,560,533.33 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 151,560,533.33 FORECAST MARGIN VALUE : EUR 151,560,533.33 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 16/07/2010 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 151,560,533.33
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.