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 19/07/2010 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 151,573,833.33 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 6,050,000.00 1.30877250 1.34918003 1.0900 EUR 7,488,568.06 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 13,613,000.00 1.07565000 1.07718424 1.0200 EUR 14,376,185.35 DE0001135390 BUNDESREPUBLIK DEUT 3.25000 04/01/20 SOVGN EUR 12,536,345.75 1.05546000 1.07763123 1.0200 EUR 13,244,664.40 DE0001141547 BUNDESREPUBLIK S.154 2.2500 11/04/14 SOVGN EUR 2,181,693.12 1.04095000 1.04711438 1.0100 EUR 2,261,863.60 DE0001141554 BUNDESREPUBLIK DEUT 2.50000 10/10/14 SOVGN EUR 9,580,500.00 1.04437000 1.06478095 1.0100 EUR 10,100,132.57 DE0001141570 BUNDESREPUBLIK DEUT 2.25000 10/04/15 SOVGN EUR 1,000,000.00 1.02815625 1.03438227 1.0100 EUR 1,024,140.86 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.86730000 0.88072465 1.0900 EUR 1,454,407.68 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.93550000 0.94190410 1.0800 EUR 7,413,134.12 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,050,000.00 0.97650000 0.99009375 1.0800 EUR 962,591.15 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.89500000 0.89624788 1.0800 EUR 1,161,802.81 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98030000 0.98222150 1.0800 EUR 1,909,875.14 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99540000 0.99665400 1.0800 EUR 7,474,905.00 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,750,000.00 0.91189630 0.91698013 1.0500 EUR 37,334,191.01 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,101,000.00 0.99945000 0.99981333 1.0800 EUR 7,499,525.73 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,100,000.00 1.04210000 1.06297293 1.0800 EUR 3,051,126.00 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 1,100,000.00 1.05820000 1.09492945 1.0800 EUR 1,115,205.92 XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,800,000.00 1.01980000 1.03384109 1.0800 EUR 7,466,630.09 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.02990000 1.03859178 1.0800 EUR 2,625,329.22 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,550,000.00 1.06880000 1.07460931 1.0800 EUR 2,537,271.98 XS0408827409 SODEXO 6.25000 30/01/15 OTHR EUR 1,000,000.00 1.13780000 1.16731388 1.0800 EUR 1,080,846.19 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 3,850,000.00 1.07590000 1.09246328 1.0900 EUR 3,858,700.58

 

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 19/07/2010 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 151,573,833.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 2,050,000.00 1.04050000 1.04208219 1.0800 EUR 1,978,026.38 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08925000 1.09117123 1.0900 EUR 1,101,181.98 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.98190000 1.01306438 1.0900 EUR 4,182,375.88 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 1.01110000 1.04350098 1.0900 EUR 5,552,574.02 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 1,265,000.00 1.01780000 1.04610208 1.0900 EUR 1,214,054.25 XS0522407351 BRITISH AMERICAN TO 4.00000 07/07/20 OTHR EUR 2,250,000.00 1.01810000 1.01952465 1.0900 EUR 2,104,523.36
AGGREGATE MARGINED VALUE: EUR 151,573,833.33 FORECAST MARGIN VALUE : EUR 151,573,833.33 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 19/07/2010 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 151,573,833.33
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.