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 20/07/2010 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 151,578,266.66 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 6,059,000.00 1.30990000 1.35054383 1.0900 EUR 7,507,289.05 DE0001135192 BUNDESREPUBLIK DEUT 5.00000 04/01/12 SOVGN EUR 29,637,157.17 1.06240000 1.08952328 1.0100 EUR 31,970,666.03 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.86360000 0.87714452 1.0900 EUR 1,448,495.54 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.93525000 0.94177054 1.0800 EUR 7,412,082.95 FR0000583296 FRANCE TELECOM 5.70000 25/07/10 OTHR EUR 2,171,971.00 1.00040000 1.05677534 1.0800 EUR 2,125,264.25 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 1,700,000.00 1.03310000 1.05052465 1.0900 EUR 1,638,432.94 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 1,050,000.00 0.98250000 0.99625000 1.0800 EUR 968,576.39 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.88500000 0.88630461 1.0800 EUR 1,148,913.38 XS0222177809 NORDDEUTSCHE LANDES VAR 00/06/12 OTHR EUR 8,107,000.00 0.99847060 0.99912471 1.0800 EUR 7,499,911.13 XS0240647601 BANQUE FEDERATIVE D VAR 00/01/13 OTHR EUR 4,400,000.00 0.98571200 0.98756100 1.0800 EUR 4,023,396.67 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98030000 0.98224522 1.0800 EUR 1,909,921.26 XS0241945236 TELEFONICA EMISIONE 3.75000 02/02/11 OTHR EUR 4,000,000.00 1.01090000 1.02826301 1.0800 EUR 3,808,381.52 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.01710000 1.03594931 1.0800 EUR 1,029,234.82 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99535000 0.99662600 1.0800 EUR 7,474,695.00 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 14,500,000.00 0.91124360 0.91637051 1.0500 EUR 12,654,640.38 XS0252366702 AMERICAN INTERNATIO 4.37500 26/04/16 OTHR EUR 1,200,000.00 0.86880000 0.87910821 1.0900 EUR 967,825.55 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 3,272,000.00 1.07370000 1.09650821 1.0800 EUR 3,322,013.76 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,101,000.00 0.99945000 0.99983755 1.0800 EUR 7,499,707.40 XS0284363438 SNS BANK NV VAR 00/02/12 OTHR EUR 2,000,000.00 0.97900000 0.98062133 1.0800 EUR 1,815,965.43 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 3,150,000.00 1.04150000 1.06250098 1.0800 EUR 3,098,961.19 XS0290984920 NORTHERN ROCK PLC VAR 00/03/12 OTHR EUR 2,162,000.00 0.96500000 0.96584072 1.0800 EUR 1,933,470.03

 

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 20/07/2010 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 151,578,266.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 2,200,000.00 0.99665000 0.99749583 1.0800 EUR 2,031,935.95 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 3,450,000.00 1.05760000 1.09446301 1.0800 EUR 3,496,201.28 XS0326116133 BMW FINANCE NV 4.87500 18/10/12 OTHR EUR 2,628,000.00 1.06350000 1.10036301 1.0800 EUR 2,677,549.99 XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,800,000.00 1.01930000 1.03348150 1.0800 EUR 7,464,033.06 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.03080000 1.03965273 1.0800 EUR 2,628,011.07 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,550,000.00 1.07000000 1.07596219 1.0800 EUR 2,540,466.28 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 2,395,000.00 1.14270000 1.17792260 1.0800 EUR 2,612,152.43 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 1,000,000.00 1.08370000 1.14798125 1.0800 EUR 1,062,945.60 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,950,000.00 1.03750000 1.03922602 1.0800 EUR 1,876,380.31 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08625000 1.08834589 1.0900 EUR 1,098,330.71 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.97900000 1.01028424 1.0900 EUR 4,170,898.24 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 1.01590000 1.04842956 1.0900 EUR 5,578,799.49 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 1,265,000.00 1.01385000 1.04228750 1.0900 EUR 1,209,627.24 XS0522407351 BRITISH AMERICAN TO 4.00000 07/07/20 OTHR EUR 2,000,000.00 1.01930000 1.02083424 1.0900 EUR 1,873,090.35
AGGREGATE MARGINED VALUE: EUR 151,578,266.67 FORECAST MARGIN VALUE : EUR 151,578,266.67 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 20/07/2010 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 151,578,266.66
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.