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 21/07/2010 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 151,582,700.00 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 6,053,000.00 1.30970000 1.35058013 1.0900 EUR 7,500,056.45 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 35,449,182.34 1.07728333 1.07900935 1.0200 EUR 37,499,999.21 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.85400000 0.86766438 1.0900 EUR 1,432,840.26 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,600,000.00 0.94403213 0.95066911 1.0800 EUR 7,570,142.91 FR0000583296 FRANCE TELECOM 5.70000 25/07/10 OTHR EUR 2,171,602.00 0.99990000 1.05643150 1.0800 EUR 2,124,211.81 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 1,400,000.00 1.03530000 1.05283424 1.0900 EUR 1,352,264.16 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 8,150,000.00 0.97505000 0.98895625 1.0800 EUR 7,462,956.89 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.89500000 0.89636133 1.0800 EUR 1,161,949.87 XS0129477633 PHILIPS ELECTRONICS 6.12500 16/05/11 OTHR EUR 2,975,000.00 1.03720000 1.04842916 1.0800 EUR 2,888,034.03 XS0222177809 NORDDEUTSCHE LANDES VAR 00/06/12 OTHR EUR 8,105,000.00 0.99846150 0.99913816 1.0800 EUR 7,498,161.84 XS0240647601 BANQUE FEDERATIVE D VAR 00/01/13 OTHR EUR 1,500,000.00 0.98590714 0.98777764 1.0800 EUR 1,371,913.39 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98035000 0.98231894 1.0800 EUR 1,910,064.61 XS0241945236 TELEFONICA EMISIONE 3.75000 02/02/11 OTHR EUR 4,000,000.00 1.01100000 1.02846575 1.0800 EUR 3,809,132.41 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.01825000 1.03720890 1.0800 EUR 1,030,486.25 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99540000 0.99669800 1.0800 EUR 7,475,235.00 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 18,750,000.00 0.91085860 0.91602860 1.0500 EUR 16,357,653.57 XS0252366702 AMERICAN INTERNATIO 4.37500 26/04/16 OTHR EUR 2,200,000.00 0.86500000 0.87542808 1.0900 EUR 1,766,919.06 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,101,000.00 0.99945000 0.99986177 1.0800 EUR 7,499,889.07 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 2,100,000.00 1.04320000 1.06432904 1.0800 EUR 2,069,528.69 XS0292409819 CAISSE CENTRALE DES VAR 00/03/12 OTHR EUR 1,000,000.00 0.99375000 0.99429466 1.0800 EUR 920,643.20 XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,000,000.00 1.01940000 1.03372191 1.0800 EUR 6,700,049.42

 

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 21/07/2010 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 151,582,700.00 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 1.03120000 1.04021369 1.0800 EUR 2,629,429.05 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,550,000.00 1.06850000 1.07461506 1.0800 EUR 2,537,285.56 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 2,045,000.00 1.14320000 1.17861095 1.0800 EUR 2,231,721.66 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,950,000.00 1.03850000 1.04036986 1.0800 EUR 1,878,445.58 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08595000 1.08822054 1.0900 EUR 1,098,204.21 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.98240000 1.01380410 1.0900 EUR 4,185,429.77 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 1.01170000 1.04435813 1.0900 EUR 5,557,135.00 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 1,265,000.00 1.01460000 1.04317291 1.0900 EUR 1,210,654.80 XS0494547168 TELEFONICA EMISIONE 3.40600 24/03/15 OTHR EUR 1,050,000.00 0.99480000 1.00599780 1.0800 EUR 978,053.42 XS0522407351 BRITISH AMERICAN TO 4.00000 07/07/20 OTHR EUR 2,000,000.00 1.01980000 1.02144383 1.0900 EUR 1,874,208.86
AGGREGATE MARGINED VALUE: EUR 151,582,700.01 FORECAST MARGIN VALUE : EUR 151,582,700.01 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 21/07/2010 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 151,582,700.00
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 0.01 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.