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 22/07/2010 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 151,587,133.33 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 6,052,000.00 1.31050000 1.35161643 1.0900 EUR 7,504,571.22 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 35,482,750.99 1.07616666 1.07798857 1.0200 EUR 37,500,000.00 DE0001137305 BUNDESREPUBLIK DEUT 0.50000 15/06/12 SOVGN EUR 7,239,207.26 0.99557250 0.99653140 1.0100 EUR 7,142,670.64 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.86570000 0.87948424 1.0900 EUR 1,452,359.30 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94525396 0.95200738 1.0800 EUR 7,492,650.68 FR0000583296 FRANCE TELECOM 5.70000 25/07/10 OTHR EUR 1,238,968.00 1.00050000 1.05718767 1.0800 EUR 1,212,797.86 FR0010032730 LAFARGE 5.44800 04/12/13 OTHR EUR 1,000,000.00 1.04200000 1.07665533 1.0800 EUR 996,903.08 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 8,150,000.00 0.97720000 0.99126250 1.0800 EUR 7,480,360.53 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.89500000 0.89641805 1.0800 EUR 1,162,023.40 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98045000 0.98244266 1.0800 EUR 1,910,305.17 XS0241945236 TELEFONICA EMISIONE 3.75000 02/02/11 OTHR EUR 4,000,000.00 1.01090000 1.02846849 1.0800 EUR 3,809,142.56 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.01945000 1.03851849 1.0800 EUR 1,031,787.35 XS0243302220 IRISH LIFE PERMAN VAR 00/02/11 OTHR EUR 5,700,000.00 0.98500000 0.98652055 1.0800 EUR 5,206,636.24 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 27,750,000.00 0.91063390 0.91584698 1.0500 EUR 24,204,527.33 XS0248513540 SANTANDER INTERNATI VAR 00/04/13 OTHR EUR 8,539,000.00 0.94805000 0.94850350 1.0800 EUR 7,499,325.36 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,101,000.00 0.99945000 0.99988600 1.0800 EUR 7,500,070.82 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 2,100,000.00 1.04490000 1.06615709 1.0800 EUR 2,073,083.23 XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,800,000.00 1.01890000 1.03336232 1.0800 EUR 7,463,172.31 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.02870000 1.03787465 1.0800 EUR 2,623,516.48 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,550,000.00 1.07020000 1.07646794 1.0800 EUR 2,541,660.41 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08640000 1.08884520 1.0900 EUR 1,098,834.61

 

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 22/07/2010 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 151,587,133.33 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.98520000 1.01672397 1.0900 EUR 4,197,484.28 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 1.01550000 1.04828671 1.0900 EUR 5,578,039.37 XS0494547168 TELEFONICA EMISIONE 3.40600 24/03/15 OTHR EUR 1,050,000.00 0.99670000 1.00799112 1.0800 EUR 979,991.37 XS0522407351 BRITISH AMERICAN TO 4.00000 07/07/20 OTHR EUR 2,050,000.00 1.02190000 1.02365342 1.0900 EUR 1,925,219.73
AGGREGATE MARGINED VALUE: EUR 151,587,133.33 FORECAST MARGIN VALUE : EUR 151,587,133.33 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 22/07/2010 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 151,587,133.33
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.