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 26/07/2010 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 151,604,866.66 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 6,045,000.00 1.30710000 1.34916164 1.0900 EUR 7,482,277.17 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 25,274,674.62 1.07218333 1.07438880 1.0200 EUR 26,622,379.74 DE0001141554 BUNDESREPUBLIK DEUT 2.50000 10/10/14 SOVGN EUR 1,000,000.00 1.04293333 1.06382374 1.0100 EUR 1,053,290.83 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.88500000 0.89926369 1.0900 EUR 1,485,022.61 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94461733 0.95183650 1.0800 EUR 7,491,305.79 ES0314977275 CAJA DE AHORROS DE 3.00000 12/03/12 OTHR EUR 3,000,000.00 0.99459444 1.00585471 1.0800 EUR 2,794,040.86 FR0000471948 FRANCE TELECOM 7.25000 28/01/13 OTHR EUR 1,890,000.00 1.12710000 1.16285342 1.0800 EUR 2,034,993.49 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03730000 1.05538219 1.0900 EUR 1,936,481.08 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 8,150,000.00 0.97720000 0.99188750 1.0800 EUR 7,485,076.97 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.88480000 0.88644494 1.0800 EUR 1,149,095.29 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98060000 0.98268755 1.0800 EUR 1,910,781.35 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.01935000 1.03885684 1.0800 EUR 1,032,123.51 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,750,000.00 0.91058690 0.91597231 1.0500 EUR 37,293,158.34 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,099,000.00 0.99950000 1.00003288 1.0800 EUR 7,499,320.64 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,500,000.00 1.04050000 1.07965410 1.0900 EUR 7,428,812.61 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 5,950,000.00 1.04940000 1.07116931 1.0800 EUR 5,901,349.44 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,150,000.00 1.06060000 1.09826438 1.0800 EUR 4,220,182.57 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.03000000 1.03981849 1.0800 EUR 2,628,430.07 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,550,000.00 1.07190000 1.07877945 1.0800 EUR 2,547,118.15 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 1,978,000.00 1.14720000 1.18355273 1.0800 EUR 2,167,654.91 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 2,439,000.00 1.08690000 1.08760833 1.0800 EUR 2,456,182.15

 

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 26/07/2010 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 151,604,866.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0412447632 VOLKSWAGEN INTERNAT 5.62500 09/02/12 OTHR EUR 1,274,000.00 1.05590000 1.08179041 1.0800 EUR 1,276,112.02 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,800,000.00 1.09085000 1.09399383 1.0900 EUR 1,806,595.32 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.99480000 1.02680342 1.0900 EUR 4,239,096.69 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 1.02250000 1.05580101 1.0900 EUR 5,618,023.72 XS0478929457 BMW FINANCE NV 2.87500 18/04/13 OTHR EUR 1,376,000.00 1.02760000 1.04256575 1.0800 EUR 1,328,305.99 XS0494547168 TELEFONICA EMISIONE 3.40600 24/03/15 OTHR EUR 1,050,000.00 1.00220000 1.01386438 1.0800 EUR 985,701.48 XS0499243300 CARREFOUR SA 4.00000 09/04/20 OTHR EUR 1,797,000.00 1.03860000 1.05054520 1.0900 EUR 1,731,953.88
AGGREGATE MARGINED VALUE: EUR 151,604,866.67 FORECAST MARGIN VALUE : EUR 151,604,866.67 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 26/07/2010 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 151,604,866.66
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.