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 27/07/2010 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 151,609,300.00 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 6,059,000.00 1.30159583 1.34389377 1.0900 EUR 7,470,323.26 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 35,672,051.47 1.06996666 1.07226802 1.0200 EUR 37,500,000.00 DE0001135390 BUNDESREPUBLIK DEUT 3.25000 04/01/20 SOVGN EUR 1,000,000.00 1.04851428 1.07139784 1.0200 EUR 1,050,390.04 DE0001135408 BUNDESREPUBLIK DEUT 3.00000 04/07/20 SOVGN EUR 155,497.75 1.02219750 1.02951256 1.0200 EUR 156,947.93 DE0001141505 BUNDESOBLIGATION 4.00000 13/04/12 SOVGN EUR 1,817,970.60 1.05716666 1.06878309 1.0100 EUR 1,923,778.45 DE0001141547 BUNDESREPUBLIK S.154 2.2500 11/04/14 SOVGN EUR 12,959,822.41 1.03795000 1.04460753 1.0100 EUR 13,403,889.19 DE0001141554 BUNDESREPUBLIK DEUT 2.50000 10/10/14 SOVGN EUR 1,593,832.50 1.04230000 1.06325890 1.0100 EUR 1,677,877.81 DE0001141562 BUNDESREPUBLIK DEUT 2.50000 27/02/15 SOVGN EUR 156,328.90 1.03788333 1.05117100 1.0100 EUR 162,701.39 DE0001141570 BUNDESREPUBLIK DEUT 2.25000 10/04/15 SOVGN EUR 1,188,115.62 1.02523500 1.03195417 1.0100 EUR 1,213,941.45 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.88440000 0.89878356 1.0900 EUR 1,484,229.73 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94290670 0.95024231 1.0800 EUR 7,478,758.92 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 3,450,000.00 1.08057590 1.08254165 1.0800 EUR 3,458,119.16 FR0010301747 CAISSE D'AMORTISSEM 3.62500 25/04/16 OTHR EUR 3,444,000.00 1.06440000 1.07373561 1.0900 EUR 3,392,610.50 FR0010678151 GDF SUEZ SA 6.25000 24/01/14 OTHR EUR 3,184,000.00 1.13480000 1.16647808 1.0800 EUR 3,438,950.19 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 1,000,000.00 0.95300000 0.96542808 1.0800 EUR 893,914.89 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 8,150,000.00 0.97910000 0.99394375 1.0800 EUR 7,500,594.04 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.90000000 0.90170166 1.0800 EUR 1,168,872.52 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98030000 0.98241127 1.0800 EUR 1,910,244.14 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.01850000 1.03811643 1.0800 EUR 1,031,387.90 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,099,000.00 0.99955000 1.00010711 1.0800 EUR 7,499,877.30 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.02410000 1.06338082 1.0900 EUR 7,365,619.44

 

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 27/07/2010 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 151,609,300.00 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0272266049 HBOS TREAS SERVICES VAR 00/10/13 OTHR EUR 1,796,000.00 0.94615000 0.94620327 1.0800 EUR 1,573,500.99 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 5,350,000.00 1.05030000 1.07219736 1.0800 EUR 5,311,348.03 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 7,100,000.00 0.99570000 0.99671500 1.0800 EUR 6,552,478.24 XS0362224841 IBERDROLA SA 5.62500 09/05/18 OTHR EUR 1,100,000.00 1.10850000 1.12082876 1.0900 EUR 1,131,111.59 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.03090000 1.04087945 1.0800 EUR 2,631,111.94 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,550,000.00 1.07320000 1.08023232 1.0800 EUR 2,550,548.53 XS0369258412 CARREFOUR SA 5.37500 12/06/15 OTHR EUR 2,950,000.00 1.12100000 1.12777397 1.0800 EUR 3,080,493.71 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,800,000.00 1.09770000 1.10101849 1.0900 EUR 1,818,195.67 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 5,650,000.00 0.99550000 1.02762328 1.0900 EUR 5,326,671.13 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,850,000.00 1.02400000 1.05742958 1.0900 EUR 5,675,195.45 XS0494547168 TELEFONICA EMISIONE 3.40600 24/03/15 OTHR EUR 1,050,000.00 1.00270000 1.01445769 1.0800 EUR 986,278.31 XS0526100879 BANQUE PSA FINANCE 4.00000 19/07/13 OTHR EUR 2,560,000.00 1.01290000 1.01388630 1.0800 EUR 2,403,286.04 XS0526903827 CREDIT AGRICOLE COR 3.00000 20/07/15 OTHR EUR 1,500,000.00 0.99730000 0.99795753 1.0800 EUR 1,386,052.13
AGGREGATE MARGINED VALUE: EUR 151,609,300.01 FORECAST MARGIN VALUE : EUR 151,609,300.01 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 27/07/2010 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 151,609,300.00
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.