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 29/07/2010 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 151,618,166.66 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 6,069,000.00 1.30490000 1.34767054 1.0900 EUR 7,503,681.20 DE0001135317 BUNDESREPUBLIK DEUT 3.75000 04/01/17 SOVGN EUR 8,902,845.47 1.09160000 1.11286712 1.0200 EUR 9,713,415.68 DE0001135333 BUNDESREPUBLIK DEUT 4.25000 04/07/17 SOVGN EUR 6,099,343.00 1.12250000 1.12552739 1.0200 EUR 6,730,370.20 DE0001141505 BUNDESOBLIGATION 4.00000 13/04/12 SOVGN EUR 4,587,430.00 1.05490400 1.06673961 1.0100 EUR 4,845,141.87 DE0001141513 BUNDESREPUBLIK DEUT 4.25000 12/10/12 SOVGN EUR 1,420,550.00 1.07290000 1.10678356 1.0100 EUR 1,556,674.64 DE0001141521 BUNDESREPUBLIK DEUT 3.50000 12/04/13 SOVGN EUR 1,000,000.00 1.06648750 1.07693955 1.0100 EUR 1,066,276.78 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.87640000 0.89102328 1.0900 EUR 1,471,414.59 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,600,000.00 0.93325000 0.94081849 1.0800 EUR 7,491,702.79 FR0010326967 BOUYGUES SA 4.50000 24/05/13 OTHR EUR 6,350,000.00 1.05890000 1.06716027 1.0800 EUR 6,274,507.14 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 1,000,000.00 0.96060000 0.97315821 1.0800 EUR 901,072.42 PTBCLSOE0018 BANCO COMERCIAL POR 3.75000 17/06/11 OTHR EUR 2,200,000.00 0.98720000 0.99161780 1.0800 EUR 2,019,962.19 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 8,050,000.00 0.99510000 1.01025625 1.0800 EUR 7,530,150.75 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 7,000,000.00 0.89500000 0.89681511 1.0800 EUR 5,812,690.53 XS0222177809 NORDDEUTSCHE LANDES VAR 00/06/12 OTHR EUR 5,562,000.00 0.99753790 0.99839501 1.0800 EUR 5,141,734.30 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98100000 0.98100000 1.0800 EUR 1,907,500.00 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.01885000 1.03868561 1.0800 EUR 1,031,953.39 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 31,250,000.00 0.91018170 0.91569636 1.0500 EUR 27,252,867.86 XS0248513540 SANTANDER INTERNATI VAR 00/04/13 OTHR EUR 8,491,000.00 0.95325000 0.95387986 1.0800 EUR 7,499,438.79 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,098,000.00 0.99955000 1.00015555 1.0800 EUR 7,499,314.49 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.02380000 1.06333424 1.0900 EUR 7,365,296.80 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 5,300,000.00 1.05320000 1.07535347 1.0800 EUR 5,277,197.58

 

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 29/07/2010 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 151,618,166.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,800,000.00 1.01990000 1.03534520 1.0800 EUR 7,477,493.11 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.03030000 1.04060136 1.0800 EUR 2,630,408.99 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,550,000.00 1.07280000 1.08013808 1.0800 EUR 2,550,326.02 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 6,350,000.00 1.02060000 1.05428673 1.0900 EUR 6,141,945.63 XS0494547168 TELEFONICA EMISIONE 3.40600 24/03/15 OTHR EUR 1,050,000.00 1.00230000 1.01424432 1.0800 EUR 986,070.87 XS0496636175 BANQUE FEDERATIVE D VAR 00/03/13 OTHR EUR 1,000,000.00 0.99390000 0.99505597 1.0800 EUR 921,348.12 XS0498391894 LLOYDS TSB BANK PLC VAR 00/03/13 OTHR EUR 1,000,000.00 0.99040000 0.99228513 1.0800 EUR 918,782.53 XS0519459134 RCI BANQUE 4.00000 11/07/13 OTHR EUR 1,405,000.00 1.01780000 1.02119726 1.0800 EUR 1,328,501.99 XS0526100879 BANQUE PSA FINANCE 4.00000 19/07/13 OTHR EUR 1,910,000.00 1.01640000 1.01760547 1.0800 EUR 1,799,654.12 XS0526903827 CREDIT AGRICOLE COR 3.00000 20/07/15 OTHR EUR 1,050,000.00 0.99820000 0.99902191 1.0800 EUR 971,271.30
AGGREGATE MARGINED VALUE: EUR 151,618,166.67 FORECAST MARGIN VALUE : EUR 151,618,166.67 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 29/07/2010 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 151,618,166.66
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.