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 30/07/2010 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 151,622,600.00 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 6,066,000.00 1.30500000 1.34847945 1.0900 EUR 7,504,473.71 DE0001135408 BUNDESREPUBLIK DEUT 3.00000 04/07/20 SOVGN EUR 1,077,850.06 1.02335000 1.03107602 1.0200 EUR 1,089,554.26 DE0001141547 BUNDESREPUBLIK S.154 2.2500 11/04/14 SOVGN EUR 1,000,000.00 1.03577000 1.04273575 1.0100 EUR 1,032,411.63 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.90545000 0.92043287 1.0900 EUR 1,519,980.89 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,600,000.00 0.94736596 0.95528376 1.0800 EUR 7,606,889.20 FR0010326967 BOUYGUES SA 4.50000 24/05/13 OTHR EUR 4,500,000.00 1.05920000 1.06783013 1.0800 EUR 4,449,292.21 FR0010678151 GDF SUEZ SA 6.25000 24/01/14 OTHR EUR 3,224,000.00 1.13290000 1.16543424 1.0800 EUR 3,479,037.03 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 1,000,000.00 0.96070000 0.97345342 1.0800 EUR 901,345.76 PTBCLSOE0018 BANCO COMERCIAL POR 3.75000 17/06/11 OTHR EUR 2,150,000.00 0.98870000 0.99342602 1.0800 EUR 1,977,653.65 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 8,000,000.00 0.99560000 1.01106875 1.0800 EUR 7,489,398.15 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 9,000,000.00 0.89500000 0.89698527 1.0800 EUR 7,474,877.25 XS0145903661 MICHELIN LUX/REG S 6.50000 16/04/12 OTHR EUR 1,006,000.00 1.07360000 1.09273888 1.0800 EUR 1,017,866.03 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 43,000,000.00 0.88690000 0.89250083 1.0500 EUR 36,550,033.99 XS0248513540 SANTANDER INTERNATI VAR 00/04/13 OTHR EUR 8,491,000.00 0.95540000 0.95610544 1.0800 EUR 7,516,936.38 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 2,436,000.00 1.07600000 1.10028767 1.0800 EUR 2,481,759.97 XS0261706138 AMERICAN INTERNATIO VAR 00/07/13 OTHR EUR 2,250,000.00 0.89000000 0.89039705 1.0800 EUR 1,854,993.85 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,098,000.00 0.99970000 1.00037822 1.0800 EUR 7,500,984.10 XS0283695228 ANGLO IRISH BANK CO VAR 00/01/12 OTHR EUR 1,590,000.00 0.91074166 0.91093785 1.0800 EUR 1,341,102.95 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 5,150,000.00 1.05180000 1.07433764 1.0800 EUR 5,122,998.93 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 2,650,000.00 1.05960000 1.09806575 1.0800 EUR 2,694,328.00 XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,800,000.00 1.01900000 1.03486643 1.0800 EUR 7,474,035.33

 

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 30/07/2010 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 151,622,600.00 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 1.03060000 1.04138424 1.0800 EUR 2,632,387.94 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,350,000.00 1.07610000 1.08389671 1.0800 EUR 2,358,478.95 XS0383001210 BAA FUNDING LIMITED 3.97500 15/02/14 OTHR EUR 1,000,000.00 0.99690000 1.01519589 1.0800 EUR 939,996.19 XS0386666571 CREDIT AGRICOLE SA, VAR 00/09/10 OTHR EUR 8,050,000.00 1.00080000 1.00299150 1.0800 EUR 7,476,001.46 XS0427109896 BBVA SENIOR FINANCE 3.62500 14/05/12 OTHR EUR 3,000,000.00 1.01290000 1.02084520 1.0800 EUR 2,835,681.11 XS0456451938 SANOFI-AVENTIS 3.12500 10/10/14 OTHR EUR 1,543,000.00 1.03500000 1.06017123 1.0800 EUR 1,514,670.56 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 6,350,000.00 1.02830000 1.06237246 1.0900 EUR 6,189,050.57 XS0493718612 LA CAISSE CENTRALE VAR 00/03/12 OTHR EUR 2,000,000.00 1.00020000 1.00176255 1.0800 EUR 1,855,115.83 XS0494547168 TELEFONICA EMISIONE 3.40600 24/03/15 OTHR EUR 1,450,000.00 1.00550000 1.01772427 1.0800 EUR 1,366,389.07 XS0498962124 KBC INTERNATIONALE 3.87500 31/03/15 OTHR EUR 2,011,000.00 1.00800000 1.02116438 1.0800 EUR 1,901,445.90 XS0519459134 RCI BANQUE 4.00000 11/07/13 OTHR EUR 1,405,000.00 1.01880000 1.02252602 1.0800 EUR 1,330,230.61 XS0526100879 BANQUE PSA FINANCE 4.00000 19/07/13 OTHR EUR 1,860,000.00 1.01680000 1.01833424 1.0800 EUR 1,753,797.86 XS0526903827 CREDIT AGRICOLE COR 3.00000 20/07/15 OTHR EUR 1,500,000.00 0.99930000 1.00036849 1.0800 EUR 1,389,400.68
AGGREGATE MARGINED VALUE: EUR 151,622,600.00 FORECAST MARGIN VALUE : EUR 151,622,600.00 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 30/07/2010 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 151,622,600.00
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 0.00 0.00
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.