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 13/05/2011 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 152,894,966.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE DE000DK3YWR4 DEKABANK DEUTSCHE G VAR 00/12/15 OTHR EUR 1,108,000.00 0.98820000 0.99392955 1.0800 EUR 1,019,698.09 ES0214977151 CAJA DE AHORROS DE VAR 00/04/14 OTHR EUR 5,200,000.00 0.88062000 0.88128166 1.0800 EUR 4,243,207.99 FR0010157354 PUBLICIS GROUPE S.A 4.12500 31/01/12 OTHR EUR 1,548,000.00 1.01492000 1.02678643 1.0800 EUR 1,471,727.22 FR0010206276 VEOLIA ENVIRONNEMEN 1.75000 17/06/15 OTHR EUR 1,000,000.00 1.13816129 1.15412704 1.0800 EUR 1,068,636.15 FR0010333377 COMPAGNIE DE SAINT- 4.25000 31/05/11 OTHR EUR 1,100,000.00 1.00050000 1.04125342 1.0800 EUR 1,060,535.89 PTBCSKOM0019 BANCO COMERCIAL POR 2.37500 18/01/12 OTHR EUR 2,100,000.00 0.93500000 0.94267808 1.0800 EUR 1,832,985.16 PTBCLSOE0018 BANCO COMERCIAL POR 3.75000 17/06/11 OTHR EUR 1,550,000.00 0.99497500 1.02918732 1.0800 EUR 1,477,074.39 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 9,350,000.00 0.85872876 0.86232251 1.0800 EUR 7,465,477.29 PTBLMGOM0002 BANCO ESPIRITO SANT 5.62500 05/06/14 OTHR EUR 7,550,000.00 0.86750000 0.92066780 1.0800 EUR 6,436,149.90 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 8,100,000.00 0.87250000 0.87564961 1.0800 EUR 6,567,372.08 PTBERLOM0017 BANCO ESPIRITO SANT VAR 08/05/13 OTHR EUR 2,350,000.00 0.86473666 0.86497252 1.0800 EUR 1,882,116.13 PTBERHOM0013 BANCO ESPIRITO SANT VAR 00/03/12 OTHR EUR 7,650,000.00 0.93750000 0.93924844 1.0800 EUR 6,653,009.78 XS0172201955 HUTCHINSON WHAMPOA 5.87500 08/07/13 OTHR EUR 4,274,000.00 1.05590000 1.10611917 1.0800 EUR 4,377,364.20 XS0176838372 ALTADIS FINANCE BV 5.12500 02/10/13 OTHR EUR 7,500,000.00 1.04458760 1.07647648 1.0800 EUR 7,475,531.11 XS0192377538 CIMPOR FINANCIAL OP 4.50000 27/05/11 OTHR EUR 7,763,000.00 1.00027000 1.04391383 1.0800 EUR 7,503,613.95 XS0210628128 NIBCAPITAL BANK NV VAR 00/01/12 OTHR EUR 8,206,000.00 0.97000000 0.97103855 1.0800 EUR 7,378,094.76 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 7,948,000.00 1.00630000 1.01791643 1.0800 EUR 7,491,110.91 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 42,250,000.00 0.89012000 0.89323850 1.0500 EUR 35,942,215.83 XS0276071957 CARNIVAL PLC 4.25000 27/11/13 OTHR EUR 7,751,000.00 1.01910000 1.03889452 1.0800 EUR 7,455,992.06 XS0282627289 RCI BANQUE VAR 00/01/12 OTHR EUR 8,050,000.00 0.99689666 0.99776277 1.0800 EUR 7,437,028.05 XS0285176706 NIBC BANK NV VAR 00/02/12 OTHR EUR 8,434,000.00 0.96555666 0.96604616 1.0800 EUR 7,544,104.92

 

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 13/05/2011 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 152,894,966.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0439410035 NOVA LJUBLJANSKA BA 3.25000 23/07/12 OTHR EUR 2,831,000.00 1.01150000 1.03795138 1.0800 EUR 2,720,778.11 XS0484530588 BANQUE PSA FINANCE VAR 00/08/11 OTHR EUR 8,072,000.00 1.00320000 1.00405616 1.0800 EUR 7,504,390.11 XS0496222877 ALLIED IRISH BANKS 4.00000 19/03/15 OTHR EUR 9,467,000.00 0.74041266 0.74675145 1.0800 EUR 6,545,829.61 XS0559203467 ANGLO IRISH BANK CO VAR 23/12/11 OTHR EUR 1,562,600.00 0.95000000 0.95739350 1.0800 EUR 1,385,206.56 XS0605440345 KBC INTERNATIONALE 5.00000 16/03/16 OTHR EUR 1,000,000.00 1.02437356 1.03270689 1.0800 EUR 956,210.08
AGGREGATE MARGINED VALUE: EUR 152,895,460.33 FORECAST MARGIN VALUE : EUR 152,895,460.33 TRANSACTION MARGIN : EUR 493.67 % 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 13/05/2011 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 152,894,966.66
TRANSACTION INFORMATION CLOSING DATE TRANS. ID TRANS. CURR. INTENDED TRS AMOUNT TRANSACTION MARGIN MARGIN % TRANS. STATUS 06/04/2012 9210784 CURRENT EUR 150,000,000.00 493.67 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.