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 07/11/2011 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 126,300,512.43 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE DE0001135291 BUNDESREPUBLIK DEUT 3.50000 04/01/16 SOVGN EUR 33,263,535.09 1.10910000 1.13863424 1.0100 EUR 37,500,000.00 DE000A1EWQQ4 FMS WERTMANAGEMENT VAR 00/04/12 OTHR EUR 8,000,000.00 1.00000000 1.00049266 1.0800 EUR 7,411,056.74 DE000A1E8SG1 FMS WERTMANAGEMENT VAR 15/02/12 OTHR EUR 8,000,000.00 1.00000000 1.00315208 1.0800 EUR 7,430,756.15 FR0000472326 GAZ DE FRANCE 4.75000 19/02/13 OTHR EUR 1,000,000.00 1.04250000 1.07659589 1.0800 EUR 996,848.05 FR0000488793 CSSE CENT CR IMMOB 5.87500 25/04/12 OTHR EUR 1,051,000.00 1.01535000 1.04697226 1.0800 EUR 1,018,859.12 FR0010915512 CREDIT MUTUEL ARKEA VAR 02/07/12 OTHR EUR 2,050,000.00 0.99990000 1.00224700 1.0800 EUR 1,902,413.29 FR0010945006 BPCE 2.87500 22/09/15 OTHR EUR 2,000,000.00 0.98165000 0.98534193 1.0800 EUR 1,824,707.28 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 50,000,000.00 0.78297040 0.78595656 1.0500 EUR 37,426,502.86 XS0255300633 BANQUE FEDERATIVE D 4.37500 31/05/16 OTHR EUR 1,000,000.00 1.03330000 1.05254521 1.0800 EUR 974,578.90 XS0286705321 FRANCE TELECOM 4.75000 21/02/17 OTHR EUR 3,000,000.00 1.10655000 1.14038561 1.0900 EUR 3,138,675.99 XS0299989813 SLOVAK REPUBLIC 4.37500 15/05/17 OTHR EUR 1,658,000.00 1.04515000 1.06630778 1.0500 EUR 1,683,750.76 XS0434882014 AXA SA 4.50000 23/01/15 OTHR EUR 1,600,000.00 1.04670000 1.08233013 1.0800 EUR 1,603,452.04 XS0479528753 BBVA SENIOR FINANCE VAR 00/01/13 OTHR EUR 1,100,000.00 0.97310000 0.97393500 1.0800 EUR 991,970.83 XS0493818834 CREDIT AGRICOLE S.A VAR 00/03/13 OTHR EUR 2,150,000.00 0.98455000 0.98757733 1.0800 EUR 1,966,010.43 XS0531257193 SANTANDER INTERNATI 3.50000 12/08/14 OTHR EUR 1,050,000.00 0.97215000 0.98056530 1.0800 EUR 953,327.38 XS0540506077 BBVA SENIOR FINANCE 2.75000 10/09/12 OTHR EUR 2,800,000.00 0.99430000 0.99873306 1.0800 EUR 2,589,307.93 XS0586466798 IBERDROLA FINANZAS 3.87500 10/02/14 OTHR EUR 7,800,000.00 1.00740000 1.03609193 1.0800 EUR 7,482,886.16 XS0611215103 SANTANDER INTERNATI 4.25000 07/04/14 OTHR EUR 7,000,000.00 0.99300000 1.01796584 1.0800 EUR 6,597,926.74 XS0624668801 SANTANDER INTERNATI 4.50000 18/05/15 OTHR EUR 3,000,000.00 0.98930000 1.01069344 1.0800 EUR 2,807,481.78

 

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 07/11/2011 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 126,300,512.43 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 126,300,512.43 FORECAST MARGIN VALUE : EUR 126,300,512.43 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 07/11/2011 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 126,300,512.43
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.