BANK NAME ISIN NORMINAL CURRENCY AMOUNT

BNP PARIBAS XS010201373EUR 20,000,000

BNP PARIBAS XS136670743EUR 50,000,000
UBS AG XS109309818USD 50,000,000
ROYAL BANK OF SCOTLA XS017459562EUR 30,000,000
ROYAL BANK OF SCOTLA DE000AA2064EUR 10,000,000
DEUSTCHE BANK AG XS080988133USD 10,000,000
JPMORGAN CHASE & CO. XS141364693EUR 25,000,000
JPMORGAN CHASE & CO. XS133096086EUR 25,000,000
JPMORGAN CHASE & CO. XS141365266EUR 25,000,000
JPMORGAN CHASE & CO. XS096657153EUR 50,000,000
JPMORGAN CHASE & CO. XS119084849EUR 25,000,000
JPMORGAN CHASE & CO. XS097659699USD 30,000,000
JPMORGAN CHASE & CO. XS096408757USD 20,000,000
BARCLAYS BANK PLC DE000BC2EBLEUR 10,000,000
BARCLAYS BANK PLC XS044427222EUR 50,000,000
BARCLAYS BANK PLC XS062810637USD 20,000,000
BARCLAYS BANK PLC XS134906324USD 50,000,000
BANK OF AMERICA XS113034734EUR 40,000,000
BANK OF AMERICA XS030831691EUR 25,000,000
BANK OF AMERICA XS029242682EUR 10,000,000
BANK OF AMERICA XS145941687USD 50,000,000
BANK OF AMERICA XS128523057USD 50,000,000
COMMERZBANK AG XS125354769USD 20,000,000
ING BANK N.V XS106942684EUR 50,000,000
ING BANK N.V XS138635272USD 20,000,000
BARCLAYS BANK PLC XS044152932EUR 30,000,000
BARCLAYS BANK PLC XS051570499USD 30,000,000
BARCLAYS BANK PLC XS060289344USD 50,000,000
BARCLAYS BANK PLC XS062810637USD 20,000,000
BAYERISCHE LANDESBANXS012624506EUR 50,000,000
INSTRUMENT TYPEPRICE

SBLC 9.00%
BG 8.30%
SBLC 9.80%
BG 8.90%
BG 7.90%
BG 12.00%
SBLC 10.50%
BG 10.90%
BG 10.00%
SBLC 10.00%
SBLC 10.10%
SBLC 10.50%
BG 8.00%
BG 10.50%
BG 12.00%
SBLC 10.23%
BG 10.99%
BG 7.62%
SBLC 9.21%
BG 7.75%
SBLC 12.90%
BG 12.00%
BG 10.00%
BG 12.00%
BG 8.20%
SBLC 11.00%
BG 11.97%
SBLC 9.12%
BG 10.00%
BG 10.00%