Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentBE6274127701BE6274128717BE6274135787BE6274137809BE6274138815DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKINGCORPORATION2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARISIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%11/12/2014 11/03/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.545 %11/12/2014 11/03/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.54 %15/12/2014 16/03/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.55 %17/12/2014 17/02/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.525 %17/12/2014 17/03/2015 EUR Float ACT/360 zcp ST N 0.03 %BE6274156023DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS19/11/2014 19/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.18 %BE6274157039TB TESSENDERLOCHEMIE2384. TESSENDERLOCHEMIE NV0200. BNPPARIBAS FORTIS19/11/2014 19/05/2015 USD Float ACT/360 zcp ST N 0.6757 %BE6274158045TB ACKERMANS VANHAAREN NV2164. ACKERMANS & VANHAAREN S.A.0200. BNPPARIBAS FORTIS20/11/2014 20/05/2015 EUR Float ACT/360 zcp ST N 0.351 %BE6274159050TB FINANCIEREAGACHE2162. FINANCIEREAGACHE0200. BNPPARIBAS FORTIS20/11/2014 20/02/2015 EUR Float ACT/360 zcp ST N 0.331 %BE6274161072DB BANK VAN BREDA0645. BANK J. VAN BREDA& C°, GCV0401. KBC BANK 20/11/2014 20/05/2015 EUR Float ACT/360 zcp ST N 0.391 %Page 114 of 196