Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6275351334DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS08/01/2015 08/06/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.336 %BE6275352340DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS08/01/2015 08/09/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.417 %BE6275353355TB HITACHI CAPITAL(UK)2188. HITACHI CAPITAL(UK) PLC0300. INGBELGIUM S.A.09/01/2015 09/04/2015 EUR Float ACT/360 zcp ST N 0.14 %BE6275354361 TB AQUAFIN 2186. AQUAFIN NV0200. BNPPARIBAS FORTIS09/01/2015 09/10/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.251 %BE6275355376DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS12/01/2015 13/04/2015 USD Float ACT/360 zcp ST Tier N 21.5% 0.23 %BE6275356382DB BELFIUS BANKSHORT TERM CERT. A0830. BELFIUS BANK0830. BELFIUSBANK09/01/2015 09/04/2015 EUR Float ACT/360 ST Tier N 6.5%BE6275357398TB ANHEUSER-BUSCHINBEV2047. ANHEUSER-BUSCHINBEV NV0200. BNPPARIBAS FORTIS12/01/2015 12/05/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.15 %BE6275359410TB GEMEENTEHEUSDEN-ZOLDER2418. GEMEENTEHEUSDEN-ZOLDER0300. INGBELGIUM S.A.12/01/2015 13/04/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.29 %BE6275360426 TB AVEVE 2212. AVEVE N.V.0830. BELFIUSBANK12/01/2015 14/12/2015 EUR Float ACT/360 zcp ST N 0.694 %BE6275361432TB CLINIQ.UNIV.ST-LUCUCL2210. CLINIQUES UNIV.SAINT-LUC (UCL) ASBL0830. BELFIUSBANK12/01/2015 12/02/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.26 %BE6275362448 TB ETEXCO 2375. ETEXCO SA0830. BELFIUSBANK12/01/2015 12/02/2015 EUR Float ACT/360 zcp ST N 0.56 %BE6275364469TB SWCS (GARANTIEREG.WAL.)2250. SOC WAL CREDITSOCIAL (GARANTIEREG.WAL)0830. BELFIUSBANK12/01/2015 12/10/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.391 %Page 152 of 196