Cadenza Document

X/N Status: 2 (security only allowed in X)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6272984913TB VOLKSWAGENGROUP SERVICES2386. VOLKSWAGENGROUP SERVICES NV/SA0200. BNPPARIBAS FORTIS14/11/2014 17/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.06 %BE6274805694TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.17/12/2014 17/06/2015 EUR Float ACT/360 zcp ST Tier N 6.5%0.06929%BE6275375572TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.12/01/2015 12/03/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.06 %BE6275376588TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.12/01/2015 12/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.03 %BE6275381638TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.12/01/2015 13/04/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.08 %BE6275407896TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.13/01/2015 13/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.02 %BE6275434197TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.15/01/2015 15/04/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.05 %BE6275436218TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.15/01/2015 16/03/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.04 %BE6275446316TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.15/01/2015 17/02/2015 USD Float ACT/360 zcp ST Tier N na 0.22 %BE6275504890TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.16/01/2015 16/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.02 %BE6275533212TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.19/01/2015 30/03/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.03 %BE6275535233TB ENI FINANCE INT2166. ENI FINANCEINTERNATIONAL S.A.0968. BANQUEENI S.A.19/01/2015 19/03/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.03 %Page 195 of 196