Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentBE6269992093BE6269993109BE6270006230BE6270010273DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKINGCORPORATIONDB SUMITOMO MITSUIBANKING CORP.2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARISIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%26/09/2014 02/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.015 %29/09/2014 30/03/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.66 %13/10/2014 13/02/2015 GBP Fixed n.a. ST N 0.58%16/10/2014 02/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.02 %BE6270012295 TB BEFIMMO 2088. BEFIMMO SA0830. BELFIUSBANK13/08/2014 12/08/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.582 %BE6270016338TB FINANCIEREAGACHE2162. FINANCIEREAGACHE0200. BNPPARIBAS FORTIS13/08/2014 13/05/2015 USD Float ACT/360 zcp ST N 0.7394 %BE6270028457TB LVMH FINANCEBELGIQUE2383. LVMH FINANCEBELGIQUE SA0200. BNPPARIBAS FORTIS14/08/2014 16/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.29 %BE6270043605TB EXTENSA GROUP2015. EXTENSA GROUPN.V.0200. BNPPARIBAS FORTIS14/08/2014 13/08/2015 EUR Float ACT/360 zcp ST N 1.279 %BE6270044611TB ALCOPACOORDINATIONCENTER2118. ALCOPA C.CENTER0830. BELFIUSBANK14/08/2014 13/08/2015 EUR Float ACT/360 zcp ST N 1.129 %BE6270058751TB DEME C.CENTER2158. DEMECOORDINATION CENTERN.V.0200. BNPPARIBAS FORTIS18/08/2014 18/02/2015 EUR Float ACT/360 zcp ST N 0.649 %Page 81 of 196