TRUVO SUBSIDIARY CORP Senior Unsecured CDS. Credit Event Auction Summary

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Clifford Daniel
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1 TRUVO SUBSIDIARY CORP Senior Unsecured CDS Credit Event Auction Summary July 15, 2010

2 Reference Data Deliverable Obligations RED 6 : 8HHC9L RED 9 : 8HHC9LAA Please refer to appendix IV Index Constituents of Please refer to appendix V TRUVO SUBSIDIARY CORP CDS Final Price Auction 15Jul10 Trade Information Warehouse (DTCC) Gross Notional : $11,406,624,879 Contracts : 2,060 Net Notional : $506,25,58 as of: 07/16/2010 Auction Details Default 07/01/2010 Inside Market Quotation Amount 2 MM EDD 07/01/2010 Bid- Spread 1% Auction 07/15/2010 Participating Bidders 14 Cash Settlement 07/22/2010 Cap Amount 0.5% Event Bankruptcy Accrual Calculation Method Normal Relevant Currency EUR Auction Currency Rate EUR/EUR = ** EUR/USD = ** ** The Truvo Subsidiary Corp Obligations are denominated in USD and EUR Inside Market Midpoint Net Open Interest Initial Bidding Results MM to Sell 5 4 Cap Amount:.5 Inside Market Submissions Price Dealer pays adjustment amoun IMM: Dealer pays adjustment amount Dealer Submission Number Bid IMM Cap Adjustment Amount: 10,000 UBS AG 5,000 Sum of Buy Physical Requests Sum of Sell Physical Requests 7.0 M M 4 Filled at Final Price of Final Bidding Results Final Price : Limit Orders Dealer Submission Number Filled Partially Filled Not Filled 1 of 4

3 CDS Upfronts TRUVO SUBSIDIARY CORP (TRUVO-SubCo) SNRFOR-MM-EUR-5Y 95% 9% 91% 89% 87% 85% EDD - 90 Days EDD - 60 Days EDD - 0 Days EDD - 10 Days EDD - 9 Days EDD - 8 Days EDD - 7 Days EDD - 6 Days EDD - 5 Days EDD - 4 Days EDD - Days EDD - 2 Days EDD - 1 Day * EDD stands for Event Determination 15% 1% 11% 9% 7% 5% % Auction day - 90 Days Auction day - 60 Days Auction day - 0 Days Auction day -10 Days Auction day - 9 Days Auction day - 8 Days Auction day - 7 Days Auction day - 6 Days Auction day - 5 Days Auction day - 4 Days Auction day - Days Auction day - 2 Days Auction day - 1 Day TRUVO-SubCo Dec14 TRUVO-SubCo () Dec14 Appendix 2 of 4

4 APPENDIX I Initial Bidding Results Inside Market Submissions Dealers UBS AG Bid Final Bidding Results Dealers UBS AG Limit Orders Dealer UBS AG** ** ** ** ** ** l** ** ** ** ** ** ** ** * Limit Orders that were filled. ** Limit Orders that were derived from inside markets ^ Limit Orders that were partially filled APPENDIX II Type Size O O O O O 18.5 O O 1.0 B.0 B 1.0 B.0 Size.5* 170.0^ 50.0^ 8.0^ 5.0^ 2.0^ 2.0^ of 4

5 APPENDIX III CDS Upfronts CDS Upfront EDD-90 Day 2/25/ % EDD-60 Day 4/8/ % EDD-0 Day 5/20/ % EDD-10 Day 6/17/ % EDD-9 Day 6/18/ % EDD-8 Day 6/21/ % EDD-7 Day 6/22/ % EDD-6 Day 6/2/ % EDD-5 Day 6/24/ % EDD-4 Day 6/25/ % EDD- day 6/28/ % EDD-2 Day 6/29/ % EDD-1 Day 6/0/ % CDS Recovery Rate Auction day Days Auction day - 90 Days Auction day - 60 Days Auction day - 0 Days Auction day -10 Days Auction day - 9 Days Auction day - 8 Days Auction day - 7 Days Auction day - 6 Days Auction day - 5 Days Auction day - 4 Days Auction day - Days Auction day - 2 Days Auction day - 1 Day Rec. Rate 1/28/ % /11/ % 4/22/ % 6// % 7/1/2010.1% 7/2/2010.0% 7/5/ % 7/6/ % 7/7/ % 7/8/ % 7/9/ % 7/12/ % 7/1/2010.8% 7/14/2010.8% * Loans are private and prices are not available APPENDIX IV Bond Details ISIN No. Description Denomination/minimum transfer amount XS EUR 95,000, % Senior Notes due 1 December 2014 issued by Truvo EUR 50,000 XS EUR 95,000, % Senior Notes due 1 December 2014 issued by Truvo EUR 50,000 US92926TAA25 200,000, % Senior Notes due 1 December 2014 issued by Truvo Subsidiary USD 75,000 USU94285AA8 200,000, % Senior Notes due 1 December 2014 issued by Truvo Subsidiary USD 75,000 Prices XS XS Auction day - 90 Days 0/11/ % 8.00% Auction day - 60 Days 04/22/10 9.0% 9.47% Auction day - 0 Days 06/0/10 8.0% 6.60% Auction day -10 Days 07/01/ % 5.19% Auction day - 9 Days 07/02/ % 4.25% Auction day - 8 Days 07/05/ % 4.05% Auction day - 7 Days 07/06/ %.90% Auction day - 6 Days 07/07/ %.90% Auction day - 5 Days 07/08/ %.90% Auction day - 4 Days 07/09/ %.80% Auction day - Days 07/12/10 7.7%.99% Auction day - 2 Days 07/1/ %.99% Auction day - 1 Day 07/14/ % 4.16% APPENDIX V Indices Affected Old Index Name Old RED Code New Index Name New RED Code itraxx Europe Crossover Series Version 2I667KBE7 itraxx Europe Crossover Series Version 4 2I667KBO5 itraxx Europe Crossover Series 4 Version 2I667KBF4 itraxx Europe Crossover Series 4 Version 4 2I667KBP2 itraxx Europe Crossover Series 5 Version 2I667KBG2 itraxx Europe Crossover Series 5 Version 4 2I667KBQ0 itraxx Europe Crossover Series 6 Version 2I667KBH0 itraxx Europe Crossover Series 6 Version 4 2I667KBR8 itraxx Europe Crossover Series 7 Version 4 2I667KBI8 itraxx Europe Crossover Series 7 Version 5 2I667KBS6 itraxx Europe Crossover Series 8 Version 5 2I667KBJ6 itraxx Europe Crossover Series 8 Version 6 2I667KBT4 itraxx Europe Crossover Series 9 Version 5 2I667KBK itraxx Europe Crossover Series 9 Version 6 2I667KBU1 itraxx Europe Crossover Series 10 Version 4 2I667KBL1 itraxx Europe Crossover Series 10 Version 5 2I667KBV9 4 of 4

Hellas II CDS Credit Event Auction Summary

Hellas II CDS Credit Event Auction Summary December 15, 2009 Reference Data Hellas Telecommunications (Luxembourg) II SUBLT2 CDS Final Price 1.375 Auction Date 15Dec09 Credit Event Auction Summary - Hellas