EFTA01388210.pdf

Paul, we have done some more homework with research and trading, let's discuss the below. Thanks Floating ('lean Bond Last Next Fixed Bond ISIN CCY Size(bio) Maturity Type Ba,is (Q, Price Con pun Coupon Coupon (Semi,30/360) Act/360) ARGENT 5% 1I-Jan- Semi, 11-Jan- 11-Jul- US040114HQ69 USD 4.20 Bullet 95.62% 5.87% 6.48% 3.68% 01/11/28 28 30/360 18 18 Corp ARGENT 5 'A 15-Jan- Ann 15-Jan- 15-Jan- X51715303779 EUR 1.00 Ballot 100.45% 5.25% 7.90% 5.00% 01/15/28 28 Act/Act 18 19 Corp ARGENT 7.82 Semi. 31-Dec- 29-Jun- X50205545840 EUR 2.20 3I-Dcc- 3 Amortizing 114.25% 7.82% 9.30% 6.30% 12/31/33 30/360 17 18 Corp « OLE Object: Picture (Device Independent Bitmap)» Cross Currency Prices 1) EUR ARGENT 2028 Notional Exchange Initial and Final EUR Notional [ ]mio USD Notional EUR Notional * 1.2340 Swap Start T+2bd Swap End 15 Jan 2028 Client Pays EUR Notional • 5.25% (Ann, Act/Act) First Full Coupon 15 Jan 18 to 15 Jan 19 Client Recs Floating USD Notional " [ 3m Libor + 5.00% ] (Quarterly, Act/360) First Short Coupon Swap Start to 15 Apr 18 Client Recs Fixed USD Notional * [ 7.90%J (Semi, 30/360) First Short Coupon Swap Start to 15 Jul 18 2) EUR ARGENT 2033 Notional Exchange Intermediate and Final EUR Notional [ ) mio, subject to the amortization USD Notional EUR Notional • 1.2340 Swap Start T+2bd Swap End 31Dec 2033 Client Pays EUR Notional • 7.82% (Semi, 30/360) First Full Coupon 31 Dec 17 to 29 Jun 18 Client Receives EUR Notional • 14.50% Upfront (Difference between Dirty Price and Par) Client Recs Floating USD Notional * [ 3m Libor + 6.30% I (Quarterly, Act/360) First Short Coupon Swap Start to 29 Jun 18 Client Recs Fixed USD Notional • [ 9.30% 1 (Semi, 30/360) First Short Coupon Swap Start to 29 Jun 18 Set Date Pay Date EUR Notional % Factor % EUR Notional EUR Amortization Coupon (Semi, 30/360) Coupon EUR CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091649 CONFIDENTIAL SDNY GM_00237833 EFTA01388210