EFTA01366768.pdf

Amendment #4 Page 339 of 868 shit a Foment% 6. Derivative Instruments A v.:renal), of or interest rate and currency swap inEruments outstanding as of March 31 2015 is as foams, Notional amount In local currency Type of instrument (in millions) Notional currency Interest rate Variable rate Termination date fleetest rate swap 01 • Economic Hedge 89.7 Malaysian Ringga 43% KLIBOR March 31, 2028 Interest rate swap 0241 35.7 Malaysian Ringed 44% KLIBOR March 31, 2028 Interest rate swap #3 - Economic Hedge 173.0 Thai Bate 65% MLR 2 0% Decent ter 31, 2023 fleetest rate swap #4. Cosh Flow Hedge Sixth African JBAR SAFEX 1,856.0 Rand tag% • 44% Septerrter 30, 2031 arrericy swap Cash Fbw Hedge South African JIBAR SAFEX UBOR + 1,856.0 Rand +44% 22% September 30. 2031 01 CIi RaviMedea and EcOnaVie Hedge at dale* 31.2015 and 044441bt 31. 2014. reeeettlely. Dewatree irefluments which are not descreted as hedging instruments. consist d - Assets (liabilities or equity) fair value As of 'Aaron 31, As of December 31, In thousands Balance sheet classification 2015 2014 Interest rate swaps A•crued expenses and °met current retain es S 213 < 486 For the three-months ended March 31 In thousands Statement of operations classifkation 2016 2014 Interestrate swaps Interest °Morrie) $ 594 $ 705 As ot March 31, 2015, we are petty to three interest rale swap instrumeres trot are accounted for as economic hedges 1 rese instruments are used to hedge floatrig rate debt and are rot accounted for as cash flow hedges. Linder the interest rate swap agreements we pay the Lxed rate and the finance' nallubcin counterpart*, to the agreements pay us a floating interest rate above The amount recorded in the combined balance sheet as provided in tre table above, represents Me estimated fair value d the net amount that we would settle on March 31. 2015 and December 31, 2014 it me agreements were tians(erred to otter third pines or canceled by us Because these rtereet rate and currency swaps are deemed eodromc hedges and not accounted for as hedging instruments tne COORget in fair value are recognized in interest expense wehn me omitted statements of operations As at March 31. 2015, we are party ban interest rate swap and Iwo currency swaps accounted for using hedge accounting These instrumems are used to hedge the merest rate of variable rate debt denominated in U S dollars. The amount recorded in the combined balance sheet represents the estimated fair value of the net amount that we world settle on March 31 2015 I the agreements were tram/erred to other third plebes o canceled ty us We recorded a gain of $273 and a loss of $64 Sot the three mortte ended March 31, 2015 and 2014, respective*. for the effects* portion of these cash flow hedges. These were recorded to accumulated other comprehensive income aces) There was no mate al ineffectiveness recorded for the three moms ended March 31, 2015 and 2014. respectively. F-19 http://cfdocs.btogo.com:27638/cf/drv7/pub/edgar/2015/07/20/0001193125-15-256461/d78... 7/20/2015 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0058296 CONFIDENTIAL SDNY_GM_00204480 EFTA01366768