EFTA01387022.pdf

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% (Quarterly, Act/360) First Short Coupon Swap Start to 29 Jun 18 Client Recs Fixed USD Notional • [ 9.30% I (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 31-Dec-17 29-Jun-18 100.00% 137.61% 1,376,104 0 7.82% 53,806 29-Jun-18 31-Dec-18 100.00% 137.61% 1,376,104 0 7.82% 53,806 31-Dec-18 28-Jun-19 100.00% 137.61% 1,376,104 0 7.82% 53,806 28-Jun-19 31-Dec-19 100.00% 137.61% 1,376,104 0 7.82% 53,806 31-Dec-19 30-Jun-20 100.00% 137.61% 1,376,104 0 7.82% 53,806 30-Jun-20 31-Dec-20 100.00% 137.61% 1,376,104 0 7.82% 53,806 31-Dec-20 30-Jun-21 100.00% 137.61% 1,376,104 0 7.82% 53,806 30-Jun-21 31-Dec-21 100.00% 137.61% 1,376,104 0 7.82% 53,806 31-Dec-21 30-Jun-22 100.00% 137.61% 1,376,104 0 7.82% 53,806 30-Jun-22 30-Dec-22 100.00% 137.61% 1,376,104 0 7.82% 53,806 30-Dec-22 30-Jun-23 100.00% 137.61% 1,376,104 0 7.82% 53,806 30-Jun-23 29-Dec-23 100.00% 137.61% 1,376,104 0 7.82% 53,806 29-Dec-23 28-Jun-24 100.00% 137.61% 1,376,104 -68,805 7.82% 53,806 28-Jun-24 31-Dec-24 95.00% 130.73% 1,307,299 -68,805 7.82% 51,115 31-Dec-24 30-Jun-25 90.00% 123.85% 1,238,493 -68,805 7.82% 48,425 30-Jun-25 31-Dec-25 85.00% 116.97% 1,169,688 -68,805 7.82% 45,735 31-Dec-25 30-Jun-26 80.00% 110.09% 1,100,883 -68,805 7.82% 43,045 30-Jun-26 31-Dec-26 75.00% 103.21% 1,032,078 -68,805 7.82% 40,354 31-Dec-26 30-Jun-27 70.00% 96.33% 963,273 -68,805 7.82% 37,664 30-Jun-27 31-Dec-27 65.00% 89.45% 894,467 -68,805 7.82% 34,974 31-Dec-27 30-Jun-28 60.00% 82.57% 825,662 -68,805 7.82% 32,283 30-Jun-28 29-Dec-28 55.00% 75.69% 756,857 -68,805 7.82% 29,593 29-Dec-28 29-Jun-29 50.00% 68.81% 688,052 -68,805 7.82% 26,903 29-Jun-29 31-Dec-29 45.00% 61.92% 619,247 -68,805 7.82% 24,213 31-Dec-29 28-Jun-30 40.00% 55.04% 550,441 -68,805 7.82% 21,522 28-Jun-30 31-Dec-30 35.00% 48.16% 481,636 -68,805 7.82% 18,832 31-Dec-30 30-Jun-31 30.00% 41.28% 412,831 -68,805 7.82% 16,142 30-Jun-31 31-Dec-31 25.00% 34.40% 344,026 -68,805 7.82% 13,451 31-Dec-31 30-Jun-32 20.00% 27.52% 275,221 -68,805 7.82% 10,761 30-Jun-32 31-Dec-32 15.00% 20.64% 206,415 -68,805 7.82% 8,071 31-Dec-32 30-Jun-33 10.00% 13.76% 137,610 -68,805 7.82% 5,381 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0089039 CONFIDENTIAL SDNY_GM_00235223 EFTA01387022