EFTA01367063.pdf

Amendment #4 Page 634 of 868 41.coe mit The fair value of interest rate swaps at the end of the reportrg period is determined by oiscounang the future cash flows use6 the curies at the end of the reporting period and tre credit risk nnerent in the contract As at December 31. 2014 and 2013, derNasve transactors centered of me following Fair value at Balance Sheet Notional December 31. December 31. Figures In ZAR classification amount 2014 2013 DorWative not designated as a hedge honest rate swap Current seethes—Denver...etc 1 721 081 (18 763/ Interest rate swap 1*n-current assets— Denvatores 2 756 453 8 943 adamant of operations Fat saki* movements end comprehensive Noitionst December 31, Decenter 31, Figures in MR '000 Income classification amount 2014 2013 Derivative not designated a a hedge merest rate swap Loss on derwatmes 1 721 081 (27 7061 — Interest rate swap Gain on derivate.' 2 758 453 — 9882 The notonal amount represents the exposure at the report fig date when varies based on changes in the bon profile. The Operating Entities interest rate swaps have the tcoomrg marines Nunn in ZAR•000 'lotion. minima Maturity date Derivative not designated es a hedge As at DOCOTtreI 31. 2013 Interest rate swap 650 006 January 30. 2014 Interest rate swap 375 904 Aprt 25, 2014 forest rate swap 809 672 March 28, 2024 Jewett rate swap 920 871 March 28. 2024 As at December 31.2014 Interest rate swap 804 814 March 28, 2024 Interest rate swap 916 267 March 28, 2024 Under the interest rate swap agreement the Operatirg Entoes pay a feed rate and the counterperty to the ageernert pays the Operating Entities a (beteg interest rate The amount recorded in the balance sheet represents the estimated fat value or the net amount that the Operatwg Entities would receNe or pay in order to mat We agreement as at Decemeer 31, 2014 and 2013, respectrvery rf the agreements were transferred to other Mid parties or canceled by the Operating Erttes F414 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-0058591 CONFIDENTIAL SDNY_GM_00204775 EFTA01367063