EFTA01434468.pdf

Subject: RE: Argentina Long Dated Bonds EUR XCCY From: Xavier Avila <ffi Date: Fri, 13 Apr 2018 12:57:07 -0400 To: Paul Barrett Cc: Martin Zeman Davide-A Sferrazza Stewart Oldfield Paul, slight mistake below. Thanks From: Xavier Avila Sent: Friday, April 13, 2018 12:39 PM To: 'Paul Barrett' Cc: Martin Zeman ; Davide-A Sferrazza clavicle- ; Stewart Oldfield Subject: RE: Argentina Long Dated Bonds EUR XCCY Paul You bought EUR 1,000,000 ARGENT 5 / 3 01/15/28 Corp (XS1715303779) at Clean 4 Price 100.85%: Dirty Price 102.173288% You enter into a EURUSD Cross Currency Swap Initial Exchange Client Receives EUR 1,021,732.88 Client Pays USD 1,259,336.86 Value Date 17 April 2018 Notional and Final Exchanges EUR Notional EUR 1,000,000.00 USD Notional USD 1,232,550.00 Trade Date 13 April 2018 Start Date 17 April 2018 Maturity Date 15 Jan 2028 Client Pays EUR Notional * 5.25% (Ann, Act/Act) First Full Coupon 15 Jan 18 to 15 Jan 19 Client Recs Fixed USD Notional * 3m Libor + 5.05% (Quarterly, Act/360) First Short Coupon Start Date to 15 Jul 18 EFTA01434468 Xavier Avila Managing Director I Key Clients Partners Wealth Management Americas Deutsche Bank Securities Inc 345 Park Avenue, New York, NY, 10154-0004 Office Mobile Email From: Xavier Avila Sent: Tuesday, April 10, 2018 12:42 PM To: 'Paul Barrett' < Cc: Martin Zeman ; Davide-A Sferrazza clavicle- ; Stewart Oldfield dc > Subject: Argentina Long Dated Bonds EUR XCCY Paul, we have done some more homework with research and trading, let's discuss the below. Thanks Bond ISIN CCY Size(bio) Maturity Type Clean Price Bond Coupon Basis Last Coupon Next Coupon Fixed (Semi,30/360) Floating (Q, Act/360) ARGENT 5 ; 01/11/28 Corp US040114HQ69 USD 4.20 11-Jan-28 Bullet 95.62% 5.87% Semi, 30/360 11-Jan-18 11-Jul-18 6.48% 3.68% ARGENT 5 la 01/15/28 Corp XS1715303779 EUR 1.00 15-Jan-28 Bullet 100.45% 5.25% Ann, Act/Act 15-Jan-18 15-Jan-19 7.90% 5.00% ARGENT 7.82 12/31/33 Corp XS0205545840 EUR 2.20 31-Dec-33 Amortizing 114.25% 7.82% Semi, 30/360 31-Dec-17 29-Jun-18 9.30% 6.30% « 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% ] (Semi, 30/360) First Short Coupon Swap Start to 15 Jul 18 EFTA01434469 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 31 Dec 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% ] (Quarterly, Act/360) First Short Coupon Swap Start to 29 Jun 18 Client Recs Fixed USD Notional * [ 9.30% ] (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 EFTA01434470 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 30-Jun-33 31-Dec-33 5.00% 6.88% 68,805 -68,805 7.82% 2,690 Xavier Avila Managing Director I Key Clients Partners Wealth Management Americas Deutsche Bank Securities Inc 345 Park Avenue, New York, NY, 10154-0004 Office Mobile Email KCP products and services are intended and available only for persons who are sophisticated institutional investors within the meaning of the FINRA Rule 4512(C)(3), and who are capable of evaluating the strategies, characteristics and investment risks of, and exercising independent judgment in evaluating, the ideas and products discussed herein. 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