EFTA01368385.pdf

4.1 With respect to a cleared swap: (a) DB hereby notitea Client that Client has the right to receive the daily mark for such cleared swap from the relevant derivatives clearing organization; and (b) Client agrees that Client will obtain any daily mark in respect of any such Cleared swap from either the futures commission merchant through which Client clean such swap or from the derivatives clearing organization on which such swap is cleared. 4.2 With respect to an uncleared swap: (a) Client agrees that, with respect to each uncleared swap betweentlient and DB, DB ',bill provide Client a daily mark, provided that such daily mark will only be provided on New York business days and will be calculated by DB as of the close of h ±sinett nn the prior New York btisiness day; (b) Client egrets that, in respect of the daily mark for an uncleared swap: (i) such daily mask may not necessarily be set at the price at which 03 would agree to replace or terminate the uncleared swap; (ii) unless otherwise agreed in writing by DB and Client, margin calls in respect of the uncleared swap may be based on considerations other than such daily mark; and (iii) such daily mark may not necessarily be the value of the uncleared swap that is marked in DB's books; (c) Client agrees that DB can deliver any daily mark for an uncleared swap pursuant to this Section 4.2 at the email address provided in the Swap Addendum Annex or by posting it on a website as provided in Section 9.3; and (d) Client agrees that, notwithstanding anything in this Section 4.2 to the contrary, DB shall be under no obligation to disclose any confidential or proprietary information about any model used in preparing the daily mark for an uncleared swap. 5. SCENARIO ANALYSIS. 5.1 DB hereby notifies Client that, for all swaps that are not "available for trading" on a designated contract market or a swap execution Willy, Client may request and consult on the design of a scenario analysis to allow Client to assess its potential exposure in connection with such swap. 5.2 Client agrees that, in order to request a scenario analysis pursuant to Section 5.1, Client must submit a written request to DB a reasonable amount of time prior to execution of the swap and Client further agrees that the act of entering into a swap without having made such a written request to DB shall constitute a waiver of Client's right to receive a scenario analysis in rasped of such swap. 53 Client agrees that (A) unless Client has explicitly asked DB in the written request described in Section 5.2 to consult with Client in the design of a requested scenario analysis, no such consultation is required, and (B) if Client has asked to be consulted, the act of entry into a swap &Scribed in a scenario analysis produced after such a consultation shall constitute en acknowledgement by Client that Client is satisfied with the results of that consultation. PART B —PAGE 6 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0060109 CONFIDENTIAL SDNY_GM_00206293 EFTA01368385