EFTA01457143.pdf

Classification: Confidential Good Morning Rich — calculation is as follows: Final Payment = Notional / Strike * [ Index closing level on Unwind Date — Index closing level on Last Reset Date I * Discount Factor — Bid/Offer Cost If this number is negative, then SOFL will pay the absolute value of this number. With that said, the inputs (summarized from e-mails below) are as follows: Notional $ 10,000,000 Strike 255.8709 Index Closing Level (unwind date; 4/2/15) 242.8579 Index Closing Level (reset date; 3/31/15) 243.5748 Discount Factor 0.9994011 Bid/offer Cost $ 124,704.68 Final Payment $ 152,705.94 Bloomberg screenshot* below shows index closing levels and I've re-attached the executed confirm for your convenience. Thank you, Vahe CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 116557 CONFIDENTIAL SDNY_GM_00262741 EFTA01457143