EFTA02714444.pdf

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I - i E I. -. a I I s k i 1 V / g 4 i I 1 I 1 I 4 EFTA_R1_02140270  Trade dated Reset date Initial prices Reset prices Notional Units 1/13/15 $ 255.87 10,000,000.00 39,082.21 3/31/15 $ 243.57 (9,519,441.25) 39,082.21 3/31/15 $ (480,558.75) LLZOVLZO-Ld-Vid3 EFTA02714445  DBCMWSV2 243. 5748 - .0738 3/3: 243. 5748 Hi 243. 5748 Lo 243. 5748 Prey' '243:1486 Ra004 04te 72W !anon :1:MOIN Loim Market IMIZZLEI CUITSTItCy LAM - an Average thew Net dig rrraitiirast Pr' 14181Jne .Omer a:A Pricer me a 04/03/15' F 03/13/15 244.0326 244.0326 F 02/ 20/15.: 0-1/02/15 03/12/15 249.1542 248.1542 .7 02/19/15. 01/ 03/11/15. 247.2000 247.2000 bet 02/18/15! :T . 03/$1/15. 243.5748, 243:5.746:T 03/10/15 244.3136 244.3136,T 02/17/15, inhons . 243.6486 243.6466.01: 03/09/15 248.1189. 248.1189'1.1 ce2/ 16/15 , F 03/27/151 243.9423! 243.9423:F, 03/06/15' 246.5216 246.5216 F 02/13/15 03/26/151 246:3612; 246:361.2:T 03/05/15: 247.1434 247.1434T 02/'12/15 ?S 03/25/15. 251.4470! 251.447O1: 03/04/15i 244.1153 244.1153M1 02/11/15 0324/15. 253.51291 253.5129,T; 03/03/151 241.4693, 241.4693t 02/10/15 (1 63/ / 23/15 251.7034! 251.7034 Ml 03/02/151 239.6651 239.6651'11: 02/49/15 1 0/2o/15 lI 249.4478'F 1 n.!/ 27/1S. 236.4424 236.4424 F • 02O0/it 03/19/15 247.1353: 247.1353 T 02/26/15 237.3560 237.3560- T 02/05/15.1 >41 03/18/15 246.338(1 246.3388 \-/ 02/ 25/ IS 238.9963 238.9963.1, 02/04/15 ;T; 03/17/15 244.5117; 2.44, 5317 T 02/24/15 230.6746 230.6746.T' 022O/15 03/16/151 244.5564' 244.5564p: .:12/ 23/15 236.8645 236.8645.11: 02/02/ is' Australia 61 2 9777 8600 Brasil 8411 2395 9000 Europe 20 7330 7500 Germany 49 69 9204 1210 Japan 81 3 3201 8900 Singapore 65 6212 1000 u.S 1 212 318 2000 git 2015 101 834224 EDT GHTEM$11012-105 EFTA_R1_02140272 EFTA02714446 Deutsche Bank AG, London Branch 151a Cornmodi In e Swa Our ref: SOUTHERN FINANCIAL LLC Deutsche Bank AG, London Branch 6100 RED HOOK QUARTER '34 Commodity Index Operations ST. THOMAS. US VA Winchester House Great Winchester Street London Direct Line: Deer Sirs, Commodity Sv.rap Transact.' The putpnse of this agreement (this 'Confirmation') is to confirm the terms and conditions of the LLC (Tarty B') on the yaw Date t between Deutsche Bank AG London Branch ('Pony A') and SOUTHERN FINANCIAL (the 'Transaction'). by the International Swaps and Derivativ The definitions and provisions contained in the 2006 IS DA Definitions, as published Inc. (the "Swap Definitions") and In the 2005 USDA Commoditj Definitions, as published by the International Swaps r the Swap Definitions, the "LhifinutionsTh are incorporated into this Confirmation. For ti Association. Inc., and together with in the Definitions. In the event of an doubt. capitalised terms used In this Confirmation shall have the meaning as defined between the Definitions and this Confirmation. this Confirmation will govern. (Onus a pan of and is subject to. th. This Confirmation constitutes a tonfirmstions as refereed to In, and aupplcaacnt•:, 28 October 2013 es amended and eupplcnic^led from time to time (the 'AgreemenC), between yo. Agreement dated as of in the Agreement govern it s Confirmation except as expressly modified below. Bank AO. All provisions contained The terms of the Transection to which this Confirmation relates are as follows: 1. General Terms Trade Date: I) January 2015 Effective Date: 13 January 2015 Termination Dale: 13 January 2016 Notional Amount: 'USD 10,000,000.00 Reference Index: DB WTI Shon Volatility II USD Index Index Sponsor: Deutsche Bank AG. London Reference Page Bloomberg ticker. DBCMWSV2 <Index> Business Days: Any day where banks ore open fbr general business in London end New York Business Day Convention. Modified Following, (which shell apply to ony date refereed to herein that falls on a day the Day) Index Strike: 255.8709 Index Fee: 0% per annum - Y 0.)0001/10,,O br fr. PriA•nbal Rc9ntnv% At Deutsch.' ern AG S 00)180ead 'AC); GAnnon saALA9 Ur. wompooil Linotly aaan ).1swat It10001/JIWPONFIW ci the 10044n &Oa CWW")• "Ted •tj.oloW br PS PA•0•06•IFInyAitima A. L I and rnalWal Cto.0141 A.ehertl let lbw 0)A6,10 0101( 10.0)... 0) Ma ,1 )0000 CAW= COW. 01 /rankly, urn Win, 0Y Se•Ach ROOM/04N NO a ran • ♦i.Mn...w eireany amemet0).A a""sewn Roput4c al Oflielley. /4101"4 000X00,1wlettls manned ann, et VsIndiostor W.M, I Clear watts., avast. lawalentCZN 200 ConAdent0 EFTA_R1_02140273 EFTA02714447  2. Terms of Swap pony A Index FloatIms AmennI( nuary. 20 IS Floating Rate Payer: Party A Party A Floating Rate For each Calculation Period, an amount cowl to the modu Payer Calculation Amount: Value that applies to such Calculation Pet Ind divided bl In Party A Floating Rate For each Calculation Period, two Business Days after each Payer Payment Dare(s) Calculation Period. Pasty A Floating Amount: An amount determined by the Calculation Agent with rasp Party A Floating Rate Payer Calculation Amount end ( Fin party B Index Floadne Arnotssis @db.com Floating Rate Payer: Party B Party B Floating Rate For each Calculation Period, an amount equal to the iwodu Payer Calculation Amount: Value that applies to such Calculation Period divided by In Party B Floating Rate For each Calculation Period, two Business Days after cad Payer Payment Odds): Calculation Period. on catered into ;pacified below Party B Fleeting Amount: An amount determined by the Calculation Agent with reap Party B Floating Rate Payer Calculation Amount and ( 1 + es Association, Bid/Offer Cost: Will be determined by the Calculation Agent on the Ta and Derivatives Dade and will be between 1.00-130% under normal marl rte avoidance or the last Calculation Period, which ends on the Temilnatle y inconsistency zero fbr all other Calculation Periods. In ease of an E Bid/Offer Cost will be zero. ISDA Master Index Currency: USD .1 and Deutsche Initial Index Value: In respect of each Calculation Period, an amount equal to Date flailing at the start of such Calculation Period as del Calculation Period where the Initial Index Value shall be I Final Index Value: In respect of each Calculation Period, an amount equal to Dale Wilt% at the end of such Calculation Period as damn Index Closing Value: On any Business Day, an amount in the Index Currenet Index, as published on such day by the Index Sponsor on Calculation Period: Each potion Boni and including a Periodic Index Firth Periodic Index Fixing Otte, cx:ept that (a) the initial C Efibetive Date and (b) the final Calculation Period will en Initial Margin: USD 500.000 to be paid by Party B to Party A on 15 lents Periodic Index Fixing The last Business Day of each calendar quanth during ilv Dates: Index Fixing Date shell be the '1 et ruination Date, and pn day, then the Periodic Index Fixing Date shall be dceme the Periodic Index Fixing Dates are: c is not a Business I 31IMarch 2015 2 30 June 2015 3 30 September 2015 4 31 December 2015 S 13 Januan2016 Rounding: All determinations of the Calculation Agent shall be roun 4nOtly an Maw,' bp auctnlic libbr AO le rwuische Bee AG IS maillelre wrest ernmen Sealord Lam (compatel.....gnanly BeFin ••• Fielann yeenne Gepandy gabled riveter. by Oa Peet/anis' Rebrelien Arenergy and Mrrear Gcned<1 Anne law Me onelue el UK enema and and WSPII tsi amen inderpesa main dm *mired Refiubbd. 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