EFTA Document EFTA01388222

From: Martin Zema Sent: 6/6/2018 12:16:37 PM To: 'Paul Barrett CC: Xavier Avila Liam Osullivan Stewart Oldfield Subject: SOUTHERN FINANCIAL LLC - please sign an return Attachments: NG348669M.pdf; 2006 ISDA Definitions.pdf; NG310526M.pdf Paul, ; Davide-A Sferrazza Further to our discussion on the attached confirmations, I was advised to direct you to Article 6 Floating Amounts on page 14 (pdf page 26) in the attached 2006 ISDA definitions which are referenced on page 1 of the confirmations. To paraphrase, Floating Amount = Calculation Amount Floating rate Day count Calculation Amount is the Notional Amount (defined page 8 / pdf page 20) Hence, Payoff will be $45mm * Max (0, (l0ySwap-2ySwap -0.10%)) 1/1 If you agree, would you please have the two attached confirmations signed and returned? Let me know if you'd like to discuss further. Thanks Martin Martin Zeman Director I Key Client Partners Deutsche Bar* Wealth Management DB Securities Inc 345 -0004 New York. NY. USA Tel. Mobi Emai 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. Trades and transactions are subject to relevant internal approvals of DB& or its affiliates prior to execution, and the execution of any transaction or idea discussed herein is conditional on your becoming a client of Deutsche Bank. Key Client Partners (KCP) products, investment ideas and solutions and related matters ctiscussed herein are provided for discussion purposes only. and strictly on a non- advisory basis. The KCP Americas desk does not provide investment advice. The information set forth herein is confidential and personal to you and is being presented for your information and for discussion purposes only. Any reproduction and/or redistribution thereof (in whole or in part) or disclosure of its content without our written consent is strictly forbidden. This communication does not create any legally binding obligation on the part of COSI or any of its affiliates. From: Martin Zeman Sent: Tuesday, June 05, 2018 5:30 PM To: 'Richard Kahn' 'Paul Barrett Cc: Liam Osullivan Davide-A Sferrazza Xavier Avila CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0091668 CONFIDENTIAL SDNY_GM_00237852 EFTA01388222