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 Strike Index Closing Level (unwind date; 4/2/15) Index Closing Level (reset date; 3/31/15) Discount Factor Bid/offer Cost Final Payment $ 10,000,000 255.8709 242.8579 243.5748 0.9994011 $ 124,704.68 $ 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) CONFIDENTIAL SDNY_GM_00262741 DB-SDNY-0 116557 EFTA01457143