CDXEM22 87.70/85 -.05 Sprd:395(+2) FV:87.80 (.02 cheap) CDXEM 21/22 roll 14.38/14.48 This has been prepared solely for informational purposes. It is not an offer, recommendation or solicitation to b uy or sell, nor is it an official confirmation of terms. It is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete or that any returns indicated will be achieved. Changes to assumptions may have a material impact on any returns detailed. Past pe rformance is not indicative of future returns. Price and availability are subject to change without notice. Additio nal information is available upon request. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 122886 CONFIDENTIAL SDNY_GM_00269070 EFTA01461069