ty Price and Par) Client Recs Floating USD Notional • [ 3m Libor + 6.30% (Quarterly, Act/360) First Short Coupon Swap Start to 29 Jun 18 Client Recs Fixed USD Notional • [ 9.30% I (Semi, 30/360) First Short Coupon Swap Start to 29 Jun 18 Set Date Pay Date EUR Notional % Factor % EUR Notional EUR A

tization USD Notional EUR Notional • 1.2340 Swap Start Swap End Client Pays Jun 18 Client Receives Client Recs Floating to 29 Jun 18 Client Recs Fixed 18 T+2bd 31 Dec 2033 EUR Notional • 7.82% 7.82% Last Next Fixed Floating Ba,is (Q, Coupon Coupon (Semi,30/360) Act/360) Semi, 11-Jan- 11-