EFTA Document EFTA01366768

Amendment #4 Page 339 of 868 shit a Foment% 6. Derivative Instruments A v.:renal), of or interest rate and currency swap inEruments outstanding as of March 31 2015 is as foams, Type of instrument fleetest rate swap 01 • Economic Hedge Interest rate swap 0241 Interest rate swap #3 - Economic Hedge fleetest rate swap #4. Cosh Flow Hedge arrericy swap Cash Fbw Hedge Notional amount In local currency (in millions) Notional currency Interest rate Variable rate Termination date 89.7 Malaysian Ringga 43% KLIBOR March 31, 2028 35.7 Malaysian Ringed 44% KLIBOR March 31, 2028 173.0 Thai Bate 65% MLR 2 0% Decent ter 31, 2023 Sixth African JBAR SAFEX 1,856.0 Rand tag% • 44% Septerrter 30, 2031 South African JIBAR SAFEX UBOR + 1,856.0 Rand +44% 22% September 30. 2031 01 CIi RaviMedea and EcOnaVie Hedge at dale* 31.2015 and 044441bt 31. 2014. reeeettlely. Dewatree irefluments which are not descreted as hedging instruments. consist d - In thousands Balance sheet classification A•crued expenses and °met current retain es Assets (liabilities or equity) fair value As S of 'Aaron 31, 2015 As of December 31, 2014 < 486 Interest rate swaps 213 In thousands Statement of operations classifkation For the three-months ended March 31 2016 2014 Interestrate swaps Interest °Morrie) $ 594 $ 705 As ot March 31, 2015, we are petty to three interest rale swap instrumeres trot are accounted for as economic hedges 1 rese instruments are used to hedge floatrig rate debt and are rot accounted for as cash flow hedges. Linder the interest rate swap agreements we pay the Lxed rate and the finance' nallubcin counterpart*, to the agreements pay us a floating interest rate above The amount recorded in the combined balance sheet as provided in tre table above, represents Me estimated fair value d the net amount that we would settle on March 31. 2015 and December 31, 2014 it me agreements were tians(erred to otter third pines or canceled by us Because these rtereet rate and currency swaps are deemed eodromc hedges and not accounted for as hedging instruments tne COORget in fair value are recognized in interest expense wehn me omitted statements of operations As at March 31. 2015, we are party ban interest rate swap and Iwo currency swaps accounted for using hedge accounting These instrumems are used to hedge the merest rate of variable rate debt denominated in U S dollars. The amount recorded in the combined balance sheet represents the estimated fair value of the net amount that we world settle on March 31 2015 I the agreements were tram/erred to other third plebes o canceled ty us We recorded a gain of $273 and a loss of $64 Sot the three mortte ended March 31, 2015 and 2014, respective*. for the effects* portion of these cash flow hedges. These were recorded to accumulated other comprehensive income aces) There was no mate al ineffectiveness recorded for the three moms ended March 31, 2015 and 2014. respectively. F-19 http://cfdocs.btogo.com:27638/cf/drv7/pub/edgar/2015/07/20/0001193125-15-256461/d78... 7/20/2015 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0058296 CONFIDENTIAL SDNY_GM_00204480 EFTA01366768