EFTA01456383.pdf

Deal Information Spreads Reference; FEDERATIVE REPUBLIC OF BRAZIL Curve date: 13Jan•2015 Counterparty: SOUTHERN FINANCIAL LLC Benchmark: USD Business days: L0N,NYC Business days adi: Following Buy/Sell: Sell D Use flat curve Notional: USD I 0mm Date Spend i bps) Effective date; 14Jan•2015 24343ep-2015 205.00 Maturity date: 20•Mar•2020 Day count: Ai360 2Gaar.201It 20500 Payment frog: Quarterly 20-Mar2017 20,5.00 Pay accrued. True 2Glear-2011 205.00 Curve recovery: True 20•Mar.2019 205.00 Recovery rate: 0.25 20•Mar.2020 205.00 Deal rate: 100 20-Mar.2022 20540 20-klar.2025 208.00 Calculator Valuation date: 134an-2015 Cash settled on: 16Jan•2015 Price: 95.01670000 Repl sprd: 205 Principal: 49833000 Sprd DV01: -4,576.8268824283 Frequency: CI Accrued: .6,339.00 Days: 23 Day count A/360 Market Val: 491,941 IR DV01: -1292125752157 Recovery rate: 0.4 Thank you for the trade. Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 115551 CONFIDENTIAL SDNY_GM_00261735 EFTA01456383