EFTA01365753.pdf

REF 0B BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS Failure to Pay, R, Repudiation/Moratorium ISDA Definition 2014 PRICE 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE DB Receive USD 491,941 STANDARD TRADE Yes HARDWIRING Yes CLEARING HOUSE No Trade details: Deal Information Spreads Reference: FEDERATIVE REPUBLIC OF BRAZIL Curve date: 13,Rin-2015 Counterparty: SOUTHERN FINANCIAL LLC Benchmark: USD Business days: L0N.NYC Business days adj: Following Buy/Sell: Sell D Use flat curve Notional: USD 10mm Date Spread (bps) Effective date: 14-Jan-2015 2D-Sop-2015 205.00 Maturity date. 20-Mar-2020 Day count: A1300 20-Mar-201fi 205.00 Payment freq: Quarterly 2044ar-2017 205.00 Pay accrued: True 20-Mar-2018 205.00 Curve recovery: True 20-Mar-2019 205.00 Recovery rate: 0.25 20-Mar -2020 205.00 Deal rate: 100 20-Mar-21M2 205.00 20-mar2025 209.00 (Calculator Valuation date: 13-Jan-2015 Cash settled on: 16-Jan-2015 Price: 95.01670000 Repl sprd: 205 Principal: 498.330.00 Sprd DV01: -4,576.8268824283 Frequency: Accrued: -6,389.00 Days: 23 Day count A/360 Market Val: 491.941 IR DV01: 4292125752157 Recovery rate: 0.4 Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email All trade execution information contained herein is being provided as an accommodation at your request in advance of your receipt of the official trade confirmation(s). Additional trade detail information available upon request. The terms of the trade(s) may be subject to change prior to settlement, and therefore the official trade confirmation(s) and account CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0056817 CONFIDENTIAL SDNY_GM_00203001 EFTA01365753