EFTA01377519.pdf

Trade details: Deal Information Spreads Reference: FEDERATIVE REPUBLIC OF BRAZIL Curve date: 13Jan-2015 Countorparty: SOUTHERN FINANCIAL LLC Benchmark. USD Business days: L0N,NYC Business days adj: Following Buy/Sell: Sell Use Hat curve Notional: USD 10min Date Spread Mee) Effective date; 14-Jan-2015 70-Sep-2015 205.00 Maturity date: 20-Mar-2020 Day count: A1360 20-Mar.2015 205.00 Payment Iraq: Quarterly 204hrr.2017 205.00 Pay accrued: True 241.1w-2010 205.00 Curve recovery: True 2041ar-2019 205.00 Recovery rate: 0.25 20-Mar-2020 205.00 Deal rate: 100 20-Mar-2022 205.00 20-Mar-2025 205.00 Calculator Valuation date: 13,1an-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: -129.8125752157 Recovery rate: 0.4 Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. 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 statements issued by Deutsche Bank shall govern. Deutsche Bank is not responsible for any discrepancy between the informal execution report and the official trade confirrnation(s) or account statements. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0074466 CONFIDENTIAL SDNY_GM_00220650 EFTA01377519