EFTA01456381.pdf

Deal Information !Spreads Reference: FEDERATIVE REPUBLIC OF BRAZIL Curve date: 13-Jan-2015 Counterparty: SOUTHERN FINANCIAL LLC Benchmark: USD Business days: LCIN,NYC Business days adj: Following Buy/Sell: Sell Use flat curve Notional: USD 10mm Date Spread (bps) Effective date: 14-Jan-2015 20-Sep-2015 205.00 Maturity date: 20-Mar-2020 Day count: A/360 20-Mar-2016 205.00 Payment treq: Quarterly 20-Mar•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-2022 205.00 20-Mar-2025 205.00 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: Q Accrued: -6,389.00 Days: 23 Day count: A/360 Market Val: 491,941 IR DV01: -129.8125752157 Recovery rate: 0.4 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115549 CONFIDENTIAL SDNY_GM_00261733 EFTA01456381