EFTA Document EFTA01427355

Subject: Brazil CDS Update [C] From: Ariane Dwyer <fl Date: Tue, 29 Sep 2015 08:27:45 -0400 To: jeffrey E. <[email protected]> Cc: Daniel Sabba Ariane Dwyer Paul Morris < Stewart Oldfield Richard Kahn Classification: Confidential Jeffrey - please find below the current Brazil 5y CDS chart (i.e. on the run), which is reached its five year historical high yesterday. Per today's valuation statement (attached; as of 9/28), your MTM is + $1.629mm. Best, Ari fcid:image004.jpg@OlD0F