Case File
efta-01456383DOJ Data Set 10OtherEFTA01456383
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01456383
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
EFTA DisclosureText extracted via OCR from the original document. May contain errors from the scanning process.
Deal Information
Reference;
FEDERATIVE REPUBLIC OF BRAZIL
Counterparty:
SOUTHERN FINANCIAL LLC
Business days:
L0N,NYC
Business days adi:
Following
Buy/Sell:
Sell
Notional:
USD I 0mm
Effective date;
14Jan•2015
Maturity date:
20•Mar•2020
Day count:
Ai360
Payment frog:
Quarterly
Pay accrued.
True
Curve recovery:
True
Recovery rate:
0.25
Deal rate:
100
Calculator
Valuation date:
Cash settled on:
Price:
Principal:
Accrued:
Market Val:
134an-2015
16Jan•2015
95.01670000
49833000
.6,339.00
491,941
Repl sprd:
205
Sprd DV01:
-4,576.8268824283
Days:
23
IR DV01:
-1292125752157
Spreads
Curve date:
13Jan•2015
Benchmark:
USD
D Use flat curve
Date
24343ep-2015
Spend i bps)
205.00
2Gaar.201 It
20500
20-Mar2017
20,5.00
2Glear-2011
205.00
20•Mar.2019
205.00
20•Mar.2020
205.00
20-Mar.2022
20540
20-klar.2025
208.00
Frequency:
CI
Day count
A/360
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
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