EFTA Document EFTA01365753

REF 0B CREDIT EVENTS ISDA Definition PRICE UPFRONT FEE STANDARD TRADE HARDWIRING CLEARING HOUSE Trade details: BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 Failure to Pay, R, Repudiation/Moratorium 2014 205 bps per annum (COUPON: 100 bps per annum) DB Receive USD 491,941 Yes Yes No Deal Information Reference: Counterparty: Business days: Business days adj: Notional: Effective date: Maturity date. Payment freq: Pay accrued: Curve recovery: Recovery rate: Deal rate: (Calculator FEDERATIVE REPUBLIC OF BRAZIL SOUTHERN FINANCIAL LLC L0N.NYC Following USD 10mm 14-Jan-2015 20-Mar-2020 Quarterly True True 0.25 100 Valuation date: 13-Jan-2015 Cash settled on: 16-Jan-2015 Price: 95.01670000 Principal: 498.330.00 Accrued: -6,389.00 Market Val: 491.941 Buy/Sell: Sell Day count: A1300 Repl sprd: Sprd DV01: Days: IR DV01: 205 -4,576.8268824283 23 4292125752157 Spreads Curve date: Benchmark: 13,Rin-2015 USD D Use flat curve Date Spread (bps) 2D-Sop-2015 205.00 20-Mar-201fi 205.00 2044ar-2017 205.00 20-Mar-2018 205.00 205.00 205.00 205.00 20-Mar -2020 20-Mar-2019 20-Mar-21M2 20-mar2025 209.00 Frequency: Day count A/360 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