EFTA Document EFTA01377519

Trade details: Deal Information Reference: FEDERATIVE REPUBLIC OF BRAZIL Countorparty: SOUTHERN FINANCIAL LLC Business days: L0N,NYC Business days adj: Following Buy/Sell: Sell Notional: USD 10min Effective date; 14-Jan-2015 Maturity date: 20-Mar-2020 Day count: A1360 Payment Iraq: Quarterly Pay accrued: True Curve recovery: True Recovery rate: 0.25 Deal rate: 100 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 Accrued: -6.389.00 Days: 23 Market Val: 491,941 IR DV01: -129.8125752157 Spreads Curve date: 13Jan-2015 Benchmark. USD Use Hat curve Date Spread Mee) 70-Sep-2015 20-Mar.2015 205.00 205.00 204hrr.2017 205.00 241.1w-2010 205.00 2041ar-2019 205.00 20-Mar-2020 205.00 20-Mar-2022 205.00 20-Mar-2025 205.00 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. 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