EFTA Document EFTA01456381

Deal Information Reference: Counterparty: Business days: Business days adj: Notional: Effective date: Maturity date: Payment treq: Pay accrued: Curve recovery: Recovery rate: Deal rate: Calculator Valuation date: Cash settled on: Price: Principal: Accrued: Market Val: FEDERATIVE REPUBLIC OF BRAZIL SOUTHERN FINANCIAL LLC LCIN,NYC Following Buy/Sell: Sell USD 10mm 14-Jan-2015 20-Mar-2020 Day count: A/360 Quarterly True True 0.25 100 13-Jan-2015 16-Jan-2015 95.01670000 498.330.00 -6,389.00 491,941 Repl sprd: Sprd DV01: Days: IR DV01: !Spreads 205 -4,576.8268824283 23 -129.8125752157 Curve date: 13-Jan-2015 Benchmark: USD Use flat curve Date Spread (bps) 20-Sep-2015 205.00 20-Mar-2016 205.00 20-Mar•2017 205.00 20-Mar-2018 205.00 20-Mar-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 Q CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 115549 SDNY_GM_00261733 EFTA01456381