EFTA Document EFTA01456383

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