EFTA Document EFTA01358343

Trade details: Deal Information Spreads Reference: FEDERATIVE REPUBLIC OF BRAZIL CounterDank. SOUTHERN FINANCIAL LLC Business days: L0N,NYC Business days act Following Buy(Sell: Sell Notional: USD 10min Effective date: 14-Jan-2015 Maturity date. 20-Mar-2020 Day count: A1360 Payment freq: Quarterly Pay accrued: True Curve recovery: True Recovery rate: 0.25 Deal rate: 100 Calculator Valuation date: 13-Jan-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 Curve date: 134Jan42015 Benchmark: USD Use Hat curve Date 20-Sep-2015 20-Mar-2016 2044er-2017 20-Mar-2010 20-Mar-2019 20-Mar-2020 20-Mar-2022 20-Mar-2025 Spread 'bps) 205.00 205.00 205.00 205.00 205.00 205.00 205.00 205.00 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. Tel. Mobi 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 confirmation(s) or account statements. This communication may contain confidential and/or privileged information. If you are not the intended CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0045885 CONFIDENTIAL SDNY_GM_00192069 EFTA01358343