Trade details:
Deal Information Spreads
Reference: FEDERATIVE REPUBLIC OF BRAZIL Curve date: 134Jan42015
CounterDank . SOUTHERN FINANCIAL LLC Benchmark: USD
Business days: L0N,NYC
Business days act Following Buy(Sell: Sell Use Hat curve
Notional: USD 10min Date Spread 'bps)
Effective date: 14-Jan-2015 20-Sep-2015 205.00
Maturity date. 20-Mar-2020 Day count: A1360 20-Mar-2016 205.00
Payment freq: Quarterly 2044er-2017 205.00
Pay accrued: True 20-Mar-2010 205.00
Curve recovery: True 20-Mar-2019 205.00
Recovery rate: 0.25 20-Mar-2020 205.00
Deal rate: 100 20-Mar-2022 205.00
20-Mar-2025 205.00
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 Frequency:
Accrued: -6.389.00 Days: 23 Day count: A/360
Market Val: 491,941 IR DV01: -129.8125752157 Recovery rate: 0.4
Thank you,
Vahe
Vahe Stepanian
Assistant Vice President i Key Client Partners
Deutsche Bank Securities Inc.
Tel.
Mobi
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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.
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CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0045885
CONFIDENTIAL SDNY_GM_00192069
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