""Repudiation/Moratorium ISDA Definition""

EFTA01477485Set 10

2016-03-016p851w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 SPREAD : 462 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Pays ... BRAZIL 12.25% OF 03/30 ISIN: U5105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01477485.pdf

EFTA01138459Set 9

2016-01-154p978w

BRAZIL 12.25% OF 03/30 ISIN: U5105756AL40 CREDIT EVENTS Failure to Pay, R, Repudiation/Moratorium ISDA Definition 2014 SPREAD 462 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE DB Pays ... BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 EFTA01138460 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT

https://www.justice.gov/epstein/files/DataSet%209/EFTA01138459.pdf

EFTA00654057Set 9

2015-01-132p382w

BRAZIL 12.251 OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum' UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%209/EFTA00654057.pdf

EFTA01184141Set 9

2015-09-012p318w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) Note that 5y Brazil

https://www.justice.gov/epstein/files/DataSet%209/EFTA01184141.pdf

EFTA01154153Set 9

2015-01-233p505w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%209/EFTA01154153.pdf

EFTA01138440Set 9

2016-01-153p799w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%209/EFTA01138440.pdf

EFTA01138373Set 9

2016-01-143p537w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%209/EFTA01138373.pdf

EFTA00699505Set 9

2015-02-012p338w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%209/EFTA00699505.pdf

EFTA01205640Set 9

2015-08-114p1,344w

BRAZIL 12.251 OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) Note that Sy Brazil

https://www.justice.gov/epstein/files/DataSet%209/EFTA01205640.pdf

EFTA00848944Set 9

2015-08-113p1,041w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) Note that Sy Brazil

https://www.justice.gov/epstein/files/DataSet%209/EFTA00848944.pdf

EFTA01138376Set 9

2016-01-143p639w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 ::REDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium iSDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%209/EFTA01138376.pdf

EFTA00848947Set 9

2015-08-114p1,304w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) Note that 5y Brazil

https://www.justice.gov/epstein/files/DataSet%209/EFTA00848947.pdf

EFTA01368602Set 10

1p248w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01368602.pdf

EFTA01456553Set 10

2015-01-131p278w

BRAZIL 12.25';!. OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456553.pdf

EFTA01432531Set 10

2015-01-131p238w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01432531.pdf

EFTA01459820Set 10

1p246w

BRAZIL 12.25% OF 03/30 ISIN: CREDIT EVENTS Failure to Pay, R, Repudiation/Moratorium ISDA Definition 2014 PRICE 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE DB Receive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01459820.pdf

EFTA01456557Set 10

2015-01-311p310w

BRAZIL 12.25% OF 03/30 ISIN: U5105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE : DB Receive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456557.pdf

EFTA01365753Set 10

1p241w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS Failure to Pay, R, Repudiation/Moratorium ISDA Definition 2014 PRICE 205 bps per annum (COUPON: 100 bps per annum) UPFRONT FEE DB Receive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365753.pdf

EFTA01387035Set 10

2015-08-111p220w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) Note that Sy Brazil

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387035.pdf

EFTA01434508Set 10

2015-08-115p1,015w

BRAZIL 12.25% OF 03/30 ISIN: US105756AL40 CREDIT EVENTS : Failure to Pay, R, Repudiation/Moratorium ISDA Definition : 2014 PRICE : 205 bps per annum (COUPON: 100 bps per annum) EFTA01434508 Note that

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434508.pdf