EFTA00654166.pdf

From: Daniel Sabba To: jeevacation@gmail.com Subject: [C] Date: Tue, 13 Jan 2015 18:02:13 +0000 Inline-Images: unnamed Classification: Confidential GRAB 911 Actions CDS CNTRPARTY 31)Loacl Deal Ina Notional REF Entity Debt Type REF Obligation Trade Date 1st Accr Start 1st Coupon Pen Coupon Maturity Ell Use Curve Recovery Rate Recovery Rate 03/20/15 12/20/19 01/13/15 12/22/14 03/20/20 Cash Settled On Cash Calculated On Price Principal Accrued (23 Days) Cash Amount *This application is based on the ISDA Std Model v1, developed and supported in collaboration with Markit Group Ltd. Australia 61 2 9777 8600 Brazil 5511 2395 9000 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 c^^0 Japan 81 3 3201 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2015 Bloomberg Finance SN 839901 H329-48-3 13-Jan-15 13:01:23 EST GMT-5:00 9D Products M CCP I 34 - El True 0.25 Contract 2014 Restructuring RED Pair Code Trd Sprd (bp) Backstop Date Coupon (bp) Day Cnt ACT/360 9h View fC F. --cher / Series Dealt Refres erx Market Curve Date 01/13/15 n Swap Curve 260 Mid 5)View USD ISDA Standard Curve Credit Default—Swap Valuation 115CCBAC2 CDS Curve Ask 6) View BRAZIL USD Senior Curve (CDSD) 210.0000 11/14/14 Recovery Rate 100.000 Freq Q Pay AI True Date Gen I Business Days 5) Bus Day Adj 1 Amrt N 0.25 ISDA. Standard Upfront Model (I)• L. 01/16/15 Valuation 01/16/15 94.78816854 Spread DV01 5,211,832 IR DV01 -63,889 Rec Risk (1%) 5,147,943 Def Exposure 01/13/15 45,61278 -1,356.76 -4,906.28 69,78%169 erml 1- 1:140120 View , Pts Upf I 5.211831 Spread , Prob 0.1367 210.0000 Term Structure • • 414 r( WOW -100 ISO *100 7T Inn Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mo Email This communication may contain confidentlai and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA00654166