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EFTA01424858

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Subject: RE: [I] From: Vahe Stepanian <a> Date: Tue, 17 Nov 2015 17:43:01 -0500 To: Paul Morris Cc: Stewart Oldfield Daniel Sabba Ariane Dwyer Classification: For internal use only Paul — as discussed, please find a list of relevant ideas for Southern Financial on the back of the client's ask below. The CB&S desk analyst looking at CoCos will be sending us a few specific issues in the morning, which we will send along to you once available. In addition to Petrobras, I've attached a piece with top AWM Fixed Income ideas — pgs. 33-44 are specific to top HY ideas. We can highlight the most relevant ideas — planning on speaking to the desk tomorrow. Give us a call if you have questions. Thank you, Vahe 1) Buy Petrobras '17s. Rationale: Since May 2015, Petrobras 10yr spreads have widened by —400bps and in September S&P downgraded Petrobras to BB In October, domestic fuel prices increased and Petrobras announced significant capex and opex cuts for 2015 and 2016. These can be seen as positive signs for the company's future, but may not mitigate its large long term funding gap: Petrobras will need to roll $60bn and $104bn of debt maturities in the next four and nine years respectively and sovereign support is not guaranteed DB's Brazil credit analyst believes that the company can meet its short term debt maturities through 2017 without resorting to direct support EFTA01424858

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