EFTA01457601.pdf

777 n :7? 7.(e-777110,Tri77 7124:2i:-.7 1.77' 03 Jun 2O15 . :IC.. . Pays 2 Of 3 Mike' Deutsche Sank AG SOUTHERN FINANCIAL, LLC 13(WS- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C797O754M SOUTHERN CREDIT BRASOV 13-Jan-2O15 14-.1an-2O15 2O-Mar-2222 SELL 1O OO2 OOO OO USD 1O O2O OO3 OO ir,:) I CCCC 221 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. Eq4dtY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTI-ERN 111_6187538u CALL ' .•_:,c .3._ :4.166.,:O_! 7.O:: USD (4.166,O(X1 1 COOO FINANCIAL LLC NY-618176 SOUTHERN CALL 27-Jan-2O16 389682000 _ISO 100000 38 9662 364O0:1 4.:(.;11 3 712 371 192 49 FINANCIAL. LLC Subtotal: 282.1O99O EX -Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Pub Call Strike Price MTM(USD) 418822243/ SOUTHERN FitircOut 12-Aug-2O14 12-Aug-2O15 14-Aug-2015 75,000,03000 USD 1462.OOO,OO3al) CNN SHORT ELRCPEAN PUT 6.1600 329&138) 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ___. Equity -Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) 612676 SOUTHERN TWTR N O1-Feb-2O16 (3.641.O6O OO1 LSE:: 36 41OO I 188 93 FINANCIAL, LLC Subtotal 1 188 93 Statement ID: 182298_20150602_20150603_1 The valuation information set forth In this statement Is provided subject to the terms and conditions set forth in the notes on the cover sheet r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117219 CONFIDENTIAL SDNY_GM_00263403 EFTA01457601