EFTA01457031.pdf

..givt. 7 077 :Tr TI8-77T744 ._ 20 Mar 2015 Page 2 Of 3 Mike , Deutsche Sank AG SOUTHERN FINANCIAL, LLC erode- 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) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mar-K20 SELL 10 000 000 00 USD 10030 COD DO '.1S:) I CCCC TX0'3 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. ERtIltY • Dalton db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) L84618753 SOUTFERN 1)1_5187538u CALL ll .'_:,c /l): i',. :4.166.::0_!l'ia:: USD (4.166,OLGi 1 0000 (62.04784) FINIANCLAL LLC NY.61817.6 SOUTFERN CALL 27,lan-2016 389662000 391) 100000 389662 479303 IliCici- 12.453 1.24525195 FINANCIAL. LLC Subtotal: 1 '83 21C4 11 FX- Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243f SOUTHERN ri.EricOut 12Aug.2014 12-Aug.2015 14-Aug-2015 75,000,00000 USD (462.0MCO:i 03) CM4 SHORT ELRCPEAN PUT 6.1600 '.72 440 39) 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __cc.. Equity -Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612576 SOUTHERN TWTR N il.1)(1.,.2. '" ,. LS[: .*; .(.:0 FINANCIAL, LLC Subtotal I 0, Statement ID 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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116408 CONFIDENTIAL SDNY_GM_00262592 EFTA01457031