EFTA01457343.pdf

47757 :7Ie-71777s •_ 05 May 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-N5.2015 14-Jan-2015 20-Mar-21)20 SELL 10 000 000 00 USD 10030 COD 00 '.1S:) I CCCC 235 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. OeuttY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USO) LN618753 SOUTI-ERN 1,1_518753RJ CALL ll .'_:,c /l):: :4.166.vb103::. USD (4.166,OLGi I C000 ai 372 44) FttANCIAL LLC NY.618176 SOUTHERN CALL 27.Janii2016 3896.620 CO ...I.SD 100 OCO 38 9662 3788&' i2 -.1'; 5 099 509872 23 FINANCIAL. LLC Subtotal 4 l' 999 1".9 FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Ane 2 2 Long/ Short Option Style Put/ Call Strike Pit* MTM(USD) 418822243/ SOUTHERN F,ErcOut 12Aug.2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD f4621RO.0O3 DI) CNN SHORT ELRCPEAN PUT 6.1600 f42 979 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ ___ _ _ _ ___. 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) 612676 SOUTHERN TWTR N 51) et,:/. '"I ,. LSE:: 51 6600 1 378 670 32 FINAICIAL, LLC Subtotal: 1.378670.32 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-0116855 CONFIDENTIAL SDNY_GM_00263039 EFTA01457343