EFTA01457257.pdf

7.1!:71 tarnYr.:7 :721 37,77_717 .7 22 Apr 2015 Page 2 Of 3 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 11,1an-2015 14-Jan-2015 ?CI-Mar-X.)20 SELL 10 000 000 00 USD 10030 ODD DO Cirii:i I CCCC 221 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal „.. EaldtY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN-618753 SOUTI-ERN Lfl_618753Bii CALL 5 "io: :5'5 ;4.166.00,.. 7.0:: USD 0.166M 1 0000 FNANCIAL LLC NY-618176 SOUTHERN CALL 27..Jan..2016 3896.62000 ..i.SD 100000 38 9662 51 3203 V/ li '. ' 146(C! i /4'1- ..ST.. .2.' FINANCIAL. LLC Subtotal • 3, , -12' 12 FX- Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Anit 2 2 Long/ Short Option Style Put/ Call Strike Pace MTM(USD) 418622243/ SOUTHERN FrEdicOut 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462.000.000 00) C144 SHORT ELRCPEAN PUT 6.1600 (36 ei0 64) 834462396 FINANCIAL LLC Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N 01-Feb-2016 (5.001000 00i l51'. 5.3 (....c.0 FINANCIAL, LLC Subtotal Statement ID: 182298_20150421.20150422_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 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116725 CONFIDENTIAL SDNY_GM_00262909 EFTA01457257