EFTA01456640.pdf

rrl" e 'an roup on 06 Fib 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 R . 182298 __. . - '14 Feb 15 .. - -44IIIIIIIIIIIIIIIIIIIIIIIIWAISS, Deutsche Bank AG SOUTHERN FINANCIAL, LLC ered*- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jen-2015 14-Jan-2015 ?Phi-X..20 SELL 10003 000 00 USD 10030 COD DO ir,:.1 I CCCC 275 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal 6€P@/ • 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) U4618753 SOUTFERN LN_618753BU CALL 18-Dec 2015 :4 166.10... 743) USD (.4.1fil,CGC) 1 C000 FitANCLAL LLC NY-618176 SOUTFERN TWTR N CALL 27-Jan-2016 389662000 USD 100.030 389662 41 2600 47 1C€9 F 642 FINANCIAL GROUP INC Subtotal ry? L// !0 El-Options Settlement Not Ccy Not. Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOOTHE RN 12-Aug-2014 12-Aug-2016 7:-. :CC XC CC --7 CO9000 00) CM-I SI-CRT ELF:PE-At. 'acIT R 'f:j:.! 834462396 FINANCIAL. LLC Subtotal WAY - SMP HYbIld db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTRN 01-Feb-2016 (3.878x00) USD 38.9662 (225 CC Y) FINANCIAL GROUP INC Subtotal: Statement ID : 182298_20150205_20150206_3 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-0 115900 CONFIDENTIAL SDNY_GM_00262084 EFTA01456640