EFTA01456797.pdf

Tirdr7 n :Ca 71,7711,, ,rirrlin.717 17 . IT 20Fr:4,2015 Pays 2 Of 3 Mike' Deutsche Rank AG SOUTHERN FINANCIAL, LLC 0WS- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14.Jan.2015 20.Mar.2320 SELL ICI OCO 000 00 USD 10 020 003 00 '.133i I CCCC 234 (611,267 13) FINANCIAL, LLC DERIVAT WE- DEFSWAP Subtotal Oaf*/ • 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) 1.14.618753 SOUTFERN 1)1_6197538u CALL r i' r,c /3 ',. :4.166.::0_! 7•0:: USD (4.166,0(.() I CO00 (23.24372) FtIANCLAL LLC NY618176 SCUD-ERN CALL 27.Jan-2016 389662000 ...ISD 100000 389662 48 7003 461967 13.646 1.36461558 FINANCIAL. LLC Subtotal! 1.34' 3! 85 FX- 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 Striae Price MTM(USD) 418822243i SOUTHERN F..Er.cOpt 12.Aug.2014 12-Aug.2015 14-Aug-2015 75,000.CCO 00 USD (4621A-O.0O3 al) ON SHORT ELRCKAN PUT 6.1600 (11 83int 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ____. Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) 612676 SOUTHERN TWTR N 01-Feb-2016 3..ieet; tr;C; COI USD 388662 t9n, Tel' 0-≥E . FINANCIAL, LLC Subtotal ichtz 2g: t'- Statement ID: 182298.20150219_20150220_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-0 116094 CONFIDENTIAL SDNY_GM_00262278 EFTA01456797