EFTA01457673.pdf

:71-Irtarrmyri:Tr7itcrof..-37:_717,- 17 Jm 2015 Page 2 Of 3 ika""SWASS Deutsche Bank AG SOUTHERN FINANCIAL, LLC erode - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14..bn.2015 ahlar.X.)20 SELL 10 000 000 00 USD 10030 COD 00 IJSLI I CCCC 213 FINANCIAL, LLC DERNATIVE- DEFSWAP Subtotal &AIRY • 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) SOUTFERN Ltl_618753Bu CALL II .2,c 23 :41.166.00_I 00:: USD (4.166W 1(X00 (6464421) FINANCIAL LLC SOUTI-ERN CALL 27..Jan..2016 3896.62000 _SD 100000 38 9662 34820' 3.106 316594 49 FINANCIAL. LLC Subtotal C:',..:115 FX- Options Settlement Not.Ccy Not.Ccy Illi 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) SOUTHERN F i.ErtOot 12.Aug.2014 12-Aug.2015 14-Aug-2015 75,000,00000 USD (462.rA-O.0O3 03) CAN SHORT ELRCPEAN PUT 6.1600 026%86) FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __. Equity -Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not.Amt 2 Not.Ccy2 Stoke Price MTM(USD) SOUTHERN TWTRN 1,1) 44,7.". 6 13.641.0X 00i 091'. 36 4100 160 511 42 FINANCIAL, LLC Subtotal 160 511 42 Statement I I 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-0117311 CONFIDENTIAL SDNY_GM_00263495 EFTA01457673