EFTA01457455.pdf

rntr • e an raup 25 May 2015 SOUTHERN FINANCIAL, LLC Page 2 of 3 Request 182298 As of 22 May 15 Deutsche Bank AO SOUTHERN FINANCIAL, LLC Crud*. DtaaNtap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 USD 10000000 00 (S:) I CrUX. il6; FINANCIAL. LLC DERNAT WE- DEFSWAP Subtotal. Equity • Option db Ticket Counterparty Ref. Entity PuV Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) SOUTTERN LN_6187538u CALL 18-Dec-2015 (4168.V:01 USD r1 !!%.0{a 10000 FINANCIAL LLC SOUTFERN TWTRN CALL 27-Jan-2016 3896,62000 lisp 100000 389662 382.0% 74 FINANCAL.LLC Subbtal: 302.687 30 Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN F)EurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000.000 CO USD (4621.01.000 a,3) Chk4 SHORT EURCPEAN PUT 6.1600 c33 801 RNANCIAL, tiC Subtotal Equity -Swap Hybrid db Ticket Counterpart' Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD) SOUTHERN TWTRN 01-Feb-2016 (5. *(v): COO (Ci USD 51 6600 1 509 48569 FINMCIAL LLC Subtotal: 1,509.48589 Statement ID: 182298_20150522_20150526_1 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the oover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117012 CONFIDENTIAL SDNY_GM_00263196 EFTA01457455