EFTA01456904.pdf

..givt. 7 07.7: Te-717174 •_ 03 War 2015 Page 2 Of 3 Mike , Deutsche Sank AG SOUTHERN FINANCIAL, LLC erode- 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...bri.2015 20.hlar.27)20 SELL 10 000 000 00 USD 10020003 00 illi-ir I CCCC 240 (629,31804) FINANCIAL, LLC DERIVAT WE- DEFSWAP Subtotal ifiZi 312. 4 EquitY• 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) 114-618753 SOUTI-ERN 114_6187538u CALL 3 .•_i,c /0:S :4.166.03l 02i USD (.4166,0(E) 1 COOO (51=M) FtlANCIALLLC NY-618176 SOUTHERN CALL 27,lan.2016 389662000 is 100 030 38 9662 48 1500 44 742 12914 1 291 39061 FINANCIAL. LLC Subtotal: • •/.4l. I 0 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 Price MTM(USD) 418822243/ SOUTHERN 7 rErcOut 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,00003000 USD (462.0(ti.C(i:i al) ON SHORT ELRCPFAN PUT 6.1600 :.340,1-: 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ ___ _ _ _ ____. Equity -Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N CI 3 (-4.2. 0'i ,. CSI'. 480800 (912.191 701 FINAlCIAL, LLC Subtotal ic!2 1?1 :e Statement ID 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-0116241 CONFIDENTIAL SDNY_GM_00262425 EFTA01456904