EFTA01456647.pdf

Il e an coup on 09 Feb 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 . A As of 06 Feb 15 "'teaite Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0SA - 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.Jas.2015 14...km.2015 20.Mar.K20 SELL 10 000 000 00 LGD 10030 C00 DO '.11l..) I CCCC 22 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal gilt*/ -DRINA db Ticket Counterparty Ref. Entry Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) U4618753 SOUTFERN 111_618753BU CALL 18.Dec-2015 :4 106.10.! 7CJ) USD (4.1fil,CGC) 1 C000 (24884 85) FitANCLAL LLC W-618176 SOUTFERN TWTRN CALL 27,ian.2016 3.896,62000 asp 100.000 389662 48 0100 46 1056 13226 1.3;2.61281 FINANCIAL GROUP INC Subtotal: 1.297.727 95 El-Options Settlement Not Ccy Not. Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHER/1 12.Aug.2014 12.Aug-2015 7 -{CC XC Cf. 17009.00000) CM-1 SICR7 ELPYFAI. '.1-.I.Ji R vc:. 834462395 FINANCIAL. LLC Subtotal &PAY -SWAP FlYbIld db Ticket Counterpart' 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 (3 896.620 00) USD 389662 (?)536-i ii; FINANCIAL GROUP iNIC Subtotal: Statement ID : 182298_20150206_20150209_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 CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) DB-SDNY-0 115908 CONFIDENTIAL SDNY_GM_00262092 EFTA01456647