EFTA01457082.pdf

31 Mar 2015 Pace 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC erode- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 144an-2015 20-Mar-K20 SELL 10 000 000 00 USD 10030 COD DO tirii:r I CO): 1- 7:i FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. EeeitY • 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) LN618753 SOUTI-ERN U4_6187538[3 CALL ' ii :_:,c /3: ;4.166.001 7.10i USD (4.168,0(E) I C000 FINANCIAL LLC MY-618178 SOUTHERN CALL 27.Jan-2016 3896.62000 .1.SD 100900 38 9662 49 8SOC 11 !•,--2 1 14 008 1.4Co 763 15 FINANCIAL. LLC Subtotal 1.344.405 27 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) 418622243f SOUTHERN rf.ErcOpt 12•Augi2014 12-Aug-2015 14-Aug-2015 75,000.(CO 00 USD (462.003.0O3 DI) ON SHORT ELRCPEAN PUT 6.1600 127 640 51) 834462398 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ ___ _ _ _ __ __ __. Equity -Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 sr.' i -,ii ::r. -v;- :u. 01.Feb-2016 15)731030 001 I. it f...0 C.,!CC i f l'if,'.(; AI . .c. Subtotal 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 oover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116473 CONFIDENTIAL SDNY_GM_00262657 EFTA01457082