EFTA01456757.pdf

0 e an scup on 13 Feb 2015 SOUlliERN FINANCIAL, LLC Page 2 Of 3 Request 182298 . A As of 12 Feb 15 - ""INISAillkite 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-Jan-2015 14...bn.2015 20.Mai.X...20 SELL 10 000 000 00 LGD 10020003 00 ir.l..) I CCCC 235 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. E‘lit/ -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) 1.14618753 SOUTFERN 1.11_618753BU CALL 18.Dec-2015 :4 156.10.! 5:1r USD (4.1fil,CGC) 1 C000 (24.40972) FNANCLAL LLC W-618176 SOUTFERN TWTRN CALL 27 bn-2016 3.896,62000 asp 100.000 389662 47 9500 45 7295 13.066 1.306=29 FINANCIAL GROUP INC Subtotal: '.282 223 5:' FX -Options Settlement Not Ccy Not. Ccy Trade 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) 418822243/ SOIJTHERrl 12.Aug.2014 12.Aug-2015 7 7 OCC XC Ct: ;700:LWOW) CM-I Sl-CRT ELF:PEN. 'E . i.ri R .N5.! 8344623% FINANCIAL. LLC Subtotal WAY - SwF* HYbIld 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 (833 865 i2; FINANCIAL GROUP INC Subtotal: Statement ID : 182298_20150212_20150213_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-0116042 CONFIDENTIAL SDNY_GM_00262226 EFTA01456757