EFTA01456728.pdf

e an roup 11 Feb 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 • As of 10 Feb 15 Deutsch* Bank A0 SOUTHERN FINANCIAL, LLC Credk - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 11Jan-2015 14-Jan-2015 20-Mar-K20 SELL 10 000 000 00 USD 10 000 COD 00 USD I CCCC i.IF FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal &PRY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) SOUTHERN 1.11_618753BU CALL 18.Dec-2015 :1I 66.1OI I4:1) USD (4.1(il,C(C) 1 C000 (24,311.77) FitANCLAL LLC SOUTI-ERN TWTRN CALL 27...bn-2016 3.896,62000 usD 100.000 389662 46 2600 4,58%3 11860 118597673 FINANCIAL GRaP INC Subtotal: 1 I6l 6;A 26 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) SOLITHER11 12-Aug.2014 12.Aug-2015 7- CCC DX C? ;7000.00000) CM-I SFCRT FLPCPFAI. I.I.I.Ji R 'f:!:.! FINANCIAL. LLC Subtotal Equity -Swap Hybrid db Ticket Countetparty Ref Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not Ccy2 Strike Price MTM(USD) SOUTHERN TWTRI r. 01-Feb-2016 (3 896.620 00) USD 38.9662 (725 ;8439) FIMICIAL GROUP INC 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 cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 116004 CONFIDENTIAL SDNY_GM_00262188 EFTA01456728