EFTA01457402.pdf

711/7172 n :CI WIC-77:7110,Tritir.:71: 137: :-.7 1.77 IT 18May 2015 4-k 11--: . . Pays 2 Of 3 Mike' Deutsche Flank AG SOUTHERN FINANCIAL, LLC 13WS- 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 13,13,1.2015 14.Jan.2015 20-Mar-X20 SELL 10 000 000 00 USD 10 020 003 00 '.13.:) I CCCC 221 FINANCIAL, LLC DERIVAT WE- DEFSWAP Subtotal. Equity • 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) LN618753 SOUTI-ERN 1,4_6187538u CALL '_. ..tic ,..):5 :4.166.33.!l43:: USD (4.166,0(E1 I CO00 c:5. 1: Ft4ANCIAL LLC NY.618176 SOUTHERN CALL 27-Jan -2016 389682000 ..I.SD 100 WO 38 9662 I. IC -.., i 4.297 4N 65I 52 FINANCIAL. LLC Subtotal: 311.) 436 8? FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAnit 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4i8622243/ SOUTHERN FriiricOnt 12Aug.2014 12-Aug-2015 14-Aug-2015 75,000,COD 00 USD (462103.003 al) CNN SHORT ELRCPEAN PUT 6.1600 f29 340 .SC) 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ ___ _ _ _ __cc.. Equity -Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN - Vi:-,.z ', CI., (s.2". '"i ,. I. Si i 51 6600 1 458 413 17 FINANCIAL, LLC Subtotal: 1.458413 17 Statement ID: 182298_20150515_20150516_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 r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116933 CONFIDENTIAL SDNY_GM_00263117 EFTA01457402