EFTA01456506.pdf

erm" • es an raup 28 Jan 2015 SOUTHERN FINANCIAL, LLC Pace 2 Of 2 Request 182298 As of 27 Jan 15 Deutsche BelitA0 SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754M SOUTHERN CREDIT BRASOV 11Jan-2015 14-Jan-2015 20-Mar-2)20 SELL 10 000 000 00 USD 10 000 003 00 .1S:t I CCCC 233 FINANCIAL LLC OERNAT NE- DEFSWAP Subtotal F% -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) 4188222437 SCOTHERN FiBurcOol 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.CCO COO W USD t t.. ttc,OCCV.: !IC)} Clki SHORT ECROREAN 0 *(itci 834462395 FINANCIAL LLC Subtotal Commodities - Index Derivatives Settlement Not Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Long/ Short Option Style Rue Call Ref. Entity Not Amt 1 1 Strike Pnce MTM(USD) 454197&G SOUTHERN CammoditySnaolth 13.Jan-2015 13,lai-2015 16:en.2316 SHORT ,:;L SS • • : : C D ( ;:, .: USD 2558739 270 38627 926017511 FINANCIAL, LLC Subtotal. Total: (294,751.10; Statement ID: 182298_20150127_20150128_1 The valuation Information set forth in this statement Is provided subject to the terms and conditions set forth in the rotes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115719 CONFIDENTIAL SDNY_GM_00261903 EFTA01456506