EFTA01456857.pdf

7071 :77 7t 7n -Th 25 Feb 2015 Page 2 Of 3 NMI 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 14-..bn-2015 20-Mar-X20 SELL 10 000 000 00 USD 10000 003 DO iSI) I CCCC 235 FINANCIAL, LLC DERNAT NE- 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 111_6187538u CALL ll .iLe ;L:8 :4.166.::0:. l'ia:: USD (4.166,OLGi 1C000 (22,284 3C1 FNANCIAL LLC NY-618176 SOUTHERN CALL 27•Jan..2016 3896.62000 ..ISD 100000 389662 486500 45 4182 13.477 1347.77221 FINANCIAL. LLC Subtotal: 1.325 43/ 82 FX- Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4188222434 SOUTHERN Fi.lireOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,030 00 USD f482.FAXLCO:t 03) CNN SHORT ELRCPEAN PUT 6.1600 5.12 I ' ) 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ ___ _ _ _ ____. 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 sci i-,ii ,ti. - tA -:t ... Cr,' (1,.2/. ', ,. i,11: 38 (:•G82 1 l',N.c.; AI . .c. Subtotal Statement ID : 20150224 20150225 2 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 116181 CONFIDENTIAL SDNY_GM_00262365 EFTA01456857