EFTA01457759.pdf

01 Jul 2015 Pace 2 Of 3 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.Jan.2015 20.1itar.XJ2D SELL 10 002 000 00 USD 10020003 00 •JS:.i I CCCC 215 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. EqlatY • 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 LLI_618753Bu CALL 11 :_:,c /3:: ;4.168J.C6 742:: USD (4.166,06(1 1 COW (51.546 Ecc Et4ANCIAL LLC IW1-618176 SOUTHERN CALL 27.Jan-2016 389662000 CSC 100000 38 9662 359.23841 FINANCIAL. LLC Subtotal 297.691 52 FX- Options Settlement Not.Ccy Not.Ccy DealGroupID 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) 41882224.3f SOUTHERN ri.p.cOpt 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,000 00 USD f462.W0.000 DI) CM-I SHORT ELRCPEAN PUT 6.1600 (11 32098) 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __. Equity -Swap Hybrid .... .... .... .... ... .... .... .... ... .... .... ... .... .... .... ... .... .... .... ... .... .... .... ... .... . ________ db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N CI) eri.2/. 6 13.421:600501 USE: 34 2100 2183391 FINAICIAL, LLC Subtotal 21 833 91 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-0117431 CONFIDENTIAL SDNY_GM_00263615 EFTA01457759