EFTA01456442.pdf

I Payc 22 id- 2:15 2 Of 2 . ISIIIIIIIIIIIMIWAIIILS• Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0reda • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Arnt 2 Nol.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13.Jar.2015 144an.2015 20-Mar-2020 SELL 10 000 000 00 LSD 10 000 003 00 Criii I CCCC 205 5 FINANCIAL, LLC DERNAT WE- DEFSWAP Subtotal RI - 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) SCOTHERN FxEurcOpl 12-Aug-2014 12-Aug-2015 I4-Aug.2015 7E.CCO COO W USI; t Ii..Clixat'(.)10} C1,11 SNORT EUROPEAN t; st,ii FINANCIAL. LLC Subtotal Commodities - Index Derivatives Settlement Not Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Long/ Short Option Style Putt Call Ref. Entity Not Amt 1 I Strike Pnce MTM(USD) SOUTHERN Ca-ntodaySwapIth 13.Jan-2015 13,13i-2016 I5:an.2316 SHORT 1,01SS_CLUSD i m: 0.0 0. C 05 USO 25587c, 344 bit 81 FINANCIAL. LLC Subtotal 3442'0081 Total: (199,276.85) Statement ID: 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-0115630 CONFIDENTIAL SDNY_GM_00261814 EFTA01456442