EFTA01456869.pdf

26 Feb 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Coeds - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 11Jan-2015 14-.13n-2015 XI-Mar-X20 SELL 10 003 000 00 USD 10020003 00 'CSC, I CCCC 211 FINANCIAL, LLC DERMAT NE- DEFSWAP Subtotal. Equity • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) L p-: i i,. .-.•.;:,. SOUTHERN Lf1_618753Bti CALL ' il ,c ,.:: ;1.166I'.0.! 32:: USD (4.101110:) 1 0000 FitANCLAL LLC I SOUTFERN CALL 27,lan..2016 389602000 .1.8D 100.030 38 9662 485502 44836 13277 1.327.70905 FINANCIAL. LLC Subtotal: !Kr i2l:Cf. FX- Options Settlement Not.Ccy Not.Ccy Trade ID Counterpart), 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) .118.1.222tI) F ..EutOpt 12Aug.2014 12Aug.2015 14-Aug-2015 75,000.030 00 USD (462.rx J.CO:i 031 CAN SHORT ELRCREAN PUT 6.1600 (2.312:-.,Cc 8.2.11C2Th), 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 SOUTHERN - v,i- ::( %, CI) cfc2". ',1 ,. CSI'. 3a (z.C111 FINANCIAL, LLC Subtotal Statement ID: 182298_20150225.20150226_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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116198 CONFIDENTIAL SDNY_GM_00262382 EFTA01456869