EFTA01457398.pdf

77172 n :CI WIC-77:7111717771:71377::-.717. 7 IT 15May 2015 4-k 11.;:-: . . Pays 2 Of 3 Mike' 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-7320 SELL 10 000 000 00 USD 10 020 003 00 is:: I CCCC 221 •)l, :4: FINANCIAL, LLC DERNATIVE- DEFSWAP Subtotal. EsItdtY • 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) US618753 SOUTI-ERN 114_6187538u CALL ll .2Lc /3:L. :4.166.::0_!l'ia:: USD (4.166,0(X1 1 CO00 FtlANCIAL LLC NTY-618176 SOUTHERN CALL 27-Jan -2016 3896.62000 ...ISD 100 WO 38 9662 : FINANCIAL. LLC Subtotal :' .'i ..b FX - Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.And 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 41862224.3/ SOUTHERN FitircOpt 12Aug.2014 12-Aug-2019 14-Aug-2015 75,000,00000 USD i4621A-10.003a1) CNN SHORT ELRCPEAN PUT 6.1600 c22 751 28) 834462396 FINANCIAL LLC Subtotal +- . : : I: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _____... ...._ _ _ ____. 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 C,1) eii,2". '"i ,. I. Sii 51 6600 1 43501097 FINANCIAL, LLC Subtotal: "435010.97 Statement ID: 182298_20150514_20150515_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-0116927 CONFIDENTIAL SDNY_GM_00263111 EFTA01457398