EFTA01457172.pdf

77172 n :CI 718-77711,717777,1137717.7 IT 13A#2015 4-k . - . ...... . Pays 2 Of 3 Anike' Deutsche Bank 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-Mar-K20 SELL 10 000 000 00 USD 10030000 DO '..1S:) I CCCC 242 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. Oaf*/ -Orton db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 114618753 SOUTI-ERN 1,4_6187538u CALL ll .'_:,c /3:5 :4.166.::0_!lO:: USD (4.166,0(X1 I C000 (07).CG6 26) FNMA!. LLC NY-618176 SOUTHERN CALL 27-Jan-2016 3896620C° CSD 100 OCO 38 9662 51 9403 438784 15.413 1541294 CO FINANCIAL. LLC Subtotal! • 4:). 2':). ..4 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 Pd.* MTM(USD) 418822243/ SOUTHERN ri.lircOpt 12-Aupg-2014 12-Aug-2015 14-Aug-2015 75,00003000 USD (462.rffi.co3 03) CM4 SHORT ELRCPEAN PUT 6.1600 O. ICS Ol: 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _____.... _ _ _ __cc.. 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 01-Feb-2016 15.001 CCO 001 I. it 503`(:U i,..! .”.:094I FINANCIAL, LLC Subtotal Statement ID: 182298_20150410.20150413_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-0116589 CONFIDENTIAL SDNY_GM_00262773 EFTA01457172