EFTA01457293.pdf

44. 77077 : Te-77717s •_ 29Apr 2015 Page 2 Of 3 Mike , Deutsche Sank AG SOUTHERN FINANCIAL, LLC 13WS- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NOI,Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13,13,1.2015 14,bri2015 20.Mai.7-...20 SELL 10 000 000 00 LiSD 10020003 00 233i I CCCC 219 FINANCIAL, LLC DERIVAT WE- DEFSWAP Subtotal. EquItY • Option db Ticket Counterparty Ref. Entity Putt Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) Lle818753 SOUTI-ERN 111_6187538u CALL 6 :_:Lc ;L:S :4.166.33.! 32:: USD (4.166,0(E) 1 0000 (1155.47155) Ft4ANCIAL LLC NY-618176 SOUTHERN CALL 27..Jan-2016 389662000 _GO 100000 38 9662 47 2703 123' ii 7 717 768 181 78 FINANCIAL. LLC Subtotal: 65"1.3 23 FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Anit 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN ri.ErcOut 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,020 00 USD (4621ATi,CO2 03) CNN SHORT ELRCKAN PUT 6.1600 (41 5C4' 76) 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ____... _ _ _ __L. Equity -Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N 1,1,, (1,7.11,1 ,. r51': 516600 777 614 47 FINANCIAL, LLC Subtotal: 777 614 47 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-0116776 CONFIDENTIAL SDNY_GM_00262960 EFTA01457293