EFTA01457056.pdf

717172 n :CI IC77771,7177747,1137::-7. 7 . 7 IT 25 Mar 2015 . . Pays 2 Of 3 Deutsche Bank 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-Jan-2015 20-Mar-2322 SELL 10 000 000 00 LtSD 10020003 00 3S:.i ICS); 2'I FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. EtPatY • 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) LN618753 SOUTI-ERN 111_6187538u CALL ll .2Lc /3:L. :4.166.::0.! 'Li:: USD (4.166,0(X1 1 CO00 (51,761 17) Ft4ANCIAL LLC NY-618176 SOUTHERN CALL 27-Jan-2016 389662000 ASO 100 OCO 389662 51 4700 437377 15.176 15176536? FINANCIAL. LLC Subtotal! - . 45593200 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 Pk* MTM(USD) 4186722437 SOUTHERN r ..EreOpt 12-Auig-2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (iali2rAYLM a3) ON SHORT ELRCPFAN PUT 6.1600 f43 746 14) 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 TWIR N Cl., eri7.". ',' ,. I. si: 48:-200 FINANCIAL, LLC Subtotal Statement ID: 182298_20150324.20150325_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-0116437 CONFIDENTIAL SDNY_GM_00262621 EFTA01457056