EFTA01456790.pdf

e an roup 18 Fib 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 • As of 17 Feb 15 Deutsch* Bank AG SOUTHERN FINANCIAL, LLC Cred8. Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date EH. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 11Jan-2015 144en-2015 Xi-Mar-X20 SELL 10 000 000 00 USD 10000003 00 USD I CCCC 233 FINANCIAL, LLC DERNAT 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) SOUTHERN Ltl_618753BU CALL 18Cec-2015 :4 I 661(..C. 74:1) USD (4.11i1,(10.`) 1 CO00 (2294028) TIMM'''. LLC SOUTFERN TWTR N CALL 27.Jan-2016 3.896,62000 USD 100.030 389662 48 0300 45.6306 13.087 1.308.706 14 ■ FINANCIAL GROUP INC Subtotal: 1285 /55 86 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 Price MTM(USD) SOLITHERll 12-Aug.2014 12Aug-2015 7:-. 1:"..0 XC C': 17 C100.000 00) CNN SIC R i FLP;PFAr. ',.)-iji R ';:j:) FINANCIAL. LLC Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAmt Not.Ccy Not.Amt 2 Not Ccy2 Strike Price P,ITM(USD) SOUTHERN TWTR r. 01-Feb-2016 (3 89.6.620 00) USD ").? '17ii-J2 FINANCIAL GROUP INC Subtotal Statement ID : The valuation information set forth in thrs 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-0116086 CONFIDENTIAL SDNY_GM_00262270 EFTA01456790