EFTA01457126.pdf

Irtu7TrrillIk‘r1 : ..(1"771 741110M, Page 07 Ape 2015 2 04 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC I:WA- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotArnt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mar-X20 SELL 10 003 000 00 LSD 10030 003 DO Ils:.I I CCCC 24::, FINANCIAL, LLC DERIVAT WE- DEFSWAP Subtotal ,,.. EtltdtY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTFERN L11_618753Bu CALL ii 3':,c /3:5 :4.166;:01 743 USD (4.1(x;,CGC) I C000 (55.291 51: FitANCLAL LLC fOc618176 SOUTFERN CALL 27-Jan-2016 389662000 ..ISD 100.030 38 9662 5084U3 t4 ni 14 6:.!:. 1,467,51100 FINANCIAL. LLC Subtotal 1,412219.39 FX- Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAnit 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4l8822243/ SOUTHERN ri.p.cOpt 12Aug-2014 12-Augi2015 14-Aug-2015 75,00003000 USD (462,r .i.60ei 93) ON SHORT EtPCPEAN PUT 6.0300 (18,42562) 834462395 FINANCIAL LLC Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NOLAmt Not Ccy Not Arm 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR NI 01-Feb-2016 (5.031.000 00i LSE: 503 CO v.: ,:2', 4i) FINANCIAL, LLC Subtotal (82225.47) Statement ID: 182298_20150406.20150407 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-0116530 CONFIDENTIAL SDNY_GM_00262714 EFTA01457126