EFTA01456996.pdf

77177 n :CI IC77:7111,, ,r1tr.:71:7137.7.:717.7 IT 18 Mar 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-3020 SELL 10 000 000 00 USD 10030 CO3 DO CIS:) I CCCC :CO FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. E111ft • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility FaW Price MTM(USD) LN618753 SOUTI-ERN 114_6187538u CALL ll .'_:,c /3:5 :4.166.::0:. l'ia:: USD (4.166,0(X1 I C000 (68,16235) FILANCIAL LLC NY-618176 SOUTHERN CALL 27-Jan-2016 38.06.62000 .1.S0 100030 38 9662 469303 11 9 •ll-. 11 719 1,171 XS 20 FINANCIAL. LLC Subtotal 1.195 '45 85 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) 418622243/ SOUTHERN ri.lircOrt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000.CCO 00 USD (462.rAXLCO:t al) ON SHORT ELRCPEAN PUT 6.1600 (22 -rW CS) 834462396 FINANCIAL LLC Subtotal ,.1 _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ___. ......_ _ _ ___. 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 - ttc )t '.. CI) cs2". 'ill ,. 1.51'. .18 :;?).:0 1/672524 FINANCIAL, LLC Subtotal 116,725 24 Statement ID: 182298.20150317_20150318_1 The valuation information set forth In this statement Is proAded subject to the terms and condibons set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116363 CONFIDENTIAL SDNY_GM_00262547 EFTA01456996