EFTA01457657.pdf

T, WIC-777110,77771:71:Trt.:717777' 11 Jun 2015 . .. . Pays 2 Of 3 Mike' 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 144an-2015 204ar-X320 SELL 10 000 000 00 USD 10 020003 00 Cis:.i I CCCC 231 FINANCIAL, LLC DERNATIVE- DEFSWAP Subtotal. EtleitY • 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) 119-618753 SOUTI-ERN U1 618753B0 CALL 2 .'23:• /3: ;4.166.33_17.13:: USD (4.166,0(Kg 1 CO00 FNANCIAL LLC NY-618176 SOUTHERN CALL 27-Jan -2016 3806.62000 ...ISD 100 OW 38 9662 35 8500 U. ;:i V FINANCIAL. LLC Subtotal 212 9.:ill fii FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Prke MTM(USD) 418622243/ SOUTHERN FifircOpt 12.Aug.2014 12-Aug-2019 14-Aug-2015 75,000fX0 00 USD f462.000.C(1:i al) ON SHORT ELRCPEAN PUT 6.1600 '21 6LT.) 3.3) 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ ___ Equity -Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAsnt Not Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD) 612676 SOUTHERN - V,: - 6 ', C.1) esi '6 (3.6419X 001 i. sr 36 4100 56 944 64 FINANCIAL, LLC Subtotal 56.944 64 Statement ID: 182298.20150610_20150611_1 The valuation information set forth In this statement Is proAded subject to the terms and conditions set forth in the notes on the cover sheet r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117287 CONFIDENTIAL SDNY_GM_00263471 EFTA01457657