EFTA01456882.pdf

717172n:7? 71,77:7111,, ,r1tr.:77,1137i7:7 1.77 IT 27 Feb 2015 4-k l'iiii . . 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 14-Jan-2015 20-Mar-K20 SELL 10 000 000 00 USD 10030 COD DO ir.I:.i I CCCC 253 FINANCIAL, LLC DERNAT NE- 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) I.N618753 SOUTI-ERN Lt1_618753Bir CALL n .ixc 2C:_ :4.166.00! I'0:: USD 0.166,0(.(1 1 0000 (5184481) FNANCIALLLC NY-618176 SOUTHERN CALL 27.Jan-2016 3896.62000 .1.S0 100000 38 9662 49 4103 l''- ' ''''' 13.984 1.398.38074 FINANCIAL. LLC Subtotal! 1.346535.93 FX- Options AIMIIMIle" 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 PrIte MTM(USO) 418872243i SOUTHERN r..Er-cOut 12-Aug-2014 12-Aug-201S 14-Aug-2015 75,000X0 00 USD (46200/.00:i al) ON SHORT ELRCPFAN PUT 6.1600 ;6,15974: 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ___. _ _ _ ____. 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 Cl.; ef,.2/. 'R ,. i_51'. 3893:2 FINANCIAL, LLC Subtotal Statement ID : 182298_20150226_20150227_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-0116213 CONFIDENTIAL SDNY_GM_00262397 EFTA01456882