EFTA01456534.pdf

erm" • es an raup 30 Jan 2015 SOUTHERN FINANCIAL, LLC Pane 2 Cr 2 Request 182298 As of 29 Jan 15 Deutsch* Bank AG SOUTHERN FINANCIAL, LLC Credk - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13(Jan-2015 14-Jan-2015 204dr-2320 SELL 10 000 000 00 LSD 10 003 003 00 .JS:i I CCCC Ki3 it d(40 K‘..Mii LLC DERIVATIVE- DEFSWAP Subtotal FX - Options Settlement Not Ccy Not Ccy Trade ID Counterparty Trade Type Trade Date Maturity Dale Dale Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243( iii..1•-!--Ct 4):EuroOpt i' . " ii :sic D: tiSli :ilk- :44:-( --i 44:;4;i-4(.. 3 *fliCi 834462395 k:ifAtiCtAL LLC Subtotal (65.7 g1301 Commodities - Index Derivatives Settlement Not Ccy Trade ID Counterparly Trade Type Trade Date Maturity Date Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 1 Strike Pnce MTM(USD) 454197&3/ SOUTHERN CammaditySikapith 13iJan-2015 13-Jai-2016 15,:ani2316 SHORT iiiiil SS_CL_USD : - C 'ci .CD C ). ,: USD 2558709 24034360 926017511 FINANCIAL, LLC Subtotal 240 34363 Total: (332,887.13) Statement ID: 182298_20150129_20150130_1 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the rotes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115756 CONFIDENTIAL SDNY_GM_00261940 EFTA01456534