EFTA01456773.pdf

771:77 n is WIC-77:7110,717707,1137i:-.7 1.77 IT 19 Feb 2015 . ...... . Pays 2 Of 3 Mike' Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0(WS- 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.2)20 SELL JO OCO 000 00 LtSD 10030 COD CO •JS:) I CCCC 228 FINANCIAL, LLC DERIVA7 WE- DEFSWAP Subtotal. Oaf*/ • 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) LN-618753 SOUTI-ERN LN_618753Bu CALL ' .•_:,c /3 : : :4.16a;:o 743:: USD (4.166,0(X1 I C000 (23.074 83) ENANCIAL LLC NY-618176 SOUTHERN CALL 27.Jan-2016 3 896620 CO J.S0 100 OCO 38 9662 47870' 45 4497 12880 1288.04230 FINANCIAL. LLC Subtotal: 1.264.967.47 FX- Options .IIIIIIIL Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4188222431 SOUTHERN r ..EJ.cOnt 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462601.003 al) CNN SHORT EtParlahl PUT 6.0300 (12 29073) 834462396 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __cc.. Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) 612676 SOUTHERN TINT R N 01-Feb-2016 l3.8'er; ,r;C; 001 USD 38 9662 SIO is .i ' • FINANCIAL, LLC Subtotal i;I- Statement ID: 182298_20150218.20150219_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-0 116064 CONFIDENTIAL SDNY_GM_00262248 EFTA01456773