EFTA01457330.pdf

717172n:Cji 7177:7111,, ,ritir.:77, 137i7:-.7 1777' 04 May 2015 . I::.. . Iii Pays 2 Of 3 Deutsche Bank Sank 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 13,1an-2015 144an2015 20.Mar-2320 SELL 10 000 000 00 L'SD 10000 COD DO •.JS:.i I CCCC 232 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. EtFatY • 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) UNI.618753 SOUTFERN L11_618753Bu CALL ' .'_:,c ,i'/ 'ii,i :4.166.7./.! 7•0:: USD (4.166,0(,(1 10800 FINANCIAL LLC NY-618176 SOUTFERN CALL 27-Jan -2016 389662000 ,1S0 100000 38 9662 37846' 1:' il....t• i 1 FININCIAL.LLC Subtotal -k.r9 b9..) 31 FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAmt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4188222437 SOUTHERN 7 ip.cOpt 12Aug.2014 12-Aug.2015 14-Aug-2015 75,00803000 USD (462.000.003 DI) C144 SHORT ELRCKAN PUT 6.1600 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 Strike Price MTM(USD) 612676 SOUTHERN -v;- ): . . C,1) er:25 ,. l`4: 516600 1 382 670 32 FINANCIAL, LLC Subtotal: 1382 670 32 Statement ID: 182298_20150501.20150504_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-0116837 CONFIDENTIAL SDNY_GM_00263021 EFTA01457330