EFTA01457391.pdf

7.1!:71 tarnYr. 7 :721 7,7_717 .7 14 May 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0(WA- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Coy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mar-27)20 SELL 10 000 000 00 USD 10030 000 DO '..IS:.i I CCCC in .) \ FINANCIAL, LLC DERIVAT WE- DEFSWAP Subtotal. EetdtY • 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) LN-618753 SOUTI-ERN U1_61875380 CALL ' .•_:,c /3:: :4.166.00! 02:: USD (4.168,0( 1 0000 FNANC1AL LLC NY-618176 SOUTHERN CALL 27.Jan.2016 3896.62000 ...ISD 100000 38 9662 :. 44,. FINANCIAL. LLC Subtotal >. 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 Price MTM(USD) 418622243/ SOUTHERN F.p.cOrt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,006,00006 USD r462.001.0O3 DI) ON SHORT ELRCPEAN PUT 6.1600 f17.40i q 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 Stnke Price MTM(USD) 612676 SOUTHERN MIR ff 01-Feb-2016 5 `Er: rO)CD1 USD 516600 1 39587691 FINANCIAL, LLC Subtotal: 1.395 876 91 Statement ID: 182298.20150513.20150514_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-0116919 CONFIDENTIAL SDNY_GM_00263103 EFTA01457391