EFTA01456752.pdf

I e an scup on 12 Fib 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 . A As of 11 Feb 15 "'teaite Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0red*- 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 i,ITM(USD) C7970754M SOUTHERN CREDIT BRASOV 13,13,1.2015 14,1an.2015 20.klai.27/20 SELL 10 000 000 00 USD 10030 COD DO •./S:) I CCCC if/3 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. EF8d4Y • Option db Ticket Counterparty Ref. Entry Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) U4618753 SOUTFERN 111_618753BU CALL 18.Dec-2015 :4 166.1O.! 0:0 USD (4.1fil,CGC) 1 C000 (23.83323) FitANCLAL LLC W-618176 SOUTFERN TWTRN CALL 27-Wn-2016 3.896,62000 USD 100.000 389662 47 5000 45 7896 12.753 1275.29889 FINANCIAL GROUP INC Subtotal: 1.251 465 66 FX - Options 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 Price MTM(USD) 418822243/ SOUTHERN 12.Aug.2014 12.Aug-2015 7 7 :CC XC Ct: ;7009.00000) CM-I Sl-CRT FA.R;PFAr. ',.)-iji R .f.',.:. 834462395 FINANCIAL. LLC Subtotal &PAY -Swap FlYblid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTRN 01Feb-2016 (3 896.620 00) USD 389662 (849 064 2.. . FIMICIAL GROUP INC Subtotal: Statement ID : 182298_20150211_20150212_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-0116036 CONFIDENTIAL SDNY_GM_00262220 EFTA01456752