EFTA01457720.pdf

TT. ri° n :CI 71,77:7110,77771:7137i:-.7.077 29 Jun 2015 . 1::.. . Pays 2 Of 3 Mike' Deutsche Bank AG SOUTHERN FINANCIAL, LLC erode - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13,13,1.2015 14..tan.2015 20-Mar-X20 SELL 10 000 000 00 USD 10030 COD DO •.JS:.i I CCCO 246 (634,19319) FINANCIAL, LLC DERNAT NIE- DEFSWAP Subtotal r5': 043 Oaf*/ -Orton 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.618153 SOUTI-ERN LN_618753Bii CALL F. .23: /3 : :4.166.00! 0:r:: USD (4.166,0(k) 1 0000 FNANCIAL LLC rWc618176 SOUTHERN CALL 27-Jan -2016 389662000 ...ISD 100000 38 9662 35 2609 1' 3', i 2545 FINANCIAL. LLC Subtotal 241 /6505 FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt I 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418622243f SOUTHERN Fi.p.00ut 12.Aiug.2014 12-Aug-2015 14-Aug-2015 75,00,CCO 00 USD f462.003C00 al) CNN SHORT ELRCPEAN PUT 6.1600 ;12:4.7791) 834462398 FINANCIAL LLC Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __. Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Notismt Not Ccy Not.Amt 2 Not.Ccy2 SInke Price MTM(USD) 612676 SOUTHERN TWTR N CI) (1.32.". '6 (3.64100000i i. si: 36 4100 11764498 FINANCIAL, LLC Subtotal 117 644 98 Statement ID: 182298_20150626_20150629_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-0117373 CONFIDENTIAL SDNY_GM_00263557 EFTA01457720