EFTA01456496.pdf

irTir S !...7../17:771:1_, " ._77.77 ' 26 Jan 2015 SOUTHERN FIRM Page 2 or 2 Request 18 ' As of 03 Jan: 'Wm: n. . .4IIIII IMIIII I I IIII Fa ILIbaIMIIIIII III IElIf-, Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credk - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Nol.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 11Jan.2015 144an-2015 XI-Mai-X20 SELL 10 000 000 00 USD 10 OX 003 00 .1S:i I CCCC 195 (450,319 58) rtIr.:Ar !DAL LLC DERIVAT IVE- OEFSWAP Subtotal r .fr.: 12 ' RI - Options 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) 47...1•-4--Ci Ei:EuroOot 13 ' :4 :47 I., HSI: Cl..- :4 -EH --r ir"°r-Al. r; *ETC' F:NAr.CtAL LLC Subtotal Commodities - Index Derivatives Settlement Not Ccy Trade ID Counterparly Trade Type Trade Date Maturity Date Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 1 Strike Pnce MTM(USD) SOUTHERN CarnmpaitySwara 13.Jan-2015 13,lai-2016 15.Jan.2316 SHORT ',..3i SSCLLISD • • : : C 1r ( 0 .: USD 25587D9 437 744 345 FINANCIAL, LLC Subtotal cur 1:408 Total- (87,543.33) Statement ID: 182298_20150123_20150126_1 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the rotes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115702 CONFIDENTIAL SDNY_GM_00261886 EFTA01456496