EFTA01457632.pdf

71 ,717 n :CI 71,C-77710,77771:71377i:-.71.7777' 10 Jun 2015 . 1::.. . Pays 2 Of 3 Mike' Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0WS- 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-Jan-2015 14-Jan-2015 20.Mar-K20 SELL 10 000 000 00 L'SD 10 020 003 00 •JE:.i I CCCC 231 FINANCIAL, LLC DERNAT WE- DEFSWAP Subtotal. Eel* • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN.616153 SOUTI-ERN 1,1_6187538u CALL ll .2Lc /3:L. :4.166.:'.0.!l'fa:: USD 0.166,0( 1 0300 (841.703 94) FraNCIAL LLC Nhc618176 SOUTHERN CALL 27.Jan-2016 389682000 _SD 100030 38 9662 3588:-' tC.mot:1 3.470 346.974 80 FINANCIAL. LLC Subtotal: Z•e<tp:)8'._, FX- Options j =Mk 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 Puff Call Strike Price MTM(USD) 418622243/ SOUTHERN rifircOpt 12.Aug.2014 12-Aug-2015 14-Aug-2016 75,000660 00 USD (462,W0.000 01) CNN SHORT ELRCPFAN PUT 6.1600 (2321586) 834462396 FINANCIAL LLC Subtotal __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __. .._ __. .._ __. .._ __. .._ __. .._ __ __ __ __ __ __. Equtly-Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAmt Not Ccy Not.Amt 2 Not.Ccy2 SInke Price MTM(USD) 612676 SOUTHERN - v,:-:: ', C.1,, (1.7/. '6 (3.641000 00i i, si, 36 4100 53850 17 FINANCIAL, LLC Subtotal 53 8W 17 Statement ID: 182298_20150609.20150610_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-0117260 CONFIDENTIAL SDNY_GM_00263444 EFTA01457632