ling" • e an raup 29 Jan 2015
SOUTHERN FINANCIAL, LLC i Page 2 Of 2
Request 182298
As of 28 Jan 15
Deutsche BenkAG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
07970754M SOUTHERN CREDIT BRASOV 11Jan-2015 14-Jan-2015 20-Mar-27..20 SELL 10 000 000 00 USD 10 000 003 00 .11i1i I CCCC
FINANCIAL LLC DERNAT NE-
DEFSWAP
Subtotal -
F% -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)
418822243' SCOTHERN FiBuroOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.600 COO W LIS 0 I I:CW.4'V IIII1i Clki SHORT ECROREAN t; *1;Ici
834462396 FiNANCIAL LLC
Subtotal
Commodities - Index Derivatives
Settlement Not Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 1 Strike Pnce MTM(USD)
454197MW SOUTHERN CammoditySnaolth 13.Jan-2015 13,1w-2016 15,:an.2316 SHORT ,..)i SS_CL_LSD :- I. (...0 Ci C v).:: USD 255 8709 258 627 72
926017511 FINANCIAL, LLC
Subtotal 258 627 72
Total: (332,08Z 56)
Statement ID: 182298_20150128_20150129_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-0115731
CONFIDENTIAL SDNY_GM_00261915
EFTA01456515