ling" • e an raup 03F445 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 2
Request 182298
As of 02 Feb 15
Deutsch* Bank AG
SOUTHERN FINANCIAL, LLC
dealt • 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 MTM(USD)
07970754M SOUTHERN CREDIT BRASOV 11Janc2015 144an-2015 20-Mar-X.Q0 SELL 10 000 000 00 USD 10 000 003 00 .122) I CCCC 233
FINANCIAL LLC DERNAT WE-
DEFSWAP
Subtotal.
FX - Option
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(USO)
4188222437 SCOTHERN FrEurcOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.CCO COO W US 0 i ,.. .2.1.04-C4T !1,3} CIR SHORT EUROPEAN (2'532 151 C-2..'
834462396 FiNANCAL 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)
454197M9( SOUTHERN CaoHodity&saplay 13-Jan-2015 13,1aq-2016 I5..lan.2316 SHORT ;;TTL SS_CL_USD :":: D.C. D C 0. T. USD 255 8709 469 024 613
926017511 FINANCIAL, LLC
Subtotal 460 024 00
Total: (200,77021)
Statement ID:
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-0115802
CONFIDENTIAL SDNY_GM_00261986
EFTA01456563