ip4 i L. 774 I -7 : 7H Tr -77r
..
. ..77 19,71.:77 ,1..2..1....-.
-a.""'1 '
Pa
04 Feb 2015
2 Of 2
I. IFI I I I I II I I I I III I WAM IILS
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit • Orissa 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 11Jan-2015 14-Jan-2015 XI-Mar-X.20 SELL 10 000 000 00 USD 1000, 003D0 _ICI! I CCCC 71E
FINANCIAL LLC OERNAT 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 ExEurcOol 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.CCO COO W US C , ,.. ..7.,et'(.t)!):)} Clki SHORT ECROREAN t; *ETC
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)
454197&G SOUTHERN CammcditySnapIth 13.Jan-2015 13-Jai-2015 15.Jan.2316 SHORT ',..Ti SS_CLUSD • • : T C I) ( ;:, .: USD 25587D9 :RT 35 91
926017511 FINANCIAL. LLC
Subtotal
Total- 171,336.13
Statement ID: 182298_20150203_20150204_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-0115835
CONFIDENTIAL SDNY_GM_00262019
EFTA01456590