e an roup C6 Feb 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
Request 182298
As of 05 Feb 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Coda- Def-auk Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV 13,1en.2015 14i.bn.2015 20-Mar-2020 SELL 1000D 000 00 USD 10000003D0 CitiLl I CCCC 225
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal.
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not. Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce MTM(USD)
NY 6181'6 SO2 TI-ERI.1 75.1IR N 27..14-2Ot 6 3 Lk% 620 00 Li9D 100 030 385662 41 2600 471069 8 642 864 153 52
%ANC rAL GRCLP
INC
Subtotal &it 153 52
FX • Options
Settlement Not. Ccy Not Ccy
Trade ID Counterparty Trade Type Trade Date Matunty Date Date Not.Amt 1 1 Not. Amt 2 2 Long! Short Option Style Puff Call Strike Price MTM(USD)
418822243, SOUTHERN FiEurcOal 12-Aug-2014 12-Aug-2015 14-Aug-2015 75 COD COO 03 USD CNH SHORT ELRCPEAN PUT 616W ; 74 8.2i2iii
834462396 FINANCIAL LLC
Subtotal: I.: Ti` 12
Equity —Swap Hybrid
db Ticket Counterparty Ref Entity Pull Call Expiry Date Not Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD)
612576 SOUTHERN TWTR.N 01-Feb-2016 (3,896.620 ao) USD 38 9662 (225652%)
FINANCIAL GROUP
INC
Subtotal: (225,68256)
Statement ID: 182298_20150205_20150206_1
The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115869
CONFIDENTIAL SDNY_GM_00262053
EFTA01456616