rrl" e 'an roup on 06 Fib 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
R . 182298 __. .-. '14
Feb 15 ..
-
-44IIIIIIIIIIIIIIIIIIIIIIIIIWAISS,
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Gred8- 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)
C7970754M SOUTHERN CREDIT BRASOV 11Jan-2015 14-Jan-2015 ?Phi-X..20 SELL 1000) 000 00 USD 10030 003 DO '.16:1 I CCCC 225
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal
6€8@/ • Option
db Ticket Counterparty Ref. Entry Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
114618753 SOUTFERN Ltl_618753BU CALL 18-Dec2015 :4 166.10114:1) USD (4.1KFCC) I C000
FitANCLAL LLC
NY-618176 SOUTFERN TWTR N CALL 27kian-2016 389662000 USD 100.030 38 9662 41 2600 471C89 ? 612
FINANCIAL GROUP
INC
Subtotal ESE L// !CI
El-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/ SOUTHERN 12Aug.2014 12Aug-2016 7:-. :CC XC CC 17 0091;00 00) CM-I SI-CRT ELP1CorAt. '.11JT R 'f:j:.!
834462395 FINANCIAL. LLC
Subtotal
WAY - SW* HY8Fld
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD)
612676 SOUTHERN TWTRN 01Feb-2016 (3896.620 0)) USD 38.9662 (22566256)
FINANCIAL GROUP
INC
Subtotal:
Statement ID : 182298_20150205_20150206_2
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-0115895
CONFIDENTIAL SDNY_GM_00262079
EFTA01456635