Il e an scup on 16 Feb 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
Request 182298 .
A As of 13 Feb 15
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Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
0SA - 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 13,Ian.2015 144ao.2015 ahlar.2320 SELL 10 003 000 00 USD 10 020003 00 IJSI) I CCCC 233 .> I '..I1,
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal.
E44811/ • 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 18Dec-2015 :4 1E36.101 74:1) USD (4.1fil.CCCI 1 C000 (23.93264)
EMUS. LLC
W-618176 SOUTI-ERN TWTRN CALL 27-On-2016 3.896,62000 asp 100.000 389662 48 5000 45.6704 13.463 1.346.26366
FINANCIAL GROUP
INC
Subtotal: 1 322 4:2 02
FX -Options
Settlement Not Ccy Not. Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
418822243/ SOUTHERN 12.Aug.2014 12.Aug-2015 7 7 :CC XC Ci: ;7009.00000) CM-I Sl-CRT ELPCPFAr. ,'.)-iji R vc.:.
834462395 FINANCIAL. LLC
Subtotal
WAY -Swap FlYbIld
db Ticket Counterpart' Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price M TM (USD)
612676 SOUTHERN TWTRN 01-Feb-2016 (3 896.620 00) USD 389662 (9* 666 22;
FINANCIAL GROUP
INC
Subtotal:
Statement ID : 182298_20150213_20150217_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-0116052
CONFIDENTIAL SDNY_GM_00262236
EFTA01456764