I e an scup on 18 Fib 2015
SOUTHERN FINANCIAL, LLC paw 2 Of 3
Request 182298 .
A As of 17 Feb 15
"'teaite
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit - ()daub Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13.43,1.2015 144an.2015 204a r2)20 SELL 10 003 000 00 USD 10 020 003 00 I.JS:.i I CCCC 235
Ht.:.ttr!DrAt_ LLC DERNATIVE-
DEFSWAP
Subtotal
Equity • Option
db Ticket Counterparty Ref. Entity PuV Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
LkeltiRtti SOUTHERN LN_6187538U CALL 18.Dec-2015 :4 106.10:. 74:1) USD (Alfil,F(K) 10000 (2294028)
FILANCAL LLC
NY418176 SOUTFERN TWTRN CALL 27.Jan-2016 189682000 asp 100.000 38%62 48 0300 45.6VS 13.087 1.X13.7(16 14
FINANCIAL GROUP
INC
Subtotal: 1 28L) /55 86
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.21314 12.Aug-2015 7 7 :CC XC Ct: -,7 009.1)00 00) CM-I Sl-CRT itt.PyFitr. rag R tfc:.!
834462395 FINANCIAL. LLC
Subtotal
Equity -Swap NOM
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD)
612676 SOUTHERN TWTRN 01-Feb-2016 (3 896.620 00) USD 389662 (831 466 E..;::
FINANCIAL GROUP
NC,
Subtotal:
Statement ID : 182298_20150217_20150218_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-0116058
CONFIDENTIAL SDNY_GM_00262242
EFTA01456768