71
,7172 n :CI WIC-777111, ,rtr.:71:7137:71777' 06 Mar 2015
. .. .
Pays 2 Of 3
Deutsche Banc
Sank AG
SOUTHERN FINANCIAL, LLC
erode - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 144an.2015 20Mar-K20 SELL 10 000 000 00 USD 10000 COD DO '.17,:.i I CCCC 253
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal.
ERLIRY • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
UNI.618753 SOUTHERN 1)1_6187536u CALL ll .•_:,c /3:L. :4.166.::0_!l•Q: USD (4.166,0(a 1 C000
FINANCIAL LLC
NY-618176 SOUTFERN CALL 27-Jan
-2016 389602000 ...I.SD 100 WO 38 9662 47 3500 1.1 F. '1,; 12.282 1 228047 57
FINANCIAL. LLC
Subtotal: • • --`-1)-
Fit- 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 ritircOpt 12.Aug.2014 12-Aug2015 14-Aug-2015 75,000,CCO 00 USD (4621A-10.003 al) CNN SHORT ELRODFAN PUT 6.1600 0 472721
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ___. _ _ _ ___.
Equity -Swap Hybrid
db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not Amt Not Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD)
612676 SOUTHERN 'w-.'. C,1) (1.,,2/. 'R ,. I. sr 48 0800 73 246 46
FINANCIAL, LLC
Subtotal 73246 46
Statement ID: 182298..20150305.20150306_1
The valuation information set forth In this statement Is provided subject to the terms and condibons set forth in the notes on the cover sheet
r
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116283
CONFIDENTIAL SDNY_GM_00262467
EFTA01456936