707 n :Ca 71,77:7111, ,ritr:77,1137:71.77 IT 09 Mar 2015
. 1::.. .
Pays 2 Of 3
ANIL.-
Deutsche Rank AG
SOUTHERN FINANCIAL, LLC
0red* - 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 14-Jan-2015 20-Mar-X20 SELL 10003000 00 LtSD 10030 003 DO 11Tii:t I CCCC 253
FINANCIAL, LLC DERIVAT WE-
DEFSWAP
Subtotal
EsPatY • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
LN619753 SOUTI-ERN 1,4_6187538u CALL ll .2Lc /3:L. :4.166.::0:: lO:: USD (4.166,0(X1 I C000
FINANCIAL LLC
tinc618176 SOUTHERN CALL 27-Jan-2016 389662000 ...ISO 100000 38 9662 467600 it sii hi !I !Fib
FINANCIAL. LLC
Subtotal • '2,'L33 CZ
FX- 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 Mite MTM(USD)
41887224.3i SOUTHERN ri.ErcOut 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,(M00 USD r462.001.00j al) CNN SHORT ELRCPFAN PUT 6.1600 ;329,Y.>8
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ ___ _ _ _ ___ __.
Equity -Swap Hybdd
db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD)
612676 SOUTHERN TWTR N 01-Feb-2016 Ch 001 USD 480800 13351616
FINANCIAL, LLC
Subtotal: 133 616 16
Statement ID: 182298.20150306.20150309_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
r
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116296
CONFIDENTIAL SDNY_GM_00262480
EFTA01456945