7.07 n :Ca WIC-77:7111,Tri tr.:71:7137:7177 IT 10 Mar 2015
. .. .
Pays 2 Of 3
Mike'
Deutsche Bank 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 14-Jan-2015 20-Mar-2020 SELL 10 000 000 00 USD 10030 CO3 DO iri:r I CCCC i5-4
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal
EqultY • 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)
LN618753 SOUTI-ERN 114_6187538u CALL ll .•_:,c /3:L. :4.166.::0_!l'ia:: USD (4.166,0(Xti I C000 (6734091)
Ft4ANCIAL LLC
M'-618176 SOUTHERN CALL 27-Jan-2016 389662000 _SD 100030 38 9662 475W3 444212 12376 1.237.628 78
FINANCIAL. LLC
Subtotal' 1 85.287 87
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 Price MTM(USD)
4188222434 SOUTHERN FrEruCbt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (4621A-ri.co3 03) CM4 SHORT ELRCPFAN PUT 6.1600 0 427 t"/..,
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 - V:-:: ', C,1) ef,.2/. 'R ,. LSE: 48 0800 49 739 39
FINANCIAL, LLC
Subtotal 49 739 39
Statement ID: 182298.20150309.20150310_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
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CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116302
CONFIDENTIAL SDNY_GM_00262486
EFTA01456950