12 Mar 2015
Page 2 Of 3
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-2)20 SELL JO 000 000 00 USD 10030 003 DO •JS:.i I CCCC Trik
FINANCIAL, LLC DERNAT WE-
DEFSWAP
Subtotal.
OrleltY • 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 1,1_6187538u CALL _. .,tic ).L'L. :4.166.5tX ra:: USD (4.166,0(X1 1 0000 (58.021.99)
FNANCIAL LLC
NY-618176 SOUTHERN CALL 27.Jan-2016 3896.62000 .1.S0 100 OCO 38 9662 45 2703 446537 11364 1139.43706
FINANCIAL. LLC
Subtotal! ;.C.,&, .4;4) 4',.,
FX- Options HIIIIIIIIIIr
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-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462.rA0.000 DI) CNN SHORT ELRCPEAN PUT 6.1600 (10.455091
834462396 FINANCIAL LLC
Subtotal
___ ___ ___ ___ ___ ___ ___ ___ ___ ___ ___ ___ ___ ___ ___ ___ ___ ___ __. _ __. _ __. _ __. _ __. _ ___ ___ ___.
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD)
612676 SOUTHERN T1NTR N 01-Feb-2016 4..ii;.,i. 110)1001 USD 480800 181 98585
FINANCIAL, LLC
Subtotal: 181 96585
Statement ID n015031 1_20150312_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-0116326
CONFIDENTIAL SDNY_GM_00262510
EFTA01456966