13 Mar 2015
Page 2 Of 3
Deutsche Rank AG
SOUTHERN FINANCIAL, LLC
Crede - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mar-K20 SELL 10 000 000 00 USD 10030 003 00 iriiir I CCCC 291
FINANCIAL, LLC DERNATIVE-
DEFSWAP
Subtotal.
Equity • 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)
r. "Ili:II:S SOUTHERN Lf1_618753Bu CALL 'II .'_x,c /C'.3: :4.166CO.I 743. USD (4.1fil,C0.:) 10000 P.92289)
EMMA!. LLC
I SOUTFERN CALL 27-Jan-2016 380682000 ..1.60 100.000 38 9662 47 0703 449438 12012 120115548
FIJANCIAL.LLC
Subtotal: 1,142 l,'/,;-9
FX• Options lillinlitl:.
Settlement Not.Ccy Not.Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Longl Short Option Style Put/ Call Strike Price MTM(USD)
.i.e.t22247+ F ..EutOpt 12-Aug-Kit 12-Aug-2015 14-Aug-2015 75,000,00000 USD (46Zr )cco a3) CNN SHORT ELRCPEAN PUT 6.0300 (12401 201
Is? 4-V,23I-3
Subtotal
Equity-Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 SInke Price MTM(USD)
612676 SOUTHERN TWTR N O1.Feb-2016 4 .,.(.l :0 • C. USD 48 MOO 102 10909
FINAICIAL, LLC
Subtotal. 102 10909
Statement ID : 182298_20150312_20150313_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-0116333
CONFIDENTIAL SDNY_GM_00262517
EFTA01456972