7,74717.1:777t 7n -Th 16 Mar 2015
Page 2 Of 3
Deutsche Sank 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..bn.2015 20.1;lar.X...22 SELL 10 000 000 00 USD 10020003 00 '.1S:f I CCCC :C23
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal.
E41464Y • Dalton
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
LN618753 SOUTFERN 1)1_6187538u CALL 2 i' cc /3:: :4.166.03103:;. USD 0.166,0(Alf 1 C000 (66.66073).
FINANCIAL LLC
NY818176 SOUTFERN CALL 27,lan.2016 389682000 JED 100 OCO 389662 45 6603 449772 11.696 1.169 621 n
FINANCIAL. LLC
Subtotal! ;. I:I< 241 ;2,
II ,..
FX- Options H
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 ri.lircOpt 12Aug.2014 12-Aug.2015 14-Aug-2015 75,000,CCO 00 USD (462103,603 al) CNN SHORT ELRCPEAN PUT 6.1600 (1053191)
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __cc..
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD)
612676 SOUTHERN T1NTR N 01-Feb-2016 z.: .K.3 ;tr. CI USD 48 (600 143 478 78
FINAtCIAL, LLC
Subtotal: 143 47878
Statement ID: 20150313_20150316_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-0116341
CONFIDENTIAL SDNY_GM_00262525
EFTA01456979