Irt arn ,FP:TrI t' 37,711.7.7 24 Mar 2015
Page 2 Of 3
Deutsche Flank 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 144an-2015 atilar-2020 SELL 10 000 000 00 USD 10030 C00 DO '.13:) I CCCC IT/
FINANCIAL, LLC DERIVAT WE-
DEFSWAP
Subtotal.
EetdtY • 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)
U4818753 SOUTFERN U4_6187538)/ CALL ll .26c /3:6 :4.166.::0.! :43:: USD (4.166,0(X1 1 C000
FNANCLAL LLC
NY-618176 SOUTFERN CALL 27,lan-2016 389682000 ...I.SD 100 WO 38 9662 48 4600 12/13 1.271.34488
FINANCIAL. LLC
Subtotal 121' 695 71
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)
418822243/ SOUTHERN r i.EreCipt 12.Aug.2014 12-Aug2015 14-Aug-2015 75,000,00000 USD (462.0000O3al) ON SHORT ELRCPEAN PUT 6.1600 (52 297 24)
834462398 FINANCIAL LLC
Subtotal iCc.li•iYei•
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ ___ ...._ _ _ ___.
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 PARR N 01-Feb-2016 I1.. 3CCI)001 USD 48 0600 (:Yi.i ',Xi, 2i)
FINANCIAL, LLC
Subtotal: (35535.31
Statement ID: 182298.20150323.20150324_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-0116431
CONFIDENTIAL SDNY_GM_00262615
EFTA01457052