-7,7771: 77 7 tritirm • X) Mar 2015
Page 2 Of 3
lis -
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Cred8 - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell Not.Arnt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT 13-Jan-2015 14,bn-2015 20-Mar-2320 SELL 10 000 000 00 USD 10030 000 DO '..13:.i I COX: 253
FINANCIAL, LLC DERNATrVE-
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)
SOUTHERN CALL 18-Dec-2015 :4 1€7310,!%:n USD 0.188,0W) 1 0000
FNANCLAL LLC
SOUTI-ERN CALL 27-Jan-2016 3 89662000 is() 100030 38 9662 50 0100 .14 f.i.,61
FINN4CIAL.LLC
Subtotal
FX- Options
Settlement Not.Ccy Not.Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.And 2 2 Long/ Short Option Style Put/ Call Strike Prke MTM(USD)
SOUTHERN NEuroOpl 12-Aug-2014 12-Aug.2015 14-Aug-2015 75,000,00000 USD (4621A-OCO:i al) ON SHORT ELRCPEAN PUT 6.1600 ;21.4555.1)
FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ____.
Equity -Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD)
SOUTHERN 01-Feb-2016 45.col cm °al I. it ec c !co
FINANCIAL, LLC
Subtotal
Statement ID: 182298_20150327_20150330_1
The valuation information set forth In elks 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-0116467
CONFIDENTIAL SDNY_GM_00262651
EFTA01457078