it•-'77r7111,17 :-1..j1".711
741110re Page
03Ape 2015
2 Of 3
Deutsche Rank AG
SOUTHERN FINANCIAL, LLC
erode - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NOt.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 144an.2015 204.lai.27)20 SELL 10 003 000 00 USD 100300D DO isli I CCCC 255
FINANCIAL, LLC DERIVAT WE-
DEFSWAP
Subtotal
,,..
SeoltY • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price ,ITM(USD)
LR618753 SOUTFERN L11_618753Bu CALL li .'_:,o ,0 '5 ;4.166.COC cra:i USD (4.1fil,C0c) 10000
EMMA!. LLC
NY.618176 SOUTI-ERN CALL 27.Jan.2016 3896.62000 .4.30 100.030 38 9662 50 4203 4462:? •1.431k
FtIANCIAL.LLC
Subtotal 1.3/8 532 33
FX - Options
Settlement Not.Ccy Not.Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAnn 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
418622243/ SOUTHERN Fi.lircOut 12Aug-2014 12-Augi2016 14-Aug-2015 75,000.CCO 00 USD i4621- .0303 001 CNN SHORT ELRODFAN PUT 6.1600 (15,064.11)
834462396 FINANCIAL LLC
Subtotal
Equity -Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD)
612676 SOUTHERN TYJTR N 01-Feb-2016 (5.001.000 001 l51'. 50 cc,I CO HI, 22;24i)
FINANCIAL, LLC
Subtotal i;40,225.47)
Statement ID: 182298_20150402.20150403_1
The valuation information set forth In this statement Is proiAded 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-0116500
CONFIDENTIAL SDNY_GM_00262684
EFTA01457104