. 174717.1:777trnh 1471.44 2015
Page 2 Of 3
Deutsche Dank AG
SOUTHERN FINANCIAL, LLC
Cradle - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Ed. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10 00000000 ts:., I i337i7 i/2
FINANCIAL. LLC DERNAT TIE -
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 Lt1_6187538U CALL 18-Oec-2015 :4166.32 :0) USD f1I ri;cotT) 10000 (112134 7;7 i
FINANCIAL LLC
SOUTFERN TWTR N CALL 27-Jan-2016 3,89662000 lisp 1170 000 389662 516200 43 3297 15.069 1 576 737 31
F1NANCAL. LLC
Subtotal: :',E.-L: '.:2 .7,_;
FX• Optima
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 Putt Call Strike Price MTM(USD)
s').1,•,.,••'1 FirfurcOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.060.030 OD USD (462.Q10.M33 MT Chk4 SHORT EURCPEAN PUT 6 1600 2 "
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __. _ _ _ __ __ __.
Equity -Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Strike Price MTM(USD)
SOUTHERN TVVTR N 0 1.Feb-2316 (5.00 l I:0703 USC 5001W HR ‘',,• ;.".•
FINANCIAL, LLC
Subtotal. I
Statement ID 182298_20150413_20150414_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-0116676
CONFIDENTIAL SDNY_GM_00262860
EFTA01457221