'777n :CI WIC-77:7110,71771:71, 77-:-.7177 IT 16Ape 2015
.-k . .
Pays 2 Of 3
Mike'
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
erode - 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-Jan-2015 20-Mar-2020 SELL 10 000 000 00 USD 10030 COD CO '.1S0 I CO): 224
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal.
Eet4tY • 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)
LN618753 SOUTFERN LI4_618753Bu CALL ' .'_:,c /3:5 ;4.166.,'.0.! 7.0:: USD (4.166,0(X1 I C000 (101,79).15)
FINANCIAL LLC
Nftc618176 SOUTFERN CALL 27-Jan-2016 389662000 ...ISD 100 OCO 38 9662 51 3003 431374 14.754 1.475355%
FINANCIAL. LLC
Subtotal: • ; c
FX- Options
Settlement Not.Ccy Not.Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
4188222434 SOUTHERN r.p.cOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462.rA-10.003 al) CNN SHORT ELRCREAN PUT 6.1600 i.17668)
834462396 FINANCIAL LLC
Subtotal
__ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __. .._ __. .._ __ __ __. __ __ __ __ __ __.
Equtly-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 -v,:-:t.. 01-Feb-2016 15.010:0001 I. it 50 LI !CO
FINANCIAL, LLC
Subtotal
Statement ID: 182298_20150415_20150416_1
The valuation information set forth In this statement Is proAded subject to the terms and conditions set forth in the notes on the cover sheet
r
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116690
CONFIDENTIAL SDNY_GM_00262874
EFTA01457232