'777 71 7.7? 7.08-777110,717771:71, 77-71.777 7 20A#2015
.—k 115: . .
Pays 2 Of 3
ANIL.-
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
0coda- 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-..bn-2015 20-Mar-X20 SELL 10 000 000 00 USD 10 020003 00 '.10,0i I CCCC 233
FINANCIAL, LLC DERNAT NIE-
DEFSWAP
Subtotal.
NellitY • 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)
1.14-618753 SOUTFERN Lt1_618753Bu CALL 5 .2.c /3 : 5 :4.166.03133.:. USD (4.116£,0081 10000 (107.614
FlIANCLAL LLC
NY-618176 SOUTFERN CALL 27-Jan-2016 389682000 ...191) 100000 38 9662 50 6600 43 4297 14.240 1.424001 15
FININCIAL.LLC
Subtotal: 1.316.386 20
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)
4188222430 SOUTHERN Fit:3530;A 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (462.0M003 al) CM4 SHORT ELRCPFAN PUT 6.1600 (36 -5fl K' t
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ___ ___
Equity -Swap Hybrid
db Ticket Counterparty Ref Entity Put/ CaU Expiry Date Not.Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD)
612676 SOUTHERN - v,:- :: .. 01-Feb-2016 15.001020 00i ( 00 50 5 !CC
FINANCIAL, LLC
Subtotal
Statement ID: 182298.20150417_20150420_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
r
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116702
CONFIDENTIAL SDNY_GM_00262886
EFTA01457241