27* 2015
Pace 2 Of 3
Deutsche Sank 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-.Ian-2015 20-Mar-7320 SELL 10 003 000 00 USD 10020003 00 •311',:r I CCCC 2. 15
FINANCIAL, LLC DERNA7NE-
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)
114.618753 SOUTI-ERN LL1_618753Bu CALL ri .2,c /3:L. :4.1600133.:. USD 0.1660(X11 10000 (106.337 21)
FNANCIALLLC
NY-618176 SOUTHERN CALL 27.Jan-2016 3896.62000 _ISO 100000 38 9662 50 8203 43 036 14.255 1.42647203
FINANCIAL. LLC
Subtotal: 1319.134 82
FX- Options
Settlement Not.Ccy Not.Ccy
DealGroupID 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)
418622243/ SOUTHERN Fri./30;A 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (462.003.CO:i DI) G44 SHORT ELRCPEAN PUT 6.1600 (47 663 f6)
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _______
Equity -Swap Hybrid
db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not.Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD)
612676 sill i-, ii ::r. - v,:-:: ... 01.Feb-2016 1.5.1:01000 00i I. sr eiri LCICIL : it? -:43 701
f l',/,'.(; AI . .c.
Subtotal
Statement ID :
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-0116749
CONFIDENTIAL SDNY_GM_00262933
EFTA01457277