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Pays 2 Of 3
Mike'
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
0(WS- 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-K20 SELL 10 000 000 00 USD 10020000 00 •JII:) I CCCC 217
FINANCIAL, LLC DERNATIVE-
DEFSWAP
Subtotal.
OeultY • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USO)
UNT618753 SOUTI-ERN 1,1_6187538u CALL I .'_:,c /3 ',. :4.166.Ob100::: USD (4.166,0(K1 I CO00 64 079 64)
Ft4ANCLAL LLC
NY-618176 SOUTHERN CALL 27-Jan-2016 3896620CD _ISO 100000 38 9662 43233768
FINANCIAL. LLC
Subtotal 368.258 04
IL
FX- Options
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
418822243/ SOUTHERN FifircOut 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (4621RO.CO:t 33) CNN SHORT ELRCPEAN PUT 6.0300 (30,115091
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __cc..
Equity -Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD)
612676 SOUTHERN TWTR N 01-Feb-2016 :5. "86 CCG 001 USD 516600 I 440 547 23
FINANCIAL, LLC
Subtotal: 1,440 54.23
Statement ID: 182298.20150518.20150519_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
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CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116942
CONFIDENTIAL SDNY_GM_00263126
EFTA01457409