71717 n :CI 71,777111,7177717,11:77:-.77577 IT 04Jun 2015
. 1::.. .
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-X20 SELL 10 000 000 00 USD 10 020 003 00 '.1SI) I CCCC 231
FINANCIAL, LLC DERNATIVE-
DEFSWAP
Subtotal.
EtleitY • 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 SOUTI-ERN U1_6187538[3 CALL 5 .2,c /3:5 :4.166.33133::. USD (4.186,0C(1) 1 CO00
FINANCIAL LLC
M1-618176 SOUTHERN CALL 27.Jan-2016 389682000 ..ISD 100 WO 389662 37 0003 V. '; 4.006 400575 38
FINANCIAL. LLC
Subtotal: 31.' I :3 55
FX- Options
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 I Not.Ane 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
418822243/ SOUTHERN rifircOpt 12Aug.2014 12-Aug-2015 14-Aug-2015 75,000,(XM00 USD f.4621A-0.003 03) CKS4 SHORT ELRCPEAN PUT 6.1600 IS-4 6 49)
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __cc..
Equity -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 - - 6 ', C.1) eo2. 6 (3.641000001 0.51'. 3-C 4 ' CO
FINANCIAL, LLC
Subtotal
Statement ID: 182298.20150603.20150604_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-0117231
CONFIDENTIAL SDNY_GM_00263415
EFTA01457611