7177 n :CI 7.06-77:7111,7771:71,277177' 05 Jun 2015
. .. .
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 204ilar-2322 SELL 10003000 00 USD 10 020 003 00 '.19:) I CCCC 231
FINANCIAL, LLC DERNATIVE-
DEFSWAP
Subtotal.
EetatY • 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)
LN619753 SOUTI-ERN 1,4_518753Di CALL ii .'_:,c 2 ' ii,i :4.168.::0.! 33:: USD 0.166,0061 1 0000 191r44 2c)
Ft4ANCIAL LLC
NY.618176 SOUTHERN CALL 27-Jan-2016 389662000 _ISO 100020 389662 35 7103 1' 3.955 39553082
FINANCIAL. LLC
Subtotal: 304.296 62
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 Puff Call Strike Price MTM(USD)
418622243i SOUTHERN FrErtOnt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462100.000 01) CNN SHORT ELRCPFAN PUT 6.1600 (31.0.9) IS)
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __.
Equity -Swap Hybrid
db Ticket Counterparty Ref Entity Pub Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD)
612676 SOUTHERN - V: - 6 ', C.1) cf,2. 6 (3.6419(Cl r51'. 3;:4'00
FINANCIAL, LLC
Subtotal
Statement ID: 182298_20150604_20150605_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-0117237
CONFIDENTIAL SDNY_GM_00263421
EFTA01457614