I v,
.
.71:77i7
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Pays
08JJut 2015
2 Of 3
I flanallEMINEWAne ,
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Credo - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell Not Amt 1 Not.Ccyl Not.Arnt 2 NotCcy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 11Jani2015 144uni2015 20ittari2)20 SELL 10 003 000 00 USD 10030 CO3 DO IlIiiii I CCCO 243 (63956404)
FINANCIAL, LLC DERIVAT NE-
DEFSWAP
Subtotal.
EquEY • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price IATM(USD)
SOUTEERN Lf1_618753Bu CALL ii i_i,c zi):: :4.166.00! 742:: USD (4.11iI,CGC) 1 C000
FlitANCLAL LLC
SOUTI-ERN CALL 27.Jan.2016 3896.620O0 ..ISD 100.000 389662 37 0000 45=(:
Ft.INCIAL.LLC
Subtotal a In tii(fi
,
FX- Options
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAnit 2 2 Long/ Short Option Style Put/ Call Strike Price PATIA(USD)
SNANCI L
OUTHERN rifircOpt 12Aug.2014 12-Augi2015 14-Aug-2015 75,000,00000 USD (462.003.003M) CM4 SHORT ELRCPEAN PUT 6.1600 (33.77870)
FI A LLC
IIII
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)
SOUTHERN TWTR N C.1,, efi7/. '6 (3.6419:0 00i I. si, 37: 4 'CO
FINANCIAL, LLC
Subtotal
Statement ID: 182298_20150605.20150608 1
The valuation information set forth In this statement Is provided subject to the terms and conditions set forth in the notes on the oover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117243
CONFIDENTIAL SDNY_GM_00263427
EFTA01457620