I v,.
.71:77i7 ,1..2..1.,::
. Tr-77r . ...7771:7. ."-a.""' '
Pays
12Jun 2015
2 Of 3
I a millIMEIMINEWAlee-'
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
CredA - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell Not Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 11Jen-2015 144an-2015 20.1ilar.2320 SELL 10 000 000 00 LSD 10030 003 CO 113).:) I CCCC i32
FINANCIAL, LLC DERIVAT WE-
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)
SOUTFERN L11_6187538» CALL 1) .'_.,c ;3 :3: :4.166.rX33:) USD (4.166,0(X1 11X100 i 72 T. -
FNANCtAL LLC
SOUTFERN CALL 27,lan.2016 3896.620C° ...ISD 1001X10 38 9662 35 8403 3.298 329.74795
FINANCIAL. LLC
Subtotal: 257 263 22
EX -OpItene
Settlement Not.Ccy Not.Ccy
DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAnn 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
ri.ErcOut 12.Aug.2014 12-Aug.2015 14-Aug-2015 75.000.000 00 USD (462.rATJ.005 93) CAN SHORT ELRCIDEAN PUT 6.1600 (18 66 44)
Subtotal
gest/ —SIM) NOS
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not Ccy Not.Amt 2 Not.Ccy2 SInke Price MTM(USD)
SOUTHERN TWIR N 01-Feb-2016 (3.641.000 00i l51': 36 4100 58 039 10
FINANCIAL, LLC
Subtotal Sa 039 ID
Statement ID: 182298_20150611_20150612_1
The valuation information set forth In this statement Is proiAded 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-0117293
CONFIDENTIAL SDNY_GM_00263477
EFTA01457660