777n C I WIC-71770,Tri'r'77,11;;Trt-.:71.71' II 19 Jun 2015
. .. .
Pays 2 Of 3
Mike'
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Leda- 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-.1an-2015 20-Mar-3-320 SELL 10 000 000 00 USD 10 000003 DO '.13.:) I CCCC in
FINANCIAL, LLC DERNATIVE-
DEFSWAP
Subtotal.
Eat*/ -Orton
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
LN618753 SOUTI-ERN U1 6187536U CALL ii LX3: /3 : iI. t4.166.00t 743:: USD (4.166,0(01 1 0000
FINANCIAL LLC
NY-618176 SOUTHERN CALL 27.Jan-2016 3896.62000 _SD 100000 38 9662 34 6600 I' -.<; 2 930 292 938 60
FINANCIAL. LLC
Subtotal II- ..«=
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)
41882224.3/ SOUTHERN ri.E3,30ut 12Aug-2014 12-Aug-2015 14-Aug-2015 75,00,CCO 00 USD (462.00.003 03) CM-I SHORT ELRCKAN PUT 6.1600 (1I.480 )
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __.
Equity -Swap Hybdd
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD)
612676 SOUTHERN TINTR N 01-Feb-2016 (3.641000 00i ( 9,1: 36 4100 176 700 35
FINANCIAL, LLC
Subtotal 176 7CO 35
Statement ID: 182298.20150618_20150619_1
The valuation information set forth In this statement is provided subject to the terms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117323
CONFIDENTIAL SDNY_GM_00263507
EFTA01457681