7:11717 n :CI W.C-777111,777717,11F477-71.77 7 22Jun 2015
. .. .
Pays 2 Of 3
as
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
0(WS- 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-K20 SELL 10 000 000 00 USD 10030 003 DO '.1S1i I CCCC 231
FINANCIAL, LLC DERIVAT WE-
DEFSWAP
Subtotal.
NelatY • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
1.14.618753 SOUTI-ERN 1:L1_618753Ru CALL 1', _•:,c /3:1: ;4.166.101 7.0:: USD (4.166,OLGi 1 C000 (54.9€252)
FNANCIAL LLC
Mc618176 SOUTHERN CALL 27-Jan-2016 3896.62000 CSD 100000 38 9662 35 8600 41 7775 3.454 345.3%58
FINANCIAL. LLC
Subtotal: 297 334 %
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 Put/ Call Strike Prkie MTM(USD)
418822243/ SOUTHERN FiiircOpt 12Aug-2014 12-Aug-2015 14-Aug-2015 75,000,000 00 USD (462.FAXLCOJ al) ON SHORT EtPCPEAN PUT 6.1600 0.4343'::
834462396 FINANCIAL LLC
Subtotal
__ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ ___ ___ _ ___. __ __ __ __ _ __.
db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAmt Not Ccy Not Arm 2 Not Ccy2 Strike Price MTM(USO)
612676 SOUTHERN TWTR N 01-Feb-2016 (3.641000 00i L sr 35 4 ' CO 56.9M 74
FINANCIAL, LLC
Subtotal 56083.74
Statement ID: 182298.20150619_20150622_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
r
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117329
CONFIDENTIAL SDNY_GM_00263513
EFTA01457686