23 Jun 2015
Page 2 Of 3
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
0redit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 14,13n-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 1000000000 ,iI.,:i I i3:60 239 ., • -
I
FINANCIAL. LLC DERNAT WE -
DEFSWAP
Subtotal.
EllaITY • 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)
SOUTHERN LN_6187538U CALL 18-Dec-2015 :4,166.V :0) USD i 4 1rkTfi(T) 1 0000 152 €748`.)
FINANCIAL LLC
SOUTI-ERN TWTRN CALL 27.Jan-2016 3.89662000 USD 100000 389662 35 5503 40 844 3199 319.849 32
FrIANCAL.LLC
Subtotal: 267.674 47
Fit -Options
Settlement Not.Ccy Not.Ccy
DealGrouptD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD)
SOUTHERN FrfurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 OD USD (4621.0/.000 a3) Cha4 SHORT EURCPEAN PUT 61600 9 779 01)
FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ______ . _ _ _ _ __. _.
EWty—Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD)
SOUTHERN TWTRN 01.Feb-2016 1354 1 CCO 00i USD 36 4100 88 078 20
FINAICIAL, LLC
Subtotal 88 078 20
Statement ID :MIIIIIIIIMUIPIIIIIIIIMPIPMM
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-0117335
CONFIDENTIAL SDNY_GM_00263519
EFTA01457690