73v7.70777 : 1"•T..I8-7711 25 Jun 2015
Page 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 Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-lan.2015 20•Mar.27.20 SELL 10003000 00 USD 10030 003 CIO '..ISI) I CCCC 74 i
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal.
Oaf*/ - 0*n
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
IN618753 SOUTFERN Lfl_618753Bu CALL II .'_.,c /3.n :4.166.:IX IcJ:: USD (4.166,0(E) 1 WOO (n.50'./ F.)
FlIANC01.LLC
NY618176 SOUTFERN CALL 27.Jan2016 3896.62000 _CD 100030 38 9662 35 1700 3 025 30254403
FINANCIAL. LLC
Subtotal 236983 11
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 Puff Call Strike Price MTM(USD)
418822243/ SOUTHERN ri.E.I.cOrt 12.Aug.2014 12-Aug.2015 14-Aug-2015 75,000,ECO 00 USD (462.00./.003 MI CNN SHORT ELRODFAN PUT 6.1600 (1429: 88)
834462396 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __.
Equity -Swap Hybdd
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD)
612676 SOUTHERN TWTR N C.1) etii2". '6 (3.641.0X 00i i. si: 36 4100 126 267 13
FINANCIAL, LLC
Subtotal 126267 13
Statement ID :
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-0117347
CONFIDENTIAL SDNY_GM_00263531
EFTA01457700