SOUTHERN CDSwapSov

Ticket Counterparty Ref

LLC

Call Expiry Date NotAmt Not

SOUTHERN FINANCIAL

Call Strike Price MTM(USD

Counterparty Trade Type Trade Date Maturity Date

Deutsche Bank AG

FED

FX • Options Settlement Not

Credit • Default Swap Trade ID Counterparty Trade Type Ref

Entity Trade Date Eff

SOUTIERN

BRASOV

EUR

Date Maturity Date

SOUTHERN '

Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not

Subtotal Equity -Option db

Call Expiry Date

SCUTHERN

Rate Spread

Entity Trade Date Eft

SuySell NotAmt 1 Not

Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD

Rate Spread LITM(USD