EFTA Document EFTA01457681

777 n C I WIC-71770,Tri 'r'7 7,11;;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 FINANCIAL, LLC DERNATIVE- DEFSWAP 13-Jan-2015 14-.1an-2015 20-Mar-3-320 SELL 10 000 000 00 USD 10 000003 DO '.13.:) I CCCC in 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 FINANCIAL LLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL ii LX3: /3 : iI. t4.166.00t 743:: USD (4.166,0(01 27.Jan-2016 3896.62000 _SD 100000 1 0000 38 9662 34 6600 2 930 292 938 60 Subtotal II- ..«= FX- Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy 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 Equity-Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not.Amt 2 Not.Ccy2 Subtotal Strike Price MTM(USD) 612676 SOUTHERN TINTR N FINANCIAL, LLC 01-Feb-2016 (3.641000 00i ( 9,1: 36 4100 176 700 35 Statement ID: 182298.20150618_20150619_1 Subtotal 176 7CO 35 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) CONFIDENTIAL DB-SDNY-0 117323 PROT1 PROT0