EFTA Document EFTA01457700

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 FINANCIAL, LLC DERNAT NE- DEFSWAP 13-Jan-2015 14-lan.2015 20•Mar.27.20 SELL 10003000 00 USD 10030 003 CIO '..ISI) I CCCC 74 i 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 FlIANC01.LLC NY618176 SOUTFERN FINANCIAL. LLC CALL CALL II .'_.,c /3.n :4.166.:IX IcJ:: USD (4.166,0(E) 27.Jan2016 3896.62000 _CD 100030 1 WOO 38 9662 35 1700 3 025 (n.50'./ F.) 30254403 Subtotal 236983 11 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 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 _ _ _ _ _ _ _ _ _ _ Equity-Swap Hybdd db Ticket Counterparty Ref. Entity _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Put/ Call Expiry Date Not.Amt Not Ccy _ _ _ _ _ _ _ Not.Amt 2 _ _ _ Not.Ccy2 Subtotal _ _ _ _ _ Stnke Price _ _ _ _ _ __ __ __. MTM(USD) 612676 SOUTHERN TWTR N FINANCIAL, LLC C.1) etii2". '6 (3.641.0X 00i i. si: 36 4100 126 267 13 Statement ID : Subtotal 126267 13 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-0117347 SDNY_GM_00263531 EFTA01457700