EFTA Document EFTA01457094

7717n:7571,77:70, ,,ritir:71n37:717 .7 4-k . . IT 01 Ape 2015 Pays 2 Of 3 Deutsche Bahr Sank AG SOUTHERN FINANCIAL, LLC erode- 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 DERNAT NE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar-2320 SELL 10 000 000 00 USD 10030 000 00 '.13:t I COX: 273 Subtotal. Oaf*/ -Orton db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 114618753 SOUTI-ERN 1,4_519753RJ FNMA!. LLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL ii .2,c ,il):: :4.168.::0_!l'ia:: USD (4.165,OM 27-Jan-2016 389682000 _SD 100030 1 0000 38 9662 5000.'f) 44.7395 14.110 (54.553.42) 1.410.978 40 Subtotal: ; ..gio 424 53 FX- Options IIIIIIIIL Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 NotAmt 2 2 Long/ Short Option Style Put/ Call Strike Pk:* MTM(USD) 4188222437 SOUTHERN Fi.p.c0pt 12-Aupg-2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (462.OtC00 al) CM4 SHORT ELRCKAN PUT 6.1600 676301 834462396 FINANCIAL LLC _ _ _ _ _ _ _ _ _ _ Equity-Swap Hybrid db Ticket Counterparty Ref. Entity _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Put/ Call Expiry Date NotAmt Not Ccy _ _ _ _ _ _ _ _ _ _ Not Amt 2 Not Ccy2 Subtotal _ __ ___ Strike Price _ _ _ __ __ __. MTM(USD) 612676 SOUTHERN TWTR N FINAICIAL, LLC 01-Feb-2016 15.(01.000 00i t ttr 53 5 !al Statement ID : 1 Subtotal 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-0116487 SDNY_GM_00262671 EFTA01457094