EFTA Document EFTA01457104

it•-'77r7111,17 -1 : ..j1".711 741110re 03Ape 2015 Page 2 Of 3 Deutsche Rank AG SOUTHERN FINANCIAL, LLC erode - 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 DERIVAT WE- DEFSWAP 13-Jan-2015 144an.2015 204.lai.27)20 SELL 10 003 000 00 USD 100300D DO isli I CCCC 255 Subtotal ,,.. SeoltY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price ,ITM(USD) LR618753 SOUTFERN L11_618753Bu EMMA!. LLC NY.618176 SOUTI-ERN FtIANCIAL.LLC CALL CALL li .'_:,o ,0 '5 ;4.166.COC cra:i USD (4.1fil,C0c) 27.Jan.2016 3896.62000 .4.30 100.030 10000 38 9662 50 4203 4462:? •1.431k Subtotal 1.3/8 532 33 FX - Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 NotAnn 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418622243/ SOUTHERN Fi.lircOut 12Aug-2014 12-Augi2016 14-Aug-2015 75,000.CCO 00 USD i4621- .0303 001 CNN SHORT ELRODFAN PUT 6.1600 (15,064.11) 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 TYJTR N FINANCIAL, LLC 01-Feb-2016 (5.001.000 001 l51'. 50 cc, I CO HI, 22;24i) Statement ID: 182298_20150402.20150403_1 Subtotal i;40,225.47) The valuation information set forth In this statement Is proiAded 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-0116500 SDNY_GM_00262684 EFTA01457104