EFTA Document EFTA01457109

'777 n :CI IC777110,,,r1 '7 il:71377.7.:71.7" -k . li - . . IT C6Ape 2015 Pays 2 Of 3 ANIL.- Deutsche Sank 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 DERNAT NE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar-X20 SELL 10 003 000 00 USD 10020003 00 '..1S:t I CCCC 255 (702,48204 Subtotal. Eat*/ • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTFERN LI1_618753Bu FrIANCLAL LLC flY.618176 SOUTFERN FINANCIAL. LLC CALL CALL ll .'_:,c /3:L. ;4.166::(Xl.Q: USD (4166,0(Xii 27.Jan.2016 389662000 ...1SD 100 000 1C000 38 9662 50 471) .11 Siic ' (55.29161: 1.422.507 16 Subtotal 1,377,215.55 FX- Options ,. ail. Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 NotAnit 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243f SOUTHERN ri.p.cOpt 12aug.2014 12-Aug.201S 14-Aug-2015 75,000,03000 USD (462.rATJCO:i DI) CNN SHORT ELRCPEAN PUT 6.1600 (14,71808) 834462395 FINANCIAL LLC __ __ __ __ __ __ __ __ __ __ Equtly-Swap Hybrid db Ticket Counterparty Ref Entity __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ Pug Cab Expiry Date Not.Amt Not Ccy __ __ __ __ __ __ Not Amt 2 __. .._ __. Not Ccy2 Subtotal .._ __. .._ __. .._ Strike Price __. .._ __ __ __ __ __ __. MTM(USD) 612676 SOUTHERN - Ye :: ... FINANCIAL, LLC 01-Feb-2016 15.001020 00i I. ttr CC C,1C0 HI: 22'2.1 it Statement ID : 182298.20150403.20150406_1 Subtotal .:40,22547) 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-0116506 SDNY_GM_00262690 EFTA01457109