EFTA Document EFTA01457416

7 .7072 n :7 1, 177:7111,Tri 7 f17,11:7:71 37.77 11 4-k IT 20 May 2015 Pays 2 Of 3 Deutsche Banc 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-2020 SELL 10 000 000 00 USD 10030 CO3 DO •JS:.i I CCCC 222 Subtotal. NeultY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce MTM(USD) LN618753 SOUTI-ERN 114_6187538u FNMA!. LLC M'-616176 SOUTHERN FINANCIAL. LLC CALL CALL ll .•_:,c ::::: :4.166.::0_!l./3:: 27-Jan-2016 389662000 USD (4.166,0D1 is0 100030 1 C000 38 9662 li. Cc.3 • 4 423 442 289 16 Subtotal: 3/2 2r13 95 FX- Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN ri.p.coot 12-Aug-2014 12-Aug-2016 14-Aug-2015 75,000,030 00 USD (462,000.00000) CNN SHORT ELRCPEAN PUT 6.1600 {28 354 76) 834462396 FINANCIAL LLC Equity-Swap Hybrid db Ticket Counterparty Ref Entity Put./ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price MTM(USD) 612676 SOUTHERN FINANCIAL, LLC C,1) (s.2". '"i I. it 516600 1 418681 30 Statement ID: 182298_20150519_20150520_1 Subtotal: 1,418681 33 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 r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116952 PROT1 PROT0