EFTA Document EFTA01457614

7177 n :CI 7.06-77:7111,7771:71,277177' . .. . 05 Jun 2015 Pays 2 Of 3 Mike' Deutsche Bank 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 DERNATIVE- DEFSWAP 13-Jan-2015 14-Jan-2015 204ilar-2322 SELL 10003000 00 USD 10 020 003 00 '.19:) I CCCC 231 Subtotal. EetatY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN619753 SOUTI-ERN 1,4_518753Di Ft4ANCIAL LLC NY.618176 SOUTHERN FINANCIAL. LLC CALL CALL ii .'_:,c 2 ' ii,i :4.168.::0.! 33:: USD 0.166,0061 27-Jan-2016 389662000 _ISO 100020 1 0000 389662 35 7103 1' 3.955 191 r44 2c) 39553082 Subtotal: 304.296 62 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 Puff Call Strike Price MTM(USD) 418622243i SOUTHERN FrErtOnt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462100.000 01) CNN SHORT ELRCPFAN PUT 6.1600 (31.0.9) IS) 834462396 FINANCIAL LLC _ _ _ _ _ _ _ _ _ _ Equity-Swap Hybrid db Ticket Counterparty Ref Entity _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Pub Call Expiry Date NotAmt Not Ccy Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Not Amt 2 Not Ccy2 Strike Price _ _ _ _ _ __ __ __. MTM(USD) 612676 SOUTHERN - V: - 6 ', FINANCIAL, LLC C.1) cf,2. 6 (3.6419(Cl r51'. 3;:4'00 Statement ID: 182298_20150604_20150605_1 Subtotal The valuation information set forth In this statement Is proAded 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-0 117237 SDNY_GM_00263421 EFTA01457614