EFTA Document EFTA01457660

I v, .71:77i7 . Tr-77r . ...77 71:7. ."-a.""' ,1..2..1.,:: ' I a millIMEIMINEWAlee-' 12Jun 2015 Pays 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC CredA - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell Not Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERIVAT WE- DEFSWAP 11Jen-2015 144an-2015 20.1ilar.2320 SELL 10 000 000 00 LSD 10030 003 CO 113).:) I CCCC i32 Subtotal. Equity • 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) SOUTFERN L11_6187538» FNANCtAL LLC SOUTFERN FINANCIAL. LLC CALL CALL 1) .'_.,c ;3 :3: :4.166.r X33:) USD (4.166,0(X1 27,lan.2016 3896.620C° ...ISD 1001X10 11X100 38 9662 35 8403 3.298 i 72 T. - 329.74795 Subtotal: 257 263 22 EX -OpItene DealGrouplD 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) ri.ErcOut 12.Aug.2014 12-Aug.2015 14-Aug-2015 75.000.000 00 USD (462.rATJ.005 93) CAN SHORT ELRCIDEAN PUT 6.1600 (18 66 44) gest/ - SIM) NOS db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not Ccy Not.Amt 2 Not.Ccy2 Subtotal SInke Price MTM(USD) SOUTHERN TWIR N FINANCIAL, LLC 01-Feb-2016 (3.641.000 00i l51': 36 4100 58 039 10 Statement ID: 182298_20150611_20150612_1 Subtotal Sa 039 ID The valuation information set forth In this statement Is proiAded subject to the terms and conditions set forth in the notes on the oover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117293 PROT1 PROT0