EFTA01457427.pdf

1717-" Htn: 7- 7,:t 7497;n7 7..... :57 21 May 2015 0 . Page 2 Of 3 ••• - .. •• - S. DeutSie Bank AO SOUTHERN FINANCIAL, LLC Credit • DiallitSVIM) Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 11Jark2015 14-Jan-2015 XI-Mar-X.20 SELL 10 003 000 00 USD 10 000 003 00 3S2 I CCU/ 217 5 7- r...,<.- fi. . FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. Equity • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce lATM(USD) SOUTFERN Itl_61875380 CALL 'F, .•_,,c /3 ::',. A.166.,:0:. V, USD (4.166,0(.0) t0000 FrIANCLAL LLC SOUTFERN CALL 27.Jan.2016 389662000 ..,15D 100000 389662 3578001 4 :1'f: FINANCIAL. LLC Subtotal 328 35' % FX - Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) F ..EutOpt 12.Aug.2OI4 12Aug.2015 14-Aug-2015 75,000,060 00 USD (462.rATJ.0O3 al) CNN SHORT ELRCPEAN PUT 6.1600 28'.072) Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref Entity Put] Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Stnke Price MTM(USD) i • , . :-. 7. ",: 516600 149081535 Subtotal: 1,4%81535 Statement ID 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) DB-SDNY-0116973 CONFIDENTIAL SDNY_GM_00263157 EFTA01457427