EFTA01457376.pdf

..givt. 7 077:Tr741 -77711 11 May 2015 Page 2 Of 3 Mill Mike' Deutsche 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 13,1an-2015 14...bn2015 204ilar-2320 SELL 10 000 000 00 USD 10 020003 00 '.132i I CCCC 217 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. E9t9tY • 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) U4618153 SOUTI-ERN 1)1_618763Ru CALL 6 .2,c /3._ :4.166.03'. 33:: USD (4.1660(E) 1 COOO FITANCLAL LLC MY-618176 SOUTHERN CALL 27..Jan..2016 399692000 ..ISD 100000 38 9662 3759::' 12 F" r 4.822 492.15500 FINANCIAL. LLC Subtotal: 4.I' 56320 FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Pit* MTM(USD) 418822243/ SOUTHERN Fi.FroOpt 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,03000 USD (462.300,C00 93) ON SHORT ELRCPEAN PUT 6.1600 (45.281 13) 834462396 FINANCIAL LLC Subtotal ,t! 23: ' _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ___..... ......_ _ _ ___. Equity -Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N CI) cf32'. 3I ,. r51'. 516600 1 406 474 71 FINAICIAL, LLC Subtotal: 1.408 474 71 Statement ID The valuation information set forth in th5 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-0 116901 CONFIDENTIAL SDNY_GM_00263085 EFTA01457376