EFTA Document EFTA01457293

44.77077 : Te-77717s • _ 29Apr 2015 Page 2 Of 3 Mike , Deutsche Sank AG SOUTHERN FINANCIAL, LLC 13 WS- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NOI,Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERIVAT WE- DEFSWAP 13,13,1.2015 14,bri2015 20.Mai.7-...20 SELL 10 000 000 00 LiSD 10020003 00 233i I CCCC 219 Subtotal. EquItY • Option db Ticket Counterparty Ref. Entity Putt Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) Lle818753 SOUTI-ERN 111_6187538u Ft4ANCIAL LLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL 6 :_:Lc ;L:S :4.166.33.! 32:: USD (4.166,0(E) 27..Jan-2016 389662000 _GO 100000 1 0000 38 9662 47 2703 123' ii 7 717 (1155.47155) 768 181 78 Subtotal: 65"1.3 23 FX- Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Anit 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN ri.ErcOut 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,020 00 USD (4621ATi,CO2 03) CNN SHORT ELRCKAN PUT 6.1600 (41 5C4' 76) 834462396 FINANCIAL LLC _ _ _ _ _ _ _ _ _ _ Equity-Swap Hybdd db Ticket Counterparty Ref. Entity _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Put/ Call Expiry Date Not Amt Not Ccy _ _ _ _ _ _ _ _ _ _ Not Amt 2 Not Ccy2 Subtotal _ ____... Strike Price _ _ _ __L. MTM(USD) 612676 SOUTHERN TWTR N FINANCIAL, LLC 1,1,, (1,7.11,1 ,. r51': 516600 777 614 47 Statement ID Subtotal: 777 614 47 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) CONFIDENTIAL DB-SDNY-0116776 SDNY_GM_00262960 EFTA01457293