EFTA Document EFTA01457376

..givt. 7077:Tr741 -77711 Mill 11 May 2015 Page 2 Of 3 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 FINANCIAL, LLC DERNAT NE- DEFSWAP 13,1an-2015 14...bn2015 204ilar-2320 SELL 10 000 000 00 USD 10 020003 00 '.132i I CCCC 2 1 7 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 FITANCLAL LLC MY-618176 SOUTHERN FINANCIAL. LLC CALL CALL 6 .2,c /3._ :4.166.03'. 33:: USD (4.1660(E) 27..Jan..2016 399692000 ..ISD 100000 1 COOO 38 9662 3759::' 12 F" r 4.822 492.15500 Subtotal: 4.I' 56320 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 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 Equity-Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price ,t! 23: ' MTM(USD) 612676 SOUTHERN TWTR N FINAICIAL, LLC CI) cf32'. 3I r51'. 516600 1 406 474 71 Statement ID Subtotal: 1.408 474 71 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) CONFIDENTIAL DB-SDNY-0 116901 PROT1 PROT0