EFTA Document EFTA01457402

711/7172 n :CI WIC-77:7110,Tritir.:71: 11 137: :-.7 1.77 IT 4-k 18May 2015 Pays 2 Of 3 Mike' Deutsche Flank AG SOUTHERN FINANCIAL, LLC 13 WS- 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 13,13,1.2015 14.Jan.2015 20-Mar-X20 SELL 10 000 000 00 USD FINANCIAL, LLC DERIVAT WE- DEFSWAP 10 020 003 00 '.13.:) I CCCC 221 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) LN618753 SOUTI-ERN 1,4_6187538u CALL ' _. ..tic ,..):5 :4.166.33.!l43:: USD (4.166,0(E1 Ft4ANCIAL LLC NY.618176 SOUTHERN CALL 27-Jan-2016 389682000 ..I.SD 100 WO FINANCIAL. LLC I CO00 38 9662 I. IC -.., i 4.297 c:5. 1: 4N 65I 52 Subtotal: 311.) 436 8? FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAnit 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4i8622243/ SOUTHERN FriiricOnt 12Aug.2014 12-Aug-2015 14-Aug-2015 75,000,COD 00 USD (462103.003 al) CNN SHORT ELRCPEAN PUT 6.1600 f29 340 .SC) 834462396 FINANCIAL LLC Equity-Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not Amt Not Ccy Subtotal Not Amt 2 Not Ccy2 Strike Price __cc.. MTM(USD) 612676 SOUTHERN - Vi:-,.z ', CI., (s.2". '"i I. Si i FINANCIAL, LLC 51 6600 1 458 413 17 Statement ID: 182298_20150515_20150516_1 Subtotal: 1.458413 17 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 r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116933 PROT1 PROT0