EFTA Document EFTA01457409

T n :7 11 7177711,,,r1 7 f1:713771.77 IT 4-k 14:4 . . 19 May 20Th Pays 2 Of 3 Mike' Deutsche Sank AG SOUTHERN FINANCIAL, LLC 0 (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-Jan-2015 14-Jan-2015 20-Mar-K20 SELL 10 000 000 00 USD FINANCIAL, LLC DERNATIVE- DEFSWAP 10020000 00 •JII:) I CCCC 217 Subtotal. OeultY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USO) UNT618753 SOUTI-ERN 1,1_6187538u CALL I .'_:,c /3 ',. :4.166.Ob100::: USD (4.166,0(K1 Ft4ANCLAL LLC NY-618176 SOUTHERN CALL 27-Jan-2016 3896620CD _ISO 100000 FINANCIAL. LLC I CO00 38 9662 64 079 64) 43233768 Subtotal 368.258 04 FX- Options IL 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) 418822243/ SOUTHERN FifircOut 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (4621RO.CO:t 33) CNN SHORT ELRCPEAN PUT 6.0300 (30,115091 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 Stnke Price _ __cc.. _ _ _ _ MTM(USD) 612676 SOUTHERN TWTR N 01-Feb-2016 :5. "86 CCG 001 USD FINANCIAL, LLC 516600 I 440 547 23 Statement ID: 182298.20150518.20150519_1 Subtotal: 1,440 54.23 The valuation information set forth In this statement Is proAded 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-0116942 SDNY_GM_00263126 EFTA01457409