I e an roup on Ce Jul 2015
SOUTHERN FINANCIAL, LLC Page 2 or 3
Request 182298
A As of 07 Jul 15
-""IIIIMENIMMIllat
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Gedk - Defautt Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NOI,Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread mTM(USD)
SOUTHERN CREDIT BRASOV 13.Jan-2015 14.Jan-2015 20-Mai-2u SELL 10 000 000 00 USD 10 020 003 00 -.111:3 I CCCC 251
!NAr !DX_ LLC DERNATIVE-
DEFSWAP
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)
C11L. I 4.:-.rc . . 'I •:::' 1 .41v : ' :' Ccc ;HE :4 I 661(..C. tr. USD (4.11i4CGC) 10000 (a:1941.10)
FNANCIAL tic
SOUTHERN /. ::1- 7.: '•: 3896670 (.0 cs 0 100.000 38 9662 35 5203 Li iiii iii 3.323 332.30559
FINANCIAL. LLC
Subtotal: 4' ,7. ..k.i.t -'-'2i
FX -OptIoni
Settlement Not.Ccy Not.Ccy
DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long! Short Option Style Putt Call Strike Price MTM(USD)
SOUTHERN FkuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000.00 USD (452,001000 00) CM SHORT EUROPEAN PUT 6.1600 (493574)
FINANCIAL, LLO
SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan•2016 DS-Jan-2016 50.000.000.00 EUR (52.000000 00) USD SHORT EUROPEAN PUT 1.0400 (834,34153)
FINANCIAL. LLC
SOOTHEFtN F,EuruCpt 02-Jul-2015 04-Jrn-2016 06-Jai-2016 50,000,000.00 EUR (58.2f.k0W 00) USD LONG EUROPEAN CALL 1.1640 517160.18
FINANCIAL. LLC
SOUTHERN F)EuroOpt 02-Jul-2015 04-Jan-2016 06Ja-2016 25.000.000.00 EUR (26.250.000 00) USD SHORT EUROPEAN PUT 1.0500 (477.98696)
FINANCIAL, LLC
SOUTHERN FiEuroOpt 02,All.2015 04-Jan•2016 06Jan•2016 25,000,000.00 EUR (28,912.50000) u30 LONG EUROPEAN CALL 1.1565 303,650 73
FINANCIAL, LLC
Subbtal: 095.644 32
Statement ID: 182298_20150707_20150708_1
The valuation Information set forth in this statement Is provided subject ed the berms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117528
CONFIDENTIAL SDNY_GM_00263712
EFTA01457836