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SOUTHERN FINANCIAL, LL Page 2 Of 3
Request 182298
As of 24 Sep 15
Deutsch* Bank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell Not. Amt 1 Nottcy1 Not Amt 2 Not.Ccy2 Rate Spread f,ITM(USD)
C79707544 SOUTHERN CDSwapSov BRASOV I 3,1an.2015 1443n-2015 20.Ma,.2020 SELL 10 009 000 00 USD 'C. :CC 10:1:(1 IS:i I CO:C 452
FINANCIAL LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
Lt4618753 SOUTHERN 111_618753BU CALL 18-Dec.2015 ;4 IS6.1t; 35) USD (4,16613011 10000 (51,513.1;61
FINANCIAL LW
NY-618176 SOUTHERN TWTRN CALL 27-Jan-2016 306/32000 ugg 100.= 389662 26.6000 52 2316 0.185 18510 16
FINANCIAL, LLC
Subtotal: 13.022 95.:
FX • Options
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD)
497117498i SOUTHERN FiEuro(pt 02-Ju1.2015 04-Jan-2016 06-Jan-20I6 50000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 •,I 71231 L' )
1037233558 FINANCIAL, LW
497117498E SOUTHERN FtEuro0pl 02-JA-2015 04-Jan.2016 08Jan2016 50030.000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1610 595162.88
1037233559 FINANCIAL, LLC
487126993/ SOUTHERN FxEuroOpt 02•441•2015 04-Jan-2016 06-Jan-2016 25=A0.00 EUR 126.251.00000) USD SHORT ELRCPEAN PVT 1.0500 (108.0o63)
1037255502 FINANCIAL, LLC
497126993/ SOUTHERN F1Euro0pt 02412015 01-Jan-2016 06-Jan-2016 25000030.00 EUR (269€2,5CG.00) USD LONG ELRCPEAN CALL 1.1565 358.495.17
1037255503 FINANCIAL. LW
Subtotal: 671658 33
Statement ID: 182298_20150924_20150925_1
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) DB-SDNY-0118339
CONFIDENTIAL SDNY_GM_00264523
EFTA01458428