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amrIII SAM Ial IIINI IIII
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Ored0 • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread mTM(USD)
C7970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 144an-2015 20-Mar-2u SELL 10 000 000 00 USD Ion 000 00 .1Tif I CCCC KS
FINANCIAL. LLC DERNAT WE-
DEFSWAP
Subtotal
"laity - Option
db Ticket Counterparty Ref. Entity Put/ Call E>pay Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Pnce MTM(USD)
U4.618753 SOUTHERN 10_6187538u CALL 180e-2015 :4.168.TO:, "Cii USD (4.166JYAT) 10000
FINANCIAL LLC
NY-618176 SOUTFERN CALL 27.Jan-2016 3896620 CO Lisp 100.030 38 9662 29500 , .i.i
FNANCIAL. LLC
Subtotal
FX • Options
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 Putt Call Strike Price MTM(t1SO)
ra22243, SOUTHERN FkuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,0110.00 USD (462,0DTLCCO D31 CliN SHORT EURCPEAN PUT 6.1600 0.00
814462395 FINANCIAL, LLC
497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50.000.030.00 EUR (52.000)380 00) USD SHORT EUROPEAN PUT 1.0400 (433069.38)
1037233558 FINANCIAL. LLC
497117498/ SOUTHERN F,Euro0pt 02-Jul-2015 04-Jen-2016 06-Jat-2016 50,000,000.00 EUR (58.243,000 00) USD LONG EUROPEAN CALL 1.1640 334.333.26
1037233559 FINANCIAL, LLC
497126993/ SOUTHERN F)EuroOpt 02-Jol-2015 04-Jan-2016 064art-2016 25,000,000.00 EUR (26.250.003 00) LED SHORT EUROPEAN PUT 1.0500 (255.159051
1037255502 FINANCIAL, LLC
497126993r SOUTHERN F>Euro0pt 02-Ju1.2015 04-Jan•2016 06Jan2016 25,000,000.00 EUR (28,912.500 00) USD LONG EUROPEAN CALL 1.1565 202303.34
1037255503 FINANCIAL, LLC
Subtotal: (161.61184)
Statement ID : 182298_20150810_20150811_1
The valuation Information set forth in this statement Is provided subject b the terms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0079804
CONFIDENTIAL SDNY_GM_00225988
EFTA01381067