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Shawl' I IIIMISAMILWI I III
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Died' • Debut 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 14.Jan-2015 20.Mar.2un1 SELL 10 000 000 00 USD 1003000300 .1S:) I CCCC 231
FINANCIAL. LLC OERNAT NE.
DEFSWAP
Subtotal.
Sanity - Option
db Ticket Counterparty Ref. Entity Put/ Call E >pay Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
LN.618753 SOUTHERN 111_6187538u CALL 180ec-2015 : 4168.V 33:i USD (4.166,000) 10000
FNANCtAL LLC
IlY618175 SOUTI-ERN CALL 27.Jan-2016 3 896.620 CO isD 100.000 38 9662 :62 5`.4 I- .I
FNANCIAL. LLC
Subtotal Ci3, ircirz 13i
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(USD)
412822243/ SOUTHERN FkuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,000.00 USD (452,003.060 03) G6H SHORT EURCPEAN PUT 6.1600 a.,CO2 . )
810462395 FINANCIAL, LLC
497117498/ SOUTHERN RiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50.000.030.00 EUR (52.000060 00) USD SHORT EUROPEAN PUT 1.0400 3007260
1037233558 F PAWN.. LLC
497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 OS-Jai-2016 50000000.00 EUR (58.210000 00) USD LONG EUROPEAN CALL 1.1640 37.673.79
1037233558 FINANCIAL, LW
497126993/ SOUTHERN FaEuroOpt 02.Ja1-2015 04-Jan-2016 06-Jan-2016 25000000.00 EUR (26.250.000 00) USD SHORT EUROPEAN PUT 1.0500 24.853.50
1037255502 FINANCIAL, LLC
497126993r SOUTHERN Murat 024JI•2015 04-Jari2016 06Jari2016 25.000.000.00 EUR (28.912.500 00) USD LONG EUROPEAN CALL 1.1565 20.09206
1037255503 FINANCIAL, LLC
Subbtal: 105.589 45
Statement ID : 182298_20150702_20150703_1
The valuation information set forth in this statement Is provided subject b the kerns and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117506
CONFIDENTIAL SDNY_GM_00263690
EFTA01457818