15 ,.kd 2015
Page 2 Of 3
Deutsch* Bank AG
SOUTHERN FINANCIAL, LLC
Cnda-0efaukSwap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 144n-2015 20-Mar-2un1 SELL 10,000.000 00 LSO 10 OCO 000 00 USD I CCCC 238
FINANCIAL. LLC DERNATrVE-
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 Pnce MTM(USD)
SOUTI-ERN LN_6'F. -!'.4fil : CALL '.c ;:c;.:.6.:: :4.166,;:a;a3) USD (4.1fi1,CGC) I C000 145'53 H
FINANCIAL LLC
SOUTFERN CALL 27,1an-2016 3998.62000 .jsr) 100.030 38 9662 357700 1' (,.R, 3 593 159 194 39
FNANCIAL,LLC
Sublobal: il4I.ILI z",
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 I 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 75000,000.00 USD (452,003000 93) CM SHORT EUROPEAN PUT 6.1600 (?00 62)
FINANCIAL, U.0
SOUTHERN FEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50000.030.00 EUR (52.000.000 00) USD SHORT EUROPEAN PUT 1.0400 (533,0€684)
FINANCIAL. LLC
SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Ja1-2016 50800600.00 EUR (58.2K000 00) USD LONG EUROPEAN CALL 1.1640 465.485.93
FINANCIAL. LLC
SOUTHERN FiEuroOpt 02-Jul-2015 04-Jan-2016 OSJart-2016 25000000.00 EUR (26.250040 00) LSD SHORT EUROPEAN PUT 1.0500 (353.427621
FINANCIAL, LLC
SOUTHERN FiEuroOpt 02-JJI-2015 04-Jan-2016 06-Jan-2016 25000.030 00 EUR (28,912.500 00) USD LONG EUROPEAN CALL 1.1565 276.12603
FINANCLAL, LW
Subtotal: (207 212 12!
Statement ID : 182298_20150714_20150715_1
The valuation information set forth in this statement Is provided subject 12 the berms and conditions set forth in the notes on the cover sheet
c.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117588
CONFIDENTIAL SDNY_GM_00263772
EFTA01457880