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16.11S amlIIIIIIII IIIII SA IMI 1111IIII 111IIIINM
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Ogee' • 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-20zV SELL 10 000 000 00 USD 10020003 00 •JITI) I CCCC 241 -.,- ,. ,,
FINANCIAL. LLC DERNAT WE -
DEFSWAP
Subtotal.
IltlifY • 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)
114518753 SOUTHERN LN_6187538u CALL 18.De-2015 :4.16600''0;: USD (4.1fil.D.C) 1 CO00
FINANCIAL LLC
NY-618176 SOUTI-ERN CALL 27.Jan-2016 3896620 CO :is 0 100.030 38 9662 35 6603 t' 1,.; 3.087 Xl8.730 33
FINANCIAL. LLC
Subtotal: 259.134 12
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 (452,003.1300 03) G1.1 SHORT EUROPEAN PUT 6.1600 i. .116 17)
834462395 FINANCIAL, LLC
497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 OS-Jan-2016 59000900.00 EUR (52.0000)0 00) USD SHORT EUROPEAN PUT 1.0400 ;612 440 .59
1037233558 F iNANCLN.. LLC
497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50,000,000.00 EUR (58.203,000 00) USD LONG EUROPEAN CALL 1.1640 400.986.70
10372335E8 FINANCIAL, LLC
497126993/ SOUTHERN bEuroOpt 02-Jul-2015 04-Jan-2016 064a-2016 25,000,000.00 EUR (26.250.003 00) LSD SHORT EUROPEAN PUT 1.0500 (359.928841
1037255502 FINANCIAL LLC
4971269931 SOUTHERN FxEuroOpt 02-Jr1.2015 04-Jan-2016 06-Jan-2016 25000900.00 EUR (28912.500 00) OSO LONG EUROPEAN CALL 1.1565 23983606
1037255503 FNANCLAL, LLC
Subbtal: (331 857 24)
Statement ID :
The valuation Information set forth in this statement is provided subject b the berms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117594
CONFIDENTIAL SDNY_GM_00263778
EFTA01457886