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SOU ERN Fl Page 2 Of 3
Request 182298
A As of 20 Jul 15
Jane
Deutsche BenkAG
SOUTHERN FINANCIAL, LLC
Giedit - 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 14-3bn-2015 20-Mar-2un1 SELL 10,000.000 00 USD 100'1000300 USD I CCCC 252
FINANCIAL, LLC DERNAT NE-
DEFSWAP
Subtotal.
Itquity - Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price IITM(OSD)
114818753 SOUTFERN Ltl_618753Bu CALL 18-Dec-2015 :4.1661.03; II) usD (.4.166.0(6) I C000
FILANCLAL LLC
NY-618176 SOUTFERN CALL 27.Jan..2016 3 896.62000 :isD 100.030 389662 35 8103 436412 3.306 330.499 22
FtIANCIAL.LLC
Subtotal: 282.646 67
FX • Options
Settlement Not.Ccy Not.Ccy
DealGrouplD 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(uS0)
412822243/ SOUTHERN FkuroOpt 12-Mg-2014 12-Aug-2015 14-Aug-2015 75,000,000.00 USD (452000.660 03) CNI SHORT EUROPEAN PUT 6.1600 (CI 34)
814462395 FINANCIAL, LLC
497117498/ SOUTHERN FiEuroOpt 02-10015 04-Jan-2016 05-Jan2016 50.000.030.00 EUR (52.000660 00) USD SNORT EUROPEAN PUT 1.0400 (62o,9526e)
1037233558 FiNANCIAL LIC
497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-4m-2016 50,000,000.00 EUR (58.203600 00) USD LONG EUROPEAN CALL 1.1640 302.431.08
1007233558 FINANCIAL, LW
497126993/ SOUTHERN bEuroOpt 02-Jal-2015 04-Jan-2016 06-Jart-2016 25,000,000.00 EUR (26.250.000 00) LED SHORT EUROPEAN PUT 1.0500 (37229579)
1007255502 FINANCIAL, LLC
497126993r SOUTHERN FxEuroOpt 024a-2015 04-Jan-2015 06-Jart2016 25,000,000.00 EUR (28912.50800) USD LONG EUROPEAN CALL 1.1565 18100594
1037255503 FINANCIAL, LLC
Subtotal: t509 9033I)
Statement ID :
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-0117612
CONFIDENTIAL SDNY_GM_00263796
EFTA01457901