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2 Of 3
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Deutedwo Bank AG
SOUTHERN FINANCIAL, LLC
bred' • OefaultSwap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mai.2u SELL 10 003 000 00 LSO 10 OCO 000 00 is:.: 10000 255
FINANCIAL. LLC DERNAT rVE-
DEFSWAP
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Subtotal
IltitY • Option
db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
11‘1618753 SOUTHERN LII_6187538U CALL 18-Dec-2015 :41661.0., 3:T: USD 14.186,0(.0) 10000 tir, Ii .-..
FNANCLAL LLC
NY-618176 SOUTI-ERN THITR N CALL 27.Jan-2016 3,896,62000 Lisp 100.000 389662 29 3900 501532 1.301 130.05629
FINANCAL.LLC
Subtotal: 56.908 41
FA - 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(USD)
4971174967 SOUTHERN F)EurcOpt 0244-2015 04-Jan-2016 06-Jan-2016 50,000030 CO EUR (521X10,00303) LSD SHORT EUROPEAN PUT 1.0400 [213 44.3 i'l
1037233558 FINANCIAL, LLC
497117496/ SOUTHERN FkuroOpI 02.41.2015 04-Jan-2016 OSJan-2016 50000,00000 EUR (58.200000M LSD LONG ELRCPEAN CALL 1.1640 586.634 45
103723355e FINANCIAL. IIC
497I26993/ SOUTHERN FxEurcCpt 02-Ail-2015 04-Jan-2016 06-Jan-2016 25,000,030 03 EUR (25250000 00) USD SHORT ELRCPEAN PUT 1.0503 r Eo,144%)
1037255502 FINANCIAL LLC
4971269931 SOUTHERN F)EuroOpl 0244.2015 04-Jan-2016 06Jan-2016 25.00000000 EUR (28.912.50003) LSD LONG ELRCPEAN CALL 1.1565 348.055.07
1037255503 FINANCIAL LLC
Subtotal: 461096.17
Statement ID : 182298 29150812 20150813 1
The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the cover sheet
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CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117916
CONFIDENTIAL SDNY_GM_00264100
EFTA01458126