67:11"
S• .
..
N FINING
771,,ifimi..7---,-.1.,formwmir Page
14Aug 2015
2 Of 3
. , 1
a Se
Deutedwo Bet AG
SOUTHERN FINANCIAL, LLC
tied' • Default Swap
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-Mat-2Un1 SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 VD i
FINANCIAL. LLC DERNATrVE-
DEFSWAP
Subtotal.
I** • 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 LI1_6187538U CALL 18-Dec-2015 :4,1661.03 :(0 USD 14.166,00a) 1 0000
Ft4ANCLAL LLC
NY.618176 SOUTI-ERN TWTR N CALL 27-Jan-2016 389662000 USD 100= 389662 28 5403 491898 1.028 10274688
FINANCLAL.LLC
Subtotal: 28 ,74 3. ,
FX• Options
Settlement Not.Ccy Not.Ccy
DealGrouplD 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)
497117496/ SOUTHERN F)EurcOpl 02,6I-2015 04-Jan-2016 06
-Jan-2016 50,00000000 EUR (521-ATM 03) USD SHORT EUROPEAN PUT 1.0400 1319 737 59)
1037233558 FINANCIAL, LLC
497117496/ SOUTHERN FkuroOpt 02.41.2015 04-Jan-2016 OS-Jan-2016 50000,00000 EUR (58200,000.0:11 LSD LONG ELFICPEAN CALL 1.1640 487,6fl 73
1037233559 FNANC1AL. U.0
497126993/ SOUTHERN F1£urcCpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25,000,030 03 EUR (25.25x0,00000) LSD SHORT ELRCPEAN PUT 10503 (196.851 11)
1037255502 FINANCIAL LLC
497126993/ SOUTHERN F)EuroOpl 02-Jul-2015 04-Jan-2016 06Jan-2016 25.00000000 EUR (28.912.50003) LSD LONG ELRCPEAN CALL 1.1565 292040.25
1037255503 FP1ANCIAL. LLC
Subtotal: 263.07431
Statement ID : 182298 29150813 20150814 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
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117924
CONFIDENTIAL SDNY_GM_00264108
EFTA01458133