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18Aug 2015
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Deutedwo Bank AG
SOUTHERN FINANCIAL, LLC
bred' • Setaelamp
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 13-Jan-2015 14-Jan-2015 20-Mat-20N SELL 10 003 000 00 LSO 10 OCO 000 00 is:.: 10000 291
FINANCIAL. LLC DERNAT rvE-
DEFSWAP
Subtotal. I -2f; ,' `l' ':
igitY • °Peen
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‘1518753 SOUTHERN Lt1_6187538U CALL 18-Dec-2015 :4,1661.03:0) USD (4.166,0(.0) 10000
FNANCLAL LLC
NY.610176 SOUTFERN TWTR N CALL 27.Jan.2016 359662000 Lisp 100000 389662 29 0600 48 3792 1.072 107 242 77
FINANICAL.LLC
Subtotal: 25 1 /3 r.:1!
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)
497117496/ SOUTHERN F)EurcOpt 02,61-2015 04-Jan-2016 06-Jan-2016 50,00000000 EUR (52,010,0030;3) LSD SHORT EUROPEAN PUT 1.0400 ;312 X‘i 76)
1037233558 FINANCIAL, LLC
497117496/ SOUTHERN FkuroOpt 02.41.2015 04-Jan-2016 OS-Jan-2016 50000,00000 EUR (58200060.031 LSD LONG ELRCPEAN CALL 1.1640 375547.95
1037233550 FINANCIAL. LLC
497126993/ SOUTHERN FxEurcCpt 02.Ail-2015 04-Jan-2016 06-Jan-2016 25,00000003 EUR (25.25x0,00000) USD SHORT ELRCPEAN PUT 1.0503 1194677.411
1037255502 FINANCIAL LLC
497126993/ SOUTHERN F)EuroOpl 02-Jul-2015 04-Jan-2016 064i-2016 25.00000000 EUR (28.912.50003) LSD LONG ELRCPEAN CALL 1.1565 228.696.77
1037255503 FINANCIAL LLC
Subtotal: 96617.55
Statement ID : 182298 29150817 20150818 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
a=.
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117942
CONFIDENTIAL SDNY_GM_00264126
EFTA01458147