.774172..:57.7""-
,i21,,:-.1.1PRIMPOF 19Aug 2015
SOUTHERN FINikt4C - Pap 2 Ora
1
Deutedwo Bet AG
SOUTHERN FINANCIAL, LLC
tfeillt • DefeultSvap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV I3-Jan-2015 14,bn-2015 20-Mat-2u SELL IO 003 000 00 USD 10 OCO 000 00 Ils:t 10000 295 MI 57662)
FINANCIAL. LLC °ERNA' rvE-
DEFSWAP
Subtotal
irS'Y • OTANI
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
LN.618753 SOUTHERN U1_61875380 CALL 18-Dec-2015 :4,1661.0?: OI3) USD (4.166000) 10000 ,.:. ....: f;';
FNANCLAL LLC
NY.618176 SOUTFERN TVVTR N CALL 27.an.2016 3,89662000 Lisp 100,000 389662 28 3000 479416 0.873 8730023
MAMMAL. LLC
Subtotal: i4.151 64;
FX • Options
Settlement Not.Ccy Not.Ccy
DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 NotAmt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD)
497117496i SOUTHERN FiEurcOpt 0244-2015 04-Jan-2016 OS-Jan-2016 50,00000000 EUR (52009000 DO) USD SHORT EUROPEAN PUT 1.0400 /33752704)
1037233558 FINANCIAL, LLC
497117498/ SOUTHERN FkuroOpI 02.41.2015 04-Jan-2016 OS-Jan-2016 50000.00000 EUR (59.200)X0 00) LSD LONG ELRCPEAN CALL 1.1640 330,154.79
1037233550 FINANCIAL. LLC
497126993/ SOUTHERN FxEurcCp1 02-Ail-2015 04-Jan-2016 06-Jan-2016 25,000,030 03 EUR (25.25010 00) LSD SHORT ELRCPEAN PUT 1,050D (21012913)
1037255502 FNANCIAL. LLC
4971269931 SOUTHER?' bEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 25.000,03000 EUR (28.912.50000) LSD LONG ELRCPEAN CALL 1.1565 202,078.90
1037255503 FINANCIAL LLC
Subtotal: (15,423.06)
Statement ID : 182298 29150818 20150819 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-0117949
CONFIDENTIAL SDNY_GM_00264133
EFTA01458152