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SOUTHERN FINANCIAL, LL Page 2 Of 3
Request 182298
As of 25 Sep 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
0W* - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread PNITM(USD)
07970754M SOUTHERN CDSwapSay BRASOV I 3,law2015 1443n-2015 204ae2020 SELL la OOD 000 00 USD 'C. IC. CCU CC r,:i I CCCC
FINANCIAL. LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Putt Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
LN6I8753 SOUTHERN 111_618753BU CALL 18-Dec.2015 :4 I ef3.1t 3) USD (4,166.CCOI 10000 (57.684.44
FtIANCIAL LW
NY-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3896,62000 us() 100.000 389662 25.2900 53 0599 0,344 34,391.76
FINANCIAL, LLC
Subtotal: (23.292.66)
EX • Options
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long! Shod Option Style Put/ Call Strike Price MTM(USD)
497117498i SOUTHERN FiEuroOpt 02461.2015 04-Jan-2016 06-Jan-20I6 50000,000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (216.559 85)
1037233558 FINANCIAL,L1C
49711749EW SCUTHERN FiEuroOpl 02M-2015 04-Jan-2016 06Jan•2016 50030.030 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 423578.55
1037233559 FINANCIAL, LLC
497126993f SOUTEERN FiEuroOpt 02•Jul•2015 04-Jan-2016 06-Jan-2016 25.COO.000.00 EUR (26.250.00000) USD SHORT EUROPEAN PVT 1.0500 (137.01066)
1037255502 FINANCIAL, LLC
497126993/ SOUTHERN FilEuroOpt 02461.2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (28.9 l2.51,0.00) USD LONG ELRCPEAN CALL 1.1565 258.995 83
1037255503 FINANCIAL. LW
Subtotal: 329003 87
Statement ID : 18229820150925201509281
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-0118345
CONFIDENTIAL SDNY_GM_00264529
EFTA01458432