e an raup 29 Sep 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
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Dauer, BankAG
SOUTHERN FINANCIAL, LLC
prod* - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread P.ITM(USD)
07970754M SOUTHERN CDSwapSov BRASOV I I.Jan.2015 I4-Jan-2015 204a).2220 SELL la 00D 000 00 LSD 'C. :1..i:. 10:1:(1 IS:i I CO:C :72:,
FINANCIAL. LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
LF4618753 SOUTHERN Lt1_618753BU CALL 18
-Dec-2015 :4 It73.1t a2) USD (4, MUCCI 10000 (54,14.0.16)
FINANCIAL LLC
NV6I8176 SOUTHERN TIM N CALL 274an-2016 3,866,62000 USD 100.000 389662 25 2600 549774 0.381 38,381.73
FINANCIAL, LLC
Subtotal: (15.727 42)
EX • Dodoes
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 0241.2015 04-Jan-2016 06-Jan-2016 50000600.00 EUR (52.000,000 00) LSO SHORT ELRCPEAN PUT 1.0400 (193.93995)
1037233558 FINANCIAL,L1C
49711749W SCUTHERN FiEuroOpl 02-M-2015 04-Jan.2016 064an-2016 50.030.000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 449,50791
1037233559 AMNON., LLC
1971269937 SOUTHERN FAuroOpt 02Ju1.2015 04-Jan-2016 06-Jan•2016 25.000.000.00 EUR (26.250.60000) USD SHORT ELRCPEAN PVT 1.0500 ;12327905)
1037255502 FIANCRI., LW
49712%93/ SOUTHERN FilEuroOpt 02,1W-2015 04-Jan-2016 06•Jan•2016 25000030.03 EUR (28.9 i2,51,0.00) USD LONG ELRCPEAN CALL 1.1565 274.57293
1037255500 FMANCLAL,LLC
Subtotal: 403,831 84
Statement ID :
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-0118351
CONFIDENTIAL SDNY_GM_00264535
EFTA01458438