07 Oct 2015
Page 2 Of 3
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD)
07970754)4 SOUTHERN CDSwapSov BRASOV 11Jaw2015 1443n-2015 20.Mat.2020 SELL la 000 000 00 LSD 'O, :CC :CO IC JO,D I CCCC 387 ii I4, -, . •
FINANCIAL, LLC
Subtotal "i' 1;
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)
Lt4618753 SOUTHERN U1_61875380 CALL 18-0K-2015 :4 I ecilt a5) USD (4,166.030 10000 (33,734.51)
FINANCIAL LW
NV6I8176 SOUTHERN TWIR N CALL 27-Jan-2016 3,666,62000 use 100.000 389662 27.6200 51 0497 0.499 49893 28
FINANCIAL, LLC
Subtotal 16.158 TI
FX • 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 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SHORT EURCFEAN PUT 1.0403 (120.167 27)
1037233558 FINANCIAL,L1C
49711749W SOUTHERN FiEuroOpl 024I-2015 04-Jan-2016 08Jan•2016 50.030000 03 EUR (58:200.00000) USD LONG EURCPEAN CALL 1.1640 402,966.42
1037233559 FINANCIAL, LLC
497126993/ SOUTHERN FAutoOpt 024d-2015 04-Jan-2016 06-Jan-2016 25.03093030 EUR (262'140000) USD SHORT EUROPEAN PVT 10500 (77.9`$ 48)
1037255502 FINANCIAL, LLC
497126993/ SOUTHERN F1Euro0pt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (26.3 I2,51,0.30) USD LONG ELRCPEAN CALL 1.1565 253.48283
1037255503 FINANCIAL. LW
Subtotal: 458,325 33
Statement ID : 18229820151006201510071
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-0118460
CONFIDENTIAL SDNY_GM_00264644
EFTA01458510