20 Oct 2015
Page 2 Of 3
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date SuySell Not Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD)
07970754M SOUTHERN CDSwapSov BRASOV I 1Jan.2015 1443n-2015 20.Mae2020 SELL la OOD 000 00 LSD 'C. :CC. CCU CC ir,D I CCCC 137 (131161623)
FINANCIAL. LLC
Subtotal: (1.311 0I6:331
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)
LN6ITI753 SOUTHERN Ul_618753BU CALL 18
-Dec-2015 :4 I L73.1t a2) USD (4,166.0301 I0000 (11,874.84)
FINANCIAL LW
NV6l8176 SOUTHERN TWTRN CALL 274an-2016 3,696,62000 USD 100.000 389662 8653725
FINANCIAL, LLC
Subtotal: 74 782 41
FX • Op0ons
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-20I6 50000600.00 EUR (52.000000 00) USD SPORT ELRCPEAN PUT 1.0400 (7433561)
1037233558 FINANCIAL, LW
49711749W SOUTHERN FiEuroOpl 02-M-2015 04-Jan-2018 06dan-2016 50.030.030 00 EUR (58:20.000) USD LONG ELRCPEAN CALL 1.1640 385242.30
1037233559 FINANCAL,LLC
4971269937 SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25600600.00 EUR (26250,01X70) USD SHORT ELRCPEAN PVT 10500 (t9.751 16)
1037255502 FINANCIAL, LLC
497126993/ SOUTHERN FilEuroOpt 0241-2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (26,3€2.50.0) USD LONG ELRCPEAN CALL 1.1565 246.349.17
1037255503 FINANCIAL. LW
Subtotal: 507,504 70
Statement ID: 18229820151019201510201
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-0118727
CONFIDENTIAL SDNY_GM_00264911
EFTA01458700