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et sc e :an ro Tr:IME1:k1P71.7177 21 Oct 2015
SOUTHERN FINANC Page 2 Of 3
Request 182298 t*
As of 20 Oct 15
AM\
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Cradt - Defaut Swap
I
Trade ID Counterparty Trade Type Ref. Entity Trade Date Et. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread INITM(USD)
SOUTHERN CDSwapSov BRASOV 13-Jan-2015 1443n-2015 20-Mar2unl SELL 19 MO 000 00 LSD 'C. :(i:. ICC I.PI.i !SI) I CCCC 1C2
FINANCIAL. LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatiity Fair Price MTM(USD)
SOUTHERN Ul_618753BU CALL 18-Dec-2015 t4.166,000 OD) USD (4.i06.fXYi1 10000 (11177.32)
FtlANCIAL LW
SOUTHERN TWTR N CALL 27,1an-2016 3896.62000 USD 100.000 389662 309100 498233 0.894 89,356.11
FINANCIAL. LLC
Subtotal: 78.178 79
FX - Oplions
Settlement Not.Ccy Not.Ccy
DealGrou • 0 Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD)
SOUTHERN F)EuroOpt 02-M-2015 04-Jan-2016 06Jan-2016 50,000930.00 EUR (52.O0,00000) USD SHORT ELRCPEAN FLIT 1.0400 (6.5n1 48)
Ft4ANCIAL,LIC —
SOUTIERN F)Euro0pl 02-M-2015 04-Jan-2016 064n2016 50.030030 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 415.35287
FRANCK, LLC
SOUTHERN F)EurcOpi 02-Ju1.2015 04-Jan2016 06-Jan-2016 25.O0.000O0 EVR 126.2Ki000 00) USD SHORT ELRCPEAN PVT 1.0500 (43.719 .Q)
FISANCRL, LLC
SCUTHERN FxEuroOpt 02-Jul-2015 04-Jan-2016 06,Ian-2016 25.000030.00 EUR (26.9 I25C0.00) USD LONG ELRCPEAN CALL 1.1565 265.65584
FILANCLAL, LLC
Subtotal: 572,067 81
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-0118747
CONFIDENTIAL SDNY_GM_00264931
EFTA01458711