22 Oct 2015
Page 2 Of 3
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Credit • 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.ITN(USD)
SOUTHERN CDSwapScry BRASOV 13.Jan-2015 1443n-2015 20-Ma,
-2020 SELL 10 002 000 00 USD 'C. :CI:. 10:1:(1 IS:i I cccc 45:,
FINANCIAL LLC
Subtotal
Equity -Option
Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
SOUTHERN Lf1_618753BU CALL 18-Dec-2015 :4 IS6.1.t 23) USD (4,166.0001 10000 (14.30.94)
FINANCIAL LW
SOUTHERN TIM N CALL 27-Jan-2016 3,896,62000 us0 700.000 38 9662 29.3003 51 2157 0123 62281.56
FINANCIAL, LLC
Subtotal: 47.981 62
FX • Options
Settlement Not.Ccy Not.Ccy
D 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)
SOUTHERN FiEuroOpt 02-Ju1.2015 04-Jan-2016 064an-2016 50000000.00 EUR (52.000000 00) USD SHORT ELRCPEAN PUT 1.0400 (60360Mr)
FHANCIAL,I.LC
SOUTIERN FiEuroOpl 02-M-2015 04-Jan
-2016 064an-2016 50.030.030 00 EUR (58:20.000) USD LONG EURCPEAN CALL 1.1640 432275.46
FINANCIAL, LLC
SOLITIERN FxEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25.000.00.00 EVR 126.2Ki.000 00) USD SHORT ELRCPEAN PVT 10500 (4069396)
FINANCRL, LW
SOUTHERN MuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (26.9€2.50.0) USD LONG ELRCPEAN CALL 1.1565 275.95107
FINANCIAL. LW
Subtotal: 607,183 68
Statement ID: 1822,38_20151021_20151022_1
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-0118758
CONFIDENTIAL SDNY_GM_00264942
EFTA01458715