e an roup 28 Oct 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
Request 182298 f, •
As of 27 Oct 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit • Wank Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread P.ITM(USD)
SOUTHERN CDSwapSov BRASOV I I.Jan.2015 1443n-2015 20.Mat.2020 SELL 10 000 000 00 USD 'C. :CI:. IC.:) :)(1 1S:) I COX) 47,1 .) ), .. )b3•
FINANCIAL. LLC
Subtotal ( .1 243 06B 08!
Eisiety -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
SOUTHERN Ltl_618753BU CALL 18-Dec.2015 :4 IE6.1.t 03) USD (4,166.6601 10000 (17,71310
FtIANCIAL LW
■ SOUTHERN TWTRN CALL 27-Jan-2016 3,866,62000 USD 100.000 389662 31.3400 56 249 1211 12113663
FINANCIAL, LLC
Subtotal 103.423 46
FX • Ovaries
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)
SOJTHERN MuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 : ' '..,'..; ' Iv .
FHANCIAL,L1C
SOUTIERN REuroOpt 024I-2015 04-Jan-2016 064an-2016 50.03003000 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 126634.02
FINANCAL,LLC
SOUTHERN FxEuroOpt 02-Ail-2015 04-Jan-2016 06-Jan-2016 25.COO.000.00 EUR (26.2"4000 00) USD SHORT EUROPEAN PVT 1.0500 (I202-V63)
FIANCAL, LLC
SOJT}€)'I MuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (263€2.560.00) USD LONG ELRCPEAN CALL 1,1565 87.936 27
FILANCUL,LLC
Subtotal.
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-0118797
CONFIDENTIAL SDNY_GM_00264981
EFTA01458737