3D Oct 2015
Page 2 Of 3
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread LITM(USD)
SOUTHERN CDSwapSov BRASOV I 1Jan.2015 1443n-2015 20-Mae2020 SELL la OOD 000 00 USD 'C. :CI:. 10:1:(1 IS:i I CO:C
FINANCIAL. LLC
Subtotal
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)
SOUTHERN U1_618753BU CALL 18-Dec.2015 :4 IE/3.1.t X)) USD (4,166.CCO1 10000 (34.423.67)
FiNANCIAL LW
SOUTHERN TWTRN CALL 27-Jan-2016 386682000 use 100.000 389662 29.0603 497048 0.450 4497255
■ FINANCIAL. LLC
Subtotal: 10.551 88
FX -Option
Settlement Not.Ccy Not.Ccy
DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
SOUTHERN FiEuroOpl 02-Ju1.2015 04-Jan-2016 06-Jan-20I6 50.000.000.00 EUR (52.000000 00) USD SHORT EUROPEAN PUT 1.0400 (127.477 33)
FINANCIAL, LLC
SOUTIERN MuroOpt 02-M-2015 04-Jan-2016 064an2018 50.030.03000 EUR (58:20.000) USD LONG EURCPEAN CALL 1.1640 9728330
FINNIC W., ILO
SOUTHERN ExEuroOpt 024i-2015 04-Jan-2016 05-Jan-2016 25COO.000.00 EVR (26.241.000 00) USD SHORT EURCPEAN PUT 1.050D (149Z•861)
FINANCRL, LLC
SOUTHERN F)EuroOpt 02,1W-2015 04-Jan-2016 06,Ian-2016 25.000030.00 EUR (28.9€2,50.0) USD LONG ELRCPEAN CALL 1.1565 66.95264
FINANCIAL. LLC
Subtotal. I
Statement ID: 18229820151029 20151030 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-0118810
CONFIDENTIAL SDNY_GM_00264994
EFTA01458745