e an roup 16 Noi 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
Request 182298 f, w.
As of 13 Nov 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credk - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CDSnapSox BRASOV 13.Jan-2015 14,bn-2015 20-Mar-2020 SELL 10 000 000 00 USD i. :(i:. 1O:1:(1 IS:i I CO:C 4:9
FINANCIAL LLC
Subtotal (1 174 (40.57
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 Lt1_618753BU CALL 18-0K-2015 :4 I e+3.1t: a3) USD (4,166.000 10000 i.4;:i.ICI III
FiNANCIAL LW
SOUTHERN TWTRN CALL 27-Jan-2016 3.896,62000 USD 100.0:0 389662 25.1800 56C99 0 121 1208161
FINANCIAL, LLC
Subtotal (35.019s:4
EX • Options
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)
SCOTHERN MuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000,000.00 EUR (52.000.000 00) USD SNORT ELRCPEAN PUT 1.0400 (337.446%)
FRANCK, LW
SOUTIERN REuroON 02-M-2015 04-Jan-2016 06-Jan-2016 50030000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 24,163.49
FINANCAL,LLC
SOUTHERN FxEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25.000.0:0M EUR 126.2Ki000 00) USD SHORT EURCPEAN PVT 1.0500 (231.423
FIJANCRL, LLC
SCIJTHERN MuroOpt 02-Jul-2015 04-Jan-2016 06,1an-2016 25.000030.00 EUR (269€2.500.00) USD LONG ELRCPEAN CALL 1.1565 17.56554
FINANCIAL. LW
Subtotal: if.72.•
Statement ID : 18229820151113201511161
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-0118921
CONFIDENTIAL SDNY_GM_00265105
EFTA01458824