e an coup 17 Nov 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
Request 182298
As of 16 Nnv 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread NITN(USD)
07970754M SOUTHERN CDSwapSov BRASOV 13Jaw2015 14.43n-2015 20.Ma,.2020 SELL la OOD 000 00 USD I "4:II. 10:1:(1 is:.' 1 CO:; 3Eli. ' • .'
FINANCIAL LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
L14618753 SOUTHERN L11_618753BU CALL 18-Dec.2015 ;4 I&3.3 05) USD (4,166.0:01 1 0000 (5Z376.1A
FINANCIAL LW
NY-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3666,62000 use 100.000 389662 nets
FINANCIAL, LLC
Subtotal: (40.887 59)
FX • 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(LISD)
497117498i SOUTHERN MuroOpt 024j1.2015 04-Jan-2016 06-Jan-2016 50,000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (343.irce 71:::
1037233558 FINANCIAL, LLC
49711749EW SCCITHERN REuroOpl 07412015 04-Jan-2016 064a2016 50030000 00 EUR (58:200.00000) USD LONG EURCPEAN CALL 1.1640 22.10093
1037233559 FINANCIAL, LLC
497126993f SOUTHERN F)EuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 25M0=00 EUR (26.2'1.000 00) USD SHORT ELIRCPEAN PVT 1.050D (233.359 12}
1037255502 FINANCIAL, LLC
497126993f SOUTHERN hiEuroOpt 02,1A-2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.9€2,51,0.30) USD LONG ELRCPEAN CALL 1.1565 16.14941
1037255503 FINANCIAL. LW
Subtotal: (541 1?.
Statement ID: 18229820151116 20151117 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-0118935
CONFIDENTIAL SDNY_GM_00265119
EFTA01458835