e an roue 18 Nor 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
Request 182298 f, •
As of 17 Nov 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 LITM(USD)
SOUTHERN CDSwapSov BRASOV I 1.Jan.2015 1443n-2015 20.Mai.2020 SELL la OOD 000 00 USD 'C. :i.i.. 10:1:(1 IS:i I CO:C 2:74
FINANCIAL. LLC
Subtotal
Eistety -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 Lf1_618753BU CALL 18-Dec2015 :4 IF/3.M: 23) USD (4,166.0601 10000 (W.E07.97)
FtIANCIAL LLC
SOUTHERN TWIR N CALL 27-Jan-2016 3866,62000 USD 100.000 389662 25.2303 558624 0.108 wag)
■ FINANCIAL, LLC
Subtotal (50.1'4.37
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(USD)
SCUTHERN hEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000000 00) USD SHORT ELRCPEAN PUT 1.0400 (4%.41793)
FRANCK, LW
SOUTIERN REuroOpl 02-M-2015 04-Jan-2016 0644a2016 50.03000000 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 18546.06
FINANCIAL, LLC
SOUTEERN FiEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25.030A000 EUR (26.2V.i.000 00) USD SHORT EURCPEAN PVT 1.0500 (295.498 V)
FINANCRL, LLC
SOUTHERN FilEuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25.000.030.00 EUR (289€2.503.00) USD LONG ELRCPEAN CALL 1.1565 13.45658
FINANCIAL. LLC
Subtotal. i Ji:, ::,
Statement ID: 182298 20151117 20151118 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-0118945
CONFIDENTIAL SDNY_GM_00265129
EFTA01458842