-77;r77,77,1:777,-art-771r114 23Na 2015
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Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Credo - Default 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 MTM(USD)
SOUTHERN CDSnapSox BRASOV 11Jan-2015 14-33n-2015 20.Mai-2020 SELL 10 000 000 00 LSD 'C. :U:. 1O:1:(1 IS:i I CO:c 365
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_61875380 CALL 18-Dec-2015 :4 I96.1.t 35) USD (4,166.0901 10000 (42,341.63)
FiNANCIAL LLC
SOUTHERN TWTRN CALL 27-Jan-2016 3896,62000 u.s0 100.000 389662 10987.03
FINANCIAL, LLC
Subtotal: (31.354 CO)
FX-Opllons
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 Putt Call Strike Price MTM(USD)
SOUTHERN FiEuroOpl 02-JA-2015 04-Jan-2016 06-Jan-2016 50.000.000.00 EVR (52.000,000 00) USD SHORT EUROPEAN PUT 1.0400 (399.565Mr)
FINANCIAL, LLC
SOUTIERN FiEuroOpl 02-M-2015 04-Jan-2016 064an-2016 50030.000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 18.607.66
FINANCAL,LLC
SOUTIERN FxEuroOpt 024d-2015 04-Jan-2016 05-Jan-2016 25:C00:C00.00 EVR l26.2Ki.900 00) USD SHORT EURCPEAN PVT 1.0500 (275.(4694)
FINANCRL, LW
SOMMER! MuroOpt 0241-2015 04-Jan-2016 05-Jan-2016 25.000.030.00 EUR (28.9 lZ5C0.00) USD LONG ELRCPEAN CALL 1.1565 13.46299
FINANCIAL. LLC
Subtotal: (642.523.06)
Statement ID : 182298_20151120..20151123_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-0 118966
CONFIDENTIAL SDNY_GM_00265150
EFTA01458856