e an coup 25 Nar 2015
SOUTHERN FINANCIAL, LLC Page 2 Or 3
Request 182298
As of 24 Nov 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
p'rod*. Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not.Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread %INA( USD)
07970754M SOUTHERN CDSwapSov BRASOV 13-Jan-2015 14-.J3n-2015 20-Mar-2020 SELL IO 009 000 00 USD 'C. IC. CCU CC is:. I CCCC "[ I
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)
Lta618753 SOUTHERN '11_618753BU CALL 18-Dec-2015 :4 I86.1t J3) USD (4,166.0601 I0000 (46 62'5 .Y-a
FINANCIAL LW
NV-618176 SOUTHERN TWTRN CALL 27-Jan-2016 3866,62000 use 100.000 389662 7.62798
FNANCIAL, LLC
Subtotal: ?39.647.38)
FX • Dodoes
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)
497117498/ SOUTHERN FiEuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (421.51'3 it'l
1037233558 Flatlet/4,11C
497117498/ SOUTHERN FiEuroOpl 02,14-2015 04-Jan-2016 OSJan•2016 50030.000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 16.516.96
1037233559 FINANCIAL, LLC
497126993/ SOUTHERN FiEuroOpt 024d-2015 04-Jan-2016 06-Jan-2016 25.000.000.00 EUR I26.2Ki600 00) USD SHORT EUROPEAN PVT 1.0500 (29309877)
1037255502 FINANCRI., I1C
497126993/ SOUTHERN hiEuroOpt 02•Jul•2015 04-Jan-2016 06-Jan-2016 25900030.00 EUR (28.9 I2,5C0.00) USD LONG ELRCPEAN CALL 1.1565 1197688
1037255503 FINANCIAL. LW
Subtotal: ,:14%3,I ' I 22)
Statement ID: 182298_20151124_20151125_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-0118985
CONFIDENTIAL SDNY_GM_00265169
EFTA01458870