e an roup 26 Not 2015
SOUTHERN FINANCIAL, LLC Page 2 Of 3
Request 182298 -
As of 25 Nov 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread PNITN(USD)
SOUTHERN CDSwapSov BRASOV I 1.Jaw2015 1443n-2015 20.Mat.2020 SELL 10 OOD 000 00 USD 'C. :CI:. 1CI:I :il .ISII I CCCC 2D5
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 Lt1_618753BU CALL 18-Dec.2015 :4 le6.1t/a3) USD (4,166.001 10000 (set.D.3.4.s.)
FiNANCIAL LW
SOUTHERN TWIR N CALL 274an-2016 3,866,62000 USD 100.000 389662 26.0600 49 8906 0055 5,48004
FINANCIAL, LLC
Subtotal:
FX • Options
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
SCUTHERN FiEuroOpl 02,41.2015 04-Jan-2016 06-Jan-2016 50000600.00 EUR (52.000000 00) USD SKIRT ELROPEAN PUT 1.0400 (469.053 II)
FNANCIAL, LW
SOUTIERN FiEuroOpl 024I-2015 04-Jan.2016 064an•2016 50000.000.0 EUR (58:20.000) USD LONG EURCPEAN CALL 1.1640 12.66791
FINANCIAL, LLC
SOUTHERN FicEuroOpt 024A-2015 04-Jan-2016 06-Jan-2016 25,000.00.0 EUR (26.2K000 00) USD SPORT ELIRCPEAN PVT 1.050 (321 66)
FINANCIAL, LLC
SCUTHERN MuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (26.9€2.50.0) USD LONG ELRCPEAN CALL 1.1565 9.280 45
FiNANCIAL.LLC
:,:.
Subtotal:
Statement ID: 18229820151125 20151127 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-0118993
CONFIDENTIAL SDNY_GM_00265177
EFTA01458876