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SOU ERN FI Pagi: 2 Of 3
Request 182298
A
As of 22 Dec 15
Jae'
Deutsche Bank AG
Duda . 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 kITM(USD)
SOUTHERN CDSwapSav BRASOV I I.Jan.2015 1443n-2015 20-Mai-2020 SELL I 0 OOD 000 00 USD i iii .IIiiii I CCCC ...E:l
FINANCIAL LLC
Subtotal
Equity -Option
db Tidcet Counterparty Ref. Entity Put/ Cal Enalry Dale NoLAmt NotCcy Quantity Strike Prize Spot Rote Implied Volatility Fair Price MTM(USD)
SOUTHERN TWTRN CALL 27-Jan-2016 3,896,620.03 USD 100.000 38.9662 2Z5600 ,:'.1.: SE,?-1 C. a:5 (..:2? ;J.?
=
FINANCIAL. LLC
Subbtal ‘li9.:,,,ii
Settlement NotCcy NotCcy
DealGroupiD Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Cal Strike NCO MT M(USO)
SOUTHERN FfuroCpt 02-all.2015 04-Jan-2016 06-Jan-2016 50,000000.00 EUR (52.001000 DO) LSD SHORT EUROPEAN PUT 1.0403 ,I.;: .:;;•,
FINANCIAL, LLC
SCUTHEFtN FiEuroOpt 02,1u12015 04-Jan2016 064an-2016 50,030,030.00 EUR (58.260.000 00) USD LONG ELRCREAN CALL 1.1640 10.19
FINANCIAL. LLC
SOUTHERN FxEuroOpt 02-M.2015 04-Jan-2016 OSJan•2016 25.000.030.60 EUR (262%000.00) USD SHORT ELROPEAN PUT 1.0500 1361.13)
FINANCIAL. LLC
SOUTHERN FkuroOpt 02412015 04-Jan-2016 06-J '-2016 26.000.000.0) EUR (28.912.50) 00) LEO LONG EUROPEAN CALL 1.1565 51.33
FINANCIAL, LLC
Subtotal: (452 06)
&WHY - Sw4P HYbdd
db Ticket Counterparty Ref. Entity Putt Call Expiry Date Not.Amt Not.Ccy NotAmt 2 Not.Ccy2 Strike Price FATM(USD)
SOUTHERN TWTR N 01-Feb-2016 I2S40,C,C0 00i USD 75 COO 225 402 29
FINANCIAL. LLC
Statement ID
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-0119431
CONFIDENTIAL SDNY_GM_00265615
EFTA01459166