e an roup on 15 Jan 2016
SOUTHERN FINANCIAL LLC Page 2 Of 2
Request 1822N1 • .
As of 14 Jan.
Doubts Bank AG
Credit • Default Swap
Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff, Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CDSwapSov BRASOV I 3...law2015 1443n-2015 20.Mat.2020 SELL l0 000 000 00 USD I, :il„ 10:1:(1 is:.' 1 CO:;
FINANCIAL, LLC
Subtotal
Nifty -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
NY-618176 SOUT1-EFtN TWTRN CALL 27-..law2016 3,896.62000 USD 100.000 389662 19.0000 107 1933 0.000 10.46
FINANCIAL, LLC
Subtotal 10 46
Null -Swap NOM
db Ticket Counterparty Ref. Entity Put/ Cal Expiry Date NotAmt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD)
612576 SOUTHERN TWTRN 01-Feb-2016 (2.2WX00.00) USD 22 5300 354 102 00
riNANcIAL LLC
Subtotal. 354 102 00
• NOF =ice`:
Settlement Not.Ccy Not Ccy
DealGrouplO Counterpart), Trade Type Trade Date Maturity Date Date Not.Amt 1 1 NotAmt 2 2 DEIPays DBReceives BuySell MTM(USD)
525035553' SCUIHERN FXNDF 30-0c1-2015 02-Aug-2016 04Aup2016 (1:200930.060i JPY 11,540,400,000.00 KM /74'5 /CB 133)
1110119325 FINANCIAL. lie
Subtotal: i74.! OS o t:
TAN; (1,681,752.73)
Statement ID: 182298_20160114_20160115_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-0119676
CONFIDENTIAL SDNY_GM_00265860
EFTA01459335