EFTA01458787.pdf

e • an roue 77 7.1.7.7 05 Nov 2015 SOUTHERN FINANCIAL, LL Page 2 Of 3 Request 182298 As of 05 Nov 15 Deutsche BankAG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread PATM(USD) C79707544 SOUTHERN CDSwapSov BRASOV 13.Jan.2015 14.43n-2015 20.Ma,.2020 SELL 10 002 000 00 USD 'C. :(i:. :CC :4:1 1S:4 I CO:C FINANCIAL LLC Subtotal il.257143 11) Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) U4618753 SOUTHERN LiL618753BU CALL 18-Dec.2015 ;4 IC6.1.t 23) USD (4,166.0001 10000 (21,053361 FiNANCIAL LW NY618176 SOUTHERN TWIR N CALL 27-Jan-2016 3896,62000 ugg 100.000 389662 28.6600 45 0329 0.226 2263497 FINANCIAL, LLC Subtotal: 1.581 61 RI • Options 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(LISD) 497117498i SOUTHERN FiEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (285 5FQ '?. 1037233558 FINANCIAL,L1C 4971174981 SCUTHERN REuroOpt 02-M-2015 04-Jan-2016 064an-2016 50,000,000.02 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 62 '96 8I 1037233559 AMICK, MC 487126993/ SOUTHERN FiEuroOpt 02•Ad•2015 04-Jan-2016 05-Jan•2016 25,000,000.02 EVR 126.250.000 00) USD SHORT EURCPEAN PVT 1.0500 {1:895x8 42: 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN FiEuroOpt 024uI-2015 04-Jan-2016 06,1an•2016 25000030.00 EUR (28.9 I2,5C0.00) USD LONG ELRCPEAN CALL 1,1565 43.89899 1037255503 FINANCIAL. LW 7 Subtotal. i•'-.:2'. Statement ID : 18229820151105201511061 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 118864 CONFIDENTIAL SDNY_GM_00265048 EFTA01458787