EFTA01378676.pdf

e an coup 24 Sep 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 As of 23 Sep 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.Ccyl Not Amt 2 Not.Ccy2 Rate Spread P.ITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV I 1,Ilaw2015 1443n-2015 20•Mat.2020 SELL I0 OOD 000 00 USD 'C. :CI:. 10:1:(1 IS:i I CO:C 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) 01618753 SOUTHERN Lt1_618753BU CALL 18-Dec.2015 :4 te6.1.t 35) USD (4,166.0601 10000 (Sr 2.ab edi FINANCIAL LW NV6I8176 SOUTHERN TWIR N CALL 274an-2016 3.896,€2000 use 100.000 38%62 26.7900 50 4397 0.461 4589417 FNANCIAL, LLC Subtotal: i 1I .3";r2 46; FX • 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(USD) 4971174981 SOUTHERN FiEuroOpt 02441.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SPORT ELRCPEAN PUT 1.0400 (246 '4' 3 1;•: i 1037233558 FINANCIAL,I1C 4971174981 SOUTHERN FtEuro0pl 0241-2015 04-Jan-2016 06Jan-2016 5Q000.000.00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 415.489.05 1037233559 FINANCIAL, LLC 487126993/ SOUTHERN FiEuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 25.000.000.00 EUR 126.2%000 00) USD SHORT ELRCPEAN PVT 1.0500 (55.0240) 1037255502 FINANCRI., LLC 497126993/ SOUTHERN F1Euro0pt 024d-2015 04-Jan-2016 06,Ian-2016 25000030.00 EUR (26312,51,0.00) USD LONG ELRCPEAN CALL 1,1565 252.92721 1037255503 FINANCIAL. LW Subtotal. 2Er; 41835 Statement ID: 18229820150923 20150924 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-0075900 CONFIDENTIAL SDNY_GM_00222084 EFTA01378676