EFTA01457983.pdf

2:/b Page 2 Of 3 ISI II II SSW I I III Deutsche Bank AG SOUTHERN FINANCIAL, LLC efadlt • &taut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mar2u SELL 10 000 000 00 USD 10 OX 003 00 .1SIt I CCCC 251 FINANCIAL. LLC DERNAT WE - DEFSWAP Subtotal. Sanity - Option db Ticket Counterparty Ref. Entity Puf/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatitty Fat Price MTM(USD) L14.618753 SOUTHERN LN_6187538u CALL 1S-De -2015 :4.166..03'C:: USD (4.1660(C) 10000 FINANCIAL LLC NY-618176 SOUTFERN CALL 27-Jan-2016 389662000 isD 100.030 38 9662 292703 FNANCIAL. LLC Subtotal C. Si ., FX • Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (452093.000 03) CIN SHORT EUROPEAN PUT 6.1600 0.00 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50000000.00 EUR (52.(00060 00) USD SHORT EUROPEAN PUT 1.0400 1457,70271) 1037233558 FINANCIAL. LLC 497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50000,000.00 EUR (58.243,000 00) USD LONG EUROPEAN CALL 1.1640 36377422 10377335E8 FINANCIAL, LW 497126993/ SOUTHERN FiEuroOpt 02-Jal-2015 04-Ja-2016 064an-2016 25000,000.00 EUR (26.250.00) 00) LED SHORT EUROPEAN PUT 1.0500 (279.62518) 1037255502 FINANCIAL, LLC 4971269931 SOUTHERN FiEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 25000000.00 EUR P831250000 USD LONG EUROPEAN CALL 1.1565 217,625.12 1037255503 FINANCIAL, LLC Sublatal: (155.92855) Statement ID : 182298_20150803_20150804_1 The valuation Information set forth in this statement Is provided subject lo the Items and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117725 CONFIDENTIAL SDNY_GM_00263909 EFTA01457983