EFTA01458667.pdf

e an coup 14 Oct 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 As of 13 Oct 15 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccyl Not Amt 2 NoI.Ccy2 Rate Spread LI TM ( USD) 07970754M SOUTHERN CDSwapSov BRASOV I 1Jan-2015 14,13n-2015 20-Mar-2020 SELL la OOD 000 00 USD 'C. :CC 10:1:(1 is:.' 1 CO:; 47' FINANCIAL LLC Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USO) LT46I8753 SOUTHERN Ltl_618753BU CALL 18-Dec-2015 ;4 ILS.M; 95) USD (4,166.00(.6 10000 (17.422.91) FINANCIAL LW NY-6I8176 SOUTHERN TWIR N CALL 27-Jan-2016 3866,62000 usD 100.000 389662 62363 19 FINANCIAL, LLC Subtotal: 44.880 28 EX • 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) 497117498i SOUTHERN MuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) LSO SHORT ELRCPEAN PUT 1.0400 (6973365) 1037233558 Flatlet/4,11C 49711749W SCUTHERN REuroOpl 0241-2015 -Jan 04 -2016 06Jan•2016 50030.030 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 499.367.12 1037233559 FINANCIAL, LLC 497126993/ SOUTHERN FAuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 25==e° EUR (26.250.000 00) USD SHORT ELRCPEAN PVT 1.0500 (46.241 id) 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN hiEuroOpt 024u1•2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.9 I2,51,0.00) USD LONG ELRCPEAN CALL 1.1565 314.12493 1037255503 FINANCIAL. LW Subtotal: 697,51695 Statement ID: 18229820151013 20151014 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-0118679 CONFIDENTIAL SDNY_GM_00264863 EFTA01458667