EFTA01458055.pdf

Page 2 04 3 amrIII SAM Ial IIIINI IIII Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0redi • Default 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-Mar.2un1 SELL 10 000 000 00 USD 10 003 003 00 .133i I CCCC KS FINANCIAL. LLC DERNAT NiE- DEFSWAP Subtotal. Satiny - Option db Ticket Counterparty Ref. Entity Put/ Call E>piry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Pnce MTM(USD) L14.618753 SOUTHERN Ltl_5187538u CALL 180e-2015 :4.1663iXTJ:i USD (4.166,0(i) 10000 FINANCIAL LLC fiT-618175 SOUTFERN CALL 27iJan-2016 3896620 CO Lisp 100.030 38 9662 29 5003 . tii FINANCIAL. LLC Subtotal FX • Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAmt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75000000M USD (452003.000 83) Ctil SHORT EUROPEAN PUT 6.1600 0.00 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50.000.030.00 EUR (52.000060 00) USD SHORT EUROPEAN PUT 1.0400 (433.059.38) 1037233558 F iNANCI.N.. LLC 497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50000000.00 EUR (58.243,000 00) USD LONG EUROPEAN CALL 1.1640 334.333.26 1037233528 FINANCIAL, LW 497120993/ SOUTHERN F)EuroOpt 02-Jol-2015 04-Ja-2016 064an-2016 25000000.00 EUR (26.250.000 00) LED SHORT EUROPEAN PUT 1.0500 (265.15905) 1037255502 FINANCIAL, LLC 497126993f SOUTHERN FAEuroOpt 024A•2015 04-Jan•2016 06Jan.2016 25000.000.00 EUR (28,912.500 00) USD LONG EUROPEAN CALL 1.1565 202303.34 1037255503 FINANCIAL, LLC Subtotal: (161.61184) Statement ID: 182298_20150810_20150811_1 The valuation Information set forth in this statement Is provided subject b the berms and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117823 CONFIDENTIAL SDNY_GM_00264007 EFTA01458055