EFTA01459292.pdf

e an roup 12Jan 2016 SOUTHERN FINANCIAL, LLC Page 2 Of 2 Request 182298 f, • As of 11 Jan 16 D•utedip Bank AG Credit •Oefault Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread LI TM (USD) 07970754M SOUTHERN CDSwapSov BRASOV 13..135.2015 1443n-2015 20.Mat.2020 SELL 10 000 (00 00 USD 'C. :(i:. 10:1:(1 IS:i I CO:; 453 FINANCIAL. LLC Subtotal Nifty -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) NY-6I8176 SOUTI€RN TWTR N CALL 27...law2016 3,896.62000 use 100.000 389662 19.6500 92 6905 0.000 2726 FINANCIAL. LLC Subtotal 27 25 Null - Swap NOM db Ticket Counterparty Ref. Entity Put/ Cal Expiry Date NotAmt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) 612576 SOUTHERN 'MIR N 01-Feb-2016 (2.253.MM) USD 22 5300 288.681@0 riNANcIAL LLC Subtotal. 288.881 60 FX • HOF St Settlement Not.Ccy Not Ccy DealGroupl0 Counterpart), Trade Type Trade Date Maturity Date Date Not.Amt 1 1 NotAmt 2 2 DEIPays DBReceives BuySell MTM(USD) 525035553' SCUIHERN FXNDF 30-0cl-2015 02-Aug-2016 04Aup2016 (1.200930.030i JPY 11540,100900m KM (7:10.14267) 1110119325 FINANCIAL. lie Subtotal: (780.14267) TAN; (1,801,991.67) Statement ID : 18229820160111_20160112_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-0119613 CONFIDENTIAL SDNY_GM_00265797 EFTA01459292