EFTA01458897.pdf

03 Dee 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • 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 MTM(USD) SOUTHERN CDSwapSav BRASOV 1343n-2015 1443n-2015 20-Mat-2020 SELL 10 000 000 00 USD ' C. :CC IOC CO .ISII I CCCO 417 (1:R9.010.12) FINANCIAL. LLC Subtotal (1.109 019 I.?, 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) SOUTHERN U1_618753BU CALL 18-0K-2015 :4 156.1.t 05) USD (4,166.0001 10000 (81.50723) FiNANCIAL LW SOUTHERN DYER N CALL 27-Jan-2016 3896,62000 USD 100.000 389662 25.4000 51 8557 0.035 3,496.10 FINANCIAL, LLC Subtotal: (78,011.I3) FX • Options Settlement Not.Ccy Not.Ccy DealGrou • 0 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) SCIJTHERN FiEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000,000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (432.476e FHANCIAL,L1C SOUTIERN FiEuroOpl 02-..bl-2015 04-Jan-2016 06Jan-2016 50030.000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 5,536 12 FINANCIAL, LLC SOUTHERN FiEuroOpt 02•Jul•2015 04-Jan-2016 06-Jan-2016 25,000,000.00 EUR (26.2Ki.000 00) USD SHORT ELRCPEAN PVT 1.0500 (307575(x`: FINANCIAL, LLC SOUTHERN FiEuroOpt 024u1•2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (26.9 i2,5C0.00) LED LONG ELRCPEAN CALL 1.1565 4.29648 FINANCIAL. LLC Subtotal. Statement ID : 182295 20151202 20151203 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-0119023 CONFIDENTIAL SDNY_GM_00265207 EFTA01458897