EFTA01381195.pdf

e • an roup -"LT,7_7177 ri 29 Sep 2015 SOUTHERN FINANCIAL, LL Page 2 Or 3 Request 182298 As of 28 Sep 15 Deutsche Bank AG SOUTHERN FINANCIAL, LLC prod*' Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread ?ATM rd SD) 07970754)4 SOUTHERN CDSwapSov BRASOV 13.Jan-2015 1443n-2015 20-Mat-2020 SELL la 009 000 00 LSD 'C. :it:. 10:1:(1 IS:i I CO:C :72:, FINANCIAL. LLC Subtotal 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) LN618753 SOUTHERN '11_618753BU CALL 18-Dec-2015 :4 ter5.0:X: 05) USD (4,166.0601 10000 (54%016) FtiANCIAL LW NY-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3,866,62000 us' 100.000 389662 25 2600 549774 0384 38,381.73 FINANCIAL, LLC Subtotal: (15727.43) 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 FiEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50,000,000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (193.93995) 1037233558 FINANCIAL,L1C 49711749W SCUTHERN FiEuroOpt 02-M-2015 04-Jan-2018 08Jan•2016 50030.03000 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 449,50791 1037233559 FINANCIAL, LLC 4971269937 SOUTHERN FiEuroOpt 02•Ail•2015 04-Jan-2016 05-Jan•2016 25.000.000.00 EUR (28.250,C00 00) USD SHORT EURCPEAN PVT 10500 :I 23 27905) 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN FilEuroOpt 02•Jul-2015 04-Jan-2016 06•Jan•2016 25000030.00 EUR (269€2,504;.00) USD LONG ELRCPEAN CALL 1.1565 274.57293 1037255503 FINANCIAL. LW Subtotal: 403,831 84 Statement ID: 18229820150928201509291 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-0079993 CONFIDENTIAL SDNY_GM_00226177 EFTA01381195