EFTA01458812.pdf

e an roue 11 Nor 2015 SOUTHERN FINANCIAL, LLC Raw 2 Of 3 Request 182298 f, • As of 10 Nov 15 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credk - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread LITM(uSD) SOUTHERN CDSnapSov BRASOV 13Jan.2015 14,bn-2015 20.Mai.2020 SELL la 003 000 00 LSD 'C. :(i:. 1O:1:(1 IS:i I CCCC :C). .. • .. ) 43; FINANCIAL. LLC Subtotal (.1 097 673 48! Popery -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 Lf1_618753BU CALL 18-Dec.2015 :4 Ie6.1.0 33) USD (4,166.0a4 1 0000 (51,335.64) FiNANCIAL LW ■ SOUTHERN TWIR N CALL 27-Jan-2016 3866,62000 us0 100.000 389662 27.0500 50 728 0.181 18,09200 FINANCIAL, LLC Subtotal: (33.273.64) FX • Opdons Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SCUTHERN hEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50,000000.00 EUR (52.0(6,000 00) USD SHORT ELRCPEAN PUT 1.0400 (416.57647) FRANCK, LLC SOUTIERN REuroOpl 02-M-2015 04-Jan-2016 OSJan-2016 5030.000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 24.527.73 FINANCIAL, LLC SOUTIERN FiEuroOpt 024d-2015 04-Jan-2016 06-Jan-2016 25.E00.1:00.00 EUR (26.71.000 - 00) USD SHORT EURCPEAN PVT 1.0500 (278.564.43) FIANCLAL, LLC SOUTHERN FilEuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25,000,030.00 EUR (26.9 i2,51,0.00) USD LONG ELRCPEAN CALL 1.1565 17,716.41 FILANCLAL,LLC — Subtotal: (652.866.76) Statement ID: 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-0 118903 CONFIDENTIAL SDNY_GM_00265087 EFTA01458812