EFTA01458776.pdf

e • an roup -"17,7 7.1.7.77 04 Noi 2015 SOUTHERN FINANCIAL, LL Page 2 Of 3 Request 182298 As of 03 Nov 15 Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0reda - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread P.ITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV I I.Jan.2015 1443e-2015 20.Ma,.2020 SELL la 003 000 00 LSD '7. :12: ICU '3I.i .ISD I CCCC 37,2 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) LN6I6753 SOUTHERN Lt1_618753BU CALL 18-Dec.2015 ;A ter3.1,t 3) USD (4,165.020 10000 (24,718.66) FtIANCIAL LW NV6I8176 SOUTHERN TWIR N CALL 274an-2016 3,866,62000 ugg 100.000 389662 291303 466447 0333 3329881 FINANCIAL, LLC Subtotal: 8.58014 FX • 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 (52.0(0,000 00) USD SHORT ELRCPEAN PUT 1.0400 (233 4? t.zi 1037233558 FINANCIAL,L1C 49711749W SCUTHERN FiEuroOpl 02.NI-2015 04-Jan-2016 06Jan-2016 50030.000 03 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 96,56858 1037233559 FINANCIAL, LLC 497126993/ SOUTHERN FiEuroOpt 02•Ail•2015 04-Jan-2016 05-Jan•2016 25.000.0:00.00 EUR 126.250.00000) USD SHORT ELRCPEAN PVT 1.0500 05303362J 1037255502 FINANCIAL, LLC 4971269937 SOUTHERN FilEuroOpt 0241-2015 04-Jan-2016 06•Jan•2016 25000030.00 EUR (28.9 I2,5(0.00) USD LONG ELRCPEAN CALL 1.1565 66358.03 1037255503 FINANCIAL. LW Subtotal: (224. 15553; Statement ID: 18229820151103201511041 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-0118849 CONFIDENTIAL SDNY_GM_00265033 EFTA01458776