EFTA01458731.pdf

e • an roup -"177 7.1.7.77 27 Oct 2015 SOUTHERN FINANCIAL, LL Page 2 Of 3 Request 182298 As of 26 Oct 15 Deutsche Bank 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) 07970254M SOUTHERN CDSwapSov BRASOV 11Jan.2015 1443n-2015 20.Ma,.2020 SELL 10 OOD 000 00 USD 'C. "4:i:. 10:1:(1 IS:i I CO:C 425 0.-m1: .' 1; FINANCIAL LLC Subtotal :1.264 27291 Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LN618753 SOUTHERN 111_6187538U CALL 18 -Dec-2015 ;4 It'6.a.t 35) USD (4,166.0:01 10000 1,18 223 r.2: FtlANCIAL LW NY-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3696,62000 USD 100.000 386662 308900 54 1717 1.019 10180898 FINANCIAL, LLC Subtotal: 83.683 40 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 MuroOpt 02-Ju1.2015 04-Jan-2016 06-,lan-2016 50000600.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (21128264) 1037233558 FINANCIAL, LW 49711749W SCUTHERN REuroOpt 02-JA-2015 04-Jan.2016 064an2016 56030630 03 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 156205.76 1037233559 FINANCAL,LLC 497126993/ SOUTHERN FAuroOpt 02441.2015 04-Jan-2016 06-Jan-2016 25M0=00 EUR I26.2Ki600 00) USD SHORT EURCPEAN PVT 1.0500 (135.a=6 12) 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN FilEuroOpt 02•Jul•2015 04-Jan-2016 06-Jan-2016 25601030.00 EUR (28.9 I2,51,0.00) USD LONG ELRCPEAN CALL 1,1565 105.50t82 1037255503 FINANCIAL. LW Subtotal. Statement ID: 18229820151026_201510271 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-0118784 CONFIDENTIAL SDNY_GM_00264968 EFTA01458731