EFTA01458891.pdf

e an roup SOUTHERN FINANCIAL, LLC Request 182298 f, • As of 01 Doc 15 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credk . Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CDSwapSov BRASOV I 3,1an.2015 1443n-2015 20.Mal.2020 SELL 10 009 000 00 USD 'C. 11 ..i:. 10:1:(1 IS:i I CCCC 414 ITLIC 3: .-) II; FINANCIAL. LLC Subtotal (1 IRIS' fIXI. el! tap.My -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 Lt1_6187538U CALL 18-Dec.2015 :4 I8/3.1t a9) U0 (4,165)3001 10000 (85,136.20) FINANCIAL LW SOUTHERN TIM N CALL 27-Jan-2016 3,666,62000 use 100.000 389662 25.5303 519984 0.042 420289 ■ FINANCIAL, LLC Subtotal: (81.933 311 FX • Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN Murat 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50,000,030.00 EUR (52.000,000 00) LEO SPORT ELRCPEAN FLIT 1.0400 (396.W1 81) FHANCIAL,L1C SOUTIERN REuroOpl 024I-2015 04-Jan.2016 06Jan-2016 50030030 00 EUR (58:200.00000) USD LONG EUROPEAN CALL 1.1640 9,665.16 FINANCIAL, LLC SOUTIERN FiEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25C00.0:000 EUR (26.2Ki.900 00) USD SHORT ELRCPEAN PVT 1.050D (281.nocti FIANCRI., LLC SOUT}€)'I FilEuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.3 l2,51,0.00) USD LONG ELRCPEAN CALL 1,1565 7.18372 FILANCLAL,LLC Subtotal. i 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-0119016 CONFIDENTIAL SDNY_GM_00265200 EFTA01458891