EFTA01459232.pdf

e an roup 07Jan 2016 SOUTHERN FINANCIAL, LLC Page 2 Of 2 Request 182298 f, w. As of 06 Jan 16 Deutsch* Bank AG Credi - DeSidai Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread AI TM (USD) SOUTHERN CDSwapSov BRASOV I I.Jaw2015 1443n-2015 20Mat.2020 SELL la 003 000 00 LSD 'C. IC. ICC 'LC ≥:i I CCCC 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) SOUTI-EFtN TWTR N CALL 27-Jaw2016 3,896.62000 use 100.000 389662 21.3900 85 6687 0033 247 72 FINANCIAL. LLC Subtotal: 21' T2 Null - Swap NOM db Ticket Counterparty Ref. Entity Put/ Cal Expiry Date NotAmt Not.Ccy Not.Amt 2 Not.Ccy2 Stake Price MTM(USD) SOUTHERN IVJT R N 01-Feb-2016 (2,253,000.00) USD 22.5300 114 514 27 FINMCIAL, LLC Subtotal: 114,514.27 FX • HOF Anew- Amariri FlOMINISIIIIM- ,PIP-- Settlement Not.Ccy Not Ccy DealGrouplD Counterpart), Trade Type Trade Date Maturity Date Date Not.Amt 1 1 NotAmt 2 2 DEIPays DBReceives BuySell MTM(USD) SOUTHERN FXNDF 30.0cl-2W5 02-Aug-2016 04 -Aug-2016 (1200,030.000i JPY 11,540,400,000.00 KM (5712/59 CA) FINANCIAL. LLC Subtotal: (571 859 04) ToS: (1,749,824.67) Statement ID : 182298_20160106_20160107_1 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-0119530 CONFIDENTIAL SDNY_GM_00265714 EFTA01459232