EFTA01458025.pdf

C6 AL.:: 2:"b Page 2 Of 3 LINIShawl' I IIII I III SSW I I III Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0fedlt • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread NTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 14.Jan-2015 20.Mar.2un1 SELL 10 000 000 00 USD 10 003 003 00 .1r,:t I C(CC itiF FINANCIAL. LLC DERNAT NE- DEFSWAP Subtotal. Satiny . Option db Ticket Counterparty Ref. Entity Put/ Call E>piry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price A1TM(USD) LT4.618753 SOUTHERN LN_6187538ii CALL 18-De -2015 :4.166.V Tiri USD (4.166.0(C) 10000 FINANCIAL LLC NY-618176 SOUTFERN CALL 27.Jan-2016 389662000 isD 1011.000 38 9662 28289-i 1- “.... , FINANCIAL. LLC Subtotal TE t, ..itin 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 Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpl 12-Mg-2014 12-Aug-2015 14-Aug-2015 75,00:K0000 USD (452993.000 031 Glifil SHORT EUROPEAN PUT 6.1600 0.00 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 OS-Jan-2016 50000600.00 EUR (52.(00600 00) USD SHORT EUROPEAN PUT 1.0400 (553855.48) 1037233558 FINANCIAL.LLC 497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jrn-2016 06-Jat-2016 50000,000.00 EUR (58.2(0600 00) USD LONG EUROPEAN CALL 1.1640 254.49639 1037233558 FINANCIAL, LLC 497126993/ SOUTHERN F)EuroOpt 02-Jol-2015 04-Ja-2016 06-Jan-2016 25000600.00 EUR (26.250.003 00) LED SHORT EUROPEAN PUT 1.0500 (337.012211 1037255502 FINANCIAL, LLC 497126993( SOUTHERN FxEuroOpt 02,M2015 04-Jan•2016 06Jan2016 25.000.030 CO EUR (28$12.50000) USD LONG EUROPEAN CALL 1.1565 154.968.83 1037255503 FNANCLAL, LLC Subbtal: (481.402 47) Statement ID : 182298_20150805_20150806_1 The valuation Information set forth in this statement is prmAded subject 12 the Items and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117780 CONFIDENTIAL SDNY_GM_00263964 EFTA01458025