EFTA01368459.pdf

01A L.c: "b Page 2 Of 3 ISI II II SSW I I IIII I NW Deutsche Bank AG SOUTHERN FINANCIAL, LLC Died' •Debut 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 MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 14.Jan-2015 20-Mai-2u SELL 10 003 000 00 USD 10 033 003 00 .15,:f I CCCC 315 FINANCIAL. LLC DERNAT WE- DEFSWAP Subtotal. Sanity - Option db Ticket Counterparty Ref. Entity Put/ Call E>apiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatitty Farr Price MTM(USD) LN.618753 SOUTHERN LN_6187538u CALL 180ec-2015 :4.166.033'Q, USD (4.166,000) 10000 FINANCIAL LLC NY-618175 SOUTFERN CALL 27.Jan-2016 3896620 CO isD 100.030 38 9662 27 54(13 k H 5., ,-;.(. .- 4 .:-. FNANCIAL. LLC Subtotal 5 t''-' t J 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 FkuroOpt 12-Mg-2014 12-Aug-2015 14-Aug-2015 7800000000 USD (452983.000 03) GIN SHORT EUROPEAN PUT 6.1600 0.00 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 OS-Jan-2016 50.000000.00 EUR (52.000,00000) USD SHORT EUROPEAN PUT 1.0400 (510,649.46) 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50,000,000.00 EUR (58.243,000 00) USD LONG EUROPEAN CALL 1.1640 287.874.00 1037233528 FINANCIAL, LLC 497126993/ SOUTHERN FiEuroOpt 02-Jol-2015 04-Jan-2016 064ari-2016 25,000,000.00 EUR (26.250.00) 00) LSD SHORT EUROPEAN PUT 1.0500 (310.93242) 1037255502 FINANCIAL, LLC 497126993r SOUTHERN FiEuroOpt 024i-2015 04-Jari2016 06Jari2016 25,000,000.00 EUR (28,912.500 00) LED LONG EUROPEAN CALL 1.1565 174,738.93 1037255503 FINANCIAL, LLC Subbtal: (358.96789) Statement ID : 182298_20150806_20150807_1 The valuation Information set forth in this statement Is provided subject b the kerns and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0060203 CONFIDENTIAL SDNY_GM_00206387 EFTA01368459