EFTA01458504.pdf

"7.1 7.1!:TT Ter rIn wr i.:TM' 7,7_7.1.."...77 C6 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date 6uySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754)4 SOUTHERN CDSwapSov BRASOV 13,law2015 1443n-2015 204.1ae2020 SELL I0 000 06000 USD ' C. :CI:. 10:1:(1 IS:i I CO:C M.-.4 FINANCIAL. LLC Subtotal Equity -Option db Ticket Counterparty Ref. Entity Putt Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LN618753 SOUTHERN Ul_6187536U CALL 18-Dec.2015 :4 I C6.1.t a5) USD (4,166.030 10000 (3420).60) FINANCIAL LW NY618176 SOUTHERN TIM N CALL 274an-2016 3896,62000 USD 100.000 389662 28.1500 497149 0.541 54.06232 FINANCIAL, LLC Subtotal: 19.802 32 FX • Opdons 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 FiEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.001000 00) USD SHORT ELRCPEAN PUT 1.0400 (142.98626i 1037233558 FINANCIAL, LLC 49711749W SOUTHERN FiEuroOpl 02-..NI-2015 04-Jan-2016 064an•2016 50.03003003 EUR (58:20.000) USD LONG ELRCPEAN CALL 1.1640 342.742.63 1037233559 FINANCAL,LLC 4971269937 SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25.030.60000 EUR (26.250.0000) USD SHORT ELRCPEAN PVT 1.0500 ^32.158 78) 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN FilEuroOpt 02•Jul-2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (29.9€2.50.0) USD LONG ELRCPEAN CALL 1.1565 217.82007 1037255503 FINANCIAL. LW Subtotal: 325,417 66 Statement ID: 18229820151005201510061 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-0118452 CONFIDENTIAL SDNY_GM_00264636 EFTA01458504