EFTA01458860.pdf

e an roue 24 No, 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 • As of 23 Nov 15 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread PNITN(USD) SOUTHERN CDSwapSov BRASOV 11.Jan.2015 1443n-2015 20.Mae2020 SELL 10 000 000 00 USD 'C. :U:. 10:1:(1 IS:i I CO:C FINANCIAL. LLC Subtotal I tt. Ott tit: 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) SOUTHERN Lt1_618753BU CALL 18-Dec.2015 :4 I Se3.1.t 05) USD (4,166.660 10000 ((4075' rtal FiNANCIAL LW SOUTHERN TWIR N CALL 274an-2016 3,866,62000 us0 100.000 389662 25.2003 549241 0.075 745169 FINANCIAL, LLC Subtotal: (39.29g 74', FX • Options Settlement Not.Ccy Not.Ccy DealGrou • 0 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) SCUTHERN MuroOpt 02-.41-2015 04-Jan-2016 06-Jan-2016 50008000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (449.859 84) FHANCIAL,L1C SOUTIERN REuroOpl 02-M-2015 04-Jan-2016 08Jan•2016 50030000 00 EUR (58:200.00000) USD LONG EUROPEAN CALL 1.1640 12261.48 FINANCAL,LLC SOUTHERN FxEuroOpt 02•AII•2015 04-Jan-2016 06-Jan-2016 25.030=60 EUR (26.2KPBOO 00) USD SHORT ELRCPEAN PVT 1.0500 ,378 • .1:.V85) FINANCIAL, LW SCUTHERN MuroOpt 02,1W-2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (26.9€2,500.00) USD LONG ELRCPEAN CALL 1.1565 9.170 14 FOIANCIAL. LLC Subtotal. i Statement ID: 1822,3829151123_201511241 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-0118972 CONFIDENTIAL SDNY_GM_00265156 EFTA01458860