EFTA01458466.pdf

e an raup 02 Oct 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 R 1 Doubts Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread I.ITM(USD) C79707544 SOUTHERN CDSwapSoy BRASOV I 1.Jan.2015 1443n-2015 20.Mae2020 SELL la 009 000 00 USD 'C. :CI:. 10:1:(1 IS:i I CO:C .:4;i FINANCIAL LLC Subtotal I.I 1 177 Eli! Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LI4618753 SOUTHERN 1.11_618753M CALL 18-Dec.2015 ;4 i&6. ' 35) USD (4,166.0801 10000 (1:3,09724) FrIANCIAL LW NY-618176 SOUTHERN TWIR N CALL 27-Jan-2016 366562000 USD 100.000 389662 24.6803 548659 0.295 29544.18 FINANCIAL, LLC Subtotal: (19.553.08; FX • Options 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 FIEuro0pt 02-Jul-2015 04-Jan-2016 06-Jan-2016 50000,000.00 EUR (52.003,000 00) USD SNORT EURCPEAN PUT 1.0403 ;l76.1796II 1037233558 Flatlet/4,11C 4971174981 SCUTHERN FtEuro0pl 0248-2015 04-Jan.2016 064an-2016 50030000 03 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 395,124.35 1037233559 FINANCIAL, LLC 4971269931 SOUTHERN FAuroOpt 02441.2015 04-Jan-2016 06-Jan-2016 25.000.000.00 EUR (26.2Ki800 00) USD SHORT EURCPEAN PVT 1.0500 (1I1998. 80) 1037255502 FINANCRI., LLC 497126993/ SOUTHERN F)Euro0pt 02441.2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (28.9 I2,500.30) USD LONG ELRCPEAN CALL 1.1565 246229.99 1037255503 FNANMAL,LLC Subtotal: 353,175 93 Statement ID : 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-0118388 CONFIDENTIAL SDNY_GM_00264572 EFTA01458466