EFTA01458453.pdf

01 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0reda - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySeil NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread !NITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV 11-Jan-2015 14-Jan-2015 20-Mar-2020 SELL la 000 000 00 LSD 'C. SC:.; -..... 1 IS:i I CO:; 455 FINANCIAL. LLC Subtotal 399 79108! 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 Lt1_618753BU CALL 18-Dec-2015 :4 I et3.1t 35) USD (4,166.0201 10000 (46,494.40) FiNANCIAL LW NV-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3696,62000 use 100.000 389662 26.9400 525778 0.501 50.057.51 FINANCIAL, LLC Subtotal: 3.56311 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 FiEuroOpt 02-441.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (195240%) 1037233558 FINANCIAL,L1C 49711749W SCUTHERN FiEuroOpl 0241-2015 04-Jan -2016 06dan-2016 50030.00000 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 350565.02 1037233559 FINANCIAL, LLC 4971269937 SOUTEERt4 FiEuroOpt 02441.2015 04-Jan-2016 06-Jan-2016 25.000.00000 EUR (26.2Ki600 00) USD SHORT ELRCPEAN PVT 10500 (124443 82 1637255502 FINANCRL, LLC 497126993/ SOUTHER! F)lEuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (28912,566.00) USD LONG ELRCPEAN CALL 1.1565 219.55132 1037255503 FINANCIAL. LW Subtotal: 250,834 46 Statement ID : 18229520150930_20151001_1 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-0118371 CONFIDENTIAL SDNY_GM_00264555 EFTA01458453