EFTA01458800.pdf

e an roup 10 Nor 2015 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 f, w. As of 09 Nov 15 Deutsche Bank AG SOUTHEFtN FINANCIAL, LLC Credit •Ostault Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date 8uySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CDSwapSov BRASOV I I.Jan.2015 14.43n.2015 20.Mai.2020 SELL la OOD 000 00 USD 'C. "4:i:. 1O:1:(1 IS:i I CO:C 395 II l':‘!". .' : • :. FINANCIAL LLC Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USO) SOUTHERN 111_618753BU CALL 18-Dec.2015 ;4 ID32.t; a5) USD (4,166.114201 10000 (38,095M) FINANCIAL LW SOUTHERN TWIR N CALL 27-Jan-2016 3016,620 C0 USD 100.000 38 9662 27.0903 491254 0.165 16517.90 FINANCIAL, LLC Subtotal: (21x77.79) RI • Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN FiEuroOpl 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000,000.00 EUR (52.000,000 00) LED SHORT EUROPEAN PUT 1.0400 pitsrez 10) FlIANCIAL,L1C SCUD-ERN REuroOpl 02-M-2015 04-Jan-2016 OSJan-2016 50000.000.00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 24,093.01 FINA14ClAL, LLC SC*JTFERN FxEuroOpt 02-Ad-2015 04-Jan-2016 06-Jan-2016 25):00A000 EVR (26.71400 - 00) USD SHORT EURCPEAN PUT 1.0500 (232.24154) FIANCRI., LLC SCUTHERN MuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.9 l2.51,0.00) LED LONG ELRCPEAN CALL 1.1565 17.955.90 FILANCUIL,LLC Subtotal: 1535.474 ::: 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-0118885 CONFIDENTIAL SDNY_GM_00265069 EFTA01458800