EFTA01368505.pdf

itarenTirrrEt' 22 Sep 2015 37777" Page 2 Of 3 1 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) C79707544 SOUTHERN CDSwapSov BRASOV 13Jan.2015 1443n-2015 20.Mar.2020 SELL I3 000 000 00 USD 'C. :i..i:. 10:1:(1 IS:i I CO:C C12 I ; FINANCIAL LLC Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) L1'4618753 SOUTHERN U1_61875360 CALL 18-Dec.2015 ;4 I86.1.t: 05) USD (4,166.0001 10000 (44,966.06) FiNANCIAL LLC NY-618176 SOUTHERN TWTRN CALL 27-Jan-2016 3696,62000 u80 100.000 389662 27.3800 49 7519 0539 5387783 FINANCIAL, LLC Subtotal: 8.912 77 EX • 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-Ju1.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (212.478&d) 1037233558 FINANCIAL,L1C 49711749W SOUTHERN REuroOpl 0241-2015 04-Jan-2016 064an-2016 50,000,000.00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 452.13207 1037233559 FINANCAL,LLC 497126993/ SOUTHERN FiEuroOpt 024i-2015 04-Jan-2016 06-Jan-2016 25MO.M0.00 EVR 126.2Ki000 00) USD SHORT EURCPEAN PVT 1.0500 (13160469) 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN FiEuroOpt 0241-2015 04-Jan-2016 06-Jan-2016 25.000030.00 EUR (28.9€2,51,0.00) USD LONG ELRCPEAN CALL 1.1565 215.562.92 1037255503 FINANCIAL. LLC Subtotal: 381.611 41 Statement ID : 182298_2015092L20150922_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-0060261 CONFIDENTIAL SDNY_GM_00206445 EFTA01368505