EFTA01458688.pdf

16 Oct 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754M SOUTHERN CDSwapSov BRASOV I 1Jan.2015 1443n-2015 20.Mal.2020 SELL 10 OOD 000 00 LSD 'C. :CC IOC CII: .ISII I CCCO 403 II.F.k3 .:) ,::, FINANCIAL. LLC Subtotal (1 I93 159E, 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) LN6I6753 SOUTHERN Lt1_618753BU CALL 18 -Dec-2015 (4 I t73.1,t a2) USD (4,166.004 10000 (13 624 Kt FINANCIAL LW NY-60076 SOUTHERN TWIR N CALL 27-Jan-2016 3696,62000 USD 100.000 389662 65942 75 FINANCIAL, LLC Subtotal: 52.118 36 FX • Opdons 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 02421.2015 04-Jan-2016 06-Jan-20I6 50003000.00 EUR (52.003000 00) USD SHORT ELRCPEAN PUT 1.0400 (64,504.49) 1037233558 FINANCIAL, LW 49711749W SOUTHERN FiEuroOpt 02-JA-2015 04-Jan-2016 OSJan•2016 50.030030 00 EUR (58:20.000) USD LONG ELRCPEAN CALL 1.1640 504,114.09 1037233559 FINANCAL,LLC 4971269937 SOUTHERN FiEuroOpt 02•Ail•2015 04-Jan-2016 06-Jan-2016 25.030.600.00 EUR (26.2Ki.000 00) USD SHORT ELIRCPEAN PVT 1.0500 (42888 16) 1037255502 FINANCRL, LLC 497126993/ SOUTHERN FilEuroOpt 02•Jul-2015 04-Jan-2016 06-Jan-2016 25.003030.00 EUR (26.9 I2.51,0.00) USD LONG ELRCPEAN CALL 1.1565 317.14070 1037255503 FINANCIAL. LW Subtotal: 71386214 Statement ID: 1822,3820151015_201510161 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-0118707 CONFIDENTIAL SDNY_GM_00264891 EFTA01458688