EFTA01357904.pdf

2:Ji,....i 2"..'C Payc 2 Oil 2 Se Deutsche Bank AG SOUTHERN FINANCIAL, LLC OMR • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not. Ccy2. Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14-ilan-2015 20-Mat-2un1 SELL 10 003 000 00 USO 10000 000 00 L I ICC li FINANCIAL. LLC DERNAT (YE - DEFSWAP Subtotal &Obi • Dation db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) SOUTHERN CALL 1&Oe-2015 t1,1661.03 Ofr USD II.1660W) 10000 FraiNCLALLIC SOUTFERN CALL 27..Jan-2016 3.89662000 Lisp 100.000 389662 25 1700 609636 0.84 84 809 70 MAACK. LLC SOW Subtotal: FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN F)EurcOpl 024.d-2015 04-Jan-2016 OS-Jan-2016 50,00000000 EUR (52040.060 DO) LSD SHORT EUROPEAN PUT 1.0400 (t3832524) FINANCIAL, LLC SOUTHERN FirEuroOpi 02.41.2015 04-Jan-2016 OSJan-2016 50,000,00000 EUR (58.200060 00) USD LONG ELRCPEAN CALL 1.1640 1255278 39 FINANCIAL. LLC SOUTHERN FxEurcCyl 02.Jul-2015 04-Jan-2016 06-Jan-2016 25,000,000.00 EUR (25.25001:0 00) LSO SHORT ELRCPEAN PUT 1,0500 (81,587 811 FINANCIAL. LLC SOUTHERN FaEuroOpl 02-Jul-2015 04-Jan-2016 06Jan-2016 25.00000000 EUR (28.912.5W DO) LSD LONG ELRCPEAN CALL 1.1565 74407723 FINANCIAL LLC Subtotal: 1.82043.17 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-0044898 CONFIDENTIAL SDNY_GM_00191082 EFTA01357904