EFTA01458147

67:17" 7747.7—d:,.i..7--".. ,J._...ti,:-.1.,formormur S• . 1. . ., r r. III 18Aug 2015 Page 2 Of 3 Deutedwo Bank AG SOUTHERN FINANCIAL, LLC bred' • Setaelamp Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-20N SELL 10 003 000 00 LSO FINANCIAL. LLC DERNAT rvE- DEFSWAP 10 OCO 000 00 is:.: 10000 291 Subtotal. I -2f; ,''`l' ': igitY • °Peen db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 11‘1518753 SOUTHERN Lt1_6187538U CALL 18-Dec-2015 :4,1661.03:0) USD (4.166,0(.0) FNANCLAL LLC NY.610176 SOUTFERN TWTR N CALL 27.Jan.2016 359662000 Lisp 100000 FINANICAL.LLC 10000 389662 29 0600 48 3792 1.072 107 242 77 Subtotal: 25 1 /3 r.:1! FA- Options Settlement Not.Ccy Not.Ccy DealGrouplD 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) 497117496/ SOUTHERN F)EurcOpt 02,61-2015 04-Jan-2016 06-Jan-2016 50,00000000 EUR (52,0110,0030;3) LSD 1037233558 FINANCIAL, LLC 497117496/ SOUTHERN FkuroOpt 02.41.2015 04-Jan-2016 OS-Jan-2016 50000,00000 EUR (58200060.031 LSD 1037233550 FINANCIAL. LLC 497126993/ SOUTHERN FxEurcCpt 02.Ail-2015 04-Jan-2016 06-Jan-2016 25,00000003 EUR (25.25x0,00000) USD 1037255502 FINANCIAL LLC 497126993/ SOUTHERN F)EuroOpl 02-Jul-2015 04-Jan-2016 064i-2016 25.00000000 EUR (28.912.50003) LSD 1037255503 FINANCIAL LLC SHORT EUROPEAN PUT 1.0400 LONG ELRCPEAN CALL 1.1640 SHORT ELRCPEAN PUT 1.0503 LONG ELRCPEAN CALL 1.1565 ;312 X‘i 76) 375547.95 1194677.411 228.696.77 Statement ID : 182298 29150817 20150818 1 Subtotal: 96617.55 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 a=. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117942 SDNY_GM_00264126 EFTA01458147