EPSTEIN
page 3 / 451 . OCR, unverified
valuations are sent to you subject to our valuation Disclosure statement.
we also direct you to the following additional disclosures:
In reference to the provision of valuations for daily marks:
http://cbs.db.com/new/docs/Daily_Mark_Methodologies_and_Assumptions_Disclosure_MOrch_28_2013_(2).pdf
In reference to the provision of portfolio data and dispute resolution under EMIR:
http://cbs.db.com/new/docs/Valuation_Statement_-_EMIR_Language_1309.pdf
182298_20131226_20131227_1
51263155
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
CONFIDENTIAL
SDNY_GM_00253240
DB-SDNY-0 107056
EFTA01450988
--- SOURCE: IMAGES__0076__EFTA01450989.txt ---
METADATA_SOURCE: IMAGES0076
METADATA_FILENAME: EFTA01450989.pdf
----------------------------------------
e
an
SOUTHERN FINAN
Request
Asof
Dec 2013
Page
Of 2
DeWitt* Batt AO
SOUTHERN FINANCIAL, LLC
IIX • OPNuts
Settlement
Not. Ccy
Not. Ccy
Trade ID
Counterparty
Trade Type
Trade Date
Maturity Date
Date
NotAmt 1
Not.Amt 2
Long/ Short
Option Style
Put/ Call
Strike Price
MTM(USD)
366364435f
SOUTHERN
FA OPTION
21-Ncv-2013
20.11ov.2014
25-Nov-2014
0.000.033 001
USD
101.030.000
..IPY
SHORT
ELROPEAN
CALL
101.0003
i'6I., 385 1 1 i
710423459
FINANCIAL. LLC
366364435/
SOUTHERN
FXOPTION
214‘km2013
20-Nov-2014
25-Nov-2014
(21.000.00)
USD
JPY
LONG
ELRCPEAN
0.0000
1137773
710423461
FINANCIAL, LLC
366364436/
SOUTHERN
FXOPTION
2144,4013
20-Nov.2014
25-Nov-2014
121,000 CO)
USD
JPY
LONG
EUROPEAN
0.0000
023 56
710423463
FINANCIAL, LLC
366354439
SOUTHERN
FXOPTION
214404013
20-Nov.2014
25-Nov.2014
421.0 col
USD
JPY
LONG
EUROPEAN
0.0000
879092
7104230
FNANCIAL. LLC
Subtotal:
.:43C 1929';
I♦
(30,192.91)
Statement ID : 182298_20131226_20131227_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)
CONFIDENTIAL
DB-SDNY-0 107058
SDNY_GM_00253242
EFTA01450989
--- SOURCE: IMAGES__0076__EFTA01450990.txt ---
METADATA_SOURCE: IMAGES0076
METADATA_FILENAME: EFTA01450990.pdf
----------------------------------------
Kind regards,
Deutsche Bank Group
Customer Valuations Group
This is an automated email account. Please do not reply to this email as the
account is not monitored.
Valuations are sent to you subject to our Valuation Disclosure statement.
we also direct you to the following additional disclosures:
In reference to the provision of valuations for daily marks:
http://cbs.db.com/new/docs/Daily_mark_methodologies_and_Assumptions_Disclosure_march_28_2013_(2).pdf
In reference to the provision of portfolio data and dispute resolution under
EMIR: http://cbs.db.com/new/docs/Valuation_Statement_-_Emi8_Language_1309.pdf
182298_20131226_20131227_1
51263155
(see attached file: 182298_20131226_20131227_1.pdf)(See attached file:
182298_20131226_20131227_1.csv)
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 107061
CONFIDENTIAL
SDNY_GM_00253245
EFTA01450990
--- SOURCE: IMAGES__0076__EFTA01450991.txt ---
METADATA_SOURCE: IMAGES0076
METADATA_FILENAME: EFTA01450991.pdf
----------------------------------------
e an
roup
SOUTHERN FINANCIAL, LLC
Request 182298
-
As of 26 Dec 13
Dec 2013
Page
Of 2
Deutsch* Bank AG
SOUT1ERN FINANCLL LLC
Settlement
NotCcy
Trade ID
Counterparty
Trade Type
Trade Date
Maturity Date
Date
NotAmt 1
Not.Arnt 2
NotCcy
Long/ Short
Option Style
Put/ Call
Strike Price
MTM(USD)
SOUTHERN
FX °PIXY"
214iiiv-2013
20.Nov.2014
25-Nov-2014
MOM 003 00)
USD
FINANCIAL. LLC
SOUTHERN
FXOPTION
21-Nw-2013
20-Nov.2014
25-Nov-2014
(2l.0001:0)
USD
FINANCIAL, LLC
SOUTHERN
FXOPTION
21-No4013
20-Nov-2014
25-Nov-2014
1214000 CO)
USD
FINANCIAL, LLC
SOUTHERN
FXOPTION
2144ov.2013
20-Nov.2014
25-Nov.2014
421.0 col
USG
FINANCIAL. LLC
101030000
?Y
JPY
PY
PY
SHORT
LONG
LONG
LONG
ELFTCPEAN
ELRCPEAN
EUROPEAN
EUROPEAN
CALL
1010000
0.000D
0,0000
0.0000
(61: :18a 11i
11377 73
1002356
790 92
Subtotal:
ciri 1929';
Statement ID : 182298_20131226_20131227_1
Iffiat
(30,192.91)
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)
CONFIDENTIAL
DB-SDNY-0 107065
SDNY_GM_00253249
EFTA01450991
--- SOURCE: IMAGES__0076__EFTA01450992.txt ---
METADATA_SOURCE: IMAGES0076
METADATA_FILENAME: EFTA01450992.pdf
----------------------------------------
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SOUTHERN FINNIC'
Request 182298 i„
As of 28 Dec 13
,:v.
Ankle
, .
Dee 2013
Page
Of 2
Datiache Bet AO
SOUTHERN FINANCIAL, LLC
FX • Options
Settlement
Not.Ccy
Trade ID
Counterparty
Trade Type
Trade Date
Maturity Date
Date
NotArnt 1
Not.Amt 2
Not.Ccy
Long/ Short
Option Style
Put/ Call
Strike Price