EPSTEIN
page 1 / 366 . OCR, unverified
Dataset10 082
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e an
roup a
SOUTHERN FINANCIAL, LLC
Request
As of 12 Mar
13W 2015
Page 1 Of 3
Deutsche Bank AG
For Sales Inquiries Contact
Daniel Sabba !Tel'
!Emil;
For questions relating to this statement contact
Valuations NY (Tel)
(Email)
SOUTHERN FINANCIAL, LLC
To:
Jabwcpa Gmail (Email;
Richard Kahn12 (Email)
.Hnw Clrentservices (Email)
Gedegn Pinedo (Email)
Vahe Stepanian (Email)
Mark Whyman (Email)
Amanda Kirby (Email)
Paul Morns (Email)
Daniel Sabba (Email)
Mane Dwyer (Email)
Fx Rae:
USD/EUR = 9421518749
Note:-All Values are shown from the DB Groups point of view. A negative Value therefore expresses an amount which is in your favour, while a positive amount is one which is in DB Group favour. The terms and conditions of each transaction are specified In the
relevant trade Confirmation.
Deutsche Bank Group ("DB") is providing the valuations set forth above as an accommodation to you solely for your own internal use. Unless expressly stated otherwise, valuations represent DB's current economic assessment of the transaction or instrument as
of the date specified. DB's economic assessment is typically derived all or in part from model prices, external sources, market prices and/or DB's internal books and records prices. Valuations may be adjusted to take into account market, liquidity, credit,
operational or other risks, and/or to reflect adjustments based upon our willingness to unwind all or part of your position or revenue that has been generated but not yet recognized by DB ("Premium Adjustments"). Such Premium Adjustments will generally
always decline over time. as DB's appetite to unwind at a premium will generally decline over time, which will lead to lower valuations in the absence of changes in market conditions. Valuations, including those containing Premium Adjustments, may not
represent the terms at which new transactions a instruments could be entered into with DB or the terms at which existing transactions or instruments could be liquidated or unwound with DB. DB may change its valuation methodology and the related
adjustments and assumptions at any time. so that future valuations may be less favourable than the current ones, even in the absence of an adverse development in market conditions. Valuations based on different assumptions or calculated using other
methodologies may also yield different results and any adjustments may not apply for the duration of the transaction or instrument. Any subsequent valuations provided to you will almost certainly differ from this valuation. This difference can be less favourable to
you. and due to the volatility of market conditions, the size or notional amount of the decrease or increase and other factors. the differential could be substantial. DB shall not be liable for any errors or omissions made in calculating or disseminating valuations. or
for any inaccuracies or flaws in the methodologies, adjustments or assumptions. DB specifically disclaims liability for any losses or damages (incidental. consequential or otherwise) that may arise from valuations that are either used or relied upon by you or any
other party for any reason including, without limitation, your use of valuations in preparation of your own financial books and records.
Statement ID ?0150312
20150313 1
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
CONFIDENTIAL
DB-SDNY-0116332
SDNY_GM_00262516
EFTA01456971
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METADATA_FILENAME: EFTA01456972.pdf
----------------------------------------
Mar 2015
Page
Of 3
Deutsche Rank AG
SOUTHERN FINANCIAL, LLC
Crede - Default Swap
Trade ID
Counterparty
Trade Type
Ref. Entity
Trade Date
Eff Date
Maturity Date BuySell
NotAmt 1
Not.Ccy1
Not.Arnt 2
Not.Ccy2
Rate
Spread
MTM(USD)
SOUTHERN
CREDIT
BRASOV
FINANCIAL, LLC
DERNATIVE-
DEFSWAP
13-Jan-2015
14-Jan-2015
20-Mar-K20
SELL
000 000 00
USD
10030 003 00
iriiir
I CCCC
291
Subtotal.
Equity • Option
db Ticket
Counterparty
Ref. Entity
Put( Call
Expiry Date
Not.Amt
Not.Ccy
Quantity
Strike Price
Spot Pnce
Implied Volatility
Fair Price
MTM(USD)
r. "Ili:II:S
SOUTHERN
Lf1_618753Bu
EMMA!. LLC
I
SOUTFERN
FIJANCIAL.LLC
CALL
'II .'_x,c /C'.3:
:4.166CO.I 743.
USD
(4.1fil,C0.:)
CALL
27-Jan-2016
380682000
..1.60
100.000
10000
9662
0703
449438
12012
P.92289)
120115548
Subtotal:
1,142 l,'/,;-9
FX• Options
lillinlitl:.
Trade ID
Counterparty
Trade Type
Trade Date
Settlement
Not.Ccy
Not.Ccy
Maturity Date
Date
Not Amt 1
Not.Amt 2
Longl Short
Option Style
Put/ Call
Strike Price
MTM(USD)
.i.e.t22247+
F ..EutOpt
12-Aug-Kit
Is? 4-V,23I-3
12-Aug-2015
14-Aug-2015
75,000,00000
USD
(46Zr )cco a3)
CNN
SHORT
ELRCPEAN
PUT
6.0300
(12401 201
Equity-Swap Hybrid
db Ticket
Counterparty