EPSTEIN
page 5 / 823 . OCR, unverified
Request 182298
Jun 2015
SOUTHERN FINANCIAL, LLC
As of 18 Jun 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit - Default Swap
Trade ID
C7970754M
Counterparty
SOUTHERN
FINANCIAL, LLC
Trade Type
CREDIT
DERIVATIVEDEFSWAP
Equity
- Option
db Ticket
LN-618753
NY-618176
Counterparty
SOUTHERN
FINANCIAL LLC
SOUTHERN
FINANCIAL, LLC
FX - Options
DealGrouplD
418822243/
834462396
Counterparty
SOUTHERN
FINANCIAL, LLC
Equity - Swap Hybrid
db Ticket
612676
Trade Type
FxEuroOpt
Trade Date Maturity Date
12-Aug-2015
12-Aug-2014
Settlement
Date
14-Aug-2015
Not.Amt 1
75,000,000.00
Not.Ccy
USD
Not.Amt 2
(462,000,000.00)
EFTA01473604
--- PAGE 4 ---
Not.Ccy
CNH
Long/ Short
SHORT
Option Style
EUROPEAN
Put/ Call
PUT
Strike Price
6.1600
Subtotal:
MTM(USD)
(11,480.60)
(11,480.60)
0.00
Ref. Entity
LN 618753BU
TWTR.N
Put/ Call
CALL
CALL
Expiry Date
18-Dec-2015
27-Jan-2016
Not.Amt
(4,166,000.00)
3,896,620.00
Not.Ccy
USD
USD
Quantity
(4,166,000)
100,000
Strike Price
1.0000
38.9662
Spot Price
34.6600
Implied Volatility
41.7253
Subtotal:
Fair Price
2.930
MTM(USD)
(53,906.36)
292,968.60
239,062.24
0.00
Ref. Entity
BRASOV
EFTA01473605
--- PAGE 5 ---
Trade Date
13-Jan-2015
Eff. Date
14-Jan-2015
Maturity Date
20-Mar-2020
BuySell
SELL
Not.Amt 1
10,000,000.00
Not.Ccyl
USD
Not.Amt 2
10,000,000.00
Not.Ccy2
USD
Rate
1.0000
Subtotal:
Spread
226
MTM(USD)
(529,422.62)
(529,422.62)
0.00
Page 2 Of 3
Counterparty
SOUTHERN
FINANCIAL, LLC
Statement ID : 182298_20150618_20150619_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
Ref. Entity
TWTR.N
Put/ Call
Expiry Date
01-Feb-2016
Not.Amt
(3,641,000.00)
Not.Ccy
USD
Not.Amt 2
Not.Ccy2
Strike Price
36.4100
Subtotal:
MTM(USD)
176,700.35
176,700.35
0.00
EFTA01473606
--- PAGE 6 ---
Deutsche Bank Group Valuation Statement
Request 182298
Jun 2015
SOUTHERN FINANCIAL, LLC
As of 18 Jun 15
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Total:
Statement ID : 182298_20150618_20150619_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
(125,140.63)
Page 3 Of 3
EFTA01473607
--- SOURCE: IMAGES__0091__EFTA01473608.txt ---
METADATA_SOURCE: IMAGES0091
METADATA_FILENAME: EFTA01473608.pdf
----------------------------------------
Subject: RM0081851 Daily Deposit Report 20150620
From: PBW/WM/MIS ETL/PBW 15116 <misetl.appwmpl.us.db.com@discard.mail.db.com>
Date: Sat, 20 Jun 2015 02:14:02 -0400
To: rm0081851@list.db.com
RM CODE
81851
06/19/15
LARGE, ZERO AND NEGATIVE BALANCES
ACCT 1
NAME
CAT
BALANCE
OD AMOUNT
35266976 JEFFREY EPSTEIN
2,124,506.83
37989772 DOMINIQUE LEIMER
.00
37993894 TODD & KAREN WANEK JTWROS
2,003,435.32
42952763 SOUTHERN TRUST COMPANY, INC.
D
139,471.98
42952771 SOUTHERN FINANCIAL LLC
D
10,728,854.94
42953424 NEPTUNE, LLC
D
122,338.09
42953432 HYPERION AIR, LLC
D
126,419.90
42953475 JEGE, LLC
D
328,807.58
42953707 DARREN K. INDYKE PLLC
D
211,505.16
42953715 HBRK ASSOCIATES, INC
D
158,813.48
42953758 NES, LLC
D
343,726.92
42955542 ZORRO DEVELOPMENT CORP.
D
141,877.10
42959295 LSJE, LLC
D
173,814.65
42960085 DARREN K. INDYKE PLLC
D
.00
44129244 SOUTHERN TRUST COMPANY, INC.
M
73,345,072.55
44132072 WANEK TRUST OF 2000
2,003,435.32
44132291 KWF 2007 LLC
2,003,358.49
44132312 SSW 2007 LLC
1,000,940.03
44133817 DARREN K. INDYKE PLLC
.00
If need help please contact pbrd_admin@list.db.com
Thank you
EFTA01473608
--- SOURCE: IMAGES__0091__EFTA01473609.txt ---
METADATA_SOURCE: IMAGES0091
METADATA_FILENAME: EFTA01473609.pdf
----------------------------------------
Subject: Valuation Statement for SOUTHERN FINANCIAL, LLC as at 19 Jun 2015 - Request 182298
From:
Date: Mon, 22 Jun 2015 02:22:35 -0400
To:
Dear Sir/Madam,
Please find attached the valuation as of the value date specified in the attached statement.
For queries please contact the number provided on the statement.
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 monitor
ed.
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/does/Daily_Mark_M
ethodologies_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_-_EMIR_Language_1309.pdf
182298_20150619_20150622_1
81041343
EFTA01473609
--- SOURCE: IMAGES__0091__EFTA01473610.txt ---
METADATA_SOURCE: IMAGES0091
METADATA_FILENAME: EFTA01473610.pdf
----------------------------------------
Deutsche Bank Group Valuation Statement