21Apt 2014
Pegs 2 Of 3
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
FX . Options
Settlement Not Ccy Not Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
SOUTHERN ExEurcepl 21- Nov-2013 20.Nov.2014 25-Nov-2014 (1.0C° OCO 0): tiSI, 101.030.000 JPY SHORT EUROPEAN CALL 101 1X100 : Ki C.3.5 ?.:'.1
FINANCIAL. LLC
SOUTHERN FXOneBasDneT 21-Nds2013 20-Nov-2014 25-Nov-2014 (21.000.00) USD 0 JPY LONG EUROPEAN 0.0000 12.090 76
FINANCIAL. LLC oithOpt
SOUTHERN FXOneBarOneT 21-Nov-2013 20.Nov.2014 25-Nov-2014 (21,M000) USD 0 JPY LONG EUROPEAN 0.000D 9,98437
FINANCIAL. LLC ouchOpt
SOUTHERN EXOnegarOneT 21-Nov-2013 20-Nov-2014 25.No.s2014 (21.000 001 USD 0 FY LONG ELPCPEAN 0.0000 8,16620
FINANCIAL. LLC ouchOpt
SOUTHERN ExEuroOpl 31-Jan-2014 01-May-2014 07-May-2014 (10.CCO.0030:) USE/ 1.025000.000 FY SHORT EURCPEAN CALL 1025000 (46.611:0
FINANCIAL. LLC
Subtotal: (49.905 `,:ts:
= Ei
— — — — — — — — — — — — — — — — — — — — —
Long/ Not Ccy Price Per
Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date Short Option Style Put/ Call Ref. Entity Not Amt 1 1 Quantity Unit Unit Strike Price MTM(USD)
SOUTHERN Commochly0p/Eu 03-Apr-2014 05-Dec-20I4 05-Dec-2014 SHORT EURCPEAN CALL XCU i 8 7® CO, ,i3i USD /EOM/425 0 7,000000D (M.32.107)
FINANCIAL, LLC ro BaseMetal
Subtotal: ii80, .4:1:4 Li: ,
Otltsrs
Not.Ccy Not.Ccy
Trade ID DealGrouplD Counterparty Trade Type Trade Date Eff. Date Maturity Date Not.Amt 1 1 Not.Amt 2 2 DBPays DBReceives MTM(USD)
SOUTHERN FixedCashfletifee 17.Aor.2014 17.Apr.2014 24
-Apr-2014 ;3'2CO 30) USD (3'I 1.x/2 t.X:i
FINANCIAL. LLC
Subtotal: 1311 971.30
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-0111678
CONFIDENTIAL SDNY_GM_00257862
EFTA01453844