14Aug 2014
Pegs 2 0(2
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.Arnt 2 2 Long( Short Option Style Put/ Call Strike Price MTM(USO)
SOUTHERN ExEurcept 21-Nor-2013 20410%42014 25-Nov-2014 (LOCO 0:11(f): 11SI; 101,000000 JPY SHORT EUROPEAN CALL 101 0000 :21 1(i) C6)
FINANCIAL. LLC
SOUTHERN FXOneBarOneT 21-Nov-2013 20-Nov-2014 25-Nov-2014 (21.00000; USD 0 JPY LONG EUROPEAN 0.0003 5.84995
FINANCIAL. LLC ouch0pl
SOUTHERN FXOneBarOneT 21-Nor-2013 2011ov.2014 25-Nov-2014 (21,M0 COI USD 0 JPY LONG EUROPEAN 0.0000 3,82552
FiNANCIAL.LLC ouchOpl
SOUTHERN FXOneBanOneT 21-Nov-2013 20-Nov-2014 25-Nov-2014 (21.000 MI USD 0 Fr LONG EURCPEAN 0.0000 2,51935
FINANCIAL, LLC ouchOpl
SOUTHERN FxEuroOpl 06-Jun-2014 08-Sep-2014 10-Sep-2014 10.00000000 EUR (13,450.000 00) LED SHORT EURCPEAN PUT 1.3450 (193.17380i
FINANCIAL. LLC
SOUTHERN FsEurcept 06-Jun-2014 08-Sep-2014 10-Sep-2014 10,000,000 00 EUR 03.800,000.00) USD LONG ELRCPEAN CALL 1,3800 354.15
FINANCIAL, LLC
SOUTHERN FsEuroOpt 12-Aug-2014 12-Aug-2016 14.Aug-2015 75,000,OOOOD USD (462.000,000.00) CkH SNORT EUROPEAN PUT 6.1600 f737,399.19)
FINANCIAL, US
Subbtat (346,129.061
latili (348,129.08)
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-0 113833
CONFIDENTIAL SDNY_GM_00260017
EFTA01455198