:i -77.4 ^I-1:7H 7..e-77.r. ...77,77..c.--,:......J.,.:-., , 05Fda 2015
Page 2 Of 2
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Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
07970754M SOUTHERN CREDIT BRASOV 13,Ian.2015 144an-2015 ?Phi-X..20 SELL 10 000 000 00 USD lono00000 .1SIt I CCCC 225
FINANCIAL LLC DERNAT NE-
DEFSWAP
Subtotal.
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 IIATWUSD)
418822243, SCOTHERN ExEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.000 COO 00 USD , l.. Crisii'D:: !lc)} CNIR SHORT EUROPEAN 9 *ETU
834462396 FiNANCAL LLC
Subtotal
Commodities - Index Derivatives
Settlement Not Ccy
Trade ID Counterparty Trade Type Trade Date Maturity Date Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 1 Strike Pnce MTM(USD)
45.4197&G SOUTHERN CammoaltySwaplax 13.Jan-2015 13,1w-2016 15..an.2316 SHORT %.Ti SS_CT_USD • • : T C I) ( ;:, -: USD 2558709 1 083 641 60
926017511 FINANCIAL. LLC
Subtotal
Total: 426.169.81
Statement ID: 182298_20150204_20150205_1
The valuation Information set forth in this statement Is provided subject to the terms and conditions set forth in the rotes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115845
CONFIDENTIAL SDNY_GM_00262029
EFTA01456599