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ILIS IIIIIa IIIII " !III IS alkle
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit -Debut Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 L60 10070.00300 '..IS:3 10000 284 (813 2,6F.Cil
FINANCIAL. LLC DERNAT rVE-
DEFSWAP
Subtotal i?:... .ili3 '',
Equity • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Price Implied Volatility Fair Price NITM(USD)
SOUTHERN U1 6187538U CALL 18-Dec-2015 :4,1681.07 39) USD f 1 Iri;.Cifa 1 0000
FNANCtAL LLC
■ SOUTFERN TWTRN CALL 27..Jan.2016 3,89662000 USD 100000 389662 472000 44 1734 11.935 I 193 49227
FINANCK.LLC
Subtotal: 2 ,..4, S
R.. 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 Putt Call Strike Price MTM(USD)
SOUTHERN FxEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD (462.010.00303) Chk4 SHORT EURCPEAN PUT 6.1600 (43826 )
FINANCIAL LLC
Subtotal i
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __... ...._ _ _ __ __ __.
Equity —Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD)
SOUTHERN TWTRN CI., (1.,.2. ',' ,. USD 480800 89848 48
FINANCIAL, LLC
Subtotal 89 848 48
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-0116382
CONFIDENTIAL SDNY_GM_00262566
EFTA01457010