"Lig .477,7n.:77 We-7n
-771 Raw
094pr 2015
2 Of 3
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
God* -Dotal Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 NaCcy2 Rate Spread MTM(USD)
SOUTHERN CREDIT I 3,lain2015 14,18n-2015 20-Mar-X20 SELL 10 000 000 00 USD 10000000 DO CIS:ii I CCCC 221 .,,-, tE. :
FINANCIAL LLC DER VAT NE-
irritA2
Subtotal.
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
SOL: I i-i.-HI.: ' :' Cci:/cEi :4 166.10:. 'Cl: USD (4.166,0(X1 10000 (59.44261)
FiNANCIAL LLC
SalfFERN /. ti- 7.: '•: 3896 670 (.0 _GO 100080 389662 57 3000 i:i Fir:.-- 15.737 1.573.5% 21
FINNCIAL. LLC
Subtotal: 1,504.065.58
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)
FfErcOpt 12Aug.2014 12-Augi2015 14-Aug-2015 75.000.000 00 USD (462.0000.COJ al) ON SHORT ELRCPFAN PUT 6.1600 (12620 a5)
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __cc
Equity -Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD)
sr,' :-, ii ,itl. 01-Feb-2016 45.i:co cm (el I. it 5J:`(:0
f l' A,' AL AL
Subtotal
Statement ID : 20150408 20150409_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
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116566
CONFIDENTIAL SDNY_GM_00262750
EFTA01457151