Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mat2V SELL 10 003 000 00 USD 10000000 00 •JS:i 10000 219 (53334;
FINANCIAL. LLC DERNAT ArE-
DEFSWAP
Subtotal.
Equity -OTANI
db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
LN618753 SOUTHERN L11_6187538U CALL 18-De -2015 :41661.0?; :CI USD 11 trx;33(3"") 1 C000 (115.49405)
FINANCIAL LLC
1'41,148176 SOUTHERN TWTR N CALL 27.Jan-2016 3.89662000 lisp 100 000 389662 516600 432'3' 14 959 1 495938 88
FINANCIAL. LLC
.
Subtotal: .1,- Li-:" F:
FA -Options
Settlement Not.Ccy Not.Ccy
DealGroupID 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)
418822243' SOUTHERN FirEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD (462,Q10.00300) Chk4 SHORT EURCPEAN PUT 6.1600 ISO 845 64)
834462395 FINANCIAL LLC
Subtotal
Equity -Swap Hybrid
db Ticket Counterpart' Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD)
612676 SOUTHERN WORN Ol.Feb-2316 cr "'it: ,ti. ',Or USD 516600 (F31 cr'4 0333r
FINANCIAL, LLC
Subtotal: ili'31 i''1 ;2
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-0116755
CONFIDENTIAL SDNY_GM_00262939
EFTA01457283