12 May 2015
Page 2 Of 3
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Cold*. 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)
SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mai-2u SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 IOC0 226 i5537(0 '
FINANCIAL. LLC DERNAT rVE-
DEFSWAP
Subtotal.
Equity • Option
db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
SOUTHERN 1.11_618753BU CALL 18-Dec-2015 •,4,1681.03 10) USD i4 ti%.0(.i) 10000
F NANCLAL LLC
■ SOUTI-ERN TWTR N CALL 27.Jan.2016 3.896,62000 lisp 100000 389662 37 3103 420067 4.626 462 571 23
FINANCLAL.LLC
Subtotal: 18:18!:, 2:1
FX- Options
Settlement Not.Ccy Not.Ccy
DealGroup1D 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 75.000.000 OD USD (462.0.10.0(1@00) Chk4 SHORT EURCPEAN PUT 6.1600 cmm9s)
FINANCIAL LLC
Subtotal
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 TWTR N 0 I.Feo2316 .S "c;:•0. ',0! USD 51 6600 1 436 608 78
M FINAICIAL, LLC
Subtotal: " 33 608 78
Statement ID
The valuation Information set forth in this statement is prowled 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 116907
CONFIDENTIAL SDNY_GM_00263091
EFTA01457382