I v,.
.71:77i7
. Tr -77r
"'
,1..21.,:::
. ...777157"a-. " '
Page
13 May 2015
2 Of 3
I alinnall....WaleaMt
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Gods - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 NotAmt 2 Not. Ccy2 Rate Spread P,ITM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10000000 00 ,v,;:i I 9,,i9: 225
FINANCIAL. LLC DERNATrVE-
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 NITM(USD)
SOUTHERN 1.11_618753BU CALL 18-Dec-2015 :4,186.993 :OP USD i1 1&;G(0) 1 0000
Ft4ANCIAL LLC
SOUTFERN TWTR N CALL 27-Jan-2016 3,89662000 Lisp 100 000 389662 37 4800 41 9674 4.695 469.52657
FINANCIAL. LLC
Subtotal: 392.490 50
FX - Optios
Settlement Not.Ccy Not.Ccy
DealGrouplD 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)
s ,...t-Hq'i FxEurcOpl 12-Aug-2014 12Aug-2015 14-Aug-2015 75,000.00000 USD (462.003.003 03) Chk4 SHORT EURCPEAN PUT 6.1600 (150.3! 33)
Subtotal
Equtly -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 TVVTRN OISeb-2316 , :Ci, ,1), USD 51 6600 1 419 742 84
FINANCIAL, LLC
Subtotal: 1,419.742 84
Statement ID : 182298 20150512 20150513 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-0116913
CONFIDENTIAL SDNY_GM_00263097
EFTA01457386