1 .. rim= Ten2774i...7. 7"-
..L.:-.- 29 May 2015
Page 2 Of 3
L
• ILIII - mssS
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Cradle - Deana Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Etf. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV I3-Jan-2015 14..bn-2015 20-Mat-2Un1 SELL 10 003 000 00 USD 10070.00300 .is:.] I i33X, 225
FINANCIAL. LLC DERNAT WE -
DEFSWAP
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
SOUTHERN Ul_6187538U CALL 18.0ec-2015 14,166.O: :et USD I1 tisk;.(0) 10000
FINANCIAL LLC
SOUTFERN TWTRN CALL 27.Jan-2016 3,89662000 lisp 100 000 389662 36830 396118 3911 39i 050 81
■ FINANCAL.LLC
Subtotal: '...218 2,_;
Fit -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)
s5).1“,, q'l F2EurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000.030 OD USD (462100303 03) Chk4 SHORT EURCPEAN PUT 6.1600 (213851 e)
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 TWTRN 01-Feb-2016 13.64 1 1:03001 USD 36 4100 1 486 887 88
FINANCIAL, LLC
Subtotal: 1,486 887 88
Statement ID 182298_20150528_20150529_1
The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the oover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117041
CONFIDENTIAL SDNY_GM_00263225
EFTA01457477