. '747.73:777trnh 09 Jun 2015
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Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Cradle - Defauk Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Et Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 US0 1000000000 ,il;:l I 'XIX. i/2
FINANCIAL. LLC DERNAT rVE-
DEFSWAP
Subtotal.
Equity • Option
db Ticket Counterparty Ref. Entity PuV Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price kITM(USD)
SOUTI-ERN LN_6187538U CALL 18-Dec-2015 :at 68/.03 33: USD i1 !!%.Ctfa 10300
FrlANCLAL LLC
SOUTFERN TWTRN CALL 27-Jan-2016 3896,62000 lisp 100000 389662 36 4600 403775 3.718 37187199
FINANCRL.LLC
Subtotal: 274 110 27
FX- 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)
SOJTHERN FirfurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD (4620.10.1X1303) Chat SHORT EUROPEAN PUT 6.1600 27 672 20)
FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ____ _ ____ __ ____ _ _ _ ____.
EgWly-Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Strike Price MTM(USD)
SOUTHERN TWTRN 01-Feb-2016 (354! COT 00i USD 36 4100
FINATCIAL, LLC
Subtotal
Statement ID : 18229820150608_20150609_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-0117249
CONFIDENTIAL SDNY_GM_00263433
EFTA01457625