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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 13-Jan-2015 14-Jan-2015 20-Alai-20N SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 231 1552070 r:;
FINANCIAL. LLC DERWAT rVE-
DEFSWAP
Subtotal.
Equity • Option
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 Ul_61875313U CALL 18-Dec-2015 :4166(0307) USD 11 lax;a2V.) 1 1X100 68 6S6 1:2:
FNANCIAL LLC
NYB18176 SOUTHERN TWTR N CALL 27..Jan.2016 389662000 USD 100 000 389662 346900 41 7134 2.957 295 75103
FINANCIAL. LLC
Subtotal: 22 X15 b
3
FX- Options
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)
418822243' SOUTHERN FrfurcOpl 12-Aug-2014 12Aug-2015 14-Aug-2015 75000.000 OD USD (462A-fa a3) Cha4 SHORT EURCPEAN PUT 6.1600 (10887 93)
834462393 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __.
Equity -Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 SInke Price MTM(USD)
612676 SOUTHERN TVVTR N 01-Feb-2016 0.04 I CCO 00) USD 36 4100 17360588
FINATCIAL, LLC
Subtotal: 173.605 88
Statement ID 182298_20150617_20150618_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-0117317
CONFIDENTIAL SDNY_GM_00263501
EFTA01457677