1",77= . J17 e717" ir rr ; : 7 77 77 7 24 Jun 2015
Page 2 Of 3
IL "mss S
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit -Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 14...en-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10000 000 00 ,ir.;:i I i3-.CC 232
FINANCIAL. LLC DERNAT WE-
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)
SOUTHERN 1.'1_618753BU CALL 18-Dec-2015 (4,1661.03 9-.8 USD f 1 1(k1f/..6) 10000 (61 49i 39)
F NANCLAL LLC
SOUTI-ERN TWTR N CALL 27.Jan.2016 3896,62000 USD 100 000 389662 35 3700 41 9741 3.221 322.11198
■ FINANCRL.LLC
Subtotal: ./.,. ...,2j.:,":4
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)
SOUTHERN FxEuro0pl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000.030 OD USD (462.FAXTD03 03) Chk4 SHORT EUROPEAN PUT 6.1600 ('0,87934)
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 01.Feb-2016 13.64` CCD 001 USD 364100 106 17267
FINANCIAL, LLC
Subtotal: 106.172 67
Statement ID: 182298_20150623_20150624_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-0117341
CONFIDENTIAL SDNY_GM_00263525
EFTA01457695