"7.1 7.1! CI errIn virl.:7 721 37,77_717.7 02 Jul 2015
Page 2 Of 3
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit -Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf. 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...en-2015 20-Mat-2014 SELL 10 000 000 00 USD 10 OCO 000 00 115:3 1 0000 245 (52) 126 ..1:
FINANCIAL. LLC DERNAT WE-
DEFSWAP
Subtotal '175 ':3 1v
B*9 • Option
db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NITM(USD)
1/4618753 SOUTHERN 1.11_618753BU CALL 18-Dec-2015 tel 061.03 :0) USD 14 Ifxtt70:.) 10000 : I
FNANCIAL LLC
NYS18176 SOUTHERN TVVTR N CALL 27.Jan-2016 3.89662000 lisp 100000 389662 35 4000 13 "ig? 3.277 327.712 11
FINANCIAL. LLC
Subtotal: 2 " U12 ,:z
FTC- 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 FirEurcOpl 12-Aug-2014 1244.es-2015 14-Aug-2015 75,000030 OD USD (462,Q10.CO) 00) Chk4 SHORT EURCPEAN PUT 6.1600 (10 S24 47)
834462398 FINANCIAL (LC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __.
Equity-Sxap Hybrid
db Ticket Counterpart' Ref. Entity Pull Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD)
612676 SOUTHERN TVVIR N 01-Feb-2016 0.42! CD) (0) USD 34 2100 103 928 39
FINANCIAL, LLC
Subtotal: 103.928 38
Statement ID 182298_20150701_20150702_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-0117493
CONFIDENTIAL SDNY_GM_00263677
EFTA01457808