15 Sep 2015
Page 2 Of 3
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
prod* - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySen NotAmt 1 Not.Ccyl Not Ant 2 Not.Ccy2 Rate Spread INI TM ( U SD)
C7970754M SOUTHERN CDSwapSov BRASOV 11Jan.2015 1443n-2015 20.Mal.2020 SELL la 008 000 00 USD 'C. IC. IOC IC !SI) I CCCC ;t5;i
FINANCIAL. LLC
Subtotal
Equity -Dolton
db Ticket Counterparty Ref. Entity Putt Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
LN6I8753 SOUTHERN Lt1_618753BU CALL 18-Dee2015 :4 I8(3.1t 3) USD (4,165.CCOI 10000 (64,0597)
FINANCIAL LW
NY-60076 SOUTHERN TIM N CALL 27-Jan-2016 3896,62000 use 100.000 389662 26 9003 53.1933 0.666 6655821
FINANCIAL, LLC
Subtotal: 2.521 24
FX • Dodoes
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long! Shod Option Style Put/ Call Strike Price MTM(USD)
4971174981 SOUTHERN FiEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SHORT EURCPEAN PUT 1.0400 ;21e 0•11,) izi
1037233558 FINANCIAL,L1C
49711749W SOUTHERN FiEuroOpl 024I-2015 04-Jan-2016 06Jan-2016 50030.000 03 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1610 67609212
1037233559 FINANCIAL, LLC
197126993f SOUTHERN FiEuroOpt 02•Jul-2015 04-Jan-2016 06Jan2016 25M0M1000 EUR (262'1).00000) USD SHORT ELRCPEAN PVT 10500 (128,76169)
1037255502 FINANCIAL, LLC
197126993/ SOUTHERN FilEuroOpt 02•Jul-2015 04-Jan-2016 06Jan•2016 25)X0030.03 EUR (28.9 I2.5C0.00) USD LONG ELRCPEAN CALL 1.151E 400196.73
1037255503 FINANCIAL. LW
Subtotal: 738465 44
Statement ID : 1822982015091420150915_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-0118259
CONFIDENTIAL SDNY_GM_00264443
EFTA01458374