01 Dee 2015
Page 2 Of 3
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD)
07970754M SOUTHERN CDSwapSov BRASOV I 3,1an.2015 14-Jan-2015 20.Mal.2020 SELL 10 008 000 00 USD 'C. :CC IOC CO .ISII I ?O:0 418 II 2..2 ,,-;:: • .,
FINANCIAL LLC
Subtotal (1 202 524 7:.,
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
LT4618753 SOUTHERN Lt1_618753BU CALL 18
-Dec-2015 ;4 ItT2'.a.t; 35) USD (4,166.6434.9 10000 (97.964.981
FINANCIAL LLC
NV-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3666,62000 USD 100.000 389662 25.4003 549073 0.061 6,C01 56
FINANCIAL, LLC
Subtotal: (91.883 42)
FX • Options
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)
497117498i SOUTHERN F)EuroOpt 02,41.2015 04-Jan-2016 06-Jan-20I6 50000000.00 EUR (52.003,000 00) USD SHORT ELRCPEAN PUT 1.0403 (464.50843)
1037233558 Flatlet/4,11C
49711749W SOUTHERN REuroOpl 02-JA-2015 04-Jan.2016 06•Jan•2016 50030000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 6,67950
1037233559 FINANCIAL, LLC
4971269937 SOUTHERN FAuroOpt 02•JA•2015 04-Jan-2016 06-Jan-2016 25.000.030.00 EUR (26.2Ki000 00) USD SHORT ELRCPEAN PVT 1.050D 1325.%343)
1037255502 FINANCIAL, LW
497126993/ SOUTHERN hieroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.9 12,50.0) USD LONG ELRCPEAN CALL 1.1565 5.04573
1037255503 FINANCIAL. LW
Subtotal:
Statement ID : 182298_20151130_20151201_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-0 119005
CONFIDENTIAL SDNY_GM_00265189
EFTA01458885