EFTA01457665.pdf

. '747.73:777trnh 15 An 2015 Pace 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 BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14-..bn-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10070.00300 (S.) I i3:02 23 7 FINANCIAL. LLC DERNAT1VE- DEFSWAP Subtotal. Equity • Orton db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price kITM(USD) SOUTHERN Ltl_6187538U CALL 18-Dec-2015 (4166.03 33) USD iit Irii;.CW) 10300 FILANCLAL LLC ■ SOUTI-ERN TWTRN CALL 27.Jan-2016 3896,62000 lisp 100000 389662 35 9003 40 2165 3.377 337 670 % FINANCRL.LLC Subtotal: 25.'. u24 45 FX- 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 FxBurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,01:0.0300D USD (462.010.020001 Chail SHORT EURCPEAN PUT 6.1600 07.61731) 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 TWTRN 01-Feti-2016 (354 1 WO CO) USD 36 41W 52 322 49 RHA(CML, LLC Subtotal 52 322 49 Statement ID 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 117299 CONFIDENTIAL SDNY_GM_00263483 EFTA01457665