EFTA01457731.pdf

30 Jun 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credi- Osfauk Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14,1sn-2015 20.1tlar-K20 SELL 10 000 000 00 USD 10000 003 DO •.JS:r I CCCC 353 FINANCIAL, LLC DERNATIVE- DEFSWAP Subtotal. Equity - Option Counterparty Ref Entity Put/ Call Expiry Date Not Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) S0I_IHHI. . 'I 6°)'?))81: '); .:.")), :-.) USD (4.16SM 10000 FiNANCLAL LLC SOUTI-ERN /. cr- /.: '•: _SD 100000 389662 34 2103 1272' 2693 269.30031 FINNCIAL. LLC Subtotal ,' I= -"J" FX- Options Settlement Not.Ccy Not.Ccy DealGroupiD Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4 FiEutOpt 12Aug.2014 12-Aug.2015 14-Aug-2015 75,000,00000 USD (462.001000 al) ON SHORT ELRCPFAN PUT 6.1600 (10,1E5 20) IIIIII ,• • • Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __. Equity -Swap Hybrid .._..._..._..._..._..._..._..._.._..._..._..._.._..._..._ _.._..._..._..._.._..._..._..._.._..._..._..._.._..._ _____ db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) SOUTHERN TWTR N Cl) (1).7'6 13.421.000 00) USE; 34 2 CO 222,739 45 FINANCIAL, LLC Subtotal 222,739.45 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-0117389 CONFIDENTIAL SDNY_GM_00263573 EFTA01457731