EFTA01456603.pdf

-71:77 we7,-;sli r77.1 C6 Fib 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC ()radii • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread 14 TM ( USD) SOUTHERN CREDT 13,14n-2015 14-Jan-2015 20-Mar-X420 SELL JO 000 000 00 USD 10030 COD DO is.) I cccc 225 RI.AI:CIA LI 0 I:1FR ',AT 1.*- Subtotal Equity • Option • db Ticket Counterparty Ref Entity Put/ Ca!! Expiry Date Not. Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce MTM(USD) S0L ir-L- RI . 27...14i•2015 ' 2S6 620 00 USD 100 000 385662 4 ANC r.4 i. GRIII IIIC Subtotal EX • Options Settlement Not. Ccy Not Ccy Trade ID Counterparty Trade Type Trade Date Matunty Date Date Not.Amt 1 1 Not. Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN ExEurcOpl 12-Aug.2014 12-Aug-2015 14-Aug-X15 75 CCID COO 00 USD Cl,H SHORT ELRCPEAN PUT 616W !C-rr i:K, ?:..II FINANCIAL LLC ■ Subtotal: r. ERA,— SWAP Hybrid db Ticket Counterparty Ref Entity Pull Call Expiry Date Not Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) SOUTHERN 01-Feb-2016 (3,24,620 00) USD 38 9662 FINANCIAL GROUP INC Subbtal: Statement ID : 20150130_20150202_2 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 115849 CONFIDENTIAL SDNY_GM_00262033 EFTA01456603