EFTA01456608.pdf

LI 7. T7° 7. Page 05 Feb 2015 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cede - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 11,13,1.2015 14..bn.2015 20-Mar-2020 SELL 10 000 000 00 USD 10000000 DO CIS:) I CCCC 223 FINANCIAL, LLC DERIVAT WE- OEFSWAP Subtotal. Equity • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not. Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce MTM(USD) NY 618175 S0L:TY-ERN TWIR N 27..ni•20'S 3 ikS6 620 00 LiSD 1CO OCO 38£662 40 7200 47 5189 8 374 837 381 ES `;4•Cr.AL CIRCLIR II IC, Subtotal 837 381 86 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 F):EultOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75 COD COO 00 USD , Clkl SkoRT ELRCPEAN PUT 6 1603 FINANCIAL LLC Subtotal: EqultY — SwigHYbrld Illii db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612576 SOUTHERN TWTR.N 01-Feb-2016 13396.620000 USD 38.9662 (171,782.19) FINANCIAL GROUP INC Subbtal: (1717O 9: Statement ID: 182298_20150204_20150205_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-0115854 CONFIDENTIAL SDNY_GM_00262038 EFTA01456608