EFTA01458671.pdf

150ct 2015 Page 2 Of 3 Deutsch* 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 No1.Ccy2 Rate Spread (NITM rd SD) SOUTHERN CDSwapSov BRASOV 11,1an-2015 14,bn-2015 20-Mar-2020 SELL IS 000 000 00 USD I :CC 10:1:(1 IS:i I cccc FINANCIAL LLC Subtotal Many -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) SOUTHERN Ul_618753BU CALL 18-Dec.2015 (4 I e+3.1.t a3) USD (4,166.080 10000 (15.369.Oej FINANCIAL LW SOUTHERN TWTRN CALL 274an-2016 3,866,62000 use 100.000 389662 64.00266 FINANCIAL, LLC Subtotal: 48.633 58 EX • Opdons 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) SCUTHERN F,Euro0pt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SNORT ELRCPEAN PUT 1.0400 (55284 12) FHANCIAL, 1.1C SOUTIERN FtEuro0pl 0241-2015 04-Jan-2016 064so2016 50030.00000 EUR (58:200.00000) USD LONG EURCPEAN CALL 1.1640 593.458.49 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25.COO.000.00 EUR (26.250.CU 00) USD SHORT ELRCPEAN PVT 1.050D (38901 :a) FINANCIAL, LW SOUTHERN F1Euro0pt 024ot-2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.9€2,504).00) USD LONG ELRCPEAN CALL 1.1565 370.122.66 FINANCIAL. LW Subtotal: 871295 80 Statement ID : 18229820151014201510151 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-0118685 CONFIDENTIAL SDNY_GM_00264869 EFTA01458671