EFTA01458491.pdf

05 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC prod* - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not Ant 2 Not.Ccy2 Rate Spread I.ITtA(dSD) 07970754)4 SOUTHERN CDSwapSov BRASOV 11.Jaw2015 1443n-2015 20•Mar.2020 SELL la 000 (00 00 USD 'C, :(i:, 10:1:(1 IS:i I (LC 412 FINANCIAL, LLC Subtotal t,1 255 823 51! Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LN618753 SOUTHERN Ul_618753BU CALL 18-Dec.2015 :4 I FT3.1t 05) USD (4,166.0201 10000 (35.180.53) FtIANCIAL LW NY-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3,696,62000 USD 100.000 38%62 26.3103 5320% 0.417 41,743.33 FINANCIAL, LLC Subtotal: 5.56280 FX • Dodoes 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) 4971174981 SOUTHERN FiEuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 50000,000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0403 (13560285) 1037233558 FINANCIAL,L1C 4971174981 SCUTHERN FiEuroOpt 02-..NI-2015 04-Jan-2016 064an2016 50030030 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 447,646.49 1037233559 FINANCIAL, LLC 4971269937 SOUTHERN FiEuroOpt 02•Ail•2015 04-Jan-2016 06-Jan•2016 25.COO.000.00 EUR (26.2%000 00) USD SHORT EURCPEAN PVT 1.0500 (87.421 75) 1037255592 FINANCIAL, LLC 497126993/ SOUTHERN FilEuroOpt 024I-2015 04-Jan-2016 06•Jan•2016 25900030.00 EUR (26912,504:.00) USD LONG ELRCPEAN CALL 1.1565 279.088.30 1037255503 FINANCIAL. LW Subtotal: 502,510 19 Statement ID : 182298_2015100220151005_1 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-0118437 CONFIDENTIAL SDNY_GM_00264621 EFTA01458491