EFTA01457236.pdf

-Tmrnuri:77 Wer7177Virr tr7i,, "..1.7r7 17 Apr 2015 :: lit * '.-1 Page 2 Of 3 a AMIke , Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cradle - 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 144an-2015 ?Phi-X.20 SELL 10 000 000 00 USD 10030 003 DO ilti,:i I CCCC 233 FINANCIAL, LLC DERNATIVE- DEFSWAP Subtotal. Equity • Option db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) so.,ii-rrii, . '1 ,:::' - .,f-,I , ';.' ::,-:: ;HE :4 I 66.10:. 1:::: USD (41660(.(1 10000 (1%931 27) F.NATICIAL TLC SOUTFERN /. .ii- iiii•: 3 896 670 (.0 ..(90 100000 38 9662 Ti Vit, 15365 1.5$45303 FINANCIAL. LLC Subtotal 1,427,521.76 Flt -Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Pike MTM(USD) F ..EutOpt 12.Aug.2014 12-Aug•2015 14-Aug-2015 75,000,030 00 USD (462.IXO.0O3 al) CNN SHORT ELRCPEAN PUT 6.1600 ^x647 S£1 Subtotal Equity —Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NOLAMt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) i A[ Subtotal 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-0116696 CONFIDENTIAL SDNY_GM_00262880 EFTA01457236