EFTA01457492.pdf

02 Jun 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cred8 - 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 MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14-.1an-2015 20-Mar-X.40 SELL 10 000 000 00 USD 10030 603 DO 112:i I CCCC 233 FINANCIAL, LLC DERNAT NE- 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) SOUTFERN Lt1_618753Bu CALL 'II .2Lc /3:L. :4.166.:IrX 793:: USD (4.166,0011 11X00 (945os xi FINIANCLAL LLC SOUTFERN CALL 27.Jan-2016 389682080 _LSD 100000 38 9662 3663'03 3.840 38400805 ■ FINNCIAL. LLC Subtotal 289 501 72 FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) ::'I a 2 .:..i - -, F ..EutOpt 12-Aug-2014 12-Aug.2015 14-Aug-2015 75.000.000 00 USD (462.000.OO3 al) CNN SHORT ELRDPEAN PUT Subtotal 6.1600 (28832A ' db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) SOUTHERN TWTR N 1.1) )2/ ' (3.641.CCO 001 CSI'. 36 4100 1 537 31454 FINAICIAL, LLC Subtotal 1,507 384 54 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-0 117058 CONFIDENTIAL SDNY_GM_00263242 EFTA01457492