EFTA01457706.pdf

f.rgiv7.7 t. 071 : 77" T.. 4- 26 Jun 2015 IL , aka . Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cradle - Dafauk Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mat-20zV SELL 10 003 000 00 LSO 10 OCO 000 00 ,iS:J I ':(.1:17. 244 FINANCIAL. LLC DERNAT ATE- DEFSWAP Subtotal. Equity • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) SOUTHERN LT1_61875380 CALL 1St/cc-2015 Al68.V :0) USD f1!!%.C(1) 10000 Iff. . FINANCIAL LLC SOUTI-ERN TWTR N CALL 27.Jan.2016 3,89662000 USD 1CO COO 389662 301 59787 FINIANCAL.LLC Subtotal: 2C 47:-.1 HI 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 Putt Call Strike Price MTM(USD) SMI-,,FR'l FxBurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD (462.009.000 a3) Chk-1 SHORT EURCPEAN PUT 6.1600 f13.675 1 Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD) SOUTHERN TARR N 01-Feb-2016 0.64! CCO 00i USD 364100 12635159 FINAtCIAL, LLC Subtotal: 126.361 59 Statement ID: 182298_20150625_20150626_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-0117355 CONFIDENTIAL SDNY_GM_00263539 EFTA01457706