EFTA01456498.pdf

21 id- 2:15 Payc 2 Of 2 SAIMIIMInflaribb...........ra l en . Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default 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 CREDT I3-Jan-2015 14.,Lan.2015 XI-Mar-X.20 SELL TO 000 000 00 LSD 10 033 003 00 .1SI) I CCCC 97 k .i...,,•;c2,!. I S ".;I-I:),4-1..:-. Subtotal. EX - 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 Price MTM(USD) `1 rat F)EuroObt •• l• IISI: Cl. A" -VH- ri,r;:),,E.Ar, CICI.i i<NALCtAL LLC Subtotal (08.23355) Commodities - Index Derivatives Settlement Not Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 1 Strike Pnce MTM(USD) SOUTHERN CammDditySwardx 13.Jan-2015 13-Jai-2016 I5,:an.2316 SHORT 'vOLSS_C. ... '-' i):: Cit Yer)::: USL: 255877:, 34.8 433 68 FIWACIAL. LLC Subtotal 348 433 68 Total: (173,670.85) Statement ID :M20150126_20150127_1 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the rotes on the cover sheet — — — CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115707 CONFIDENTIAL SDNY_GM_00261891 EFTA01456498