EFTA01457302.pdf

Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cradle - OahuIt Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10 OCO 000 00 ,iSii I 'XIX. 222 FINANCIAL. LLC DERNAT TYE- DEFSWAP Subtotal. Equity • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NITM(USD) SOUTHERN Ltl_6187538U CALL 18-Oec-2015 'At 68.V :0) USD h1 I ril.C( 1) 10000 FINANCIAL LLC SCUD-ERN TWTR N CALL • 27.Jan-2016 389662000 lisp 100000 38 9662 384900 42 0499 5.392 539.166 39 FINANCLN..LLC Subtotal: 422.261 47 FX• Options Settlement Not.Ccy Not.Ccy DealGrouplD 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(US0) SCOTHERN FiEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD 1462.001.003 031 Ch&T SHORT EUROPEAN PUT 6.1600 159273 DT) FINANCIAL LLC Subtotal Nutty -Swap Hybrid 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 0 I.Feb-2316 ri 2C; i.6! '.;; USC 51 6600 1 155 743 55 FINANCIAL, LLC Subtotal: '_155 743566 Statement ID: 182298 20150429 20150430_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-0116792 CONFIDENTIAL SDNY_GM_00262976 EFTA01457302