EFTA01457316.pdf

7.1! :r."1 l arnYir. +irj 37,77_7.1.7.77 01 May 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit •Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat.2u SELL 10 003 000 00 USO 10 OCO COO 00 '.15:3 10000 227 (666,211 Iitr: FINANCIAL. LLC DERNAT rVE- 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) LN618753 SOUTHERN 1.11_618753BU CALL 18-Dec-2015 (4,166.7500) USD 11 Ifx5(6:a I C000 (1(6 254 19) FNANCIAL LLC NY818176 SOUTHERN TWTR N CALL 27..Jan-2016 389662000 lisp 100000 389662 389600 ,1:' 3536 5814 581.348 45 FINANCIAL. LLC Subtotal: 476.094 25 FA- 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(USO) 418822243' SOUTHERN FxEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug•2015 75.000.030 OD USD (462.001.003 a,3) Chat SHORT EUROPEAN PUT 6.1600 (478.$88) 834462393 FINANCIAL LLC 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) 612676 SOUTHERN TWTR N OlrFeb-2316 cr "crC , Ci. ',Or USD 51 6600 I 270 13406 FINANCIAL, LLC Subtotal: 1,270.134 06 Statement ID: 182298 20150430 20150501 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-0116818 CONFIDENTIAL SDNY_GM_00263002 EFTA01457316