EFTA01456915.pdf

17177n:75 4 71C-777110,, ,r1tir.:17117.:: -.717 . 71' 04 Mar 2015 Pays 2 Of 3 . . il.fl_ as Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT 13,lan-2015 144an-2015 ?CI-Mar-X.20 SELL 10 000 000 00 USD 10020003 00 Cisii I CCCC 232 F.INArCIAL LLC DERVATNE- C'E -56`iA2 Subtotal. Equity • Option db Ticket Counterparty Ref. Enbty PuV Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) SOUTHERN CALL 'a ,': ..z.vji.: ',4.166/.0:, 02i USD (4.1f£.CLGi 10000 FINA.NCIAL LLC SOUTFERN CALL 27,bn.2016 189662000 ..ISD 100000 38 9662 4771(1' 44512? 12581 1.258.072 74 ■ FINANCIAL. LLC Subtotal • .Z-Ii' 2 =2 FX- Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Anit 2 2 Long/ Short Option Style Puff Call Strike Pk* MTM(USD) FiEutOpt 12Augi2014 12-Aug2015 14-Aug-2015 75,000660 00 USD (462.OJ00.COL' al) CM-I SHORT ELRCPEAN PUT 6.1600 l3.468 l".; Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N ii..1) ciii2. 'iii 4 sr .iii'i ,1 ,C.itu EINAICIAL, LLC Subtotal Statement ID: 20150303 20150304 1 The valuation informabon 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-0116257 CONFIDENTIAL SDNY_GM_00262441 EFTA01456915