EFTA01456851.pdf

7117:1771:277e7TroVritrI r7:17= t 25 Feb 2015 Page 2 Of 3 ka --"IMISASS 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 NotCcy2 Rate Spread MTM(USD) SOUTHERN CREDIT 13-Jan-2015 144an-2015 20-Mar-K20 SELL 1000300000 USD 100:000300 C1S3 I cccc 23D Fir.:ArCIA4 LLQ DERVATNE- S4',A2 Subtotal. Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) S0L I 4-4-HI: :4 166.101 931 USD 0.166,0(.(1 1 C000 (22,284 391 FiNANCIAL LIG SOUTHERN 3896670 CO is() 100 OCO 389662 t8 6SCV3 45 4182 13.477 1.347.72221 FINANCIAL. LLC Subtotal: '. .325.-37 82 RC -Opeons 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) ri.ErcOpt 12Aug.2014 12-Aug7015 14-Aug-2015 75,000000 00 USD (462.rA-0.00:i 03) CAN SHORT ELRCPEAN PUT 6.1600 ;5,12:551 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) SOUTHERN 11,1,1 et:3191 ,. CSI: 38 (:•Cill FINANCIAL, LLC Subtotal Statement ID : 20150224 20150225 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-0116172 CONFIDENTIAL SDNY_GM_00262356 EFTA01456851