EFTA01456814.pdf

Irt arnYr.:T r:1 1. 7, _7.1.77 23 Feb 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit •Dasult Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mat-2u SELL 10 003 000 00 USO 10 OCO 000 00 '.11i.:) I CCCC i3".? FINANCIAL. LLC DERNAT WE- DEFSWAP 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) I. P: I i, .-F, ,-, SOUTHERN LN_5187538u CALL 18.De-2015 :4.1661.07. X':, USD (4.1KOKI 1C000 (23.467,4) FINANCIAL LLC SOUTFERN CALL 27.Jan-2016 3896620 CO .isp 100.030 38 9662 0 OM a 1.364,61558 FINANCIAL. LLC Subtotal: ..i4, 1:1", [2 FX -Optimal Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 NotAmt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 4'1:P2221: 2,-,,. t- -FR' I FirfurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD (452,003.000 03) OH SHORT ELRCPEAN PUT 6.1600 (11,40423) Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy NotArnt 2 Not.Ccy2 Stnke Price MTM(USD) 612676 SOUTHERN TVVTR N 01-Feb-2016 1..6 .2)(Ci 3.1 USD 38 9662 il.Th96577; FINANCIAL, LLC Subtotal: 1.0(.. 9'3 7 Statement ID: 182298_20150220_20150223_1 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the oover sheet ,. ..X5 v. mom_... CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116114 CONFIDENTIAL SDNY_GM_00262298 EFTA01456814