EFTA01457357.pdf

7.1! :TT l arnYir. +ir j 37,717.1.7.77 07 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-2Un1 SELL 10 003 000 00 USD 10 OCO 000 00 11S:3 1 0000 226 1555 '43 CC FINANCIAL. LLC DERNAT (VE- DEFSWAP Subtotal , V'f: `t-03 :'" kg* - Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NITM(USC) LN618753 SOUTHERN Ltl_6187538U CALL 18-Dec-2015 r,4,1661.0?: Xi: USD i1 trx;,(0•4 11X00 FNANCIAL LLC NY818176 SOUTHERN TWTR N CALL 27.Jan.2016 389862000 lisp 100000 389662 37 2600 429181 4 760 475999037 FINANCIAL. LLC Subtotal: 387 037 38 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 FrEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD (4621XO000 a,3) Chk4 SHORT EUROPEAN PUT 6.1600 (88.56i 81) 834462399 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 OlSeO2316 8 "cr0 ,D. ',Or USD 51 6600 1 440 938 45 FINANCIAL, LLC Subtotal: ' 440 938 45 Statement ID : 182298 20150506 20150507 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-0116872 CONFIDENTIAL SDNY_GM_00263056 EFTA01457357