EFTA01457432.pdf

7,74717.1:77 Wt77.3 22 May 2015 Pace 2 Of 3 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.Amt 2 Not.Ccy2 Rate Spread MTM(USD) I=4M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mai-20N SELL 10 003 000 00 LSO 1006000000 ilS:3 10000 214 (491680 .35: FINANCIAL. LLC DERNATrVE- DEFSWAP Subtotal i1c.! cifii.i ii 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) SOUTHERN LI1_6187538U CALL 18-Dec-2015 ;4166(0507; USD i 4 I rii;.(k) 10000 i :5 51) Ilk; ci,1 ENANCLAL LLC SOUTI-ERN TWTR N CALL 27iJani2016 989662000 lisp 111000 389662 366803 400067 3.940 393959 48 FINANCAL.LLC Subtotal: 324 675 97 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) SOUTHERN FirEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD (462.000.CCO a3) Chk4 SHORT EURCPEAN PUT 6.1600 ;34.16: .:Bi) 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) SOUTHERN TWTR N OI.Feb-2316 .c.. " c; :0. '::0! USC 51 6600 1 530949 43 FINAICIAL, LLC Subtotal: 1.500.949 43 Statement I ' 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-0116979 CONFIDENTIAL SDNY_GM_00263163 EFTA01457432