EFTA01469532.pdf

sheet1 Jacksonville Margin Team DEUTSCHE BANK AG (157) Tel: (904)520-5500 Fax: 904.520.5111 Email: [email protected] Statement of Collateralised Trading for: SOUTHERN FINANCIAL, LLC (8032932) As of Close of Business: 7/3/2014 Contact: Margin Call (8032932) Tel: Fax: 16463500249 Agreement Description: SOUTHERN FINANCIAL, LLC C119843 Agreement ID: 413614 Agreement Base Currency: USD Agreement Type: Net Exposure: -26,377.51 Principal Pays Independent Amount: 0.00 Counterparty Pays Independent Amount: 219,612.00 Exposure in Excess of Collateral: Variation Margin: 140,000.00 Exposure in Excess of Collateral: Initial Margin: Principal Threshold: Infinity Principal Minimum Transfer Amount: 100,000.00 Principal Rounding Increment: 10,000.00 Counterparty Threshold: 0.00 Counterparty Minimum Transfer Amount: 100,000.00 Counterparty Rounding Increment: 10,000.00 Trade Position: Product Type Trade ID CCY Prin Independent Amt Cpty Independent Amt CCY1 Notionall CCY2 Notional2 Trade Date Effective Date Maturity Date Buy/Sell Put/Call Underlier Strike Market Value CCY Market Value FxEuroOpt 833847827 EUR 10,000,000.00 USD -13,800,000.00 6/6/2014 6/6/2014 9/8/2014 Buy Call 1.38 USD 29,853.24 FxEuroOpt 733189325 USD -1,000,000.00 JPY 101,000,000 11/21/2013 11/21/2013 11/20/2014 Sell Call 101.00 USD -19,591.58 FxEuroOpt 833847811 EUR 10,000,000.00 USD -13,450,000.00 6/6/2014 6/6/2014 9/8/2014 Sell Put 1.34 USD -53,213.91 FxEuroOpt Subtotal: -42,952.25 FXOneBarOneTouchOpt 733189329 USD -21,000.00 JPY 11/21/2013 11/21/2013 11/20/2014 Buy N/A USD 5,262.41 FXOneBarOneTouchOpt 733189331 USD -21,000.00 JPY 11/21/2013 11/21/2013 11/20/2014 Buy N/A USD 3,554.98 FXOneBarOneTouchOpt 733189327 USD -21,000.00 JPY 11/21/2013 11/21/2013 11/20/2014 Buy N/A USD 7,757.35 FXOneBarOneTouchOpt Subtotal: 16,574.74 EFTA01469532 Market Value Total for Agreement (USD): -26,377.51 Independent Amount Summary Details: Independent Amount CCY Sum of Principal Portfolio Level Independent Amount USD 0.00 FX Net Open Position USD 219,612.00 Agreement Level IA USD 0.00 Sum of Counterparty Portfolio Level Independent Amount USD 219,612.00 Sum of Principal Trade level Independent Amount USD 0.00 Sum of Counterparty Trade Level Independent Amount USD 0.00 Sum of Principal Independent Amount USD 0.00 Sum of Counterparty Independent Amount USD 219,612.00 Collateral Position: Instrument Issue Maturity Par/Face Amount Market Value Haircut Post Haircut Value(Local) FX Rate Collateral Value (USD) Position Collateral Status SOUTHERNFIN 2/3/2054 1.00 63,007.98 100.00% 63,007.98 1.00 63,007.98 Held Settled Held Settled Subtotal 63,007.98 Total Collateral Value for Agreement: 63,007.98 Market Values indicated in the Collateral Statements set forth above do not represent a valuation by Deutsche Bank Group ("DB") for any other purpose. DB is providing the Collateral Statements only to inform you of D s margin requirements. These Collateral Statements should not be relied upon by you for any purposes, including in respect of any margin requirements you may have with other parties or in preparing any valuations which are used in preparation of your financial books and records. Collateral Statements and in particular any market values stated in such statements may differ from any valuations otherwise sent to you by DB in respect of the same product. Any values set forth in Collateral Statements do not represent the terms at which new transactions or instruments could be entered into nor the terms at which existing transactions or instruments could be liquidated or unwound. Any such values may also be adjusted to take into account market, liquidity, credit, operational or other risks, and/or to reflect revenue that has been generated but not yet recognized by DB. DB may change its Collateral Statement methodology and the related adjustments and assumptions at any time, subject to any contractually agreed terms, so that future Collateral Statements may be less favourable than the current ones, even in the absence of an adverse development in market conditions. Collateral Statements based on different assumptions, margin requirements or calculated using other methodologies may also yield different results. DB shall not be liable for any errors or omissions made in calculating or disseminating any information set forth in such Collateral Statements, or for any inaccuracies or flaws in the methodologies, adjustments or assumptions used therein. DB specifically disclaims liability for any losses or damages (incidental, consequential or otherwise) that may arise from Collateral Statements that are either used or relied upon by you or any other party for any reason including, without EFTA01469533 limitation, in preparation of your own financial books and records or for your own margin requirements with any other party. EFTA01469534