EFTA01457262.pdf

r7-71, "ert--,-,Nrm 23Am 2015 Pane 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cradle - Defauk 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 Pate Spread MTM(USD) SOUTHERN CREDIT BRASOV I3-Jan-2015 14-..bn-2015 20-Mar-2Un1 SELL 10 003 000 00 L60 10 OCO 000 00 ,S2I I COX 222 FINANCIAL. LLC DERNAT NE- 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) SOUTHERN LI1_6187538U CALL 18-Oec-2015 A166.,:03 :0) USD i 4 I ril.GEXT) 10000 (114':2576) FINANCIAL LLC SOUTI-ERN TWTRN CALL 27-Jan-2016 3.89662000 lisp ICO COO 389662 517300 43213 15.053 150627488 FINANCIAL. LLC Subtotal: 1,391.149 10 FX-Options 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 Putt Call Strike Price MTM(USD) SOJTHERN FirfurcOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 750:0.0300D USD (462.ar20303 03) Chk4 SHORT El1ROPEAN PUT 6.1600 (36:773 ff.-) FINANCIAL LLC Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy NotArnt 2 Not.Ccy2 Strike Price MTM(USD) SOUTHERN TWTRN 01.Feb-2016 15.0(il CCO :DOI USD 500100 . I-2 2/. 2. FINAICIAL, LLC Subtotal: ilrll "U: '.' Statement ID 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-0116731 CONFIDENTIAL SDNY_GM_00262915 EFTA01457262