EFTA01456955.pdf

Trr/i7r17. 77 Wit-777% • 11 Mar 2015 Page 2 Of 3 - ern\ Deutsche Bank AG SOUTHERN FINANCIAL, LLC CredS - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Ett. Date Maturity Date BuySell NotAmt 1 Notecy1 NotAmt 2 Not. Ccy2 Rate Spread MTM(USD) .... i .: - 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 USD 10 000000 00 r I i"..1;i:i.: ?Si', Subtotal. Equity • Option db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price IITM(USE)) Su ii-rib. CALL 18-Dec-2015 :4,166.O33:0) USD f1 gi;.Cifa 10000 F.NANCIAL LL(', SOUTI-ERN CALL 27..Jan.2016 3,89662000 usp 100 000 389662 458400 444569 11 066 I 106 599 42 FINANCIAL. LLC Subtotal: ". ::::::3 "4 1.]: FA • 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(USO) SOUTHERN F•EurcOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000000 00 USD (462.001.030 MI Chki SHORT EURCPEAN PUT 6.1603 ,.12 546 74) 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) sill ri ii ::il. CI., (b.2'. '6 ,. • USD 48 0800 224 86262 I i' inf.; Al . .c. Subtotal 224.86262 Statement ID : 20150310 20150311 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-0116308 CONFIDENTIAL SDNY_GM_00262492 EFTA01456955