EFTA01199045.pdf

eu s e =an roup Ta ua ion a emen 22 Apr 2014 SOUTHERN FINANCIAL, LLC Page 1 Of 3 Request 182298 As of 22 Apr 14 Deutsche Bank AG For Sales Inquiries Contact: Tazia Smith (Tel) For questions relating to this statement contact Valuations NY (Tel) SOUTHERN FINANCIAL, LLC To: Jabw a Gmail Email .Ha better Gmail (Email) hard Kahn12 (Email) Sedeon Pinedo (Email ahe Stepanian (Email) „Joseph Cothron mail) com.Amanda Kirby (Email) Paul Morns (Email) Fx Rates: USD1EUR = .7248740531 Note:-All Values are shown from the DB Group's point of view. A negative Value therefore expresses an amount which is in your favour, while a positive amount is one which is in DB Group favour. The terms and conditions of each transaction are specified in the relevant trade Confirmation. Deutsche Bank Group ( DB") is providing the valuations set forth above as an accommodation to you solely for your own internal use. Unless expressly stated otherwise, valuations represent DB's current economic assessment of the transaction or instrument as of the date specified. DB's economic assessment is typically derived all or in part from model prices, external sources, market prices and/or DB's internal books and records prices. Valuations may be adjusted to take into account market, liquidity, credit, operational or other risks, and/or to reflect adjustments based upon our willingness to unwind all or part of your position or revenue that has been generated but not yet recognized by DB ("Premium Adjustments"). Such Premium Adjustments will generally always decline over time, as DB's appetite to unwind at a premium will generally decline over time, which will lead to lower valuations in the absence of changes in market conditions. Valuations, including those containing Premium Adjustments, may not represent the terms at which new transactions or instruments could be entered into with DB or the terms at which existing transactions or instruments could be liquidated or unwound with OB. DB may change its valuation methodology and the related adjustments and assumptions at any time, so that future valuations may be less favourable than the current ones, even in the absence of an adverse development in market conditions. Valuations based on different assumptions or calculated using other methodologies may also yield different results and any adjustments may not apply for the duration of the transaction or instrument. My subsequent valuations provided to you will almost certainly differ from this valuation. This difference can be less favourable to you, and due to the volatility of market conditions. the size or notional amount of the decrease or increase and other factors, the differential could be substantial. DB shall not be liable for any errors or omissions made in calculating or disseminating valuations, or for any inaccuracies or flaws in the methodologies, adjustments or assumptions. DB specifically disclaims liability for any losses or damages (incidental, consequential or otherwise) that may arise from valuations that are either used or relied upon by you or any other party for any reason including, without limitation, your use of valuations in preparation of your own financial books and records. Statement ID: 182298_20140422_20140423_1 EFTA01199045  feu sc e an roup 'a ua ion a amen 22 Api 2014 SOUTHERN FINANCIAL, LLC Page 2 Of 3 Request 182298 i As of 22 Apr 14 Deutsche BankAG SOUTHERN FINANCIAL, LLC FX- • •- "Mr Settlement Not.Ccy Notecy Trade ID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 36636443W SOUTHERN FxEroOpt 21•Nov-2013 20•Nov-2014 25•Nov2014 (1.000.000.00) USD 101.000.000 JPY SHORT EUROPEAN CALL 101.0000 (34.208.28) 710423459 FINANCIAL, LLC 36636443W SOUTHERN FXOneBarOneT 21•Nov-2013 2041ov-2014 25•Nov2014 121.000.00) USD 0 JPY LONG EUROPEAN 0.0000 11.65232 710423461 FINANCIAL, LLC ouchOpl 36636443W SOUTHERN FXOneBanOneT 21•Nov-2013 2041ov-2014 25•Nov-2014 121.000.00) USD 0 JPY LONG EUROPEAN 0.0000 9.575.34 710423463 FINANCIAL, LLC ouchOpl 36636443W SOUTHERN FXOneBanOneT 21•Nov-2013 20•Nov-2014 25•Nov-2014 121.000.00) USD 0 JPY LONG EUROPEAN 0.0000 7.791.14 710423465 FINANCIAL, LLC ouchOpt 381388504' SOUTHERN FxEuroOpt 31Jan•2014 01-May•2014 07-fulay.2014 (10.000.000.00) USD 1,025,000.000 JPY SHORT EUROPEAN CALL 102.5000 (49.748.84) 745230011 FINANCIAL. LLC Subtotal: (54.938.13) Commodities • Base Metal Derivatives Long/ Not.Ccy Price Per Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date Short Option Style Put/ Call Ref. Entity Not.Amt 1 1 Quantity Unit Unit Strike Price MTM(USD) 395494367! SOUTHERN CommodnyOcrEu 03•Apr-2014 05-Dec•2014 0.3Dec.2014 SHORT EUROPEAN CALL XCU (8.750.000.00) USD (50.00)MT25 0 7.000.0000 (290.499.79) 778125395 FINANCIAL. LW ro.BaseMelal Subtotal: (290,499.79) Otlws w Not.Ccy Not.Ccy Trade ID DealGrouplD Counterparty Trade Type Trade Date Eff. Date Maturity Date NolAmt 1 1 Not.Amt 2 2 DBPays DBRecelves MTM(USD) 390962915/ 3909629151784715 SOUTHERN axedeashOowFee I7-Apr-2014 I7-Apr-2014 24Apr•2014 (312.000.00) USD (311.997.93) 784715152 152 FINANCIAL. LLC Subtotal: (311,997.93) Statement ID : 182298_20140422_20140423_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 EFTA01199046  eutsc e =an roup Ta ua ion a ement 22 Apr 2014 SOUTHERN FINANCIAL, LLC Page 3 Of 3 Request 182298 As of 22 Apr 14 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Total: (657.435.85) Statement ID: 182298_20140422_20140423_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 EFTA01199047