EFTA01457140.pdf

37,77_7.1.77 08Ape 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC I:redg- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 11Jan-2015 14-Jan-2015 20-Mai-2320 SELL 10 000 000 00 USD 10030 COD DO '.100 I CCCC itI., FINANCIAL, LLC DERNAT NE- DEFSWAR Subtotal ,,.. EetdtY - Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTI-ERN 111_618753Bu CALL ll .300 ,O :5 ;4.166.301 01(:: USD (4.166,0(kl I C000 (65.164 10) Ft4ANCIAL LLC NY-618176 SOUTHERN CALL 27.Jan.2016 3896.62000 ..ISD 100 OCO 38 9662 52 8703 16.323 1632218 ()5 FINANCIAL. LLC Subtotal: 1.51/ 353 5 FX- Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 NotAmt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN ritircOut 12Aug.2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (462.000.60003) CNN SHORT ELRCPEAN PUT 6.1600 (17.56 .K) 834462396 FINANCIAL LLC Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref Entity Pug Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN -VC,: . 01-Feb-2016 16.601.030 001 r51'. 53 3 I30 I2:'') 'L. ; !j2.) FINANCIAL, LLC Subtotal (285 OF se) Statement ID: 182298_20150407_20150408_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-0116553 CONFIDENTIAL SDNY_GM_00262737 EFTA01457140