EFTA01456983.pdf

17 Mar 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC erode - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 11Jan-2015 III-Jan-2015 20-Mar-X.40 SELL 10 000 000 00 USD 100300D DO '.11iili I CCCC :iiiirj FINANCIAL, LLC DERIVAT WE- DEFSWAP Subtotal lido*/ -Orton db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LR618753 SOUTI-ERN 1,4_61875.3Eu CALL ll Lx,c /l):: :4 166.7..C. 'C.') USD (4.166,0(E1 1 C000 (67.23894) Ft4ANCIAL LLC thy-618176 SOUTHERN CALL 27-an-2016 3 i3% 620 CO jsD 100000 38 9662 1.14269222 FINANCIAL. LLC Subtotal 1.C, 328 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 Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN F..EroCut 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,C00 00 USD (462.00160j 03) C144 SHORT ELRCKA61 PUT 6.1600 05.047 W) 834462396 FINANCIAL LLC Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) 612676 SOUTHERN TWTR N 01-Feb-2016 l.).8Cli CCU 001 USD 48 C600 165W201 FINANCIAL, LLC Subtotal: 166.602 01 Statement ID: 20150316_20150317_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-0116347 CONFIDENTIAL SDNY_GM_00262531 EFTA01456983