EFTA01457477

1 .. rim= Ten2774i...7. 7"- L • ILI I II - mssS Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cradle - Deana Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Etf. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV I3-Jan-2015 14..bn-2015 20-Mat-2Un1 SELL 10 003 000 00 USD 10070.00300 .is:.] I i33X, 225 FINANCIAL. LLC DERNAT WE - DEFSWAP Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) FINANCIAL LLC ■ SOUTHERN Ul_6187538U SOUTFERN TWTRN FINANCAL.LLC CALL CALL 18.0ec-2015 14,166.O: :et USD I1 tisk;.(0) 27.Jan-2016 3,89662000 lisp 100 000 10000 389662 36830 396118 3911 39i 050 81 Subtotal: '... 218 2, _; Fit-Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) s5).1“,,q'l F2EurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000.030 OD USD (462100303 03) Chk4 SHORT EURCPEAN PUT 6.1600 (213851 e) _ [repeated 10 times] Equity-Swap Hybrid db Ticket Counterparty Ref. Entity _ [repeated 19 times] Put/ Call Expiry Date Not.Amt Not.Ccy _ [repeated 7 times] Not.Arnt 2 _ [repeated 3 times] Not.Ccy2 Subtotal _ __ __ Stnke Price _ _ __ __ MTM(USD) SOUTHERN TWTRN FINANCIAL, LLC 01-Feb-2016 13.64 1 1:03001 USD 36 4100 1 486 887 88 Statement ID 182298_20150528_20150529_1 Subtotal: 1,486 887 88 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the oover sheet 29 May 2015 Page 2 Of 3 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0117041 SDNY_GM_00263225 EFTA01457477