DS9 Document EFTA01202866

eu e =an roup Ta ua ion a emen SOUTHERN FINANCIAL, LLC Request 182298 As of 112 Aug 14 12 Aug 2014 Page I Of 2 Deutsche Bank AG For Sales Inquiries Contact: Tazia Smith (Tel) (Emailillill For questions relating to this statement contact Valuations NY (Tel) 1-212-250-2600 (Email) [email protected] SOUTHERN FINANCIAL, LLC To: Jabwcpa Gmail (Email) arrybeller Gmail (Email) Richard Kahn12 (Email) r Gedeon Pinedo (Email) Vahe Stepanian (Email) Joseph Cothron (Email) japlallamagkilaTazia Smith (Email) Amanda Kirby (Email) Paul MoMs (Email) Fx Rates: USD1EUR = .7486430844 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. 0B 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_20140812_20140813_1 EFTA01202866 Feu e =an roup 'a ua ion a emen SOUTHERN FINANCIAL, LLC Request 182298 As of 42 Aug 14 A 12 Aug 2014 Page 2 Of 2 Deutsche Bank AG SOUTHERN FINANCIAL, LLC FX• Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not.Arnt 1 1 NOI.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 366364436, SOUTHERN FxEuro0pt 21.Nov•2013 20.Nov•2014 25.Nov•2014 ,I.0)3.0)3.03I USD 101.000.000 JPY SHORT EUROPEAN CALL 101.0000 I19.351 07[ 710423459 FINANCIAL. LLC 366364436, SOUTHERN FXOneBarOneT 21.Nov•2013 20.Nov-2014 25.Nov2014 (21.000.00i USD 0 JPY LONG EUROPEAN 0.0000 6.567.92 710423461 FINANCIAL. LLC ouchOpl 366364436, SOUTHERN FXOneBarOneT 21.Nov•2013 20.Nov-2014 25.Nov2014 (21.000.00i USD 0 JPY LONG EUROPEAN 0.0000 4296.05 710423463 FINANCIAL. LW ouchOpl 366364436, SOUTHERN FXOneBarOneT 21.Nov•2013 204,1ov-2014 25.Nov2014 (21.000.00) USD 0 JPY LONG EUROPEAN 0.0000 2.82247 710423465 FINANCIAL. LLC ouchOpl 407339131/ SOUTHERN RE.toOpl 06.Jun.2014 08•Sep2014 10Sep.2014 10.000.000.00 EUR (13.450.000.00) USD SHORT EUROPEAN PUT 1.3450 (!21231.631 806424249 FINANCIAL. LLC 407339131/ SOUTHERN FxEiro0pt 06.Jun.2014 08•Sep2014 10Sep.2014 10.000.000.00 EUR (13.800.000.00) USD LONG EUROPEAN CALL 1.3800 414.13 806424264 FINANCIAL. LW Subtotal: .:126.512.11i Total: (126.512.13) Statement ID: 182298_20140812_20140813_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 EFTA01202867