EPSTEIN
page 2 / 775 . OCR, unverified
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 20140312 20140313 1
EFTA01467701
--- PAGE 3 ---
Deutsche Bank Group Valuation Statement
Request 182298
Mar 2014
SOUTHERN FINANCIAL, LLC
As of 12 Mar 14
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
FX - Options
Trade ID
366364436/
710423459
366364436/
710423461
366364436/
710423463
366364436/
710423465
377817895/
737154817
377817895/
737154818
381388504/
745230011
388935615/
762758626
388935615/
762758631
Counterparty
SOUTHERN
FINANCIAL, LLC
SOUTHERN
FINANCIAL, LLC
SOUTHERN
FINANCIAL, LLC
SOUTHERN
FINANCIAL, LLC
SOUTHERN
FINANCIAL, LLC
SOUTHERN
FINANCIAL, LLC
SOUTHERN
FINANCIAL, LLC
SOUTHERN
FINANCIAL, LLC
SOUTHERN
FINANCIAL, LLC
Trade Type
FxEuroOpt
FXOneBarOneT
ouchOpt
FXOneBarOneT
EFTA01467702
--- PAGE 4 ---
ouchOpt
FXOneBarOneT
ouchOpt
FxEuroOpt
FXOneBarEuro
Opt
FxEuroOpt
FxEuroOpt
FXOneBarEuro
Opt
Trade Date Maturity Date
20-Nov-2014
21-Nov-2013
21-Nov-2013
21-Nov-2013
21-Nov-2013
17-Jan-2014
17-Jan-2014
31-Jan-2014
05-Mar-2014
05-Mar-2014
20-Nov-2014
20-Nov-2014
20-Nov-2014
17-Apr-2014
17-Apr-2014
01-May-2014
17-Apr-2014
17-Apr-2014
Settlement
Date
25-Nov-2014
25-Nov-2014
25-Nov-2014
25-Nov-2014
21-Apr-2014
21-Apr-2014
07-May-2014
21-Apr-2014
21-Apr-2014
Not.Amt 1
(1,000,000.00)
(21,000.00)
(21,000.00)
(21,000.00)
(10,000,000.00)
(10,000,000.00)
(10,000,000.00)
10,000,000.00
(10,000,000.00)
Not.Ccy
EFTA01467703
--- PAGE 5 ---
USD
USD
USD
USD
USD
USD
USD
USD
USD
Not.Amt 2
101,000,000
11,000,000.00
11,300,000.00
1,025,000,000
(11,000,000.00)
11,300,000.00
Not.Ccy
JPY
JPY
JPY
JPY
CAD
CAD
JPY
CAD
CAD
Long/ Short
SHORT
LONG
LONG
LONG
SHORT
SHORT
SHORT
LONG
SHORT
Option Style
EUROPEAN
EUROPEAN
EUROPEAN
EUROPEAN
EUROPEAN
EUROPEAN
EUROPEAN
EUROPEAN
EUROPEAN
EFTA01467704
--- PAGE 6 ---
CALL
CALL
CALL
CALL
CALL
Subtotal:
Total:
Statement ID : 182298_20140312_20140313_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
Put/ Call
CALL
Strike Price
101.0000
0.0000
0.0000
0.0000
1.1000
1.1300
102.5000
1.1000
1.1300
MTM(USD)
(39,946.34)
12,702.65
10,821.90
9,142.96
(162,273.92)
14,932.35
(135,695.87)
162,273.92
(14,932.35)
(142,974.71)
(142,974.71)
0.00
Page 2 Of 2
EFTA01467705
--- SOURCE: IMAGES__0089__EFTA01467706.txt ---
METADATA_SOURCE: IMAGES0089
METADATA_FILENAME: EFTA01467706.pdf
----------------------------------------
Trade Type,Trade ID,DealGroupID,MTM,Ccy,Secondary MTM,Secondary
CCY,Counterparty,Trade Date,Eff. Date,Settlement Date,Maturity Date,Delivery
Date,Not.Amt 1,Not.Ccyl,Not.Amt 2,Not.Ccy2,Quantity,Ref. Entity,Long/
Short,Put/ Call,Strike Price,DBPays DBReceives,Next Reset,Spread At
Maturity,Pmt Rate Ref.,Rate,Price Per Unit,BuySell,Pmt Ccy,Implied
Volatility,Swapswire ID, Fair Price,Spot Price,Option Type,Option
Style,Party,Delta,Product Type,Underlying Ticker,Unit,Vega,Gamma
"FxEuroOpt","366364436/710423459","366364436/710423459",-39946.34,"USD", ,"
","SOUTHERN FINANCIAL, LLC",21-Nov-2013,21-Nov-2013,25-Nov-2014,20-
Nov-2014, ,-1000000.00,"USD",101000000.00,"3PY", ," ","SHORT","CALL",-
101,"DB Pays_101 ", , ," ",101, ,"SELL"," ", ," ", , ,"
","EUROEAN","DEUTSCHE BANK AG, LONDON, LONDON"," ","FXEUROOPT"," "," ","
"FXOneBarOneTouchOpt","366364436/710423461","366364436/710423461",-
12702.65,"USD", ," ","SOUTHERN FINANCIAL, LLC",21-Nov-2013,21-Nov-2013,25-
Nov-2014,20-Nov-2014„-21000.00,"USD",0.00,"JPY", ," ","LONG"," ",0,"
" ",
,"BUY"," ", ," ",
," ","EUROPEAN","DEUTSCHE BANK AG, LONDON,
LONDON"," ","FXONEBARONETOUCHOPT"," "," "," "," "
"FXOneBarOneTouchOpt","366364436/710423463","366364436/710423463",-
10821.90,"USD", ," ","SOUTHERN FINANCIAL, LLC",21-Nov-2013,21-Nov-2013,25-
Nov-2014,20-Nov-2014„-21000.00,"USD",0.00,"JPY", ," ","LONG"," ",0,"
" ", , ,"BUY"," ", ," ",
," ","EUROPEAN","DEUTSCHE BANK AG, LONDON,
LONDON"," ","FXONEBARONETOUCHOPT"," "," "," "," "
"FXOneBarOneTouchOpt","366364436/710423465","366364436/710423465",-
9142.96,"USD", ," ,"SOUTHERN FINANCIAL, LLC",21-Nov-2013,21-Nov-2013,25-
Nov-2014,20-Nov-2014„-21000.00,"USD",0.00,"JPY", ," ","LONG"," ",0,"
" "
,"BUY"," "„" ",
," ","EUROPEAN","DEUTSCHE BANK AG, LONDON,
LONDON"," ","FXONEBARONETOUCHOPT"," "," "," "," "
"FxEuroOpt","377817895/737154817","377817895/737154817",-162273.92,"USD"„"