sheet1 Jacksonville Margin Team DEUTSCHE BANK AG (157) L Statement of Collateralised Trading for: SOUTHERN FINANCIAL, LLC ( As of Close of Business: 2/23/2015 Contact: Margin Call ( Tel: Fax: Agreement Description: SOUTHERN FINANCIAL, LLC Agreement ID: Agreement Base Currency: USD Agreement Type: Net Exposure: 494,133.70 Principal Pays Independent Amount: 0.00 Counterparty Pays Independent Amount: 3,223,086.00 Exposure in Excess of Collateral: Variation Margin: 290,000.00 Exposure in Excess of Collateral: Initial Margin: Principal Threshold: Infinity Principal Minimum Transfer Amount: 100,000.00 Principal Rounding Increment: 10,000.00 Counterparty Threshold: 0.00 Counterparty Minimum Transfer Amount: 100,000.00 Counterparty Rounding Increment: 10,000.00 Trade Position: Product Type Trade ID CCY Prin Independent Amt Cpty Independent Amt CCY1 Notionall CCY2 Notional2 Trade Date Effective Date Maturity Date Buy/Sell Put/Call Underlier Strike Market Value CCY Market Value FxEuroOpt USD 75,000,000.00 CNH -462,000,000.00 8/12/2014 8/12/2014 8/12/2015 Sell Put 6.16 USD -5,344.27 FxEuroOpt Subtotal: -5,344.27 CommoditySwapldx USD 500,000.00 USD -10,000,000.00 1/13/2015 1/13/2015 1/13/2016 Sell N/A VOLSS_CL_USD 255.87 USD 742,675.23 CommoditySwapldx Subtotal: 742,675.23 EQUITY SWAP-HYBRID 612676 USD -3,896,620.00 1/27/2015 1/30/2015 2/1/2016 N/A N/A TWTR.N 38.97 USD -944,889.14 EQUITY SWAP-HYBRID Subtotal: -944,889.14 EQUITY OPTION USD 3,896,620.00 USD 3,896,620.00 1/27/2016 Buy Call TWTR.N EQUITY OPTION Subtotal: 1,333,820.80 CREDIT DERIVATIVE-DEFSWAP USD 10,000,000.00 USD 10,000,000.00 1/14/2015 3/20/2020 Sell N/A CREDIT DERIVATIVE-DEFSWAP Subtotal: -632,128.92 1,168,986.00 1/27/2015 38.97 USD USD 1/27/2015 1,333,820.80 USD 100,000.00 1/13/2015 BraSov USD -632,128.92 EFTA01472424