sheet1 Jacksonville Margin Team DEUTSCHE BANK AG (157) Email: Statement of Collateralised Trading for: SOUTHERN FINANCIAL, LLC ( As of Close of Business: 4/3/2015 Contact: Margin Call ( Tel: Fax: Agreement Description: SOUTHERN FINANCIAL, LLC C119843 Agreement ID: Agreement Base Currency: USD Agreement Type: Net Exposure: 710,714.65 Principal Pays Independent Amount: 0.00 Counterparty Pays Independent Amount: 3,229,686.00 Exposure in Excess of Collateral: Variation Margin: 680,000.00 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 -14,718.08 FxEuroOpt Subtotal: -14,718.08 CommoditySwapldx USD 500,000.00 USD -9,519,441.25 1/13/2015 1/13/2015 1/13/2016 Sell N/A VOLSS CL USD 243.57 USD 35,633.06 CommoditySwapldx Subtotal: 35,633.06 EQUITY SWAP-HYBRID USD -5,001,000.00 1/27/2015 1/30/2015 2/1/2016 N/A N/A TWTR.N 50.01 USD -40,225.47 EQUITY SWAP-HYBRID Subtotal: -40,225.47 EQUITY OPTION USD 3,896,620.00 USD 3,896,620.00 1/27/2016 Buy Call TWTR.N EQUITY OPTION Subtotal: 1,432,507.16 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: -702,482.02 1,168,986.00 1/27/2015 38.97 USD USD 1/27/2015 1,432,507.16 USD 100,000.00 1/13/2015 BraSov USD -702,482.02 EFTA01472719