EFTA01456928

Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit -Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT NE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mat-20zV SELL 10 003 000 00 DSO 1000000000 tiri.:3 10000 246 65298',:: ( : Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTHERN Lt1_6187538U FINANCIAL LLC NY.618176 SOUTHERN TWTR N FINANCIAL. LLC CALL CALL 1&Oe-2015 :4166(0303) USD 11 trix;f0:ii 27-Jan-2016 3.89662000 lisp 100000 I C000 389662 4757W 45 1999 12.509 '52 036 3'. i 1.250.87983 Subtotal: 1.198.813 52 FTC- Options Trade ID 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(USO) 418822243' SOUTHERN FirfurcOpl 12-Aug-2014 834462343 FINANCIAL NW 12-Aug-2015 14-Aug-2015 75,000.00300 USD (162.000.000 W) Mil SHORT EURCPEAN PUT 6.16W (3 207 -2:: Equity-Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not Amt Not.Ccy Subtotal Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD) 612676 SOUTHERN - vi: - :: ... FINANCIAL, LLC Cl., (b.2. ' i'i USD 48(.800 51 123 23 Statement ID : Subtotal 51.123 23 The valuation Information set forth in Mrs statement is provided subject to the terms and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116273 SDNY_GM_00262457 EFTA01456928