EFTA01456966

12 Mar 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC erode - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT WE- DEFSWAP 13-Jan-2015 14.Jan.2015 20-Mar-2)20 SELL JO 000 000 00 USD 10030 003 DO •JS:.i I CCCC Trik Subtotal. OrleltY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 NY-618176 SOUTI-ERN 1,1_6187538u FNANCIAL LLC SOUTHERN FINANCIAL. LLC CALL CALL _. .,tic ).L'L. :4.166.5tX ra:: USD (4.166,0(X1 27.Jan-2016 3896.62000 .1.S0 100 OCO 1 0000 38 9662 45 2703 446537 11364 (58.021.99) 1139.43706 Subtotal! ;.C.,&, .4;4) 4',., FX- Options HIIIIIIIIIIr 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 Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN ritircOpt 12.Aug.2014 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462.rA0.000 DI) CNN SHORT ELRCPEAN PUT 6.1600 (10.455091 834462396 db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 _ Not.Ccy2 Subtotal _ [repeated 3 times] Strike Price _ MTM(USD) 612676 SOUTHERN T1NTR N FINANCIAL, LLC 01-Feb-2016 4..ii;.,i. 110)1001 USD 480800 181 98585 Statement ID n015031 1_20150312_1 Subtotal: 181 96585 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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116326 SDNY_GM_00262510 EFTA01456966