EFTA01456972

13 Mar 2015 Page 2 Of 3 Deutsche Rank AG SOUTHERN FINANCIAL, LLC Crede - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNATIVE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar-K20 SELL 10 000 000 00 USD 10030 003 00 iriiir I CCCC 291 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) r. "Ili:II:S SOUTHERN Lf1_618753Bu EMMA!. LLC I SOUTFERN FIJANCIAL.LLC CALL 'II .'_x,c /C'.3: :4.166CO.I 743. USD (4.1fil,C0.:) CALL 27-Jan-2016 380682000 ..1.60 100.000 10000 38 9662 47 0703 449438 12012 P.92289) 120115548 Subtotal: 1,142 l,'/,;-9 FX• Options lillinlitl:. Trade ID Counterparty Trade Type Trade Date Settlement Not.Ccy Not.Ccy Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Longl Short Option Style Put/ Call Strike Price MTM(USD) .i.e.t22247+ F ..EutOpt 12-Aug-Kit Is? 4-V,23I-3 12-Aug-2015 14-Aug-2015 75,000,00000 USD (46Zr )cco a3) CNN SHORT ELRCPEAN PUT 6.0300 (12401 201 Equity-Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Subtotal SInke Price MTM(USD) 612676 SOUTHERN TWTR N FINAICIAL, LLC O1.Feb-2016 4 .,.(.l :0 • C. USD 48 MOO 102 10909 Statement ID : 182298_20150312_20150313_1 Subtotal. 102 10909 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-0116333 SDNY_GM_00262517 EFTA01456972