EFTA01457140

37,77_7.1.77 08Ape 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC I: redg- 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 NE- DEFSWAR 11Jan-2015 14-Jan-2015 20-Mai-2320 SELL 10 000 000 00 USD 10030 COD DO '.100 I CCCC itI., Subtotal ,,.. EetdtY - 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 SOUTI-ERN 111_618753Bu Ft4ANCIAL LLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL ll .300 ,O :5 ;4.166.301 01(:: USD (4.166,0(kl 27.Jan.2016 3896.62000 ..ISD 100 OCO I C000 38 9662 52 8703 16.323 (65.164 10) 1632218 ()5 Subtotal: 1.51/ 353 5 FX- Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 NotAmt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN ritircOut 12Aug.2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (462.000.60003) CNN SHORT ELRCPEAN PUT 6.1600 (17.56 .K) 834462396 FINANCIAL LLC Equity-Swap Hybrid db Ticket Counterparty Ref Entity Pug Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price MTM(USD) 612676 SOUTHERN -VC,: . FINANCIAL, LLC 01-Feb-2016 16.601.030 001 r51'. 53 3 I30 I2:'') 'L. ; !j2.) Statement ID: 182298_20150407_20150408_1 Subtotal (285 OF se) 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-0116553 SDNY_GM_00262737 EFTA01457140