EFTA01457151

"Lig -771 .477,7n. :77 We-7n Deutsche Bank AG SOUTHERN FINANCIAL, LLC God* -Dotal Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 NaCcy2 Rate Spread MTM(USD) SOUTHERN CREDIT I 3,lain2015 14,18n-2015 20-Mar-X20 SELL 10 000 000 00 USD FINANCIAL LLC DER VAT NEirritA2 10000000 DO CIS:ii I CCCC 221 .,,-, tE. : 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) SOL: I i-i.-HI.: ' :'' Cci:/cEi :4 166.10:. 'Cl: USD (4.166,0(X1 FiNANCIAL LLC SalfFERN /. ti- 7.:'•: 3896 670(.0 _GO 100080 FINNCIAL. LLC 10000 389662 57 3000 i:i Fir:.-- 15.737 (59.44261) 1.573.5% 21 Subtotal: 1,504.065.58 FX- Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) FfErcOpt 12Aug.2014 12-Augi2015 14-Aug-2015 75.000.000 00 USD (462.0000.COJ al) ON SHORT ELRCPFAN PUT 6.1600 ( 12620 a5) [repeated 29 times] Equity-Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Subtotal [repeated 15 times] Not Amt 2 Not Ccy2 Strike Price __cc [repeated 4 times] MTM(USD) sr,' :-, ii ,itl. 01-Feb-2016 45.i:co cm (el I. it 5J:`(:0 f l' A,' AL AL Statement ID : 20150408 20150409_1 Subtotal 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 094pr 2015 Raw 2 Of 3 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116566 PROT1 PROT0