EFTA01457382

12 May 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cold*. Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mai-2u SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 IOC0 226 i5537(0 ' FINANCIAL. LLC DERNAT rVE- DEFSWAP Subtotal. Equity • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) F NANCLAL LLC ■ SOUTHERN 1.11_618753BU SOUTI-ERN TWTR N FINANCLAL.LLC CALL CALL 18-Dec-2015 •, 4,1681.03 10) USD i4 ti%.0(.i) 27.Jan.2016 3.896,62000 lisp 100000 10000 389662 37 3103 420067 4.626 462 571 23 Subtotal: 18:18!:, 2:1 FX- Options DealGroup1D 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(USD) SOUTHERN FxEurcOpl 12-Aug-2014 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75.000.000 OD USD (462.0.10.0(1@00) Chk4 SHORT EURCPEAN PUT 6.1600 cmm9s) Equity-Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Subtotal Stnke Price MTM(USD) M SOU AICIAL, LLC THERN FIN TWTR N 0 I.Feo2316 .S "c;:•0. ',0! USD 51 6600 1 436 608 78 Statement ID Subtotal: " 33 608 78 The valuation Information set forth in this statement is prowled 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-0 116907 SDNY_GM_00263091 EFTA01457382