EFTA01457695

1",771 . J 7 e717" ir rr ; : 7 7777 7 I "mss L S 24 Jun 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit -Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD) SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT WE- DEFSWAP 13-Jan-2015 14...en-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10000 000 00 ,ir.;:i I i3-. CC 232 Subtotal. Equity • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) F NANCLAL LLC ■ SOUTHERN 1.'1_618753BU SOUTI-ERN TWTR N FINANCRL.LLC CALL CALL 18-Dec-2015 (4,1661.03 9-.8 USD f 1 1(k1f/..6) 27.Jan.2016 3896,62000 USD 100 000 10000 389662 35 3700 41 9741 3.221 (61 49i 39) 322.11198 Subtotal: ./.,. ...,2j.:,":4 Fit-Options DealGroupID 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 FxEuro0pl 12-Aug-2014 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75,000.030 OD USD (462.FAXTD03 03) Ch k4 SHORT EUROPEAN PUT 6.1600 ('0,87934) _ [repeated 10 times] Equity-Swap Hybrid db Ticket Counterparty Ref. Entity _ [repeated 19 times] Put/ Call Expiry Date Not.Amt Not.Ccy Subtotal _ [repeated 15 times] Not.Arnt 2 Not.Ccy2 Stnke Price _ [repeated 5 times] __ __ MTM(USD) SOUTHERN TWTR N FINANCIAL, LLC 01.Feb-2016 13.64` CCD 001 USD 364100 106 17267 Statement ID: 182298_20150623_20150624_1 Subtotal: 106.172 67 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-0117341 SDNY_GM_00263525 EFTA01457695