EFTA01457983

2:/b Page 2 Of 3 I SI I I I I SSW I I I I I Deutsche Bank AG SOUTHERN FINANCIAL, LLC efadlt • &taut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT WE - DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar2u SELL 10 000 000 00 USD 10 OX 003 00 .1SIt I CCCC 251 Subtotal. Sanity - Option db Ticket Counterparty Ref. Entity Puf/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatitty Fat Price MTM(USD) L14.618753 NY-618176 SOUTHERN LN_6187538u FINANCIAL LLC SOUTFERN FNANCIAL. LLC CALL CALL 1S-De -2015 :4.166..03'C:: 27-Jan-2016 389662000 USD (4.1660(C) is D 100.030 10000 38 9662 292703 FX • Options Subtotal C. Si ., 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) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL. LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LW SOUTHERN FiEuroOpt 02-Jal-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL, LLC 12-Aug-2015 04-Jan-2016 04-Jan-2016 04-Ja-2016 04-Jan-2016 14-Aug-2015 75,000,00000 USD 05-Jan-2016 50000000.00 EUR 06-Jat-2016 50000,000.00 EUR 064an-2016 25000,000.00 EUR 06-Jan-2016 25000000.00 EUR (452093.000 03) CIN (52.(00060 00) USD (58.243,000 00) USD (26.250.00) 00) LED P831250000 USD SHORT SHORT LONG SHORT LONG EUROPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 0.00 1457,70271) 36377422 (279.62518) 217,625.12 834462395 497117498/ 1037233558 497117498/ 10377335E8 497126993/ 1037255502 4971269931 1037255503 Statement ID : 182298_20150803_20150804_1 Sublatal: (155.92855) The valuation Information set forth in this statement Is provided subject lo the Items and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117725 SDNY_GM_00263909 EFTA01457983