EFTA01458025

C6 AL.:: 2:"b Page 2 Of 3 LIN I Shawl' I I II I I I I I SSW I I I I I Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0fedlt • Default 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 NTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT NE- DEFSWAP 13.Jan-2015 14.Jan-2015 20.Mar.2un1 SELL 10 000 000 00 USD 10 003 003 00 .1r,:t I C(CC itiF Subtotal. Satiny . Option db Ticket Counterparty Ref. Entity Put/ Call E>piry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price A1TM(USD) LT4.618753 NY-618176 SOUTHERN LN_6187538ii FINANCIAL LLC SOUTFERN FINANCIAL. LLC CALL CALL 18-De -2015 27.Jan-2016 :4.166.V Tiri 389662000 USD (4.166.0(C) is D 1011.000 10000 38 9662 28289-i FX • Options Subtotal TE t, ..itin DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpl 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL.LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN F)EuroOpt 02-Jol-2015 FINANCIAL, LLC SOUTHERN FxEuroOpt 02,M2015 FNANCLAL, LLC 12-Aug-2015 04-Jan-2016 04-Jrn-2016 04-Ja-2016 04-Jan•2016 14-Aug-2015 OS-Jan-2016 06-Jat-2016 06-Jan-2016 06Jan2016 75,00:K0000 USD 50000600.00 EUR 50000,000.00 EUR 25000600.00 EUR 25.000.030 CO EUR (452993.000 031 Glifil (52.(00600 00) USD (58.2(0600 00) USD (26.250.003 00) LED (28$12.50000) USD SHORT SHORT LONG SHORT LONG EUROPEAN [repeated 5 times] PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 0.00 (553855.48) 254.49639 (337.012211 154.968.83 834462395 497117498/ 1037233558 497117498/ 1037233558 497126993/ 1037255502 497126993( 1037255503 Statement ID : 182298_20150805_20150806_1 Subbtal: (481.402 47) The valuation Information set forth in this statement is prmAded subject 12 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 117780 SDNY_GM_00263964 EFTA01458025