EFTA01458055

Page 2 04 3 amr I I I SAM I al II I IN I I III Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0redi • 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 MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT NiE- DEFSWAP 13.Jan-2015 14.Jan-2015 20-Mar.2un1 SELL 10 000 000 00 USD 10 003 003 00 .133i I CCCC KS 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 Pnce MTM(USD) L14.618753 fiT-618175 SOUTHERN Ltl_5187538u FINANCIAL LLC SOUTFERN FINANCIAL. LLC CALL CALL 180e-2015 :4.1663iXTJ:i USD (4.166,0(i) 27iJan-2016 3896620 CO Lisp 100.030 10000 38 9662 29 5003 . tii FX • Options Subtotal DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Date Not Amt 1 1 Not.Ccy NotAmt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpt 12-Aug-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 F iNANCI.N.. LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LW SOUTHERN F)EuroOpt 02-Jol-2015 FINANCIAL, LLC SOUTHERN FAEuroOpt 024A•2015 FINANCIAL, LLC 12-Aug-2015 04-Jan-2016 04-Jan-2016 04-Ja-2016 04-Jan•2016 14-Aug-2015 75000000M USD 05-Jan-2016 50.000.030.00 EUR 06-Jat-2016 50000000.00 EUR 064an-2016 25000000.00 EUR 06Jan.2016 25000.000.00 EUR (452003.000 83) Ctil (52.000060 00) USD (58.243,000 00) USD (26.250.000 00) LED (28,912.500 00) USD SHORT SHORT LONG SHORT LONG EUROPEAN PUT EUROPEAN PUT EUROPEAN CALL EUROPEAN PUT EUROPEAN CALL 6.1600 1.0400 1.1640 1.0500 1.1565 0.00 (433.059.38) 334.333.26 (265.15905) 202303.34 834462395 497117498/ 1037233558 497117498/ 1037233528 497120993/ 1037255502 497126993f 1037255503 Statement ID: 182298_20150810_20150811_1 Subtotal: (161.61184) The valuation Information set forth in this statement Is provided subject b the berms and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117823 SDNY_GM_00264007 EFTA01458055