EFTA01458374

15 Sep 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC prod* - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySen NotAmt 1 Not.Ccyl Not Ant 2 Not.Ccy2 Rate Spread INI TM ( U SD) C7970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC 11Jan.2015 1443n-2015 20.Mal.2020 SELL la 008 000 00 USD 'C. IC. IOC IC !SI) I CCCC ;t5;i Subtotal Equity -Dolton db Ticket Counterparty Ref. Entity Putt Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LN6I8753 NY-60076 SOUTHERN Lt1_618753BU FINANCIAL LW SOUTHERN TIM N FINANCIAL, LLC CALL CALL 18-Dee2015 :4 I8(3.1t 3) 27-Jan-2016 3896,62000 USD (4,165.CCOI use 100.000 10000 389662 26 9003 53.1933 0.666 (64,0597) 6655821 Subtotal: 2.521 24 FX • Dodoes DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long! Shod Option Style Put/ Call Strike Price MTM(USD) 4971174981 1037233558 49711749W 1037233559 197126993f 1037255502 197126993/ 1037255503 SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL,L1C SOUTHERN FiEuroOpl 024I-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02•Jul-2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 02•Jul-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000000.00 EUR 06Jan-2016 50030.000 03 EUR 06Jan2016 25M0M1000 EUR 06Jan•2016 25)X0030.03 EUR (52.000,000 00) USD (58:200.00000) USD (262'1).00000) USD (28.9 I2.5C0.00) USD SHORT LONG SHORT LONG EURCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1610 10500 1.151E ;21e 0•11,) izi 67609212 (128,76169) 400196.73 Statement ID : 1822982015091420150915_1 Subtotal: 738465 44 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-0118259 SDNY_GM_00264443 EFTA01458374