EFTA01458401

e • an roue SOUTHERN FINANCIAL, LL Request 182298 As of 21 Sep 15 -"LT, 7 7177 ri 22 Sep 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 SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) C79707544 SOUTHERN CDSwapSay BRASOV FINANCIAL LLC I 1.Jan.2015 14.44m-2015 20.Ma,.2020 SELL 10 000 000 00 USD 'C. :i..i:. 10:1:(1 IS:i I CO:C C12 I ; Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) Lt46I8753 NY-618176 SOUTHERN '11_618753BU FrIANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 ;4 IF+3.1.t a3) 27-Jan-2016 3696,62000 USD (4,i6G.0001 ugg 100.000 10000 389662 27.3800 49 7519 0539 (44,9661:6) 5387783 Subtotal: 8.912 77 EX • Options DealGroup1D 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) 497117498i 1037233558 497117498E 1037233559 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02-14.2015 FINANCIAL, LW SCUTHERN FtEuro0pl 0241-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02•AII•2015 FINANCLN.,11C SOUTHERN F1Euro0pt 0241.2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000000.00 EUR 0SJan-2016 50030.000 03 EUR 06-Jan-2016 25.000.000.00 EVR 06-Jan-2016 25000030.00 EUR (52.000,000 00) USD (58:200.00000) USD (26.250.04X100) USD (26.9€2.50).00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.050D 1.1565 (212.478%) 452,13207 (13360469) 215.56292 Statement ID : 182298_2015092120150922_1 Subtotal: 38L611 41 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-0118296 SDNY_GM_00264480 EFTA01458401