EFTA01458406

Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread PNITM(U SD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I 1.Jaw2015 1443n-2015 20.Mat.2020 SELL I0 OOD 000 00 USD 'C. :(i:. 10:1:(1 IS:i I CO:C ...4:l Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LT4618753 NV6l8176 SOUTHERN Ul_618753BU FINANCIAL LLC SOUTHERN TIM N FINANCIAL, LLC CALL CALL 18-Dec-2015 ;4 ter5.1.t 05) USD (4,166.0301 274an-2016 3,896,€2000 USD 100.000 10000 389662 (45 RC; 78) 48 415 77 Subtotal: 3.12699 FX • Opdons 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/ Cali Strike Price MTM(USD) 497117498i 1037233558 49711749W 1037233559 4971269937 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL,L1C SCUTHERN FtEuro0pl 0241-2015 FINANCAL,LLC SOUTHERN PeroOpt 02•AII•2015 FINANCIAL, LLC SOUTHERN F)Euro0pt 0241-2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50.OO0.000.O0 EUR (52.0),000 00) USD 06dan-2016 50.000.000.00 EUR (58:2).0))) USD 06-Jan-2016 25.000.000.00 EUR (26.250.CU 00) USD 06-Jan-2016 25.000030.00 EUR (28.9 I2.5).00) USD SHORT LONG SHORT LONG EVRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 10500 1.1565 .7.6.057 F5 i 408,091 21 (I 60.935 01) 248.414.69 Statement ID: 1822,3820150922_201509231 Subtotal: 739,849 22 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-0118302 SDNY_GM_00264486 EFTA01458406