EFTA01458671

150ct 2015 Page 2 Of 3 Deutsch* Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not Amt 2 No1.Ccy2 Rate Spread (NITM rd SD) SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 11,1an-2015 14,bn-2015 20-Mar-2020 SELL IS 000 000 00 USD I :CC 10:1:(1 IS:i I cccc Subtotal Many -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) SOUTHERN Ul_618753BU FINANCIAL LW SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec.2015 (4 I e+3.1.t a3) USD (4,166.080 274an-2016 3,866,62000 use 100.000 10000 389662 (15.369.Oej 64.00266 Subtotal: 48.633 58 EX • 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/ Call Strike Price MTM(USD) SCUTHERN F,Euro0pt 02-Ju1.2015 FHANCIAL, 1.1C SOUTIERN FtEuro0pl 0241-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL, LW SOUTHERN F1Euro0pt 024ot-2015 FINANCIAL. LW 04-Jan-2016 [repeated 4 times] 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD 064so2016 50030.00000 EUR (58:200.00000) USD 06-Jan-2016 25.COO.000.00 EUR (26.250.CU 00) USD 06-Jan-2016 25000030.00 EUR (26.9€2,504).00) USD SNORT LONG SHORT LONG ELRCPEAN EURCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.050D 1.1565 (55284 12) 593.458.49 (38901 :a) 370.122.66 Statement ID : 18229820151014201510151 Subtotal: 871295 80 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-0118685 SDNY_GM_00264869 EFTA01458671