EFTA01458711

r et sc e :an ro SOUTHERN FINANC Request 182298 t* As of 20 Oct 15 Tr:IME1:k1P71.7177 AM\ 21 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cradt - Defaut Swap Trade ID I Counterparty Trade Type Ref. Entity Trade Date Et. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread INITM(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC 13-Jan-2015 1443n-2015 20-Mar2unl SELL 19 MO 000 00 LSD 'C. :(i:. ICC I.PI.i !SI) I CCCC 1C2 Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatiity Fair Price MTM(USD) SOUTHERN Ul_618753BU FtlANCIAL LW SOUTHERN TWTR N FINANCIAL. LLC CALL CALL 18-Dec-2015 t4.166,000 OD) 27,1an-2016 3896.62000 USD (4.i06.fXYi1 USD 100.000 10000 389662 309100 498233 0.894 (11177.32) 89,356.11 Subtotal: 78.178 79 FX - Oplions DealGrou • 0 Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) SOUTHERN F)EuroOpt 02-M-2015 Ft4ANCIAL,LIC SOUTIERN F)Euro0pl 02-M-2015 FRANCK, LLC SOUTHERN F)EurcOpi 02-Ju1.2015 FISANCRL, LLC SCUTHERN FxEuroOpt 02-Jul-2015 FILANCLAL, LLC 04-Jan-2016 04-Jan-2016 04-Jan2016 04-Jan-2016 06Jan-2016 50,000930.00 EUR 064n2016 50.030030 00 EUR 06-Jan-2016 25.O0.000O0 EVR (52.O0,00000) USD — (58:200.00000) USD 126.2Ki000 00) USD (26.9 I25C0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN FLIT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (6.5n1 48) 415.35287 (43.719 .Q) 265.65584 06,Ian-2016 25.000030.00 EUR Statement ID Subtotal: 572,067 81 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-0118747 SDNY_GM_00264931 EFTA01458711