EFTA Document EFTA01457880

Deutsch* Bank AG 15 ,.kd 2015 Page 2 Of 3 SOUTHERN FINANCIAL, LLC Cnda-0efaukSwap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 144n-2015 20-Mar-2un1 SELL 10,000.000 00 LSO FINANCIAL. LLC DERNATrVE- DEFSWAP 10 OCO 000 00 USD I CCCC 238 Subtotal. Equity • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce MTM(USD) SOUTI-ERN LN_6'F.-!'.4fil : CALL '.c ;:c;.:.6.:: :4.166,;:a;a3) USD (4.1fi1,CGC) FINANCIAL LLC SOUTFERN CALL 27,1an-2016 3998.62000 .jsr) 100.030 FNANCIAL,LLC I C000 38 9662 357700 1' (,.R, 3 593 145'53 H 159 194 39 Sublobal: il4I.ILI z", Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 I Not Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN FkuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75000,000.00 USD (452,003000 93) CM FINANCIAL, U.0 SOUTHERN FEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50000.030.00 EUR (52.000.000 00) USD FINANCIAL. LLC SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Ja1-2016 50800600.00 EUR (58.2K000 00) USD FINANCIAL. LLC SOUTHERN FiEuroOpt 02-Jul-2015 04-Jan-2016 OSJart-2016 25000000.00 EUR (26.250040 00) LSD FINANCIAL, LLC SOUTHERN FiEuroOpt 02-JJI-2015 04-Jan-2016 06-Jan-2016 25000.030 00 EUR (28,912.500 00) USD FINANCLAL, LW SHORT SHORT LONG SHORT LONG EUROPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT 6.1600 PUT 1.0400 CALL 1.1640 PUT 1.0500 CALL 1.1565 (?00 62) (533,0€684) 465.485.93 (353.427621 276.12603 Statement ID : 182298_20150714_20150715_1 Subtotal: (207 212 12! The valuation information set forth in this statement Is provided subject 12 the berms and conditions set forth in the notes on the cover sheet c. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117588 SDNY_GM_00263772 EFTA01457880