EFTA Document EFTA01458527

08 Oct 2015 Pace 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I 1.Jaw2015 1443n-2015 20.Mat.2020 SELL la 009 000 00 LSD ' C. :(i:. 10:1:(1 IS:i I CO:C 428 11.286.613.37) Subtotal t.1 288 5 ID 971 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) LN618753 NV618176 SOUTHERN Ul_618753BU FiNANCIAL LLC SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 :4 le/5M: a5) 274an-2016 3956,62000 USD (4,166.0601 USD 100.000 10000 38%62 298300 509419 0.865 (22 Yk 74i 8651686 Subtotal: 64.011 12 FX • Options 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) 4971174981 1037233558 4971174981 1037233559 4971269937 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02441.2015 FINANCIAL,L1C SOUTHERN FiEuroOpl 0241-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 0241.2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 024u1-2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50008000.00 EUR 064an-2016 50030.000 03 EUR 06-Jan-2016 25.000.000.00 EUR 06-Jan-2016 25.000030.00 EUR (52.000,000 00) USD (58:200.00000) USD Q6.244900 00) USD (28.912.51,0.W) USD SHORT LONG SHORT LONG EURCFEAN EURCPEAN EUROPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (116.82353) 338827.44 (76940 41) 216.368 47 Statement ID : 18229820151007201510081 Subtotal: 362,031 97 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-0118481 SDNY_GM_00264665 EFTA01458527