EFTA Document EFTA01458824

e an roup SOUTHERN FINANCIAL, LLC Request 182298 f, w. As of 13 Nov 15 16 Noi 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credk - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CDSnapSox BRASOV FINANCIAL LLC 13.Jan-2015 14,bn-2015 20-Mar-2020 SELL 10 000 000 00 USD i. :(i:. 1O:1:(1 IS:i I CO:C 4:9 Subtotal (1 174 (40.57 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) SOUTHERN Lt1_618753BU FiNANCIAL LW SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-0K-2015 :4 I e+3.1t: a3) 27-Jan-2016 3.896,62000 USD (4,166.000 USD 100.0:0 10000 389662 25.1800 56C99 0 121 i.4;:i.ICI III 1208161 Subtotal (35.019s:4 EX • 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) SCOTHERN MuroOpt 02-Ju1.2015 FRANCK, LW SOUTIERN REuroON 02-M-2015 FINANCAL,LLC SOUTHERN FxEuroOpt 02Ju1.2015 FIJANCRL, LLC SCIJTHERN MuroOpt 02-Jul-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000,000.00 EUR 06-Jan-2016 50030000 00 EUR 06-Jan-2016 25.000.0:0M EUR 06,1an-2016 25.000030.00 EUR (52.000.000 00) USD (58:200.00000) USD 126.2Ki000 00) USD (269€2.500.00) USD SNORT LONG SHORT LONG ELRCPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (337.446%) 24,163.49 (231.423 17.56554 Statement ID : 18229820151113201511161 Subtotal: if.72.• 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-0118921 SDNY_GM_00265105 EFTA01458824