EFTA Document EFTA01459166

., SOU ERN FI Request 182298 A As of 22 Dec 15 Jae' 23 Dct; 2:15 Pagi: 2 Of 3 Deutsche Bank AG Duda . Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread kITM(USD) SOUTHERN CDSwapSav BRASOV I I.Jan.2015 1443n-2015 20-Mai-2020 SELL I 0 OOD 000 00 USD i iii .IIiiii I CCCC ...E:l FINANCIAL LLC Subtotal Equity -Option db Tidcet Counterparty Ref. Entity Put/ Cal Enalry Dale NoLAmt NotCcy Quantity Strike Prize Spot Rote Implied Volatility Fair Price MTM(USD) = SOUTHERN TWTRN FINANCIAL. LLC CALL 27-Jan-2016 3,896,620.03 USD 100.000 38.9662 2Z5600 ,:'.1.: SE,?-1 C. a:5 (..:2? ;J.? Subbtal ‘li9.:,,,ii DealGroupiD Counterparty Trade Type Trade Date Maturity Date Settlement NotCcy NotCcy Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Cal Strike NCO MT M(USO) SOUTHERN FfuroCpt 02-all.2015 FINANCIAL, LLC SCUTHEFtN FiEuroOpt 02,1u12015 FINANCIAL. LLC SOUTHERN FxEuroOpt 02-M.2015 FINANCIAL. LLC SOUTHERN FkuroOpt 02412015 FINANCIAL, LLC 04-Jan-2016 04-Jan2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50,000000.00 EUR (52.001000 DO) LSD 064an-2016 50,030,030.00 EUR (58.260.000 00) USD OSJan•2016 25.000.030.60 EUR (262%000.00) USD 06-J '-2016 26.000.000.0) EUR (28.912.50) 00) LEO SHORT LONG SHORT LONG EUROPEAN ELRCREAN ELROPEAN EUROPEAN PUT CALL PUT CALL 1.0403 1.1640 1.0500 1.1565 10.19 1361.13) 51.33 Subtotal: (452 06) &WHY - Sw4P HYbdd db Ticket Counterparty Ref. Entity Putt Call Expiry Date Not.Amt Not.Ccy NotAmt 2 Not.Ccy2 Strike Price FATM(USD) SOUTHERN TWTR N 01-Feb-2016 I2S40,C,C0 00 i USD 75 COO 225 402 29 FINANCIAL. LLC Statement ID 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-0119431 SDNY_GM_00265615 EFTA01459166