EFTA Document EFTA01457665

. '747.73 :77 7 trnh 15 An 2015 Pace 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD) SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT1VE- DEFSWAP 13-Jan-2015 14-..bn-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10070.00300 (S.) I i3:02 23 7 Subtotal. Equity • Orton db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price kITM(USD) FILANCLAL LLC ■ SOUTHERN Ltl_6187538U SOUTI-ERN TWTRN FINANCRL.LLC CALL CALL 18-Dec-2015 (4166.03 33) USD i it I rii;.CW) 27.Jan-2016 3896,62000 lisp 100000 10300 389662 35 9003 40 2165 3.377 337 670 % Subtotal: 25.'. u24 45 FX- Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN FxBurcOpl 12-Aug-2014 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75,01:0.0300D USD (462.010.020001 Chail SHORT EURCPEAN PUT 6.1600 07.61731) Equity-Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Subtotal Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD) SOUTHERN TWTRN 01-Feti-2016 (354 1 WO CO) USD 36 41W 52 322 49 RHA(CML, LLC Statement ID Subtotal 52 322 49 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-0 117299 SDNY_GM_00263483 EFTA01457665