EFTA Document EFTA01457677

"7.1 7.1! :r."1 ejrni vir. 7,7_ 71.7.7 18 Jun 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit -Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERWAT rVE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Alai-20N SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 231 1552070 r:; Subtotal. Equity • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTHERN Ul_61875313U FNANCIAL LLC NYB18176 SOUTHERN TWTR N FINANCIAL. LLC CALL CALL 18-Dec-2015 :4166(0307) USD 11 lax;a2V.) 27..Jan.2016 389662000 USD 100 000 11X100 389662 346900 41 7134 2.957 68 6S6 1:2: 295 75103 Subtotal: 22 X15 3b FX- Options DealGrouplD 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) 418822243' SOUTHERN Frf urcOpl 12-Aug-2014 834462393 FINANCIAL LLC 12Aug-2015 14-Aug-2015 75000.000 OD USD (462A-fa a3) Cha4 SHORT EURCPEAN PUT 6.1600 (10887 93) _ _ _ _ _ _ _ _ _ _ Equity-Swap Hybrid db Ticket Counterparty Ref. Entity _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Put/ Call Expiry Date Not.Amt Not.Ccy Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Not.Arnt 2 Not.Ccy2 SInke Price _ _ _ _ _ __ __ __. MTM(USD) 612676 SOUTHERN TVVTR N FINATCIAL, LLC 01-Feb-2016 0.04 I CCO 00) USD 36 4100 17360588 Statement ID 182298_20150617_20150618_1 Subtotal: 173.605 88 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the oover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117317 SDNY_GM_00263501 EFTA01457677