EFTA Document EFTA01457690

I 23 Jun 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0redit • 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 CREDIT BRASOV 13-Jan-2015 14,13n-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 1000000000 ,iI.,:i I i3:60 239 ., • - FINANCIAL. LLC DERNAT WE - DEFSWAP Subtotal. EllaITY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) SOUTHERN LN_6187538U FINANCIAL LLC SOUTI-ERN TWTRN FrIANCAL.LLC CALL CALL 18-Dec-2015 :4,166.V :0) USD i 4 1 rkTfi(T) 27.Jan-2016 3.89662000 USD 100000 1 0000 389662 35 5503 40 844 3199 152 €748`.) 319.849 32 Subtotal: 267.674 47 Fit -Options DealGrouptD Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN Frf urcOpl 12-Aug-2014 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75,000000 OD USD (4621.0/.000 a3) Cha4 SHORT EURCPEAN PUT 61600 9 779 01) _ _ _ _ _ _ _ _ _ _ EWty—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 FINAICIAL, LLC 01.Feb-2016 1354 1 CCO 00i USD 36 4100 88 078 20 Statement ID :MIIIIIIIIMUIPIIIIIIIIMPIPMM Subtotal 88 078 20 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 117335 SDNY_GM_00263519 EFTA01457690