EFTA Document EFTA01458876

e an roup SOUTHERN FINANCIAL, LLC Request 182298 - As of 25 Nov 15 26 Not 2015 Page 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 Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread PNITN(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I 1.Jaw2015 1443n-2015 20.Mat.2020 SELL 10 OOD 000 00 USD 'C. :CI:. 1CI:I :il .ISII I CCCC 2D5 Subtotal 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 TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 274an-2016 :4 le6.1t/a3) 3,866,62000 USD (4,166.001 USD 100.000 10000 389662 26.0600 49 8906 0055 (set.D.3.4.s.) 5,48004 Subtotal: FX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SCUTHERN FiEuroOpl 02,41.2015 FNANCIAL, LW SOUTIERN FiEuroOpl 024I-2015 FINANCIAL, LLC SOUTHERN FicEuroOpt 024A-2015 FINANCIAL, LLC SCUTHERN MuroOpt 02-Jul-2015 FiNANCIAL.LLC 04-Jan-2016 04-Jan.2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 064an•2016 06-Jan-2016 06-Jan-2016 50000600.00 EUR 50000.000.0 EUR 25,000.00.0 EUR 25.000030.00 EUR (52.000000 00) USD (58:20.000) USD (26.2K000 00) USD (26.9€2.50.0) USD SKIRT LONG SPORT LONG ELROPEAN EURCPEAN ELIRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.050 1.1565 (469.053 II) 12.66791 (321 66) 9.280 45 Statement ID: 18229820151125 20151127 1 Subtotal: :,:. 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-0118993 SDNY_GM_00265177 EFTA01458876