EFTA01457283

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 DERNAT ArE- DEFSWAP I3-Jan-2015 14-Jan-2015 20-Mat2V SELL 10 003 000 00 USD 10000000 00 •JS:i 10000 219 (53334; Subtotal. Equity -OTANI 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 L11_6187538U FINANCIAL LLC 1'41,148176 SOUTHERN TWTR N FINANCIAL. LLC CALL CALL 18-De -2015 :41661.0?; :CI USD 11 trx;33(3"") 27.Jan-2016 3.89662000 lisp 100 000 1 C000 389662 516600 432'3' 14 959 (1115.49405) 1 495938 88 Subtotal: ..1,- Li-:" F: FA-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) 418822243' SOUTHERN FirEurcOpl 12-Aug-2014 834462395 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75,000000 00 USD (462,Q10.00300) Chk4 SHORT EURCPEAN PUT 6.1600 ISO 845 64) Equity-Swap Hybrid db Ticket Counterpart' Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Subtotal Stnke Price MTM(USD) 612676 SOUTHERN WORN FINANCIAL, LLC Ol.Feb-2316 cr "'it: ,ti. ',Or USD 516600 (F31 cr'4 0333r Statement ID Subtotal: ili'31 i''1 ;2 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-0116755 SDNY_GM_00262939 EFTA01457283