EFTA01457472

28 May 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Breda -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 rVE- DEFSWAP 13-Jan-2015 14..bn-2015 20-Mat-2Un1 SELL 10 003 000 00 DSO 1000000000 '.15:3 10000 222 t528 724 1C: Subtotal "2f' .:21. ll. Equity - Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NITM(USD) LN618753 SOUTHERN Ul_61875313U FNANCIAL LLC NY.618176 SOUTHERN TWTR N FINANCIAL. LLC CALL CALL 1&Oe-2015 :4,1661.0?: :0) USD 11 Ifx;f0:.) 27.Jan-2016 389662000 USD 100000 1 1X100 389662 :..rii: :,;;:', H Subtotal FA- Options DealGrouptD 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 ExEurcOpt 12-Aug-2014 834462393 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75,0000300D USD (4621Ara a3) Cha4 SHORT EURCPEAN PUT 6.1600 13,7600 ',..:3) _ [repeated 10 times] Equity-Sxap Hybrid db Ticket Counterpart' Ref. Entity _ [repeated 19 times] Put/ Call Expiry Date Not.Amt Not.Ccy _ [repeated 6 times] Not.Arnt 2 _ [repeated 4 times] Not.Ccy2 Subtotal _ [repeated 5 times] Stnke Price _ [repeated 5 times] __ __ MTM(USD) 612676 SOUTHERN TWIT 11 FINANCIAL, LLC 01.Feh2016 (3.54 I CCO 001 USD 36 4100 1 578 753 82 Statement ID : Subtotal: 1,528.753 82 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 117034 SDNY_GM_00263218 EFTA01457472