EFTA01457482

7.1! :r."1 larni vir. 7,77_71.7.7 01 Jun 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf. Date Maturity Date BuySell Not.Amt 1 Notecyt Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14..bn-2015 20-Mat-20N SELL 10 003 000 00 LSO FINANCIAL. LLC DERNATrYE- DEFSWAP 10000000 00 irt.:3 10000 229 (554 307 111: 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) LFT618753 SOUTHERN Lt1_6187538U CALL 18-Dec-2015 t4.166.CW Iii USD 11 lax;f0::) FNANCIAL LLC NY.618176 SOUTHERN TWTR N CALL 27..Jan.2016 389662000 USD 100 000 FINANCIAL. LLC 10000 389662 3667W 40 W5 3.874 387 372 96 Subtotal: '- "S 7"ri FA-Options Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 418822243' SOUTHERN FtEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug•2015 75,000.00000 USD (462.Q10.W) 03) Cha4 834462396 FINANCIAL LLC SHORT EURCPEAN PUT 6.1600 (3o Se7 U) _. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. __. ap Hybrid Eq db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Subtotal __. __. __. __. __. __. __. __. .._ __. .._ __. .._ __. .._ Not.Arnt 2 Not.Ccy2 Stnke Price __. __. __a __. .._ __. __. __. MTM(USD) 612676 SOUTHERN TWTR N 01.Fe0-2016 13.64 1 CCO 001 USD FINANCIAL, LLC 3641W I 503 290 08 Statement ID 182298_20150529_20150601_1 Subtotal: 1,503 290 Oa The valuation information set forth in thrs 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 117047 SDNY_GM_00263231 EFTA01457482