EFTA01458432

e • an roup SOUTHERN FINANCIAL, LL Request 182298 As of 25 Sep 15 -"LT, 7 7177 ri 28 Sep 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0W* - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread PNITM(USD) 07970754M SOUTHERN CDSwapSay BRASOV FINANCIAL. LLC I 3,law2015 1443n-2015 204ae2020 SELL la OOD 000 00 USD 'C. IC. CCU CC r,:i I CCCC Subtotal Equity -Option db Ticket Counterparty Ref. Entity Putt Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LN6I8753 NY-618176 SOUTHERN 111_618753BU FtIANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 :4 I ef3.1t 3) 27-Jan-2016 3896,62000 USD (4,166.CCOI us() 100.000 10000 389662 25.2900 53 0599 0,344 (57.684.44 34,391.76 Subtotal: (23.292.66) EX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long! Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i 1037233558 49711749EW 1037233559 497126993f 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02461.2015 FINANCIAL,L1C SCUTHERN FiEuroOpl 02M-2015 FINANCIAL, LLC SOUTEERN FiEuroOpt 02•Jul•2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 02461.2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-20I6 50000,000.00 EUR 06Jan•2016 50030.030 00 EUR 06-Jan-2016 25.COO.000.00 EUR 06-Jan-2016 25000030.00 EUR (52.000,000 00) USD (58:200.00000) USD (26.250.00000) USD (28.9 l2.51,0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EUROPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (216.559 85) 423578.55 (137.01066) 258.995 83 Statement ID : 18229820150925201509281 Subtotal: 329003 87 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-0118345 SDNY_GM_00264529 EFTA01458432