EFTA01458491

05 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC prod* - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not Ant 2 Not.Ccy2 Rate Spread I.ITtA(dSD) 07970754)4 SOUTHERN CDSwapSov BRASOV FINANCIAL, LLC 11.Jaw2015 1443n-2015 20•Mar.2020 SELL la 000 (00 00 USD 'C, :(i:, 10:1:(1 IS:i I (LC 412 Subtotal t,1 255 823 51! 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) LN618753 NY-618176 SOUTHERN Ul_618753BU FtIANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 :4 I FT3.1t 05) 27-Jan-2016 3,696,62000 USD (4,166.0201 USD 100.000 10000 38%62 26.3103 5320% 0.417 (35.180.53) 41,743.33 Subtotal: 5.56280 FX • Dodoes 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) 4971174981 1037233558 4971174981 1037233559 4971269937 1037255592 497126993/ 1037255503 SOUTHERN FiEuroOpt 0241.2015 FINANCIAL,L1C SCUTHERN FiEuroOpt 02-..NI-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02•Ail•2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 024I-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000,000.00 EUR 064an2016 50030030 00 EUR 06-Jan•2016 25.COO.000.00 EUR 06•Jan•2016 25900030.00 EUR (52.000,000 00) USD (58:200.00000) USD (26.2%000 00) USD (26912,504:.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0403 1.1640 1.0500 1.1565 (13560285) 447,646.49 (87.421 75) 279.088.30 Statement ID : 182298_2015100220151005_1 Subtotal: 502,510 19 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-0118437 SDNY_GM_00264621 EFTA01458491