EFTA01458510

07 Oct 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754)4 SOUTHERN CDSwapSov BRASOV FINANCIAL, LLC 11Jaw2015 1443n-2015 20.Mat.2020 SELL la 000 000 00 LSD 'O, :CC :CO IC JO,D I CCCC 387 ii I4, -, . • Subtotal "i' 1; 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) Lt4618753 NV6I8176 SOUTHERN U1_61875380 FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-0K-2015 :4 I ecilt a5) 27-Jan-2016 3,666,62000 USD (4,166.030 use 100.000 10000 389662 27.6200 51 0497 0.499 (33,734.51) 49893 28 Subtotal 16.158 TI FX • 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 49711749W 1037233559 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL,L1C SOUTHERN FiEuroOpl 024I-2015 FINANCIAL, LLC SOUTHERN FAutoOpt 024d-2015 FINANCIAL, LLC SOUTHERN F1Euro0pt 02-Ju1.2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000000.00 EUR 08Jan•2016 50.030000 03 EUR 06-Jan-2016 25.03093030 EUR 06-Jan-2016 25.000030.00 EUR (52.000,000 00) USD (58:200.00000) USD (262'140000) USD (26.3 I2,51,0.30) USD SHORT LONG SHORT LONG EURCFEAN EURCPEAN EUROPEAN ELRCPEAN PUT CALL PVT CALL 1.0403 1.1640 10500 1.1565 (120.167 27) 402,966.42 (77.9`$ 48) 253.48283 Statement ID : 18229820151006201510071 Subtotal: 458,325 33 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-0118460 SDNY_GM_00264644 EFTA01458510