EFTA01458688

16 Oct 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I 1Jan.2015 1443n-2015 20.Mal.2020 SELL 10 OOD 000 00 LSD 'C. :CC IOC CII: .ISII I CCCO 403 II.F.k3 .:) ,::, Subtotal (1 I93 159E, 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) LN6I6753 NY-60076 SOUTHERN Lt1_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec-2015 (4 I t73.1,t a2) USD (4,166.004 27-Jan-2016 3696,62000 USD 100.000 10000 389662 (13 624 Kt 65942 75 Subtotal: 52.118 36 FX • Opdons 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 4971269937 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02421.2015 FINANCIAL, LW SOUTHERN FiEuroOpt 02-JA-2015 FINANCAL,LLC SOUTHERN FiEuroOpt 02•Ail•2015 FINANCRL, LLC SOUTHERN FilEuroOpt 02•Jul-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-20I6 50003000.00 EUR (52.003000 00) USD OSJan•2016 50.030030 00 EUR (58:20.000) USD 06-Jan-2016 25.030.600.00 EUR (26.2Ki.000 00) USD 06-Jan-2016 25.003030.00 EUR (26.9 I2.51,0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELIRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (64,504.49) 504,114.09 (42888 16) 317.14070 Statement ID: 1822,3820151015_201510161 Subtotal: 71386214 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-0118707 SDNY_GM_00264891 EFTA01458688