EFTA01458700

20 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.Mae2020 SELL la OOD 000 00 LSD 'C. :CC. CCU CC ir,D I CCCC 137 (131161623) Subtotal: (1.311 0I6:331 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) LN6ITI753 NV6l8176 SOUTHERN Ul_618753BU FINANCIAL LW SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec-2015 :4 I L73.1t a2) USD (4,166.0301 274an-2016 3,696,62000 USD 100.000 I0000 389662 (11,874.84) 8653725 Subtotal: 74 782 41 FX • Op0ons 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 02-Ju1.2015 FINANCIAL, LW SOUTHERN FiEuroOpl 02-M-2015 FINANCAL,LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 0241-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2018 04-Jan-2016 04-Jan-2016 06-Jan-20I6 50000600.00 EUR (52.000000 00) USD 06dan-2016 50.030.030 00 EUR (58:20.000) USD 06-Jan-2016 25600600.00 EUR (26250,01X70) USD 06-Jan-2016 25.000030.00 EUR (26,3€2.50.0) USD SPORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 10500 1.1565 (7433561) 385242.30 (t9.751 16) 246.349.17 Statement ID: 18229820151019201510201 Subtotal: 507,504 70 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-0118727 SDNY_GM_00264911 EFTA01458700