EFTA Document EFTA01458504

"7.1 7.1! :TT TerrIn wr i.:TM' 7,7_7.1.."...77 C6 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade 10 Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date 6uySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754)4 SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC 13,law2015 1443n-2015 204.1ae2020 SELL I0 000 06000 USD ' C. :CI:. 10:1:(1 IS:i I CO:C M.-.4 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) LN618753 NY618176 SOUTHERN Ul_6187536U FINANCIAL LW SOUTHERN TIM N FINANCIAL, LLC CALL CALL 18-Dec.2015 :4 I C6.1.t a5) 274an-2016 3896,62000 USD (4,166.030 USD 100.000 10000 389662 28.1500 497149 0.541 (3420).60) 54.06232 Subtotal: 19.802 32 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 02-Ju1.2015 FINANCIAL, LLC SOUTHERN FiEuroOpl 02-..NI-2015 FINANCAL,LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 02•Jul-2015 FINANCIAL. LW 04-Jan-2016 [repeated 4 times] 06-Jan-2016 50000000.00 EUR 064an•2016 50.03003003 EUR 06-Jan-2016 25.030.60000 EUR 06-Jan-2016 25.000030.00 EUR (52.001000 00) USD (58:20.000) USD (26.250.0000) USD (29.9€2.50.0) USD SHORT LONG SHORT LONG ELRCPEAN [repeated 4 times] PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (142.98626i 342.742.63 ^32.158 78) 217.82007 Statement ID: 18229820151005201510061 Subtotal: 325,417 66 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-0118452 PROT1 PROT0