EFTA Document EFTA01458667

e an coup SOUTHERN FINANCIAL, LLC Request 182298 As of 13 Oct 15 14 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccyl Not Amt 2 NoI.Ccy2 Rate Spread LI TM ( USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL LLC I 1Jan-2015 14,13n-2015 20-Mar-2020 SELL la OOD 000 00 USD 'C. :CC 10:1:(1 is:.' 1 CO:; 47' Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USO) LT46I8753 NY-6I8176 SOUTHERN Ltl_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec-2015 ;4 ILS.M; 95) 27-Jan-2016 3866,62000 USD (4,166.00(.6 usD 100.000 10000 389662 (17.422.91) 62363 19 Subtotal: 44.880 28 EX • 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 MuroOpt 0241.2015 Flatlet/4,11C SCUTHERN REuroOpl 0241-2015 FINANCIAL, LLC SOUTHERN FAuroOpt 0241.2015 FINANCIAL, LLC SOUTHERN hiEuroOpt 024u1•2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000000.00 EUR 06Jan•2016 50030.030 00 EUR 06-Jan-2016 25==e° EUR 06-Jan-2016 25000030.00 EUR (52.000,000 00) LSO (58:200.00000) USD (26.250.000 00) USD (26.9 I2,51,0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (6973365) 499.367.12 (46.241 id) 314.12493 Statement ID: 18229820151013 20151014 1 Subtotal: 697,51695 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-0118679 SDNY_GM_00264863 EFTA01458667