EFTA Document EFTA01381067

Page 2 Of 3 amr I I I SAM I al II I IN I I III Deutsche Bank AG SOUTHERN FINANCIAL, LLC Ored0 • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread mTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT WE- DEFSWAP 13.Jan-2015 144an-2015 20-Mar-2u SELL 10 000 000 00 USD Ion 000 00 .1Tif I CCCC KS Subtotal "laity - Option db Ticket Counterparty Ref. Entity Put/ Call E>pay Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Pnce MTM(USD) U4.618753 NY-618176 SOUTHERN 10_6187538u FINANCIAL LLC SOUTFERN FNANCIAL. LLC CALL CALL 180e-2015 27.Jan-2016 :4.1 68 .TO:, "Cii 3896620 CO USD (4.166JYAT) Lisp 100.030 10000 38 9662 29500 , .i.i FX • Options Subtotal DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(t1SO) ra22243, 814462395 497117498/ 1037233558 497117498/ 1037233559 497126993/ 1037255502 497126993r 1037255503 SOUTHERN FkuroOpt 12-Aug-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL. LLC SOUTHERN F,Euro0pt 02-Jul-2015 FINANCIAL, LLC SOUTHERN F)EuroOpt 02-Jol-2015 FINANCIAL, LLC SOUTHERN F>Euro0pt 02-Ju1.2015 FINANCIAL, LLC 12-Aug-2015 04-Jan-2016 04-Jen-2016 04-Jan-2016 04-Jan•2016 14-Aug-2015 05-Jan-2016 06-Jat-2016 064art-2016 06Jan2016 75,000,0110.00 USD 50.000.030.00 EUR 50,000,000.00 EUR 25,000,000.00 EUR 25,000,000.00 EUR (462,0DTLCCO D31 CliN (52.000)380 00) USD (58.243,000 00) USD (26.250.003 00) LED (28,912.500 00) USD SHORT SHORT LONG SHORT LONG EURCPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 0.00 (433069.38) 334.333.26 (255.159051 202303.34 Statement ID : 182298_20150810_2015081 1_1 Subtotal: (161.61184) The valuation Information set forth in this statement Is provided subject b 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-0079804 SDNY_GM_00225988 EFTA01381067