EFTA01456928.pdf

Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit -Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-20zV SELL 10 003 000 00 DSO 1000000000 tiri.:3 10000 246 (65298',:: : FINANCIAL. LLC DERNAT NE- DEFSWAP Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTHERN Lt1_6187538U CALL 1&Oe-2015 :4166(0303) USD 11 trix;f0:ii I C000 '52 036 3'. i FINANCIAL LLC NY.618176 SOUTHERN TWTR N CALL 27-Jan-2016 3.89662000 lisp 100000 389662 4757W 45 1999 12.509 1.250.87983 FINANCIAL. LLC Subtotal: 1.198.813 52 FTC- Options Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USO) 418822243' SOUTHERN FirfurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000.00300 USD (162.000.000 W) Mil SHORT EURCPEAN PUT 6.16W (3 207 2 - :: 834462343 FINANCIAL NW Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD) 612676 SOUTHERN - vi: - :: ... Cl., (b.2. ' i'i USD 48(.800 51 123 23 FINANCIAL, LLC Subtotal 51.123 23 Statement ID : The valuation Information set forth in Mrs 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) DB-SDNY-0116273 CONFIDENTIAL SDNY_GM_00262457 EFTA01456928