EFTA01458929.pdf

09 Dee 2015 Page 2 Of 3 Deutsche Bank AG Creda - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread PNITM(USD) SOUTHERN CDSwapSov BRASOV 13-Jan-2015 14,bn-2015 20-Mar-2020 SELL la 000 000 00 LSD I (C:=..._1 IS:i I CO:C 15I FINANCIAL. LLC Subtotal Equity -option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) SOUTHERN LN_6187538U CALL 18 -Dec-2015 (4.'66000r) USD (4,166.004 10000 (27,96)23) FiNANCIAL LLC ■ SOUTHERN TWTRN CALL 27-Jan-2016 3 89662003 USD 100.000 389662 74 9903 569389 0036 357144 FINANCIAL. LLC Subtotal: (24.3887: FX • Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN MuroOpt 024.d.2015 04-Jan-2016 06-Jan-2016 50000.000.00 EUR (52.000,C00 00) USD SNORT ELRCFEAN PUT 1.0403 (48312%) FILANCIAL,L1C SOUTIERN REuroOpl 02-M-2015 04-Jan-2016 06Jan2016 50036000 00 EUR (58:200.00000) USD LONG ElFtOPEAN CALL 1.1640 3,61663 FtlANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25.E00.0:00.00 EUR (28244000 00) USD SNORT EURCPEAN PVT 1.050D (43286.70) FFANCRI., LLC SOUTHERN FilEuroOpt 02-Jui.2015 04-Jan-2016 06,Ian-2016 25003,03603 EUR (28.912.5&100) USD LONG ELRCPEAN CALL 1.1566 3384.05 FINANCIAL. LLC Subtotal: (84.600.71) Statement ID : 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) DB-SDNY-0119076 CONFIDENTIAL SDNY_GM_00265260 EFTA01458929