16 Sep 2015 Pace 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 Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread IITtA(dSD) 07970754)4 SOUTHERN CDSwapSov BRASOV FINANCIAL, LLC 11.Jan-2015 14,bn-2015 20-Mat-2020 SELL la 00D I:00 00 USD 'C, :i:i:. 10: 1 :( 1 IS:i I CO:; 3C, Subtotal t1045 154 071 Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) Lt4618753 NV-618176 SOUTHERN Lt1_618753BU FINANCIAL LLC SOUTHERN WHIN FINANCIAL, LLC CALL CALL 18-Dec-2015 :4 1 Fa3.1t aC) 27-Jan-2016 3,696,62000 USD (4,166.004 USD 100.000 10000 389662 27.1703 521778 0.645 (63,775.02) 64503.42 Subtotal: 728 40 FX • 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 4971269937 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL,L1C SOUTHERN FiEuroOpl 0244-2015 FINANCAL,LLC SOUTHERN FiEuroOpt 0244I•2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 02•Jul-2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000600.00 EUR 064an-2016 50.030.030 00 EUR 06-Jan•2016 25.000.000.00 EUR 06•Jan•2016 25.000030.00 EUR (52.000,000 00) USD (58:200.00000) LED (26.2Ki600 00) USD (26.9 (2.51,0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 10500 1.1565 (204.6324 636727.71 (12291096) 380255 18 Statement ID: 1822,3820150915_20150916_1 Subtotal: 687,538 99 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-0118265 SDNY_GM_00264449 EFTA01458379