e an roup SOUTHERN FINANCIAL, LLC Request 182298 f, w. As of 09 Nov 15 10 Nor 2015 Page 2 Of 3 Deutsche Bank AG SOUTHEFtN FINANCIAL, LLC Credit •Ostault Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date 8uySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL LLC I I.Jan.2015 14.43n.2015 20.Mai.2020 SELL la OOD 000 00 USD 'C. "4:i:. 1O:1:(1 IS:i I CO:C 395 II l':‘!". .' : • :. 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) SOUTHERN 111_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 ;4 ID32.t; a5) 27-Jan-2016 3016,620 C0 USD (4,166.114201 USD 100.000 10000 38 9662 27.0903 491254 0.165 (38,095M) 16517.90 Subtotal: (21x77.79) RI • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN FiEuroOpl 02-Ju1.2015 FlIANCIAL,L1C SCUD-ERN REuroOpl 02-M-2015 FINA14ClAL, LLC SC*JTFERN FxEuroOpt 02-Ad-2015 FIANCRI., LLC SCUTHERN MuroOpt 02-Jul-2015 FILANCUIL,LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000,000.00 EUR OSJan-2016 50000.000.00 EUR 06-Jan-2016 25):00A000 EVR 06-Jan-2016 25000030.00 EUR (52.000,000 00) LED (58:200.00000) USD (26.71400 - 00) USD (26.9 l2.51,0.00) LED SHORT LONG SHORT LONG EUROPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PUT CALL 1.0400 1.1640 1.0500 1.1565 pits rez 10) 24,093.01 (232.24154) 17.955.90 Statement ID Subtotal: 1535.474 ::: 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-0118885 SDNY_GM_00265069 EFTA01458800