28 May 2015
Page 2 Of 3
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
Breda -Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14..bn-2015 20-Mat-2Un1 SELL 10 003 000 00 DSO 1000000000 '.15:3 10000 222 t528 724 1C:
FINANCIAL. LLC DERNAT rVE-
DEFSWAP
Subtotal "2f' .:21. ll.
Equity - Option
db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NITM(USD)
LN618753 SOUTHERN Ul_61875313U CALL 1&Oe-2015 :4,1661.0?: :0) USD 11 Ifx;f0:.) 1 1X100
FNANCIAL LLC
NY.618176 SOUTHERN TWTR N CALL 27.Jan-2016 389662000 USD 100000 389662 :..rii: :,;;:', H
FINANCIAL. LLC
Subtotal
FA- Options
Settlement Not.Ccy Not.Ccy
DealGrouptD 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(USD)
418822243' SOUTHERN ExEurcOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,0000300D USD (4621Ara a3) Cha4 SHORT EURCPEAN PUT 6.1600 13,7600 ',..:3)
834462393 FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __.
Equity-Sxap Hybrid
db Ticket Counterpart' Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Stnke Price MTM(USD)
612676 SOUTHERN TWIT 11 01.Feh2016 (3.54 I CCO 001 USD 36 4100 1 578 753 82
FINANCIAL, LLC
Subtotal: 1,528.753 82
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 oover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117034
CONFIDENTIAL SDNY_GM_00263218
EFTA01457472