r77.1-71:77 we 7,-;sli C6 Fib 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC ()radii • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread 14 TM ( USD) SOUTHERN CREDT RI.AI:CIA L I 0 I:1FR ',AT 1.*- 13,14n-2015 14-Jan-2015 20-Mar-X420 SELL JO 000 000 00 USD 10030 COD DO is.) I cccc 225 Subtotal Equity • Option db Ticket Counterparty Ref Entity • Put/ Ca!! Expiry Date Not. Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce MTM(USD) S0L ir-L- RI . 27...14i•2015 ' 2S6 620 00 USD 100 000 385662 4 ANC r.4 i. GRIII II IC Subtotal EX • Options Trade ID Counterparty Trade Type Trade Date Matunty Date Settlement Not. Ccy Not Ccy Date Not. Amt 1 1 Not. Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) FINANCIAL LLC ■ SOUTHERN ExEurcOpl 12-Aug.2014 12-Aug-2015 14-Aug-X15 75 CCID COO 00 USD Cl,H SHORT ELRCPEAN PUT 616W !C-rr i:K, ?:...II Subtotal: r . ERA,— SWAP Hybrid db Ticket Counterparty Ref Entity Pull Call Expiry Date Not Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) SOUTHERN 01-Feb-2016 (3,24,620 00) USD 38 9662 FINANCIAL GROUP INC Statement ID : 20150130_20150202_2 Subbtal: 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-0 115849 SDNY_GM_00262033 EFTA01456603