EFTA01456496

irTir S SOUTHERN FIRM Request 18 ' As of 03 Jan: !. . .7../17:771:1_, " 77.77 'Wm: El If- , 26 Jan 2015 Page 2 or 2 . n..4 I I I I I I M I I I I I I I I I I Fa I LI ba I MI I I I I I I II I I Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credk - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Nol.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 11Jan.2015 144an-2015 rtIr.:Ar !DAL LLC DERIVAT IVE- OEFSWAP XI-Mai-X20 SELL 10 000 000 00 USD 10 OX 003 00 .1S:i I CCCC 195 (450,319 58) Subtotal r .fr.: 12 ' RI - Options Settlement Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Ccy Not Amt 1 1 Not.Amt 2 Not Ccy 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 47...1•-4--Ci Ei:EuroOot F:NAr.CtAL LLC 13 ' :4 :47 I., HSI: Cl..- :4-EH --r ir"°r-Al. r; *ETC' Subtotal Commodities - Index Derivatives Trade ID Counterparly Trade Type Trade Date Maturity Date Settlement Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 Not Ccy 1 Strike Pnce MTM(USD) SOUTHERN CarnmpaitySwara 13.Jan-2015 13,lai-2016 FINANCIAL, LLC 15.Jan.2316 SHORT ',..3i SSCLLISD • • : : C 1r ( 0 .: USD 25587D9 437 744 345 Subtotal cur 1:408 Statement ID: 182298_20150123_20150126_1 Total- (87,543.33) The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the rotes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0115702 SDNY_GM_00261886 EFTA01456496