EFTA Document EFTA01378676

e an coup SOUTHERN FINANCIAL, LLC Request 182298 As of 23 Sep 15 24 Sep 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC p'rod*. 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 P.ITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I 1,Ilaw2015 1443n-2015 20•Mat.2020 SELL I0 OOD 000 00 USD 'C. :CI:. 10:1:(1 IS:i I CO:C Subtotal 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) 01618753 NV6I8176 SOUTHERN Lt1_618753BU FINANCIAL LW SOUTHERN TWIR N FNANCIAL, LLC CALL CALL 18-Dec.2015 274an-2016 :4 te6.1.t 35) 3.896,€2000 USD (4,166.0601 use 100.000 10000 38%62 26.7900 50 4397 0.461 (Sr 2.ab edi 4589417 Subtotal: i 1 I .3";r2 46; FX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) 4971174981 1037233558 4971174981 1037233559 487126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02441.2015 FINANCIAL,I1C SOUTHERN FtEuro0pl 0241-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 0241.2015 FINANCRI., LLC SOUTHERN F1Euro0pt 024d-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 06Jan-2016 06-Jan-2016 06,Ian-2016 50000000.00 EUR 5Q000.000.00 EUR 25.000.000.00 EUR 25000030.00 EUR (52.000,000 00) USD (58:200.00000) USD 126.2%000 00) USD (26312,51,0.00) USD SPORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1,1565 (246 '4' 3 1;•: i 415.489.05 (55.0240) 252.92721 Statement ID: 18229820150923 20150924 1 Subtotal. 2Er; 41835 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-0075900 SDNY_GM_00222084 EFTA01378676