EFTA Document EFTA01456490

erm" • es an raup 23 Jan 2015 Page 2 Of 2 SOUTHERN FINANCIAL, LLC Request 182298 As of 22 Jan 15 Deutsche Bank AO SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 14-Jan-2015 20-Mai-2920 SELL FINANCIAL LLC DERNAT NE- DEFSWAP 10 000 000 00 USD 10 030 003 00 CS.) I CCCC 97 Subtotal. - F% -Options Settlement Not Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 Not Ccy 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243' SCOTHERN Fx.EurcOol 12-Aug-2014 12-Aug-2015 14-Aug-2015 75000 COO W NS 0 834462395 FINANCIAL LLC ' "..C.I.x3e(i 93i Clki SHORT EUROPEAN 6 999 Subtotal Commodities - Index Derivatives Settlement Trade ID Counterparty Trade Type Trade Date Maturity Date Date Long/ Short Option Style Rue Call Ref. Entity Not Amt 1 Not Ccy 1 Strike Pnce MTM(USD) 454197&i9( SOUTHERN CarnmcadySiyaray 13.Jan-2015 13-am-2016 15:an.2316 SHORT 926017511 FINANCIAL. LLC ',..O1.SS_C. ... -,' i):: CI:CD:CO::: USD 255 8709 392 570 67 Subtotal: 392 570 67 Statement ID: 182298_20150122_20150123_1 Tait (108.538 01) 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-0115694 SDNY_GM_00261878 EFTA01456490