EFTA Document EFTA01456515

ling" • e an raup 29 Jan 2015 Page 2 Of 2 SOUTHERN FINANCIAL, LLC i Request 182298 As of 28 Jan 15 Deutsche BenkAG 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.Amt 2 Not.Ccy2 Rate Spread MTM(USD) 07970754M SOUTHERN CREDIT BRASOV 11Jan-2015 14-Jan-2015 20-Mar-27..20 SELL FINANCIAL LLC DERNAT NE- DEFSWAP 10 000 000 00 USD 10 000 003 00 .11i1i I CCCC 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 FiBuroOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.600 COO W LIS 0 834462396 FiNANCIAL LLC I I:CW.4'V IIII1i Clki SHORT ECROREAN t; *1;Ici Subtotal Commodities - Index Derivatives Settlement Trade ID Counterparty Trade Type Trade Date Maturity Date Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 Not Ccy 1 Strike Pnce MTM(USD) 454197MW SOUTHERN CammoditySnaolth 13.Jan-2015 13,1w-2016 15,:an.2316 SHORT 926017511 FINANCIAL, LLC ,..)i SS_CL_LSD :- I. (...0 Ci C v).:: USD 255 8709 258 627 72 Subtotal 258 627 72 Statement ID: 182298_20150128_20150129_1 Total: (332,08Z 56) 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-0115731 PROT1 PROT0