EFTA Document EFTA01456534

erm" • es an raup 30 Jan 2015 Pane 2 Cr 2 SOUTHERN FINANCIAL, LLC Request 182298 As of 29 Jan 15 Deutsch* 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 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13(Jan-2015 14-Jan-2015 it d(40 K'..Mii LLC DERIVATIVE- DEFSWAP 204dr-2320 SELL 10 000 000 00 LSD 10 003 003 00 .JS:i I CCCC Ki3 Subtotal FX - Options Settlement Trade ID Counterparty Trade Type Trade Date Maturity Dale Dale Not Ccy Not Amt 1 1 Not.Amt 2 Not Ccy 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243( iii..1•-!--Ct 4):EuroOpt 834462395 k:ifAtiCtAL LLC i' . " ii :sic D: tiSli :ilk- :44:-( --i 44:;4;i-4(.. 3 *fliCi Subtotal (65.7g1301 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) 454197&3/ SOUTHERN CammaditySikapith 13iJan-2015 13-Jai-2016 926017511 FINANCIAL, LLC 15,:ani2316 SHORT iiiiil SS_CL_USD :- C 'ci.CD C ).,: USD 2558709 24034360 Subtotal 240 34363 Statement ID: 182298_20150129_20150130_1 Total: (332,887.13) 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-0115756 PROT1 PROT0