EFTA Document EFTA01456563

ling" • e an raup 03F445 2015 Page 2 Of 2 SOUTHERN FINANCIAL, LLC Request 182298 As of 02 Feb 15 Deutsch* Bank AG SOUTHERN FINANCIAL, LLC dealt • 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 11Janc2015 144an-2015 20-Mar-X.Q0 SELL FINANCIAL LLC DERNAT WE- DEFSWAP 10 000 000 00 USD 10 000 003 00 .122) I CCCC 233 Subtotal. FX - Option 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(USO) 4188222437 SCOTHERN FrEurcOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.CCO COO W US 0 834462396 FiNANCAL LLC i ,.. .2.1.04-C4T !1,3} CIR SHORT EUROPEAN (2'532 151 C-2..' 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) 454197M9( SOUTHERN CaoHodity&saplay 13-Jan-2015 13,1aq-2016 I5..lan.2316 SHORT 926017511 FINANCIAL, LLC ;;TTL SS_CL_USD :":: D.C. D C 0. T. USD 255 8709 469 024 613 Subtotal 460 024 00 Statement ID: Total: (200,77021) 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-0115802 SDNY_GM_00261986 EFTA01456563