EFTA Document EFTA01456599

-77.4 ^I-1:7H 7..e--77.r....77,77..c.--,:......J.,.:-., , i tanliaNNMENtaamr 05Fda 2015 Page 2 Of 2 Deutsche Bank AG 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,Ian.2015 144an-2015 FINANCIAL LLC DERNAT NE- DEFSWAP ?Phi-X..20 SELL 10 000 000 00 USD lono00000 .1SIt I CCCC 225 Subtotal. FX -Options Settlement Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Ccy Not.Amt 1 1 Not.Amt 2 Not Ccy 2 Long/ Short Option Style Put/ Call Strike Price IIATWUSD) 418822243, SCOTHERN ExEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug-2015 834462396 FiNANCAL LLC 75.000 COO 00 USD , l.. Crisii'D:: !lc)} CNIR SHORT EUROPEAN 9 *ETU Subtotal Commodities - Index Derivatives Trade ID Counterparty 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) 45.4197&G SOUTHERN CammoaltySwaplax 13.Jan-2015 13,1w-2016 926017511 FINANCIAL. LLC 15..an.2316 SHORT %.Ti SS_CT_USD USD 2558709 1 083 641 60 Subtotal Statement ID: 182298_20150204_20150205_1 Total: 426.169.81 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-0115845 PROT1 PROT0