EFTA Document EFTA01456764

Il e an scup on SOUTHERN FINANCIAL, LLC Request 182298 A As of 13 Feb 15 "'teaite . 16 Feb 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0SA - 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) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NE- DEFSWAP 13,Ian.2015 144ao.2015 ahlar.2320 SELL 10 003 000 00 USD 10 020003 00 IJSI) I CCCC 233 .> I '..I1, Subtotal. E44811/ • Option db Ticket Counterparty Ref. Entry Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 114618753 SOUTFERN Ltl_618753BU EMUS. LLC W-618176 SOUTI-ERN TWTRN FINANCIAL GROUP INC CALL 18Dec-2015 :4 1E36.101 74:1) USD (4.1fil.CCCI CALL 27-On-2016 3.896,62000 asp 100.000 1 C000 389662 48 5000 45.6704 13.463 (23.93264) 1.346.26366 Subtotal: 1 322 4:2 02 FX -Options Trade ID Counterparty Trade Type Trade Date Settlement Not Ccy Not. Ccy Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN 12.Aug.2014 834462395 FINANCIAL. LLC 12.Aug-2015 7 7 :CC XC Ci: ;7009.00000) CM-I Sl-CRT ELPCPFAr. ',.)-iji R vc.:. Subtotal WAY -Swap FlYbIld db Ticket Counterpart' Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price M TM (USD) 612676 SOUTHERN TWTRN FINANCIAL GROUP INC 01-Feb-2016 (3 896.620 00) USD 389662 (9* 666 22; Statement ID : 182298_20150213_20150217_1 Subtotal: The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116052 SDNY_GM_00262236 EFTA01456764