EFTA Document EFTA01456882

717172n:7? 71,77:7111,,,r1 tr.:77, 1137i7:7 1.77 4-k l'iiii . IT 27 Feb 2015 Pays 2 Of 3 Mike' Deutsche Bank AG SOUTHERN FINANCIAL, LLC erode- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar-K20 SELL 10 000 000 00 USD 10030 COD DO ir.I:.i I CCCC 253 Subtotal. EtleitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) I.N618753 SOUTI-ERN Lt1_618753Bir FNANCIALLLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL n .ixc 2C:_ :4.166.00! I'0:: USD 0.166,0(.(1 27.Jan-2016 3896.62000 .1.S0 100000 1 0000 38 9662 49 4103 13.984 (5184481) 1.398.38074 Subtotal! 1.346535.93 FX- Options AIMIIMIle" Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike PrIte MTM(USO) 418872243i SOUTHERN r..Er-cOut 12-Aug-2014 12-Aug-201S 14-Aug-2015 75,000X0 00 USD (46200/.00:i al) ON SHORT ELRCPFAN PUT 6.1600 ;6,15974: 834462396 FINANCIAL LLC Equity-Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price MTM(USD) 612676 SOUTHERN FINANCIAL, LLC Cl.; ef,.2/. 'R i_51'. 3893:2 Statement ID : 182298_20150226_20150227_1 Subtotal The valuation information set forth In this statement Is proAded subject to the terms and conditions set forth in the notes on the cover sheet r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 116213 PROT1 PROT0