EFTA Document EFTA01456950

7.07 n :Ca WIC-77:7111,Tri tr.:71:7137:7177 IT 10 Mar 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-2020 SELL 10 000 000 00 USD 10030 CO3 DO iri:r I CCCC i5-4 Subtotal EqultY • 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) LN618753 SOUTI-ERN 114_6187538u Ft4ANCIAL LLC M'-618176 SOUTHERN FINANCIAL. LLC CALL CALL ll .•_:,c /3:L. :4.166.::0_!l'ia:: USD (4.166,0(Xti 27-Jan-2016 389662000 _SD 100030 I C000 38 9662 475W3 444212 12376 (6734091) 1.237.628 78 Subtotal' 1 85.287 87 FX- Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4188222434 SOUTHERN FrEruCbt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (4621A-ri.co3 03) CM4 SHORT ELRCPFAN PUT 6.1600 0 427 t"/.., 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 Stnke Price MTM(USD) 612676 SOUTHERN FINANCIAL, LLC C,1) ef,.2/. 'R LSE: 48 0800 49 739 39 Statement ID: 182298.20150309.20150310_1 Subtotal 49 739 39 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 r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116302 PROT1 PROT0