EFTA Document EFTA01456996

77177 n :CI IC77:7111,,,r1 tr.:71:7137.7.:717.7 4-k IT 18 Mar 2015 Pays 2 Of 3 Anike' 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-3020 SELL 10 000 000 00 USD 10030 CO3 DO CIS:) I CCCC :CO Subtotal. E111ft • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility FaW Price MTM(USD) LN618753 SOUTI-ERN 114_6187538u FILANCIAL LLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL ll .'_:,c /3:5 :4.166.::0:. l'ia:: 27-Jan-2016 38.06.62000 USD (4.166,0(X1 .1.S0 100030 I C000 38 9662 469303 11 9 •ll-. 11 719 (68,16235) 1,171 XS 20 Subtotal 1.195 '45 85 FX- Options 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 Price MTM(USD) 418622243/ SOUTHERN ri.lircOrt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000.CCO 00 USD (462.rAXLCO:t al) ON SHORT ELRCPEAN PUT 6.1600 (22 -rW CS) 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 ,.1 MTM(USD) 612676 SOUTHERN - ttc )t '.. FINANCIAL, LLC CI) cs2". 'ill 1.51'. .18 :;?).:0 1/672524 Statement ID: 182298.20150317_20150318_1 Subtotal 116,725 24 The valuation information set forth In this statement Is proAded subject to the terms and condibons set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116363 PROT1 PROT0