EFTA Document EFTA01457625

'747.73 :77 7 trnh 09 Jun 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Cradle - Defauk Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Et Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD) SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT rVE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 US0 1000000000 ,il;:l I 'XIX. i/2 Subtotal. Equity • Option db Ticket Counterparty Ref. Entity PuV Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price kITM(USD) SOUTI-ERN LN_6187538U FrlANCLAL LLC SOUTFERN TWTRN FINANCRL.LLC CALL CALL 18-Dec-2015 :at 68/.03 33: USD i1 !!%.Ctfa 27-Jan-2016 3896,62000 lisp 100000 10300 389662 36 4600 403775 3.718 37187199 Subtotal: 274 110 27 FX- Options DealGroupID 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 Putt Call Strike Price MTM(USD) SOJTHERN FirfurcOpl 12-Aug-2014 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75,000000 00 USD (4620.10.1X1303) Chat SHORT EUROPEAN PUT 6.1600 27 672 20) EgWly-Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Not.Ccy2 Subtotal Strike Price MTM(USD) SOUTHERN TWTRN FINATCIAL, LLC 01-Feb-2016 (354! COT 00i USD 36 4100 Statement ID : 18229820150608_20150609_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-0 117249 PROT1 PROT0