EFTA Document EFTA01457632

71,717 n :CI 71,C-77710,77771:71377i:-.71.7777' 10 Jun 2015 Pays 2 Of 3 Mike' Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0 WS- 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 WE- DEFSWAP 13-Jan-2015 14-Jan-2015 20.Mar-K20 SELL 10 000 000 00 L'SD 10 020 003 00 •JE:.i I CCCC 231 Subtotal. Eel* • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN.616153 SOUTI-ERN 1,1_6187538u FraNCIAL LLC Nhc618176 SOUTHERN FINANCIAL. LLC CALL CALL ll .2Lc /3:L. :4.166.:'.0.!l'fa:: USD 0.166,0( 27.Jan-2016 389682000 _SD 100030 1 0300 38 9662 3588:-' tC.mot:1 3.470 (841.703 94) 346.974 80 Subtotal: Z•e<tp:)8'._, FX- Options j =Mk 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 Puff Call Strike Price MTM(USD) 418622243/ SOUTHERN rifircOpt 12.Aug.2014 12-Aug-2015 14-Aug-2016 75,000660 00 USD (462,W0.000 01) CNN SHORT ELRCPFAN PUT 6.1600 (2321586) 834462396 FINANCIAL LLC Equtly-Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAmt Not Ccy Not.Amt 2 Not.Ccy2 Subtotal SInke Price MTM(USD) 612676 SOUTHERN FINANCIAL, LLC C.1,, (1.7/. '6 (3.641000 00i i, si, 36 4100 53850 17 Statement ID: 182298_20150609.20150610_1 Subtotal 53 8W 17 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 117260 PROT1 PROT0