EFTA Document EFTA01457720

TT. ri° n :CI 71,77:7110,77771:7137i:-.7.077 . 1:: .. . 29 Jun 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 Not Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NIE- DEFSWAP 13,13,1.2015 14..tan.2015 20-Mar-X20 SELL 10 000 000 00 USD 10030 COD DO •.JS:.i I CCCO 246 (634,19319) Subtotal r5': 043 Oaf*/ -Orton db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN.618153 SOUTI-ERN LN_618753Bii FNANCIAL LLC rWc618176 SOUTHERN FINANCIAL. LLC CALL CALL F. .23: /3 : :4.166.00! 0:r:: USD (4.166,0(k) 27-Jan-2016 389662000 ...ISD 100000 1 0000 38 9662 35 2609 1' 3', i 2545 Subtotal 241 /6505 FX- Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt I 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418622243f SOUTHERN Fi.p.00ut 12.Aiug.2014 12-Aug-2015 14-Aug-2015 75,00,CCO 00 USD f462.003C00 al) CNN SHORT ELRCPEAN PUT 6.1600 ;12:4.7791) 834462398 FINANCIAL LLC _ _ _ _ _ _ _ _ _ _ Equity-Swap Hybrid db Ticket Counterparty Ref. Entity _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Put/ Call Expiry Date Notismt Not Ccy _ _ _ _ _ _ _ Not.Amt 2 _ _ Not.Ccy2 Subtotal _ _ _ _ _ _ SInke Price _ _ _ _ _ __ __ __. MTM(USD) 612676 SOUTHERN TWTR N FINANCIAL, LLC CI) (1.32.". '6 (3.64100000i i. si: 36 4100 11764498 Statement ID: 182298_20150626_20150629_1 Subtotal 117 644 98 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 117373 SDNY_GM_00263557 EFTA01457720