EFTA Document EFTA01458126

67:11" 771,,ifim,i..7---,-- ,i.ni,:-.1.,forroppior S• 1. r r. laa" -"INNIIIIIESAIlke 13 Aug 2015 page 2 Of 3 Deutedwo Bank AG SOUTHERN FINANCIAL, LLC bred' • OefaultSwap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mai.2u SELL 10 003 000 00 LSO FINANCIAL. LLC DERNAT rVE- DEFSWAP 10 OCO 000 00 is:.: 10000 255 Subtotal , 7,7 .:1:-47 i; IltitY • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 11'1618753 SOUTHERN LII_6187538U CALL 18-Dec-2015 :41661.0., 3:T: USD 14.186,0(.0) FNANCLAL LLC NY-618176 SOUTI-ERN THITR N CALL 27.Jan-2016 3,896,62000 Lisp 100.000 FINANCAL.LLC 10000 389662 29 3900 501532 1.301 tir, II .-.. 130.05629 Subtotal: 56.908 41 FA - Options Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 4971174967 SOUTHERN F)EurcOpt 0244-2015 04-Jan-2016 06-Jan-2016 50,000030 CO EUR (521X10,00303) LSD 1037233558 FINANCIAL, LLC 497117496/ SOUTHERN FkuroOpI 02.41.2015 04-Jan-2016 OSJan-2016 50000,00000 EUR (58.200000M LSD 103723355e FINANCIAL. IIC 497I26993/ SOUTHERN FxEurcCpt 02-Ail-2015 04-Jan-2016 06-Jan-2016 25,000,030 03 EUR (25250000 00) USD 1037255502 FINANCIAL LLC 4971269931 SOUTHERN F)EuroOpl 0244.2015 04-Jan-2016 06Jan-2016 25.00000000 EUR (28.912.50003) LSD 1037255503 FINANCIAL LLC SHORT EUROPEAN PUT 1.0400 LONG ELRCPEAN CALL 1.1640 SHORT ELRCPEAN PUT 1.0503 LONG ELRCPEAN CALL 1.1565 [213 44.3 i'l 586.634 45 r Eo,144%) 348.055.07 Statement ID : 182298 29150812 20150813 1 Subtotal: 461096.17 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 Itar=i CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117916 PROT1 PROT0