EFTA Document EFTA01458727

e an roue SOUTHERN FINANCIAL, LLC Request 182298 f, • As of 23 Oct 15 26 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credt • Defeet Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not. Amt 1 NoLCcy1 Not Amt 2 Not.Ccy2 Rate Spread HTM(USD) Mil SOUTHERN CDSwapSov BRASOV FINANCIAL LLC I 1.Jan.2015 1443n-2015 20.Mat.2020 SELL lO OOD 000 00 USD 'C. :i.i.. 10:1:(1 IS:i I :C .13: Subtotal EquIty -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) ■ SOUTHERN '11_618753BU F tiANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 :4 let3.1.t D.5) 27-Jan-2016 3896,620 CO USD (4,106.0601 USD 100.000 10000 38 9662 30.2803 51.4686 0.783 (16.845.61) 78263.01 Subtotal 61.417 40 FX • Opdons DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/Call Strike Price MTM(USD) SCOTHERN FiEuroOpt 02-Ju1.2015 FHANCIAL,L1C SOUTIERN REuroOpt 024I-2015 FINANCAL,LLC SOUTIERN FxEuroOpt 02Ju1.2015 FIANCAL, LLC SOUTHERN MuroOpt 02-Jul-2015 FILANCUL,LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000000.00 EUR 064an-2016 50030.000 00 EUR 06-Jan-2016 25.000.000.03 EUR 06,Iwi-2016 25.000030.00 EUR (52.000,000 00) USD (58:200.00000) USD (26.2Ki000 00) USD (26.9 l2,5C0.60) USD SHORT LONG SHORT LONG ELRCPEAN EUROPEAN ELIRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0403 1.1640 1.0500 1.1565 (226 I.. ' .-! 147.407.58 (1450,B67) 99.797 74 Statement ID: Subtotal. I 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-0118778 SDNY_GM_00264962 EFTA01458727