EFTA Document EFTA01458737

e an roup SOUTHERN FINANCIAL, LLC Request 182298 f, • As of 27 Oct 15 28 Oct 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Wank Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread P.ITM(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I I.Jan.2015 1443n-2015 20.Mat.2020 SELL 10 000 000 00 USD 'C. :CI:. IC.:) :)(1 1S:) I COX) 47,1 .) ), .. )b3• Subtotal (.1 243 06B 08! Eisiety -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 Ltl_618753BU FtIANCIAL LW SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec.2015 :4 I E6.1.t 03) 27-Jan-2016 3,866,62000 USD (4,166.6601 USD 100.000 10000 389662 31.3400 56 249 1211 (17,71310 12113663 Subtotal 103.423 46 FX • Ovaries 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) SOJTHERN MuroOpt 02-Jul-2015 FHANCIAL,L1C SOUTIERN REuroOpt 024I-2015 FINANCAL,LLC SOUTHERN FxEuroOpt 02-Ail-2015 FIANCAL, LLC SOJT}€)'I MuroOpt 02-Jul-2015 FILANCUL,LLC 04-Jan-2016 [repeated 4 times] 06-Jan-2016 50000000.00 EUR 064an-2016 50.03003000 EUR 06-Jan-2016 25.COO.000.00 EUR 06-Jan-2016 25.000030.00 EUR (52.000,000 00) USD (58:200.00000) USD (26.2"4000 00) USD (263€2.560.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EUROPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1,1565 126634.02 (I202-V63) 87.936 27 Statement ID: 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-0118797 PROT1 PROT0