EFTA Document EFTA01458776

e • an roup SOUTHERN FINANCIAL, LL Request 182298 As of 03 Nov 15 -"17,7 7.1.7.77 04 Noi 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0reda - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread P.ITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I I.Jan.2015 1443e-2015 20.Ma,.2020 SELL la 003 000 00 LSD '7. :12: ICU '3I.i .ISD I CCCC 37,2 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) LN6I6753 NV6I8176 SOUTHERN Lt1_618753BU FtIANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 ;A ter3.1,t 3) 274an-2016 3,866,62000 USD (4,165.020 ugg 100.000 10000 389662 291303 466447 0333 (24,718.66) 3329881 Subtotal: 8.58014 FX • Options 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) 497117498i 1037233558 49711749W 1037233559 497126993/ 1037255502 4971269937 1037255503 SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL,L1C SCUTHERN FiEuroOpl 02.NI-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02•Ail•2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 0241-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50,000,000.00 EUR 06Jan-2016 50030.000 03 EUR 05-Jan•2016 25.000.0:00.00 EUR 06•Jan•2016 25000030.00 EUR (52.0(0,000 00) USD (58:200.00000) USD 126.250.00000) USD (28.9 I2,5(0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (233 4? t.zi 96,56858 05303362J 66358.03 Statement ID: 18229820151103201511041 Subtotal: (224.15553; 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-0118849 SDNY_GM_00265033 EFTA01458776