EFTA Document EFTA01458800

e an roup SOUTHERN FINANCIAL, LLC Request 182298 f, w. As of 09 Nov 15 10 Nor 2015 Page 2 Of 3 Deutsche Bank AG SOUTHEFtN FINANCIAL, LLC Credit •Ostault Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date 8uySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL LLC I I.Jan.2015 14.43n.2015 20.Mai.2020 SELL la OOD 000 00 USD 'C. "4:i:. 1O:1:(1 IS:i I CO:C 395 II l':'!". .' : • :. Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USO) SOUTHERN 111_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 ;4 ID32.t; a5) 27-Jan-2016 3016,620 C0 USD (4,166.114201 USD 100.000 10000 38 9662 27.0903 491254 0.165 (38,095M) 16517.90 Subtotal: (21x77.79) RI • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN FiEuroOpl 02-Ju1.2015 FlIANCIAL,L1C SCUD-ERN REuroOpl 02-M-2015 FINA14ClAL, LLC SC*JTFERN FxEuroOpt 02-Ad-2015 FIANCRI., LLC SCUTHERN MuroOpt 02-Jul-2015 FILANCUIL,LLC 04-Jan-2016 [repeated 4 times] 06-Jan-2016 50000,000.00 EUR OSJan-2016 50000.000.00 EUR 06-Jan-2016 25):00A000 EVR 06-Jan-2016 25000030.00 EUR (52.000,000 00) LED (58:200.00000) USD (26.7-1400 00) USD (26.9 l2.51,0.00) LED SHORT LONG SHORT LONG EUROPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PUT CALL 1.0400 1.1640 1.0500 1.1565 pits rez 10) 24,093.01 (232.24154) 17.955.90 Statement ID Subtotal: 1535.474 ::: 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-0118885 PROT1 PROT0