EFTA Document EFTA01458812

e an roue SOUTHERN FINANCIAL, LLC Request 182298 f, • As of 10 Nov 15 11 Nor 2015 Raw 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credk - Default 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 LITM(uSD) SOUTHERN CDSnapSov BRASOV FINANCIAL. LLC 13Jan.2015 14,bn-2015 20.Mai.2020 SELL la 003 000 00 LSD 'C. :(i:. 1O:1:(1 IS:i I CCCC :C). .. • .. ) 43; Subtotal (.1 097 673 48! Popery -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 Lf1_618753BU FiNANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 :4 Ie6.1.0 33) 27-Jan-2016 3866,62000 USD (4,166.0a4 us0 100.000 1 0000 389662 27.0500 50 728 0.181 (51,335.64) 18,09200 Subtotal: (33.273.64) FX • Opdons DealGrouplD 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) SCUTHERN hEuroOpt 02-Ju1.2015 FRANCK, LLC SOUTIERN REuroOpl 02-M-2015 FINANCIAL, LLC SOUTIERN FiEuroOpt 024d-2015 FIANCLAL, LLC SOUTHERN FilEuroOpt 02-Jul-2015 FILANCLAL,LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50,000000.00 EUR OSJan-2016 5030.000 00 EUR 06-Jan-2016 25.E00.1:00.00 EUR 06-Jan-2016 25,000,030.00 EUR (52.0(6,000 00) USD (58:200.00000) USD (26.7-1.000 00) USD (26.9 i2,51,0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (416.57647) 24.527.73 (278.564.43) 17,716.41 Statement ID: Subtotal: — (652.866.76) 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-0 118903 SDNY_GM_00265087 EFTA01458812