EFTA Document EFTA01458835

e an coup SOUTHERN FINANCIAL, LLC Request 182298 As of 16 Nnv 15 17 Nov 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread NITN(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 13Jaw2015 14.43n-2015 20.Ma,.2020 SELL la OOD 000 00 USD I "4:II. 10:1:(1 is:.' 1 CO:; 3Eli. ' • .' 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(USD) L14618753 NY-618176 SOUTHERN L11_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 ;4 I&3.3 05) 27-Jan-2016 3666,62000 USD (4,166.0:01 use 100.000 1 0000 389662 (5Z376.1A nets Subtotal: (40.887 59) 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(LISD) 497117498i 1037233558 49711749EW 1037233559 497126993f 1037255502 497126993f 1037255503 SOUTHERN MuroOpt 024j1.2015 FINANCIAL, LLC SCCITHERN REuroOpl 07412015 FINANCIAL, LLC SOUTHERN F)EuroOpt 0241.2015 FINANCIAL, LLC SOUTHERN hiEuroOpt 02,1A-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50,000000.00 EUR 064a2016 50030000 00 EUR 06-Jan-2016 25M0=00 EUR 06-Jan-2016 25000030.00 EUR (52.000,000 00) USD (58:200.00000) USD (26.2'1.000 00) USD (26.9€2,51,0.30) USD SHORT LONG SHORT LONG ELRCPEAN EURCPEAN ELIRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.050D 1.1565 (343.irce 71::: 22.10093 (233.359 12} 16.14941 Statement ID: 18229820151116 20151117 1 Subtotal: (541 1?. 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-0118935 SDNY_GM_00265119 EFTA01458835