EFTA Document EFTA01458842

e an roue SOUTHERN FINANCIAL, LLC Request 182298 f, • As of 17 Nov 15 18 Nor 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 LITM(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I 1.Jan.2015 1443n-2015 20.Mai.2020 SELL la OOD 000 00 USD 'C. :i.i.. 10:1:(1 IS:i I CO:C 2:74 Subtotal Eistety -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 FtIANCIAL LLC SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec2015 27-Jan-2016 :4 IF/3.M: 23) 3866,62000 USD (4,166.0601 USD 100.000 10000 389662 25.2303 558624 0.108 (W.E07.97) wag) Subtotal (50.1'4.37 FX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) SCUTHERN hEuroOpt 02-Ju1.2015 FRANCK, LW SOUTIERN REuroOpl 02-M-2015 FINANCIAL, LLC SOUTEERN FiEuroOpt 02Ju1.2015 FINANCRL, LLC SOUTHERN FilEuroOpt 02-Jul-2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 0644a2016 06-Jan-2016 06-Jan-2016 50000000.00 EUR 50.03000000 EUR 25.030A000 EUR 25.000.030.00 EUR (52.000000 00) USD (58:200.00000) USD (26.2V.i.000 00) USD (289€2.503.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (4%.41793) 18546.06 (295.498 V) 13.45658 Statement ID: 182298 20151117 20151118 1 Subtotal. i Ji:, ::, 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-0118945 SDNY_GM_00265129 EFTA01458842