EFTA Document EFTA01458856

-77;r77,77,1:777,-art-771r114 23Na 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credo - 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 MTM(USD) SOUTHERN CDSnapSox BRASOV FINANCIAL. LLC 11Jan-2015 14-33n-2015 20.Mai-2020 SELL 10 000 000 00 LSD 'C. :U:. 1O:1:(1 IS:i I CO:c 365 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) SOUTHERN U1_61875380 FiNANCIAL LLC SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec-2015 :4 I96.1.t 35) 27-Jan-2016 3896,62000 USD (4,166.0901 u.s0 100.000 10000 389662 (42,341.63) 10987.03 Subtotal: (31.354 CO) FX-Opllons DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN FiEuroOpl 02-JA-2015 FINANCIAL, LLC SOUTIERN FiEuroOpl 02-M-2015 FINANCAL,LLC SOUTIERN FxEuroOpt 024d-2015 FINANCRL, LW SOMMER! MuroOpt 0241-2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50.000.000.00 EVR 064an-2016 50030.000 00 EUR 05-Jan-2016 25:C00:C00.00 EVR 05-Jan-2016 25.000.030.00 EUR (52.000,000 00) USD (58:200.00000) USD l26.2Ki.900 00) USD (28.9 lZ5C0.00) USD SHORT LONG SHORT LONG EUROPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (399.565Mr) 18.607.66 (275.(4694) 13.46299 Statement ID : 182298_20151 120..20151 123_1 Subtotal: (642.523.06) 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 118966 SDNY_GM_00265150 EFTA01458856