EFTA Document EFTA01459227

e an roup on SOUTHERN FINANCIAL LLC Request 1822N • . As of 05 Jan. 06 Jan 2016 Page 2 Of 2 Deutsche Bank AG Cron . Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff, Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread LITM(USD) SOUTHERN CDSwapSov BRASOV 13,Ian.2015 14,13n-2015 204Jai.2020 SELL IO 003 000 00 LSD 'C. C. ICC IC ir,:i I CCCC :51 FINANCIAL. LLC 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) SOUTI-EFtN TWTR N CALL 274an.2016 3)396.62000 usD 100.000 389662 21.9200 81 0679 0033 304 51 FINAf1CIAL.I.LC Subbtal: 304 51 &lull - Swap BYttdd db Ticket Counterparty Ref. Entity Put/ Cal Expiry Date NotAmt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD) SOUTHERN 'MIR N FINAttlAL, LLC 01-Feb-2016 (2.253.000.00) USD 22.5303 61 44080 Subtotal: 61.44080 EX • HOF ,MIRINIIIPIr- Amariri isinier- •mr. - Settlement DealGrouplD Counterpart), Trade Type Trade Date Maturity Date Date Not.Ccy Not Ccy Not.Amt 1 1 NotAmt 2 2 DEIPays DBReceives BuySell MTM(USD) SOUTHERN EXNDF 300c1-2015 02-Aug-2016 04-Aug-2016 FINANCIAl..U.0 (1.200,030.000) JPY 11.540,400000.00 KM (4493179'f) Subtotal: (449.31796) Statement ID : 182298_20160105_20160106_1 TAN; (1,691,776.90) 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-0119525 SDNY_GM_00265709 EFTA01459227