EFTA Document EFTA01368459

01 A L.c: "b Page 2 Of 3 I SI I I I I SSW I I I I I I I NW Deutsche Bank AG SOUTHERN FINANCIAL, LLC Died' • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not. Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT WE- DEF SWAP 13.Jan-2015 14.Jan-2015 20-Mai-2u SELL 10 003 000 00 USD 10 033 003 00 .15,:f I CCCC 315 Subtotal. Sanity - Option db Ticket Counterparty Ref. Entity Put/ Call E>apiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatitty Farr Price MTM(USD) LN.618753 NY-618175 SOUTHERN LN_6187538u FINANCIAL LLC SOUTFERN FNANCIAL. LLC CALL CALL 180e c-2015 :4.166.033'Q, 27.Jan-2016 3896620 CO USD (4.166,000) is D 100.030 10000 38 9662 27 54(13 k H 5., FX • Options Subtotal 5 t''-' t J DealGroupID 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) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL, LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-Jol-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 024i-2015 FINANCIAL, LLC 12-Aug-2015 04-Jan-2016 [repeated 3 times] 04-Jari2016 14-Aug-2015 7800000000 USD OS-Jan-2016 50.000000.00 EUR 06-Jat-2016 50,000,000.00 EUR 064ari-2016 25,000,000.00 EUR 06Jari2016 25,000,000.00 EUR (452983.000 03) GIN (52.000,00000) USD (58.243,000 00) USD (26.250.00) 00) LSD (28,912.500 00) LED SHORT SHORT LONG SHORT LONG EUROPEAN PUT EUROPEAN PUT EUROPEAN CALL EUROPEAN PUT EUROPEAN CALL 6.1600 1.0400 1.1640 1.0500 1.1565 0.00 (510,649.46) 287.874.00 (310.93242) 174,738.93 834462395 497117498/ 1037233558 497117498/ 1037233528 497126993/ 1037255502 497126993r 1037255503 Statement ID : 182298_20150806_20150807_1 Subbtal: (358.96789) The valuation Information set forth in this statement Is provided subject b the kerns and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0060203 PROT1 PROT0