EFTA Document EFTA01456438

io a Ilt -"•111111IIIIMIIIINIMILS, t 2 I ii- 2:15 Pa 2 Of 2 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Crsda • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN FINANCIAL, LLC CREDIT BRASOV 13.Jar.2015 14,1im.2015 DERNAT NE- DEFSWAP 20.Mai.2020 SELL )0 000 000 00 LSD 10 003 003 00 .12,:i I CCCC 201 Subtotal EX - Options Trade ID Counterparty Settlement Trade Type Trade Date Maturity Date Date Not Ccy Not.Amt 1 1 Not.Amt 2 Not Ccy 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOJTHERN MI FiNANCIAL LLC FxEurcOpl 12-Aug-2014 12-Aug-2015 14-Aug.2015 75.CCO COO W USD t :., c.7,07V:53} CIJI SHORT EUROPEAN t; st1.0 Subtotal Commodities - Index Derivatives Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 Not Ccy 1 Strike Pnce MTM(USD) SOUTHERN FINANCIAL. LLC Ca-ntoditySwacklx 13.Jan-2015 13-Jai-2016 15.Jan.2316 SHORT \:O1.SS_C.. ..: -' :)( eiC 3: C:)::: USD 255 8709 393 799 33 Subtotal: 393 799 33 Statement ID : Milt (122.331 65) The valuation Information set forth in this statement is provided subject to the terms and conditions set forth in the rotes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0115624 PROT1 PROT0