EFTA Document EFTA01456498

SAIMIIMInflaribb...........ra len 21 id- 2:15 Payc 2 Of 2 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDT I3-Jan-2015 14.,Lan.2015 ".;I XI-Mar-X.20 SELL TO 000 000 00 LSD 10 033 003 00 .1SI) I CCCC 97 k .i...,,•;c2,!. I S -I:),4-1..:-. Subtotal. EX - Options Settlement Trade ID Counterparty 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) `1 rat F)EuroObt l• i<NALCtAL LLC IISI: Cl. A"-VHri,r;:),,E.Ar, CICI.i Subtotal (08.23355) 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 CammDditySwardx 13.Jan-2015 13-Jai-2016 FIWACIAL. LLC I5,:an.2316 SHORT 'vOLSS_C. ... '-' i):: Cit Yer)::: USL: 255877:, 34.8 433 68 Subtotal 348 433 68 Statement ID :M20150126_20150127_1 Total: (173,670.85) 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 - [repeated 3 times] CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0115707 PROT1 PROT0