EFTA Document EFTA01456556

ling" • e an raup 02 Feb 2015 Pace 2 Of 2 SOUTHERN Request As of 30 FINANCIAL, LLC 182298 Jan 15 Deutsche BenkAG SOUTHERN FINANCIAL, LLC Credit • 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) 07970754M SOUTHERN FINANCIAL LLC CREDIT BRASOV 13.Jan.2015 144an.2015 DERNAT NE- DEFSWAP 20-Mar-K20 SELL TO 000 000 00 USD Ion On 00 .1SEI I CCCC 225 Subtotal - F% -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) 418822249, SCOTHERN 834462396 FINANCIAL. LLC FrEurcOpl 12-Aug-2011 12-Aug-2015 14-Aug-2015 75.000 COO W USD , ,..C.I.X1eCU. S:1i Dili SHORT EUROPEAN 5 *ETC 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) 454197&G SOUTHERN 926017511 FINANCIAL, LLC Ca-ntoaltySwaplax 13.Jan-2015 13-Jai-2015 I5,:an.2316 SHORT ,..Di SS_CL_USD :- I. L:(: DC).: USD 255 8709 435 931 45 Subtotal 435 931 46 Statement ID: 182298_20150130_20150202_1 Total: (229,531.28) 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-0115793 SDNY_GM_00261977 EFTA01456556