EFTA Document EFTA01456768

I e an scup on SOUTHERN FINANCIAL, LLC Request 182298 A As of 17 Feb 15 "'teaite . 18 Fib 2015 paw 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit - ()daub Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13.43,1.2015 144an.2015 204a r2)20 SELL 10 003 000 00 USD 10 020 003 00 I.JS:.i I CCCC 235 Ht.:.ttr!DrAt_ LLC DERNATIVE- DEFSWAP Subtotal Equity • Option db Ticket Counterparty Ref. Entity PuV Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LkeltiRtti SOUTHERN LN_6187538U FILANCAL LLC NY418176 SOUTFERN TWTRN FINANCIAL GROUP INC CALL 18.Dec-2015 :4 106.10:. 74:1) USD (Alfil,F(K) CALL 27.Jan-2016 189682000 asp 100.000 10000 38%62 48 0300 45.6VS 13.087 (2294028) 1.X13.7(16 14 Subtotal: 1 28L) /55 86 Options Trade ID Counterparty Trade Type Trade Date Settlement Not Ccy Not. Ccy Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243! SOUTHERN 12.Aug.21314 834462395 FINANCIAL. LLC 12.Aug-2015 7 7 :CC XC Ct: -,7 009.1)00 00) CM-I Sl-CRT itt.PyFitr. rag R tfc:.! Subtotal Equity -Swap NOM db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTRN FINANCIAL GROUP NC, 01-Feb-2016 (3 896.620 00) USD 389662 (831 466 E..;:: Statement ID : 182298_20150217_20150218_1 Subtotal: 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-0116058 SDNY_GM_00262242 EFTA01456768