EFTA Document EFTA01456915

17177n:75 4 71C-777110,,,r1tir.:17117.:::-.71.771' il.fl_ as 04 Mar 2015 Pays 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT 13,lan-2015 144an-2015 ?CI-Mar-X.20 SELL 10 000 000 00 USD 10020003 00 Cisii I CCCC 232 F.INArCIAL LLC DERVATNE- C'E -56`i A2 Subtotal. Equity • Option db Ticket Counterparty Ref. Enbty PuV Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) FINA.NCIAL LLC SOUTHERN SOUTFERN FINANCIAL. LLC CALL CALL 'a ,': ..z.vji.: ',4.166/.0:, 02i USD (4.1f£.CLGi 27,bn.2016 189662000 ..ISD 100000 10000 38 9662 4771(1' 44512? 12581 1.258.072 74 Subtotal • .Z-II' 2 =2 FX- Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Anit 2 2 Long/ Short Option Style Puff Call Strike Pk* MTM(USD) FiEutOpt 12Augi2014 12-Aug2015 14-Aug-2015 75,000660 00 USD (462.OJ00.COL' al) CM-I SHORT ELRCPEAN PUT 6.1600 l3.468 l".; Equity-Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price MTM(USD) 612676 SOUTHERN TWTR N EINAICIAL, LLC ii..1) ciii2. 'iii 4 sr .iii'i 1, ,C.itu Statement ID: 20150303 20150304 1 Subtotal The valuation informabon 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-0116257 PROT1 PROT0