EFTA Document EFTA01456979

7,74717.1 :77 7t7n-Th 16 Mar 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC 0 red*- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14..bn.2015 20.1;lar.X...22 SELL 10 000 000 00 USD FINANCIAL, LLC DERNAT NE- DEFSWAP 10020003 00 '.1S:f I CCCC :C23 Subtotal. E41464Y • Dalton db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTFERN 1)1_6187538u CALL 2 i' cc /3:: :4.166.03103:;. USD 0.166,0(Alf FINANCIAL LLC NY818176 SOUTFERN CALL 27,lan.2016 389682000 JED 100 OCO FINANCIAL. LLC 1 C000 389662 45 6603 449772 11.696 (66.66073). 1.169 621 n Subtotal! ;. I:I< 241 ;2, FX- Options HII ,.. Settlement Not.Ccy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN ri.lircOpt 12Aug.2014 12-Aug.2015 14-Aug-2015 75,000,CCO 00 USD (462103,603 al) CNN SHORT ELRCPEAN PUT 6.1600 (1053191) 834462396 FINANCIAL LLC _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Not.Amt 2 Not.Ccy2 Stnke Price _ __cc.. _ _ _ _ MTM(USD) 612676 SOUTHERN T1NTR N 01-Feb-2016 z.: .K.3 ;tr. CI USD FINAtCIAL, LLC 48 (600 143 478 78 Statement ID: 20150313_20150316_1 Subtotal: 143 47878 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-0116341 SDNY_GM_00262525 EFTA01456979