EFTA Document EFTA01457010

• J r" " i i..r Ity r 71-07 ILIS II I II a I I III " !II I IS alkle 19 Mar 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit-Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 L60 10070.00300 '..IS:3 10000 284 (813 2,6F.Cil FINANCIAL. LLC DERNAT rVE- DEFSWAP Subtotal i?:... .ili3 '', Equity • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Price Implied Volatility Fair Price NITM(USD) FNANCtAL LLC SOUTHERN U1 6187538U SOUTFERN TWTRN FINANCK.LLC CALL CALL 18-Dec-2015 :4,1681.07 39) USD f 1 I ri;.Cifa 27..Jan.2016 3,89662000 USD 100000 1 0000 389662 472000 44 1734 11.935 I 193 49227 Subtotal: 2 ,..4, S R.. Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN FxEurcOpl 12-Aug-2014 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75,000000 00 USD (462.010.00303) Chk4 SHORT EURCPEAN PUT 6.1600 (43826 ) Equity - Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not.Ccy Not.Arnt 2 Subtotal Not.Ccy2 Stnke Price i MTM(USD) SOUTHERN TWTRN FINANCIAL, LLC CI., (1.,.2. ',' USD 480800 89848 48 Statement ID Subtotal 89 848 48 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-0116382 PROT1 PROT0