EFTA Document EFTA01457056

717172 n :CI IC77771,7177747,1137::-.7 .77 IT 25 Mar 2015 Pays 2 Of 3 Deutsche Bank Sank AG SOUTHERN FINANCIAL, LLC erode- 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 FINANCIAL, LLC DERNAT NE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar-2322 SELL 10 000 000 00 LtSD 10020003 00 3S:.i ICS); 2'I Subtotal. EtPatY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTI-ERN 111_6187538u Ft4ANCIAL LLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL ll .2Lc /3:L. :4.166.::0.! 'Li:: 27-Jan-2016 389662000 USD (4.166,0(X1 ASO 100 OCO 1 CO00 389662 51 4700 437377 15.176 (51,761 17) 15176536? Subtotal! - .45593200 FX- Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Pk* MTM(USD) 4186722437 SOUTHERN r ..EreOpt 12-Auig-2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (iali2rAYLM a3) ON SHORT ELRCPFAN PUT 6.1600 f43 746 14) 834462396 FINANCIAL LLC Equity-Swap Hybrid db Ticket Counterparty Ref. Entity Put./ Call Expiry Date Not Amt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price i MTM(USD) 612676 SOUTHERN TWIR N FINANCIAL, LLC Cl., eri7.". ',' I. si: 48:-200 Statement ID: 182298_20150324.20150325_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-0116437 PROT1 PROT0