EFTA Document EFTA01457611

71717 n :CI 71,777111,7177717,11:77:-.77577 IT . 1:: .. . 04Jun 2015 Pays 2 Of 3 Mike' Deutsche Bank 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 13-Jan-2015 14-Jan-2015 20-Mar-X20 SELL 10 000 000 00 USD FINANCIAL, LLC DERNATIVE- DEFSWAP 10 020 003 00 '.1SI) I CCCC 231 Subtotal. EtleitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 1.14-618753 SOUTI-ERN U1_6187538[3 CALL 5 .2,c /3:5 :4.166.33133::. USD (4.186,0C(1) FINANCIAL LLC M1-618176 SOUTHERN CALL 27.Jan-2016 389682000 ..ISD 100 WO FINANCIAL. LLC 1 CO00 389662 37 0003 V. '; 4.006 400575 38 Subtotal: 31.' I :3 55 FX- Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 I Not.Ane 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN rifircOpt 12Aug.2014 12-Aug-2015 14-Aug-2015 75,000,(XM00 USD f.4621A-0.003 03) CKS4 SHORT ELRCPEAN PUT 6.1600 IS-4 6 49) 834462396 FINANCIAL LLC _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Equity-Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAmt Not Ccy Subtotal _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Not Amt 2 Not Ccy2 Strike Price _ __cc.. _ _ _ _ MTM(USD) 612676 SOUTHERN - - 6 ', C.1) eo2. 6 (3.641000001 0.51'. FINANCIAL, LLC 3-C 4 ' CO Statement ID: 182298.20150603.20150604_1 Subtotal The valuation information set forth In this statement Is proAded subject to the terms and conditions set forth in the notes on the cover sheet r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0117231 SDNY_GM_00263415 EFTA01457611