EFTA Document EFTA01457620

I v, .71:77i7 . 7 r -77 7-1r . ...77 71:.7. ""' ,.f.2..13:: ' I . flanallEMINEWAne , 08J Jut 2015 Pays 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credo - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell Not Amt 1 Not.Ccyl Not.Arnt 2 NotCcy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERIVAT NE- DEFSWAP 11Jani2015 144uni2015 20ittari2)20 SELL 10 003 000 00 USD 10030 CO3 DO IlIiiii I CCCO 243 (63956404) Subtotal. EquEY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price IATM(USD) SOUTEERN Lf1_618753Bu FlitANCLAL LLC SOUTI-ERN Ft.INCIAL.LLC CALL CALL ii i_i,c zi):: :4.166.00! 742:: USD (4.11iI,CGC) 27.Jan.2016 3896.620O0 ..ISD 100.000 1 C000 389662 37 0000 45=(: Subtotal a In tii(fi FX- Options , DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 NotAnit 2 2 Long/ Short Option Style Put/ Call Strike Price PATIA(USD) FI A LLC rifircOpt 12Aug.2014 IIII SNANCI L OUTHERN 12-Augi2015 14-Aug-2015 75,000,00000 USD (462.003.003M) CM4 SHORT ELRCPEAN PUT 6.1600 (33.77870) 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) SOUTHERN TWTR N FINANCIAL, LLC C.1,, efi7/. '6 (3.6419:0 00i I. si, 37: 4 'CO Statement ID: 182298_20150605.20150608 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 oover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117243 SDNY_GM_00263427 EFTA01457620