EFTA Document EFTA01457673

:71-Irtarrmyri:Tr7itcrof..-37:_717,ika""SWASS 17 Jm 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC erode - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14..bn.2015 ahlar.X.)20 SELL 10 000 000 00 USD 10030 COD 00 IJSLI I CCCC 213 FINANCIAL, LLC DERNATIVE- DEFSWAP Subtotal &AIRY • 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) SOUTFERN Ltl_618753Bu FINANCIAL LLC SOUTI-ERN FINANCIAL. LLC CALL CALL II .2,c 23 :41.166.00_I 00:: USD (4.166W 27..Jan..2016 3896.62000 _SD 100000 1(X00 38 9662 34820' 3.106 (6464421) 316594 49 Subtotal C:',..:115 FX- Options 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 Put/ Call Strike Price MTM(USD) SOUTHERN F i.ErtOot 12.Aug.2014 FINANCIAL LLC Illi 12-Aug.2015 14-Aug-2015 75,000,00000 USD (462.rA-O.0O3 03) CAN SHORT ELRCPEAN PUT 6.1600 026%86) Equity-Swap Hybdd db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not.Amt 2 Not.Ccy2 Subtotal Stoke Price MTM(USD) SOUTHERN TWTRN FINANCIAL, LLC 1,1) 44,7.". 6 13.641.0X 00i 091'. 36 4100 160 511 42 Subtotal 160 511 42 Statement I I 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-0 117311 PROT1 PROT0