EFTA Document EFTA01457686

7:11717 n :CI W.C-777111,777717,11F477-71.77 . .. . 7 22Jun 2015 Pays 2 Of 3 as Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0 (WS- 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 DERIVAT WE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar-K20 SELL 10 000 000 00 USD 10030 003 DO '.1S1i I CCCC 231 Subtotal. NelatY • 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) 1.14.618753 SOUTI-ERN 1:L1_618753Ru FNANCIAL LLC Mc618176 SOUTHERN FINANCIAL. LLC CALL CALL 1', _•:,c /3:1: ;4.166.101 7.0:: USD (4.166,OLGi 27-Jan-2016 3896.62000 CSD 100000 1 C000 38 9662 35 8600 41 7775 3.454 (54.9€252) 345.3%58 Subtotal: 297 334 % FX- Options DealGroupID 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 Prkie MTM(USD) 418822243/ SOUTHERN FiiircOpt 12Aug-2014 12-Aug-2015 14-Aug-2015 75,000,000 00 USD (462.FAXLCOJ al) ON SHORT EtPCPEAN PUT 6.1600 0 .4343':: 834462396 FINANCIAL LLC __ __ __ __ __ __ __ __ __ __ db Ticket Counterparty Ref Entity __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ Put/ Call Expiry Date NotAmt Not Ccy __ __ __ __ __ __ Not Arm 2 Subtotal ___ ___ _ ___. Not Ccy2 Strike Price __ __ __ __ _ __. MTM(USO) 612676 SOUTHERN TWTR N FINANCIAL, LLC 01-Feb-2016 (3.641000 00i L sr 35 4 ' CO 56.9M 74 Statement ID: 182298.20150619_20150622_1 Subtotal 56083.74 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 r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117329 SDNY_GM_00263513 EFTA01457686