EFTA Document EFTA01457880

Deutsch* Bank AG 15 ,.kd 2015 Page 2 Of 3 SOUTHERN FINANCIAL, LLC Cnda-0efaukSwap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 144n-2015 20-Mar-2un1 SELL 10,000.000 00 LSO FINANCIAL. LLC DERNATrVE- DEFSWAP 10 OCO 000 00 USD I CCCC 238 Subtotal. Equity • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce MTM(USD) SOUTI-ERN LN_6'F.-!'.4fil : CALL '.c ;:c;.:.6.:: :4.166,;:a;a3) USD (4.1fi1,CGC) FINANCIAL LLC SOUTFERN CALL 27,1an-2016 3998.62000 .jsr) 100.030 FNANCIAL,LLC I C000 38 9662 357700 1' (,.R, 3 593 145'53 H 159 194 39 Sublobal: il4I.ILI z", Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 I Not Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN FkuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75000,000.00 USD (452,003000 93) CM FINANCIAL, U.0 SOUTHERN FEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50000.030.00 EUR (52.000.000 00) USD FINANCIAL. LLC SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Ja1-2016 50800600.00 EUR (58.2K000 00) USD FINANCIAL. LLC SOUTHERN FiEuroOpt 02-Jul-2015 04-Jan-2016 OSJart-2016 25000000.00 EUR (26.250040 00) LSD FINANCIAL, LLC SOUTHERN FiEuroOpt 02-JJI-2015 04-Jan-2016 06-Jan-2016 25000.030 00 EUR (28,912.500 00) USD FINANCLAL, LW SHORT SHORT LONG SHORT LONG EUROPEAN [repeated 5 times] PUT 6.1600 PUT 1.0400 CALL 1.1640 PUT 1.0500 CALL 1.1565 (?00 62) (533,0€684) 465.485.93 (353.427621 276.12603 Statement ID : 182298_20150714_20150715_1 Subtotal: (207 212 12! The valuation information set forth in this statement Is provided subject 12 the berms and conditions set forth in the notes on the cover sheet c. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117588 PROT1 PROT0