EFTA Document EFTA01457901

A SOU ERN Fl Request 182298 As of 20 Jul 15 Jane ' / 3 23'0 Page 2 2 Of 3 Deutsche BenkAG SOUTHERN FINANCIAL, LLC Giedit - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread mTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NE- DEFSWAP 13-Jan-2015 14-3bn-2015 20-Mar-2un1 SELL 10,000.000 00 USD 100'1000300 USD I CCCC 252 Subtotal. Itquity - Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price IITM(OSD) 114818753 NY-618176 SOUTFERN Ltl_618753Bu FILANCLAL LLC SOUTFERN FtIANCIAL.LLC CALL CALL 18-Dec-2015 27.Jan..2016 :4.1661.03; II) 3 896.62000 usD (.4.166.0(6) :isD 100.030 I C000 389662 35 8103 436412 3.306 330.499 22 FX • Options Subtotal: 282.646 67 DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(uS0) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-10015 FiNANCIAL LIC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LW SOUTHERN bEuroOpt 02-Jal-2015 FINANCIAL, LLC SOUTHERN FxEuroOpt 024a-2015 FINANCIAL, LLC 12-Aug-2015 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2015 14-Aug-2015 05-Jan2016 06-4m-2016 06-Jart-2016 06-Jart2016 75,000,000.00 USD 50.000.030.00 EUR 50,000,000.00 EUR 25,000,000.00 EUR 25,000,000.00 EUR (452000.660 03) CNI (52.000660 00) USD (58.203600 00) USD (26.250.000 00) LED (28912.50800) USD SHORT SNORT LONG SHORT LONG EUROPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 (CI 34) (62o,9526e) 302.431.08 (37229579) 18100594 814462395 497117498/ 1037233558 497117498/ 1007233558 497126993/ 1007255502 497126993r 1037255503 Statement ID : Subtotal: t509 9033I) The valuation Information set forth in this statement is provided subject b 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 117612 SDNY_GM_00263796 EFTA01457901