EFTA Document EFTA01457917

A SOU ERN Ft Request 182298 As of 23 Jul 15 ""' IIIbne 24 I. 22 '5 Page 2 Of 3 Deutsche BenkAG SOUTHERN FINANCIAL, LLC Eiredlt• NSA 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 uTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC OERNATrVE- DEFSWAP 13.Jan-2015 144an-2015 20-Mar.2u SELL 10,000.00000 USD 10033003 00 USD I CCCC 275 Subtotal. Equity . Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 11)1618753 NTY518176 SOUTHERN LN_6187538u FINANCIAL LLC SOUTFERN FNANCIAL. LLC CALL CALL 18-De -2015 :4,166.0',R 'CI, 27•Jan-2016 3896.62003 USD (4.166,O(i) .isp 100000 10000 389662 3519L)3 1c, '.c•ll 3.685 369 484 79 FX • Options Subtotal: z DealGrouplD 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 Putt Call Strike Price MTM(t1SO) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FiNANCIAL.LLC SOUTHERN F,Euro0pt 02-Jul-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-Jol-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-Jaa.2015 FINANCIAL, LLC 12-Aug-2015 04-Jan-2016 04-Jrn-2016 04-Jan-2016 04-Jan-2016 14-Aug-2015 75,000,000.0 USD 05-Jan-2016 50.000.030.00 EUR 06-Ja1-2016 50,000,000.00 EUR 06-Jart-2016 25,000000.00 EUR 06-Jan-2016 25000.030 CO EUR (452883.000 00) CM (52.000000 00) LEO (58.203,000 00) USD (26.250.00D 00) LSD (28912500 00) U50 SHORT SHORT LONG SHORT LONG EUROPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 0.00 (487,848. ) 411,115.04 1295.531 88) 2416746 834462395 497117498/ 1037233558 497117498/ 1037233558 497126993/ 1037255502 497126993l 1037255503 Statement ID : 182298_20150723_20150724_1 Subadtal: (129.09773) The valuation information set forth in this statement is provided subject lo the berms and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0117636 SDNY_GM_00263820 EFTA01457917