EFTA Document EFTA01457938

A SOU ERN Fl Request 182298 As of 29 Jul 15 Jane 3C J_ 2;:b Page 2 Of 3 Deutsche BenkAG SOUTHERN FINANCIAL, LLC Etude • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 144an-2015 20-Mar.2u SELL 10,000.000 00 USD 10033 003 00 USD I CCCC 265 Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call E>pay Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LN618753 fir-618176 SOUTHERN LN_6187538u Ft tANCLAL LLC SOUTFERN FtIANCIAL.LLC CALL CALL 18-Deo2015 27,lan-2016 :4,166.0',R 33i USD (4.166AC) 3896.62003 .isp 100.030 10000 38 9662 3124(K) 1.1 I FX • Options Subtotal .', DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpt 12-Aug-2014 FINANCIAL, LLC SOUTHERN REuroOpt 02Ju1.2015 F iNANCIAl.. LLC SOUTHERN F,Euro0pt 02-Jul-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-Jol-2015 FINANCIAL LLC SOUTHERN FiEuroOpt 02-Jdd.2015 FNANCIAL, LLC 12-Aug-2015 04-Jan-2016 04-Jan-2016 04-Jen-2016 04-Jan•2016 14-Aug-2015 0SJan-2016 0SJai-2016 064art-2016 06Jan.2016 75,00000000 USD (452,000.000 00) CM 50.00000000 EUR (52.000000 00) USD 50,000,000.00 EUR (58.2(CW 00) USD 25,000,000.00 EUR (26.250.00D00) LSD 25,0:0.030 CO EUR (28,912.50000) LED 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 (I 27) (44875.44) 442015.66 (259.530 39) 262.037.98 834462395 497117498/ 1037233558 497117498/ 1037233558 497120993f 1037255502 497126993r 1037255503 Statement ID: 182298_20150729_20150730_1 Subtotal: 18646.53 The valuation information set forth in this statement Is provided subject lo the kerns and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0117666 SDNY_GM_00263850 EFTA01457938