EFTA Document EFTA01458428

e • an roue SOUTHERN FINANCIAL, LL Request 182298 As of 24 Sep 15 -"177, 727 ri 25 Sep 2015 Page 2 Of 3 Deutsch* Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell Not. Amt 1 Nottcy1 Not Amt 2 Not.Ccy2 Rate Spread f,ITM(USD) C79707544 SOUTHERN CDSwapSov BRASOV FINANCIAL LLC I 3,1an.2015 1443n-2015 20.Ma,.2020 SELL 10 009 000 00 USD 'C. :CC 10:1:(1 IS:i I CO:C 452 Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) Lt4618753 NY-618176 SOUTHERN 111_618753BU FINANCIAL LW SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec.2015 ;4 IS6.1t; 35) 27-Jan-2016 306/32000 USD (4,16613011 ugg 100.= 10000 389662 26.6000 52 2316 0.185 (51,513.1;61 18510 16 Subtotal: 13.022 95.: FX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i 1037233558 497117498E 1037233559 487126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEuro(pt 02-Ju1.2015 FINANCIAL, LW SOUTHERN FtEuro0pl 02-JA-2015 FINANCIAL, LLC SOUTHERN FxEuroOpt 02•441•2015 FINANCIAL, LLC SOUTHERN F1Euro0pt 02412015 FINANCIAL. LW 04-Jan-2016 04-Jan.2016 04-Jan-2016 01-Jan-2016 06-Jan-20I6 50000000.00 EUR 08Jan2016 50030.000 00 EUR 06-Jan-2016 25=A0.00 EUR 06-Jan-2016 25000030.00 EUR (52.000,000 00) USD (58:200.00000) USD 126.251.00000) USD (269€2,5CG.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1610 1.0500 1.1565 •,I 71231 L' ) 595162.88 (108.0o63) 358.495.17 Statement ID: 182298_20150924_20150925_1 Subtotal: 671658 33 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 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0118339 SDNY_GM_00264523 EFTA01458428