EFTA Document EFTA01458745

3D Oct 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread LITM(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I 1Jan.2015 1443n-2015 20-Mae2020 SELL la OOD 000 00 USD 'C. :CI:. 10:1:(1 IS:i I CO:C 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) ■ SOUTHERN U1_618753BU FiNANCIAL LW SOUTHERN TWTRN FINANCIAL. LLC CALL CALL 18-Dec.2015 27-Jan-2016 :4 IE/3.1.t X)) 386682000 USD (4,166.CCO1 use 100.000 10000 389662 29.0603 497048 0.450 (34.423.67) 4497255 Subtotal: 10.551 88 FX -Option 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 Put/ Call Strike Price MTM(USD) SOUTHERN FiEuroOpl 02-Ju1.2015 FINANCIAL, LLC SOUTIERN Mu roOpt 02-M-2015 FINNIC W., ILO SOUTHERN ExEu roOpt 024i-2015 FINANCRL, LLC SOUTHERN F)EuroOpt 02,1W-2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-20I6 064an2018 05-Jan-2016 06,Ian-2016 50.000.000.00 EUR 50.030.03000 EUR 25COO.000.00 EVR 25.000030.00 EUR (52.000000 00) USD (58:20.000) USD (26.241.000 00) USD (28.9€2,50.0) USD SHORT LONG SHORT LONG EUROPEAN EURCPEAN EURCPEAN ELRCPEAN PUT CALL PUT CALL 1.0400 1.1640 1.050D 1.1565 (127 .477 33) 9728330 (149Z•861) 66.95264 Statement ID: 18229820151029 20151030 1 Subtotal. I 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-0118810 SDNY_GM_00264994 EFTA01458745