EFTA Document EFTA01458787

e • an roue SOUTHERN FINANCIAL, LL Request 182298 As of 05 Nov 15 77 7.1.7.7 05 Nov 2015 Page 2 Of 3 Deutsche BankAG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread PATM(USD) C79707544 SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 13.Jan.2015 14.43n-2015 20.Ma,.2020 SELL 10 002 000 00 USD 'C. :(i:. :CC :4:1 1S:4 I CO:C Subtotal il.257 143 11) Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) U4618753 NY618176 SOUTHERN LiL618753BU FiNANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 ;4 IC6.1.t 23) 27-Jan-2016 3896,62000 USD (4,166.0001 ugg 100.000 10000 389662 28.6600 45 0329 0.226 (21,053361 2263497 Subtotal: 1.581 61 RI • 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(LISD) 497117498i 1037233558 4971174981 1037233559 487126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL,L1C SCUTHERN REuroOpt 02-M-2015 AMICK, MC SOUTHERN FiEuroOpt 02•Ad•2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 024uI-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000000.00 EUR 064an-2016 50,000,000.02 EUR 05-Jan•2016 25,000,000.02 EVR 06,1an•2016 25000030.00 EUR (52.000,000 00) USD (58:200.00000) USD 126.250.000 00) USD (28.9 I2,5C0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1,1565 (285 5FQ '?. 62 '96 8I {1:895x8 42: 43.89899 Statement ID : 18229820151105201511061 Subtotal. i•'-.:2'. 7 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-0 118864 SDNY_GM_00265048 EFTA01458787