EFTA Document EFTA01458870

e an coup SOUTHERN FINANCIAL, LLC Request 182298 As of 24 Nov 15 25 Nar 2015 Page 2 Or 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC p'rod*. Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread %INA( USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC 13-Jan-2015 14-.J3n-2015 20-Mar-2020 SELL IO 009 000 00 USD 'C. IC. CCU CC is:. I CCCC "[I 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) Lta618753 NV-618176 SOUTHERN '11_618753BU FINANCIAL LW SOUTHERN TWTRN FNANCIAL, LLC CALL CALL 18-Dec-2015 :4 I86.1t J3) USD (4,166.0601 27-Jan-2016 3866,62000 use 100.000 I0000 389662 (46 62'5 .Y-a 7.62798 Subtotal: ?39.647.38) FX • Dodoes 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) 497117498/ 1037233558 497117498/ 1037233559 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02-Jul-2015 Flatlet/4,11C SOUTHERN FiEuroOpl 02,14-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 024d-2015 FINANCRI., I1C SOUTHERN hiEuroOpt 02•Jul•2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD OSJan•2016 50030.000 00 EUR (58:200.00000) USD 06-Jan-2016 25.000.000.00 EUR I26.2Ki600 00) USD 06-Jan-2016 25900030.00 EUR (28.9 I2,5C0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EUROPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (421.51'3 it'l 16.516.96 (29309877) 1197688 Statement ID: 182298_20151124_20151125_1 Subtotal: :1,4%3, I ' I 22) 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-0118985 SDNY_GM_00265169 EFTA01458870