EFTA Document EFTA01458891

e an roup SOUTHERN FINANCIAL, LLC Request 182298 f, • As of 01 Doc 15 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credk . Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I 3,1an.2015 1443n-2015 20.Mal.2020 SELL 10 009 000 00 USD 'C. 11..i:. 10:1:(1 IS:i I CCCC 414 ITLIC 3: -.) II; Subtotal (1 IRIS' fIXI. el! tap.My -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 Lt1_6187538U FINANCIAL LW SOUTHERN TIM N FINANCIAL, LLC CALL CALL 18-Dec.2015 :4 I8/3.1t a9) 27-Jan-2016 3,666,62000 U0 (4,165)3001 use 100.000 10000 389662 25.5303 519984 0.042 (85,136.20) 420289 Subtotal: (81.933 311 FX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOUTHERN Murat 02-Ju1.2015 FHANCIAL,L1C SOUTIERN REuroOpl 024I-2015 FINANCIAL, LLC SOUTIERN FiEuroOpt 02Ju1.2015 FIANCRI., LLC SOUT}€)'I FilEuroOpt 02-Jul-2015 FILANCLAL,LLC 04-Jan-2016 04-Jan.2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50,000,030.00 EUR 06Jan-2016 50030030 00 EUR 06-Jan-2016 25C00.0:000 EUR 06-Jan-2016 25000030.00 EUR (52.000,000 00) LEO (58:200.00000) USD (26.2Ki.900 00) USD (26.3 l2,51,0.00) USD SPORT LONG SHORT LONG ELRCPEAN EUROPEAN ELRCPEAN ELRCPEAN FLIT CALL PVT CALL 1.0400 1.1640 1.050D 1,1565 (396.W1 81) 9,665.16 (281.nocti 7.18372 Statement ID 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-0119016 SDNY_GM_00265200 EFTA01458891