EFTA Document EFTA01459322

enr 14Jan 2016 Page 2 of 2 • UTHERN FINAN -""lillealtaallaillt Deutsch, Bank AG Ueda - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not. Ccy2 Rate Spread MTM(USD) SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC 13-Ja-2015 14.-bn-2015 20-Mar-2LM) SELL 10 000 000 00 USD 10 000003 00 iiS:) 10000 461 i I 33)492'•:' Subtotal ' ' '2`:' (.92 f.,:. Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatlity Fair Price MTM(USD) SOUTHERN TWTR N FINANCIAL. LLC CALL 27-Jan.2016 3.896.62000 usD 100 000 389662 16.6800 1042932 0000 12.15 Subtotal '2 '5 WO-BannGAS db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD) SOUTHERN 'MIR N FINANCIAL. LLC 01.Feb-2016 T,2.25a.C.a Oci USD 22 5300 386028 53 Subtotal: 386.028 53 FX • HOF DealGrouplD Settlement Not.Ccy Not.Ccy Counterpart), Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 DBPays DBReceives BuySell MTM(USD) SOUTHERN FXNDF 30.Oct-2015 02-Aug-2016 04.Aug-2016 (1 200.000 Can JPY 11 540,400000 00 HAW FINANCIAL. LLC 11443 084 3II) Subtotal: r .,:.14:;,, Statement ID: TM& (1S01:536.22) 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-0119656 PROT1 PROT0