EFTA Document EFTA01364931

erm" • es an raup 21 Jan 2015 Page 2 Of 2 SOUTHERN FINANCIAL, LLC Request 182298 As of 20 Jan 15 Deutsche Bank AO SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) 0797075414 SOUTHERN CREDIT BRASOV 13,1an-2015 14-Jan-2015 ?Phi-X.)20 SELL FINANCIAL LLC DERNAT NE- DEFSWAP 10 000 000 00 USD 10 000 003 00 CS.) I CCCC iI) 1 Subtotal F% -Options Settlement Not Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 Not Ccy 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822249, SCOTHERN FrEurcOol 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.C60 COO W USD 834462395 FINANCIAL LLC I I.' C1,0C(C.: 001 ClH SHORT EUROPEAN C *flIcci Subtotal Commodities - Index Derivatives Settlement Trade ID Counterparty Trade Type Trade Date Maturity Date Date Long/ Short Option Style Put/ Call Ref. Entity Not Amt 1 Not Ccy 1 Strike Pnce MTM(USD) 45.4197&ier SOUTHERN CarnmcaitySisaMay 13.Jan-2015 13-aai-2016 15:an.2316 SHORT 926017511 FINANCIAL. LLC \:01.SS_C -,' :':: (Lit Y. C 0::: USD 255 8709 393 799 33 Subtotal: 393 79933 Statement ID: 182298_20150120_20150121_1 Tait (122,33165) The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the rotes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0055484 SDNY_GM_00201668 EFTA01364931