EFTA Document EFTA01456616

e an roup SOUTHERN FINANCIAL, LLC Request 182298 As of 05 Feb 15 C6 Feb 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Coda- Def-auk Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NE- DEFSWAP 13,1en.2015 14i.bn.2015 20-Mar-2020 SELL 1000D 000 00 USD 10000003D0 CitiLl I CCCC 225 Subtotal. Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not. Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Pnce MTM(USD) NY 6181'6 SO2 TI-ERI.1 75.1IR N %ANC rAL GRCLP INC 27..14-2Ot 6 3 Lk% 620 00 Li9D 100 030 385662 41 2600 471069 8 642 864 153 52 Subtotal &it 153 52 FX • Options Trade ID Counterparty Trade Type Trade Date Settlement Not. Ccy Matunty Date Date Not. Amt 1 1 Not Ccy Not. Amt 2 2 Long! Short Option Style Puff Call Strike Price MTM(USD) 418822243, SOUTHERN FiEurcOal 12-Aug-2014 834462396 FINANCIAL LLC 12-Aug-2015 14-Aug-2015 75 COD COO 03 USD CNH SHORT ELRCPEAN PUT 616W ;74 8.2i2iii Subtotal: I.: Ti` 12 Equity—Swap Hybrid db Ticket Counterparty Ref Entity Pull Call Expiry Date Not Amt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) 612576 SOUTHERN TWTR.N FINANCIAL GROUP INC 01-Feb-2016 (3,896.620 ao) USD 38 9662 (225652%) Statement ID: 182298_20150205_20150206_1 Subtotal: (225,68256) 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 115869 SDNY_GM_00262053 EFTA01456616