EFTA Document EFTA01456790

e an roup SOUTHERN FINANCIAL, LLC Request 182298 • As of 17 Feb 15 18 Fib 2015 Page 2 Of 3 Deutsch* Bank AG SOUTHERN FINANCIAL, LLC Cred8. Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date EH. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NE. DEFSWAP 11Jan-2015 144en-2015 Xi-Mar-X20 SELL 10 000 000 00 USD 10000003 00 USD I CCCC 233 Subtotal Equity • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) TIMM'''. LLC ■ SOUTHERN Ltl_618753BU SOUTFERN TWTR N FINANCIAL GROUP INC CALL 18Cec-2015 :4 I 661(..C. 74:1) USD (4.11i1,(10.`) CALL 27.Jan-2016 3.896,62000 USD 100.030 1 CO00 389662 48 0300 45.6306 13.087 (2294028) 1.308.706 14 Subtotal: 1285 /55 86 FX - Options Trade ID Counterparty Trade Type Trade Date Settlement Not Ccy Not. Ccy Maturity Date Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) SOLITHERll 12-Aug.2014 FINANCIAL. LLC 12Aug-2015 7:-. 1:"..0 XC C': 17 C100.000 00) CNN SIC R i FLP;PFAr. ',.)-iji R ';:j:) Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAmt Not.Ccy Not. Amt 2 Not Ccy2 Strike Price P,ITM(USD) SOUTHERN TWTR r. FINANCIAL GROUP INC 01-Feb-2016 (3 89.6.620 00) USD ").? '17ii-J2 Statement ID : Subtotal The valuation information set forth in thrs 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-0116086 SDNY_GM_00262270 EFTA01456790