EFTA Document EFTA01457232

'777 n :CI WIC-77:7110,71771:71,77-:-.7177 .-k IT 16Ape 2015 Pays 2 Of 3 Mike' Deutsche Bank AG SOUTHERN FINANCIAL, LLC erode - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar-2020 SELL 10 000 000 00 USD 10030 COD CO '.1S0 I CO): 224 Subtotal. Eet4tY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN618753 SOUTFERN LI4_618753Bu FINANCIAL LLC Nftc618176 SOUTFERN FINANCIAL. LLC CALL CALL .'_:,c /3:5 ;4.166.,'.0.! 7.0:: USD (4.166,0(X1 27-Jan-2016 389662000 ...ISD 100 OCO I C000 38 9662 51 3003 431374 14.754 (101,79).15) 1.475355% Subtotal: ; c FX- Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Arnt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 4188222434 SOUTHERN r.p.cOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462.rA-10.003 al) CNN SHORT ELRCREAN PUT 6.1600 i.17668) 834462396 FINANCIAL LLC Equtly-Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price MTM(USD) 612676 SOUTHERN -v,:-:t.. FINANCIAL, LLC 01-Feb-2016 15.010:0001 I. it 50 LI !CO Statement ID: 182298_20150415_20150416_1 Subtotal The valuation information set forth In this statement Is proAded subject to the terms and conditions set forth in the notes on the cover sheet r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116690 PROT1 PROT0