EFTA Document EFTA01457241

'777 71 7.7? 7.08-777110,717771:71, 77-71.777 .—k 115: . . 7 20A#2015 Pays 2 Of 3 ANIL.- Deutsche Bank AG SOUTHERN FINANCIAL, LLC 0 coda- 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 NIE- DEFSWAP 13-Jan-2015 14-..bn-2015 20-Mar-X20 SELL 10 000 000 00 USD 10 020003 00 '.10,0i I CCCC 233 Subtotal. NellitY • 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) 1.14-618753 SOUTFERN Lt1_618753Bu FlIANCLAL LLC NY-618176 SOUTFERN FININCIAL.LLC CALL CALL 5 .2.c /3 : 5 :4.166.03133.:. USD (4.116£,0081 27-Jan-2016 389682000 ...191) 100000 10000 38 9662 50 6600 43 4297 14.240 (107.614 1.424001 15 Subtotal: 1.316.386 20 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) 4188222430 SOUTHERN Fit:3530;A 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (462.0M003 al) CM4 SHORT ELRCPFAN PUT 6.1600 (36 -5fl K' t 834462396 FINANCIAL LLC _ _ _ _ _ _ _ _ _ _ Equity-Swap Hybrid db Ticket Counterparty Ref Entity _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Put/ CaU Expiry Date Not.Amt Not Ccy _ _ _ _ _ _ Not Amt 2 Subtotal _ _ _ _ _ _ _ _ _ Not Ccy2 Strike Price _ _ _ _ _ ___ ___ MTM(USD) 612676 SOUTHERN - v,:- :: .. FINANCIAL, LLC 01-Feb-2016 15.001020 00i ( 00 50 5 !CC Statement ID: 182298.20150417_20150420_1 Subtotal 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 r CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116702 SDNY_GM_00262886 EFTA01457241