EFTA Document EFTA01457386

I v, .71:77i7 Tr -77r . ...77 7157"a-. ,1..21.,::: ' I alinnall....WaleaMt 13 May 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Gods - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 NotAmt 2 Not. Ccy2 Rate Spread P,ITM(USD) SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10000000 00 ,v,;:i I 9,,i9: 225 Subtotal. Equity • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price NITM(USD) SOUTHERN 1.11_618753BU Ft4ANCIAL LLC SOUTFERN TWTR N FINANCIAL. LLC CALL CALL 18-Dec-2015 :4,186.993 :OP USD i1 1&;G(0) 27-Jan-2016 3,89662000 Lisp 100 000 1 0000 389662 37 4800 41 9674 4.695 469.52657 Subtotal: 392.490 50 FX - Optios DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) s ,...t-Hq'i FxEurcOpl 12-Aug-2014 12Aug-2015 14-Aug-2015 75,000.00000 USD (462.003.003 03) Chk4 SHORT EURCPEAN PUT 6.1600 (150.3! 33) Hybrid Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Arnt 2 Subtotal Not.Ccy2 Stnke Price MTM(USD) Equtly -Swap db Ticket SOUTHERN TVVTRN FINANCIAL, LLC OISeb-2316 , :Ci, ,1), USD 51 6600 1 419 742 84 Statement ID : 182298 20150512 20150513 1 Subtotal: 1,419.742 84 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 116913 PROT1 PROT0