EFTA Document EFTA01457808

"7.1 7.1! CI errIn virl. :7 721 37,77_717.7 02 Jul 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Credit -Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT WE- DEFSWAP 13-Jan-2015 14...en-2015 20-Mat-2014 SELL 10 000 000 00 USD 10 OCO 000 00 115:3 1 0000 245 (52) 126 ..1: Subtotal '175 ':3 1v B*9 • Option db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NITM(USD) 1/4618753 SOUTHERN 1.11_618753BU FNANCIAL LLC NYS18176 SOUTHERN TVVTR N FINANCIAL. LLC CALL 18-Dec-2015 tel 061.03 :0) USD 14 Ifxtt70:.) CALL 27.Jan-2016 3.89662000 lisp 100000 10000 389662 35 4000 13 "ig? 3.277 : I 327.712 11 Subtotal: 2 " U12 ,:z FTC- Options DealGrouplD Counterparty Trade Type Trade Date Settlement Not.Ccy Not.Ccy Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 418822243' SOUTHERN FirEurcOpl 12-Aug-2014 834462398 FINANCIAL (LC 1244.es-2015 14-Aug-2015 75,000030 OD USD (462,Q10.CO) 00) Chk4 SHORT EURCPEAN PUT 6.1600 ( 10 S24 47) _ _ _ _ _ _ _ _ _ _ Equity-Sxap Hybrid db Ticket Counterpart' Ref. Entity _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Pull Call Expiry Date Not.Amt Not.Ccy _ _ _ _ _ _ _ _ _ _ Not.Arnt 2 Not.Ccy2 Subtotal _ _ _ _ _ Stnke Price _ _ _ _ _ __ __ __. MTM(USD) 612676 SOUTHERN TVVIR N FINANCIAL, LLC 01-Feb-2016 0.42! CD) (0) USD 34 2100 103 928 39 Statement ID 182298_20150701_20150702_1 Subtotal: 103.928 38 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the oover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117493 SDNY_GM_00263677 EFTA01457808