EFTA Document EFTA01456635

rrl" e 'an roup on SOUTHERN FINANCIAL, LLC R . 182298 __ . .-. '14 - Feb 15 .. -44IIIIIIIIIIIIIIIIIIIIIIIIIWAISS, 06 Fib 2015 Page 2 Of 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Gred8- Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff Date Maturity Date BuySell Not Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NE- DEFSWAP 11Jan-2015 14-Jan-2015 ?Phi-X..20 SELL 1000) 000 00 USD 10030 003 DO '.16:1 I CCCC 225 Subtotal 6€8@/ • Option db Ticket Counterparty Ref. Entry Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 114618753 SOUTFERN Ltl_618753BU FitANCLAL LLC NY-618176 SOUTFERN TWTR N FINANCIAL GROUP INC CALL 18-Dec2015 :4 166.10114:1) USD (4.1KFCC) CALL 27kian-2016 389662000 USD 100.030 I C000 38 9662 41 2600 471C89 ? 612 Subtotal ESE L// !CI El-Options Trade ID 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 Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN 12Aug.2014 834462395 FINANCIAL. LLC 12Aug-2016 7:-. :CC XC CC 17 0091;00 00) CM-I SI-CRT ELP1CorAt. '.11JT R 'f:j:.! Subtotal WAY - SW* HY8Fld db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Not.Amt 2 Not.Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTRN FINANCIAL GROUP INC 01Feb-2016 (3896.620 0)) USD 38.9662 (22566256) Statement ID : 182298_20150205_20150206_2 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 CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 115895 SDNY_GM_00262079 EFTA01456635