EFTA Document EFTA01457277

27* 2015 Pace 2 Of 3 Deutsche Sank 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 DERNA7NE- DEFSWAP 13-Jan-2015 14-.Ian-2015 20-Mar-7320 SELL 10 003 000 00 USD 10020003 00 •311',:r I CCCC 2. 15 Subtotal. Equity - 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) 114.618753 SOUTI-ERN LL1_618753Bu FNANCIALLLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL ri .2,c /3:L. :4.1600133.:. USD 0.1660(X11 27.Jan-2016 3896.62000 _ISO 100000 10000 38 9662 50 8203 43 036 14.255 (106.337 21) 1.42647203 Subtotal: 1319.134 82 FX- Options DealGroupID 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) 418622243/ SOUTHERN Fri./30;A 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (462.003.CO:i DI) G44 SHORT ELRCPEAN PUT 6.1600 (47 663 f6) 834462396 FINANCIAL LLC Equity-Swap Hybrid db Ticket Counterparty Ref Entity Put/ Call Expiry Date Not.Amt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price MTM(USD) 612676 sill i-, ii ::r. f l',/,'.(; AI . .c. 01.Feb-2016 1.5.1:01000 00i I. sr eiri LC ICIL : it? -:43 701 Statement ID : 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-0116749 PROT1 PROT0