I e an roup on SOUTHERN FINANCIAL, LLC Request 182298 A As of 07 Jul 15 -""IIIIMENIMMIllat Ce Jul 2015 Page 2 or 3 Deutsche Bank AG SOUTHERN FINANCIAL, LLC Gedk - Defautt Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NOI,Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread mTM(USD) SOUTHERN CREDIT BRASOV !NAr !DX_ LLC DERNATIVE- DEFSWAP 13.Jan-2015 14.Jan-2015 20-Mai-2u SELL 10 000 000 00 USD 10 020 003 00 -.111:3 I CCCC 251 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) C11L. I 4.:-.rc . . 'I •:::' 1 .41v : FNANCIAL tic SOUTHERN FINANCIAL. LLC ' :'' Ccc ;HE /. ::1- 7.:'•: :4 I 661(..C. tr. 3896670(.0 USD (4.11i4CGC) cs 0 100.000 10000 38 9662 35 5203 Li iiii iii 3.323 (a:1941.10) 332.30559 Subtotal: 4',7. ..k.i.t -'-'2i FX -OptIoni DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 Not.Amt 2 2 Long! Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN FkuroOpt 12-Aug-2014 FINANCIAL, LLO SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL. LLC SOOTHEFtN F,EuruCpt 02-Jul-2015 FINANCIAL. LLC SOUTHERN F)EuroOpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02,All.2015 FINANCIAL, LLC 12-Aug-2015 04-Jan•2016 04-Jrn-2016 04-Jan-2016 04-Jan•2016 14-Aug-2015 DS-Jan-2016 06-Jai-2016 06Ja-2016 06Jan•2016 75,000000.00 USD 50.000.000.00 EUR 50,000,000.00 EUR 25.000.000.00 EUR 25,000,000.00 EUR (452,001000 00) CM (52.000000 00) USD (58.2f.k0W 00) USD (26.250.000 00) USD (28,912.50000) u30 SHORT SHORT LONG SHORT LONG EUROPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 (493574) (834,34153) 517160.18 (477.98696) 303,650 73 Statement ID: 182298_20150707_2