EFTA01368505

itarenTirrrEt' 37777" 1 22 Sep 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) C79707544 SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 13Jan.2015 1443n-2015 20.Mar.2020 SELL I3 000 000 00 USD 'C. :i..i:. 10:1:(1 IS:i I CO:C C12 I ; Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) L1'4618753 NY-618176 SOUTHERN U1_61875360 FiNANCIAL LLC SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec.2015 27-Jan-2016 ;4 I86.1.t: 05) 3696,62000 USD (4,166.0001 u80 100.000 10000 389662 27.3800 49 7519 0539 (44,966.06) 5387783 Subtotal: 8.912 77 EX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i 1037233558 49711749W 1037233559 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL,L1C SOUTHERN REuroOpl 0241-2015 FINANCAL,LLC SOUTHERN FiEuroOpt 024i-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 0241-2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 064an-2016 06-Jan-2016 06-Jan-2016 50000000.00 EUR 50,000,000.00 EUR 25MO.M0.00 EVR 25.000030.00 EUR (52.000,000 00) USD (58:200.00000) USD 126.2Ki000 00) USD (28.9€2,51,0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (212.478&d) 452.13207 (13160469) 215.562.92 Statement ID : 182298_2015092L20150922_1 Subtotal: 381.611 41 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-0060261 SDNY_GM_00206445 EFTA01368505