EFTA01457052

Irt arn ,FP:TrI t' 37,711.7.7 24 Mar 2015 Page 2 Of 3 Deutsche Flank AG SOUTHERN FINANCIAL, LLC 0 red* - 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 DERIVAT WE- DEFSWAP 13-Jan-2015 144an-2015 atilar-2020 SELL 10 000 000 00 USD 10030 C00 DO '.13:) I CCCC IT/ Subtotal. EetdtY • 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) U4818753 SOUTFERN U4_6187538)/ FNANCLAL LLC NY-618176 SOUTFERN FINANCIAL. LLC CALL CALL ll .26c /3:6 :4.166.::0.! :43:: USD (4.166,0(X1 27,lan-2016 389682000 ...I.SD 100 WO 1 C000 38 9662 48 4600 12/13 1.271.34488 Subtotal 121' 695 71 FX- Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN r i.EreCipt 12.Aug.2014 12-Aug2015 14-Aug-2015 75,000,00000 USD (462.0000O3 al) ON SHORT ELRCPEAN PUT 6.1600 (52 297 24) 834462398 FINANCIAL LLC _ [repeated 10 times] Equity-Swap Hybrid db Ticket Counterparty Ref. Entity _ [repeated 19 times] Put/ Call Expiry Date Not.Amt Not.Ccy _ [repeated 10 times] Not.Amt 2 Not.Ccy2 Subtotal _ _ __ Stnke Price iCc.li•iYei• _ _ MTM(USD) 612676 SOUTHERN PARR N FINANCIAL, LLC 01-Feb-2016 I1.. 3CCI)001 USD 48 0600 (:Y.ii ',Xi, 2i) Statement ID: 182298.20150323.20150324_1 Subtotal: (35535.31 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-0116431 SDNY_GM_00262615 EFTA01457052