EFTA01457759

01 Jul 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 DERNAT NE- DEFSWAP 13-Jan-2015 14.Jan.2015 20.1itar.XJ2D SELL 10 002 000 00 USD 10020003 00 •JS:.i I CCCC 215 Subtotal. EqlatY • 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) LN618753 SOUTI-ERN LLI_618753Bu Et4ANCIAL LLC IW1-618176 SOUTHERN FINANCIAL. LLC CALL CALL 11 :_:,c /3 :: ;4.168J.C6 742:: USD (4.166,06(1 27.Jan-2016 389662000 CSC 100000 1 COW 38 9662 (51.546 Ecc 359.23841 Subtotal 297.691 52 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) 41882224.3f SOUTHERN ri.p.cOpt 12.Aug.2014 12-Aug-2015 14-Aug-2015 75,000,000 00 USD f462.W0.000 DI) CM-I SHORT ELRCPEAN PUT 6.1600 (11 32098) 834462396 FINANCIAL LLC _ [repeated 10 times] Equity-Swap Hybrid .... db Ticket Counterparty Ref. Entity _ [repeated 4 times] Put/ Call _ [repeated 15 times] _ [repeated 6 times] _ [repeated 4 times] Subtotal _ [repeated 5 times] _ [repeated 5 times] __ __ . Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) 612676 SOUTHERN TWTR N FINAICIAL, LLC CI) eri.2/. 6 13.421:600501 USE: 34 2100 2183391 Statement ID Subtotal 21 833 91 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-0117431 SDNY_GM_00263615 EFTA01457759