EFTA01458175

67:11" • S• . . , 77147:Mi..7--- -.1.,forrppo r a Se 25Aug 2015 Page 2 Of 3 Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tfsda • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14...hn.2015 20-Mat-20zV SELL 10 003 000 00 LSO FINANCIAL. LLC DERNAT NE- DEFSWAP 10 OCO 000 00 is:, 10000 344 .. Subtotal fr;c:; tr;' :',! igitY • °Peon db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 1.14.618753 SOUTHERN LI1_6187538U CALL 18-Dec-2015 :4,166.0333) USD (4.166,0(0) Ft/ANCLAL LLC NY.610176 SOUTFERN TWTR N CALL 27.Jan.2016 389662000 Lisp 100000 FINANICAL.LLC 1 0000 389662 25 1700 6090"36 0.848 84809 70 Subtotal: EX-Options Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117496i SOUTHERN FiEurcOpl 0244-2015 04-Jan-2016 06-Jan-2016 50,00000000 EUR (52003.0(0 DO) LSD 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 024/1.2015 04-Jan-20l6 OS-Jan-2016 50,000,00000 EUR (58.200000 00) USD 1037233550 FINANCIAL. LLC 497I26993/ SOUTHERN FzEurcCp1 024/1.2015 04-Jan-2016 06-Jan-2016 25,0030300D EUR (26.250/10 00) LSO 1037255502 FINANCIAL LLC 4971269931 SOUTHERN FiEuroOpt 0244.2015 04-Jan.2016 064an-2016 25,00000000 EUR (28.912.50000) LSD 1037255503 FPIANCIAL LLC SHORT EUROPEAN PUT 1.0400 LONG ELRCPEAN CALL 1.1640 SHORT ELRCPEAN PUT 1,0500 LONG ELRCPEAN CALL 1.1565 (t3352524) 1295278 39 (81.587 81j 744.07723 Statement ID : 182298 20150824_20150825 1 Subtotal: 1,82043.17 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-0 117976 SDNY_GM_00264160 EFTA01458175