EFTA01458299

67:11" S• . N FINING . , 771,,ifim,i7---,---.1.,formwmir 1 a Se 09 Sep 2015 Page 2 Of 3 Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tied' • Defaidt Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mat-2u SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 356 ji:. C - . /' Subtotal i" Cib 317 4: igitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 114.618753 NY.618176 SOUTHERN 1.11_618753BU FNANCLAL LLC SOUTI-ERN TWTR N FINANCLAL. LLC CALL CALL 18-Dec-2015 27.Jan.2016 :4,1661.0?: '3 USD (4.166,F02) 3,89662000 Lisp 100.000 10000 389662 27 1800 55 1186 0.835 8351435 Subtotal: 7 13U FX • Options DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117496i 1037233558 497117498/ 1037233550 497126993/ 1037255502 4971269931 1037255503 SOUTHERN FiEurcOpt 0244.2015 FINANCIAL, LLC SOUTHERN FiEuroOpI 02.41.2015 FNANCIAL. U.0 SOUTHERN FxEurcCp1 02-A4.2015 FNANCIAL LLC SOUTHERN FiEuroOpl 0244.2015 FINANCIAL LLC 04-Jan-2016 [repeated 4 times] 06-Jan-2016 05-Jan-2016 06-Jan-2016 06-Jan-2016 50,00000000 EUR (521X0.003 03) USD 50.000.000 CO EUR (58200,000.001 LSD 25,000,030 03 EUR (25253.000 00) LSD 25.00000000 EUR (28.912.500 03) LSD SHORT LONG SHORT LONG EUROPEAN ELFICPEAN ELRCPEAN ELRCPEAN PUT CALL PUT CALL 1.0400 1.1640 1.0503 1.1565 (286,899291 558.46065 (176.692 till 331.786 11 Statement ID: 182298 29150908 20150909 1 Subtotal: 426.655.36 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-0118157 SDNY_GM_00264341 EFTA01458299