EFTA01458381

taliv7n, Vale- 77-Th alkVe Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell NotAmt 1 Not.Ccyt Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) C79707544 SOUTHERN CDSwapSoty BRASOV FINANCIAL LLC 13.Jan.2015 14.43n-2015 20.Mat.2020 sal 10 009 000 00 USD 'C. :Ci:. 10:1:(1 IS:i I CO:C 35- Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LI4618753 NY-618176 SOUTHERN Lt1_618753BU FINANCIAL LLC SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec-2015 ;4 166.M; 35) USD (4,166.030; 27-Jan-2016 3896,62000 USD 100.000 10000 389662 i":.4 2C€4i 58378 75 Subtotal: 4.17002 EX • Options DealGroupiD Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date 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 MuroOpt 0241.2015 FINANCIAL,L1C SOUTHERN REuroOpl 0241-2015 FINANCIAL, LLC SOUTHERN FxEuroOpt 02•AII•2015 FINANCIAL, LW SOUTHERN MuroOpt 024u1-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000600.00 EUR (52.000,000 00) USD OSJan•2016 50.000.000.00 EUR (58:200.00000) USD 06-Jan•2016 25.030.E00.00 EUR (28.7-1400 00) USD 06,1are2016 25.000030.00 EUR (28.312.5C0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 . • l...1 323 4ii 639083.03 (1ld.cta64) 381.38044 Statement ID: 1822,3820150916_201509171 Subtotal: 725081 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 17 Sep 2015 Page 2 Of 3 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0118271 SDNY_GM_00264455 EFTA01458381