EFTA01458393

7,717,:7 4/ ej71"O rri. 7 772!' ;7, 7771.1 1.7.7 I. 21 Sep 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • Dugout Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD) C79707544 SOUTHERN CDSwapSov BRASOV FINANCIAL LLC I 1.Jan.2015 1443n-2015 20•Mar.2020 SELL I0 OOD 000 00 USD 'C. :(i:.10:1:(1 IS:i I CO:C :7- Subtotal (I 09ri 069 7t) Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USO) LT4618753 NTSI8176 SOUTHERN Lt1_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec-2015 ;4 I&5.3 3) 27-Jan-2016 3,996,62000 USD (4,I66.D90; USD 100.0% 10000 389662 27.9600 501%1 0.659 (40%7.36) 65,8%19 Subtotal: 28607.83 EX • Op0ons DealGroup1D 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 49711749EW 1037233559 497126993/ 1037255%2 49712690 1037255503 SOUTHERN F)EuroOpt 02-Ju1.2015 Flatlet/4,11C SOUTHERN REuroOpl 024I-2015 FINANCIAL, LLC SOUTHERN FxEuroOpt 02•AII•2015 FINANCIAL, LLC SOUTHERN MuroOpt 02•Jul-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000,000.00 EUR 064an-2016 50.000.000.00 EUR 06-Jan-2016 25000000.00 EUR 06-Jan-2016 25.000000.00 EUR (52.000,000 00) USD (58:200.00000) USD (26244000 00) USD (26.9 I2.5C0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.050D 1.1565 ; —:c! Kialzi 720,333.56 (88.165 23) 430238.93 Statement ID: 182298_20150918_20150921_1 Subtotal: 923,013 20 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-0118286 SDNY_GM_00264470 EFTA01458393