EFTA01458466

e an raup SOUTHERN FINANCIAL, LLC R 1 02 Oct 2015 Page 2 Of 3 Doubts Bank AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread I.ITM(USD) C79707544 SOUTHERN CDSwapSoy BRASOV FINANCIAL LLC I 1.Jan.2015 1443n-2015 20.Mae2020 SELL la 009 000 00 USD 'C. :CI:. 10:1:(1 IS:i I CO:C .:4;i Subtotal I.I 1 177 Eli! 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 1.11_618753M FrIANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 ;4 i&6. ' 35) 27-Jan-2016 366562000 USD (4,166.0801 USD 100.000 10000 389662 24.6803 548659 0.295 (1:3,09724) 29544.18 Subtotal: (19.553.08; FX • 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 4971174981 1037233559 4971269931 1037255502 497126993/ 1037255503 SOUTHERN FIEuro0pt 02-Jul-2015 Flatlet/4,11C SCUTHERN FtEuro0pl 0248-2015 FINANCIAL, LLC SOUTHERN FAuroOpt 02441.2015 FINANCRI., LLC SOUTHERN F)Euro0pt 02441.2015 FNANMAL,LLC 04-Jan-2016 04-Jan.2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000,000.00 EUR 064an-2016 50030000 03 EUR 06-Jan-2016 25.000.000.00 EUR 06-Jan-2016 25000030.00 EUR (52.003,000 00) USD (58:200.00000) USD (26.2Ki800 00) USD (28.9 I2,500.30) USD SNORT LONG SHORT LONG EURCPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0403 1.1640 1.0500 1.1565 ;l76.1796II 395,124.35 (1I1998. 80) 246229.99 Statement ID : Subtotal: 353,175 93 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-0118388 SDNY_GM_00264572 EFTA01458466