EFTA01457221

. 174717.1 :77 7 trnh 1471.44 2015 Page 2 Of 3 Deutsche Dank AG SOUTHERN FINANCIAL, LLC Cradle - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Ed. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Pate Spread MTM(USD) SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2Un1 SELL 10 003 000 00 LSO 10 00000000 ts:., I i337i7 i/2 FINANCIAL. LLC DERNAT TIE - DEF SWAP Subtotal Equity • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) SOUTHERN Lt1_6187538U FINANCIAL LLC SOUTFERN TWTR N F 1NANCAL. LLC CALL CALL 18-Oec-2015 :41 66.32 :0) USD f 1 I ri;cotT) 27-Jan-2016 3,89662000 lisp 1170 000 10000 389662 516200 43 3297 15.069 (112134 7;7 i 1 576 737 31 Subtotal: :',E.-L: '.:2 .7,_; FX• Optima Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) s').1,•,.,••'1 Firf urcOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75.060.030 OD USD (462.Q10.M33 MT Ch k4 SHORT EURCPEAN PUT 6 1600 2 " _ [repeated 10 times] Equity-Swap Hybrid db Ticket Counterparty Ref. Entity _ [repeated 19 times] Put/ Call Expiry Date Not.Amt Not.Ccy _ [repeated 6 times] Not.Arnt 2 Subtotal _ [repeated 5 times] __ __ Not.Ccy2 Strike Price _ [repeated 3 times] __ __ MTM(USD) SOUTHERN TVVTR N FINANCIAL, LLC 0 1.Feb-2316 (5.00 l I:0703 USC 5001W Statement ID 182298_20150413_20150414_1 Subtotal. I 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-0116676 SDNY_GM_00262860 EFTA01457221