EFTA01457227

741110re 15Ape 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC erode - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date BuySell NotArnt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERIVAT WE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mar-X20 SELL 10 000 000 00 USD 10020003 00 '.153i I CCCC 221 Subtotal ,,.. EclidtY • Option db Ticket Counterparty Ref. Entity PO Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) Lba618753 SOUTFERN L14_618753Bu EMMA!. LLC fW1.618176 SOUTFERN FNANCIAL. LLC CALL CALL ll .•_:,c /3:5 :4.166.03.!l•Cs USD (4.1fil,CO3) 27.Jan.2016 389682000 _SD 100.000 1 0000 38 9662 51 2003 435177 14.732 (100,900 97) 1.473 18986 Subtotal: • ', 28: e'r, FX- Options Trade ID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 1 Not.Anit 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD) 418822243/ SOUTHERN F ..EroCot 12Aug.2014 12Aug.2015 14-Aug-2015 75,000,030 00 USD (462,c J.003 03) CNN SHORT ELRCPEAN PUT 6.1600 (883 l', 834462396 FINANCIAL LLC Equity -Swap Hybrid db Ticket Counterparty Ref Entity Pug CaU Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price MTM(USD) 612676 SOUTHERN FINANCIAL, LLC 01-Feb-2016 15/3010X 001 t sr 531 ICC Statement ID: 182298_20150414_20150415_1 Subtotal 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-0116684 SDNY_GM_00262868 EFTA01457227