EFTA01457257

7.1! :71 tarnYr. :7 :721 37,77_717.7 22 Apr 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 NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL, LLC DERNAT NE- DEFSWAP 11,1an-2015 14-Jan-2015 ?CI-Mar-X.)20 SELL 10 000 000 00 USD 10030 ODD DO Cirii:i I CCCC 221 Subtotal „.. EaldtY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN-618753 SOUTI-ERN Lfl_618753Bii FNANCIAL LLC NY-618176 SOUTHERN FINANCIAL. LLC CALL CALL 5 "io: :5'5 ;4.166.00,.. 7.0:: USD 0.166M 27..Jan..2016 3896.62000 ..i.SD 100000 1 0000 38 9662 51 3203 V/ li '. ' 146(C! i /4'1- ..ST.. .2.' Subtotal • 3, , -12' 12 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 Pace MTM(USD) 418622243/ SOUTHERN FrEdicOut 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000,CCO 00 USD (462.000.000 00) C144 SHORT ELRCPEAN PUT 6.1600 (36 ei0 64) 834462396 FINANCIAL LLC Equity-Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not Amt 2 Not Ccy2 Subtotal Strike Price MTM(USD) 612676 SOUTHERN TWTR N FINANCIAL, LLC 01-Feb-2016 (5.001000 00i l51'. 5.3 (....c.0 Statement ID: 182298_20150421.20150422_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-0116725 SDNY_GM_00262909 EFTA01457257