EFTA01458227

enr . a a SOUTHERN FINANC - Request 18 As of 02 Sept 77147.7M:i..7---,-,i.ni,:-.1.,forroppor Jae 03 Sep 2015 Page 2 Of 3 Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tfedll • DefaultSveap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT rvE- DEFSWAP I3-Jan-2015 14-Jan-2015 20-A1at-2uzV SELL 10 003 000 00 USO 10 OCO 000 00 is:, 10000 :362 ...L Subtotal igitY • °Peon db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 114618753 Ny.618176 SOUTHERN Lt1_6187538U FNANOtAL LLC SOUTI-ERN TWTR N FINANICAL.LLC CALL CALL 18-Dec-2015 :4,1661.0., 3:7; 27.Jan-2016 3,89662000 USD (4.166,060) Lisp 100.000 10000 389652 99880 21 Subtotal: FX • Options DealGrouplD 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) 497117498/ 1037233558 4971174987 1037233559 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEurcOpl 02,61-2015 FINANCIAL, LLO SOUTHERN FiEuroOpl 02.41.2015 FINANCIAL. LLC SOUTHERN FxEurcOal 02.Jul.2015 FINANCIAL. LLC SOUTHERti FiEuroOpt 02-Jul-2015 FINANCIAL. LLC 04-Jan-2016 [repeated 4 times] 06-Jan-2016 50,00000000 EUR OS-Jan-2016 50,000,00000 EUR 06-Jan-2016 25,06060003 EUR 06Jan-2016 25.00000300 EUR (52:1.06000) LSD (58.200660 00) LSD (25.250660 00) USD (28.912.50000) LSD SHORT LONG SHORT LONG EUROPEAN ELRCPEAN [repeated 3 times] PUT CALL PUT CALL 1.0400 1.1640 1.0503 1.1565 t270,617 49) 636,309.05 1165.95521j 376247.99 Statement ID: 182298 29150902 20150903 1 Subtotal: 575684.34 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-0 118044 SDNY_GM_00264228 EFTA01458227