EFTA01458438

e an raup SOUTHERN FINANCIAL, LLC R 1 29 Sep 2015 Page 2 Of 3 Dauer, BankAG SOUTHERN FINANCIAL, LLC prod* - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread P.ITM(USD) 07970754M SOUTHERN CDSwapSov BRASOV FINANCIAL. LLC I I.Jan.2015 I4-Jan-2015 204a).2220 SELL la 00D 000 00 LSD 'C. :1..i:. 10:1:(1 IS:i I CO:C :72:, Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LF4618753 NV6I8176 SOUTHERN Lt1_618753BU FINANCIAL LLC SOUTHERN TIM N FINANCIAL, LLC CALL CALL 18-Dec-2015 :4 It73.1t a2) 274an-2016 3,866,62000 USD (4, MUCCI USD 100.000 10000 389662 25 2600 549774 0.381 (54,14.0.16) 38,381.73 Subtotal: (15.727 42) EX • Dodoes 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 49711749W 1037233559 1971269937 1037255502 49712%93/ 1037255500 SOUTHERN FiEuroOpt 0241.2015 FINANCIAL,L1C SCUTHERN FiEuroOpl 02-M-2015 AMNON., LLC SOUTHERN FAuroOpt 02Ju1.2015 FIANCRI., LW SOUTHERN FilEuroOpt 02,1W-2015 FMANCLAL,LLC 04-Jan-2016 04-Jan.2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50000600.00 EUR 064an-2016 50.030.000 00 EUR 06-Jan•2016 25.000.000.00 EUR 06•Jan•2016 25000030.03 EUR (52.000,000 00) LSO (58:200.00000) USD (26.250.60000) USD (28.9 i2,51,0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (193.93995) 449,50791 ;12327905) 274.57293 Statement ID : Subtotal: 403,831 84 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-0118351 SDNY_GM_00264535 EFTA01458438