EFTA01458715

22 Oct 2015 Page 2 Of 3 Deutsche Sank AG SOUTHERN FINANCIAL, LLC Credit • 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.ITN(USD) SOUTHERN CDSwapScry BRASOV FINANCIAL LLC 13.Jan-2015 1443n-2015 20-Ma,-2020 SELL 10 002 000 00 USD 'C. :CI:. 10:1:(1 IS:i I cccc 45:, Subtotal Equity -Option Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) SOUTHERN Lf1_618753BU FINANCIAL LW SOUTHERN TIM N FINANCIAL, LLC CALL CALL 18-Dec-2015 :4 IS6.1.t 23) 27-Jan-2016 3,896,62000 USD (4,166.0001 us0 700.000 10000 38 9662 29.3003 51 2157 0123 (14.30.94) 62281.56 Subtotal: 47.981 62 FX • Options D 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) SOUTHERN FiEuroOpt 02-Ju1.2015 FHANCIAL,I.LC SOUTIERN FiEuroOpl 02-M-2015 FINANCIAL, LLC SOLITIERN FxEuroOpt 02Ju1.2015 FINANCRL, LW SOUTHERN MuroOpt 0241.2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 064an-2016 50000000.00 EUR 064an-2016 50.030.030 00 EUR 06-Jan-2016 25.000.00.00 EVR 06-Jan-2016 25.000030.00 EUR (52.000000 00) USD (58:20.000) USD 126.2Ki.000 00) USD (26.9€2.50.0) USD SHORT LONG SHORT LONG ELRCPEAN EURCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 10500 1.1565 (60360Mr) 432275.46 (4069396) 275.95107 Statement ID: 1822,38_20151021_20151022_1 Subtotal: 607,183 68 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-0118758 SDNY_GM_00264942 EFTA01458715