EFTA Document EFTA01458368

14 Sep 2015 Page 2 Of 3 Deere BankAG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread ?ATM rd SD) C79707544 SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 11.Jaw2015 1443n-2015 20.Mat.2020 SELL I0 009 000 00 USD 'C. :CI:. 10:1:(1 IS:i I CO:C 351 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) L14618753 NY-618176 SOUTHERN Lt1_618753BU FINANCIAL LW SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec-2015 ;4 Ier3.1.t 05) 27-Jan-2016 3896,62000 USD (4, 036.000; USD 100.000 10000 389662 27.3900 54 7179 0817 170232 I::: 8172423 Subtotal: 10.792 11 EX • Options 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 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN hEuroOpt 0241.2015 FINANCIAL,L1C SCUTHERN REuroOpt 02-JA-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 024d-2015 FINANCIAL, LLC SOUTHERN FilEuroOpt 0241-2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-20I6 50,000000.00 EUR 064an-2016 50030.030 00 EUR 06-Jan-2016 25.000.000.00 EuR 06-Jan-2016 25000030.00 EUR (52.000,000 00) USD (58:200.00000) USD 126.250,C0000) USD (26.9 I2,5C0.00) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (224.404 21) 684,603.97 (138310 11) 404,460.35 Statement ID : 182298_20150911_20150914_1 Subtotal: 725,750 03 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-0118252 SDNY_GM_00264436 EFTA01458368