SOUTHERN FINikt4C 1 .77172..:57.7"" 4 ,i21,,:-.1.1PRIMPOF - - 19Aug 2015 Pap 2 Ora Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tfeillt • DefeultSvap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC °ERNA' rvEDEF SWAP I3-Jan-2015 14,bn-2015 20-Mat-2u SELL IO 003 000 00 USD 10 OCO 000 00 Ils:t 10000 295 MI 57662) Subtotal irS'Y • OTANI db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN.618753 NY.618176 SOUTHERN U1_61875380 FNANCLAL LLC SOUTFERN TVVTR N MAMMAL. LLC CALL CALL 18-Dec-2015 27.an.2016 :4,1661.0?: OI3) 3,89662000 USD (4.166000) Lisp 100,000 10000 389662 28 3000 479416 0.873 ,.:. ....: f;'; 8730023 Subtotal: i4.151 64; FX • Options DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 NotAmt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117496i 1037233558 497117498/ 1037233550 497126993/ 1037255502 4971269931 1037255503 SOUTHERN FiEurcOpt 0244-2015 FINANCIAL, LLC SOUTHERN FkuroOpI 02.41.2015 FINANCIAL. LLC SOUTHERN FxEurcCp1 02-Ail-2015 FNANCIAL. LLC SOUTHER?' bEuroOpt 02-Ju1.2015 FINANCIAL LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 OS-Jan-2016 OS-Jan-2016 06-Jan-2016 06-Jan-2016 50,00000000 EUR 50000.00000 EUR 25,000,030 03 EUR 25.000,03000 EUR (52009000 DO) USD (59.200)X0 00) LSD (25.25010 00) LSD (28.912.50000) LSD SHORT LONG SHORT LONG EUROPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PUT CALL 1.0400 1.1640 1,050D 1.1565 /33752704) 330,154.79 (21012913) 202,078.90 Statement ID : 182298 29150818 20150819 1 Subtotal: (15,423.06) 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 117949 SDNY_GM_00264133 EFTA01458152