A ., .... ., SOU ERN FI Request 182298 As of 21 Jul 15 Jane 22 .1.. 22'5 Page 2 Of 3 Doubts BankAG SOUTHERN FINANCIAL, LLC ttadll • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 14-Jan-2015 20-Mai-2u SELL 10,000.000 00 USD 10033 003 00 USD I COX: i1r.:, Subtotal. Equity - Option db Ticket Counterparty Ref. Entry Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 1.14618753 NY-618175 SOUTHERN LN_6187.538u FNANCLAL LLC SOUTHERN FNANCIAL. LLC CALL CALL 18.De-2015 :4,166.9',R TJ) 27.Jan-2016 389662000 USD (4.166.0(C) isp 100000 1 0000 38 9662 35630' 417311 3190 (45.429n 378.973 31 FX • Options Subtotal' 333.543 98 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) 412822243/ SOUTHERN FkuroOpt 12-Aug-2014 FINANCIAL, LLC SOUTHERN FiEuroOM 02.44.2015 FINANCIN..LLC SOUTHERN FzEurcOpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN FaEuroOpt 02-Jal-2015 FINANCIAL, LLC SOUTHERN FxEuroOpt 02-34-2015 FNANCLAL, LLC 12-Aug-2015 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 14-Aug-2015 75,000000.00 USD 05-Jan-2016 50000000.00 EUR 06-Jat-2016 50000000.00 EUR 064art-2016 25000000.00 EUR 06-Jan-2016 25000.03000 EUR (452,003.000 93) ChM (52.000000 00) USD (58.203000 00) USD (26.250.000 00) LED (28,912.500 00) USD SHORT SHORT LONG SHORT LONG EURCPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 c20 88) (537,92459 368043.96 024318271 217,580.78 814462395 497117498/ 1037233558 497117498/ 1037233558 497126993/ 1037255502 497126993l 1037255503 Statement ID: 182298_20150721_20150722_1 Subbtal: (278.63900) The valuation information set forth in this statement is provided subject b the berms and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0117622 SDNY_GM_00263806 EFTA01457906