enr . a a SOUTHERN FINANC - Request 18 As of 02 Sept 77147.7M:i..7---,-- ,i.ni,:-.1.,forroppor Jae 03 Sep 2015 Page 2 Of 3 Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tfedll • DefaultSveap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNAT rvE- DEFSWAP I3-Jan-2015 14-Jan-2015 20-A1at-2uzV SELL 10 003 000 00 USO 10 OCO 000 00 is:, 10000 :362 ...L •;:.. Subtotal igitY • °Peon db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 114618753 Ny.618176 SOUTHERN Lt1_6187538U FNANOtAL LLC SOUTI-ERN TWTR N FINANICAL.LLC CALL CALL 18-Dec-2015 :4,1661.0., 3:7; 27.Jan-2016 3,89662000 USD (4.166,060) Lisp 100.000 10000 389652 99880 21 Subtotal: FX • Options 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) 497117498/ 1037233558 4971174987 1037233559 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEurcOpl 02,61-2015 FINANCIAL, LLO SOUTHERN FiEuroOpl 02.41.2015 FINANCIAL. LLC SOUTHERN FxEurcOal 02.Jul.2015 FINANCIAL. LLC SOUTHERti FiEuroOpt 02-Jul-2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50,00000000 EUR OS-Jan-2016 50,000,00000 EUR 06-Jan-2016 25,06060003 EUR 06Jan-2016 25.00000300 EUR (52:1.06000) LSD (58.200660 00) LSD (25.250660 00) USD (28.912.50000) LSD SHORT LONG SHORT LONG EUROPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PUT CALL 1.0400 1.1640 1.0503 1.1565 t270,617 49) 636,309.05 1165.95521j 376247.99 Statement ID: 182298 29150902 20150903 1 Subtotal: 575684.34 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 118044 SDNY_GM_00264228 EFTA01458227