Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) SOUTTERN LN_6187538u FINANCIAL LLC SOUTFERN TWTRN FINANCAL.LLC CALL CALL 18-Dec-2015 (4168.V:01 USD r1 !!%.0{a 27-Jan-2016 3896,62000 lisp 100000 10000 389662 382.0% 74 Subbtal: 302.6

te Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price kITM(USD) SOUTI-ERN LN_6187538U FrlANCLAL LLC SOUTFERN TWTRN FINANCRL.LLC CALL CALL 18-Dec-2015 :at 68/.03 33: USD i1 !!%.Ctfa 27-Jan-2016 3896,62000 lisp 100000 10300 389662 36 4600 403775 3.71

Not.Amt Not. Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price kITM(USD) FILANCLAL LLC ■ SOUTHERN Ltl_6187538U SOUTI-ERN TWTRN FINANCRL.LLC CALL CALL 18-Dec-2015 (4166.03 33) USD i it I ri;.CW) 27.Jan-2016 3896,62000 lisp 100000 10300 389662 35 9003 40 2165 3.

Swap NOM db Ticket Counterparty Ref. Entity Put/ Cal Expiry Date NotAmt Not.Ccy Not.Amt 2 Not.Ccy2 Stnke Price MTM(USD) 612576 SOUTHERN TWTRN riNANcIAL LLC 01-Feb-2016 (2.2WX00.00) USD 22 5300 354 102 00 Subtotal. 354 102 00 • NOF =ice`: DealGrouplO Settlement Not.Ccy Not Ccy