Deutsche Bark AO e an roup SOUTHERN FINANCIAL LLC Request As of 20 Mar 15 23 Mat 2015 Page 3 Of 3 SOUTHERN FINANCIAL, LLC Co ides- Index Derivatives Settlement Not.Ccy Trade ID Counterparly Trade Type Trade Date Maturity Date Date Long/ Shod Option Style Put/ Call Ref. Entity Notikint 1 1 Strike Price MTM(USD) SOUTHERN FINANCIAL LLC Ca nmoditySktapith 13-Jan-2015 13-Jan-2016 154an.2016 SHORT '0 C.ITC XI. &TA USD 255 8703 251 01585 Subtotal: 251.015 85 Statement ID : M20150320_20150323_1 Total: 533,381.03 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-0116426 SDNY_GM_00262610 EFTA01457048