a SOU ERN Fl Request 182298 A As of 06 Jul 15 Jane Ci I. 2:"b Page 2 Of 3 Deere BenkAG SOUTHERN FINANCIAL, LLC tied' • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13-Jan-2015 I4-Jan-2015 20-Mar.2u SELL 10,000.000 00 USD 10033 003 DO USD I CCCC it? Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call Einry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 114618753 NY-618175 SOUTHERN Ltl_6187538u FNANCtAL LLC SOUTFERN FNANCIAL. LLC CALL CALL 18-De -2015 27,lan-2016 :4,166 WI TJ:i 3896620 CO USD (4.166,0(0) .3s D 100.030 10000 38 9662 354303 11 ) cc 3 304 330.385 52 FX • Options Subtotal 281.55870 DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy 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 RiEuroOpt 02Ju1.2015 FINANCIAL. LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN F)EuroOpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN ExEuroOpt 02-JA-2015 FINANCIAL, LLC 12-Aug-2015 04-Jan-2016 04-Jrn-2016 04-Jan-2016 04-Jan-2016 14-Aug-2015 05-Jan-2016 06-Jat-2016 06-Jart-2016 06-Jan-2016 75,000800.00 USD 59000900.00 EUR 50,000,000.00 EUR 25,00060000 EUR 25,000.030 CO EUR (452903.000 03) Ghil (52.000000 00) USD (58.200,0W 00) USD (26.250.00D 00) LSD (28$12,50000) uS0 SHORT SHORT LONG SHORT LONG EUROPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 .36.16St) (659,6137N 676.629.66 (36420903) 393,543.13 814462395 497117498/ 1037233558 497117498/ 1037233529 497126993/ 1037