A SOU ERN Fl Request 182298 As of 22 Jul 15 Jane 23 J_ 2C"b Page 2 Of 3 Doubts BenkAG SOUTHERN FINANCIAL, LLC Erode • Defaut 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 14-Jan-2015 20-Mai-2u SELL 10,000.000 00 USD 100X ODD 00 USD I CCCC 251 Subtotal. Equity - Option db Ticket Counterparty Ref. Entry Put/ Call Einry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 114.618753 NY-618176 SOUTHERN LN_6187538u FNANCtAL LLC SOUTHERN FNANCIAL. LLC CALL CALL 18.De-2015 27.Jan-2016 :4,I66.V "C:, USD (4.166,01.0) 389662000 jSD 100.030 10000 38 9662 3 558 I "?. 9,...\". i3: 35580056 FX • Options Subtotal- n DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FiNANCI.N..LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN F)EuroOpt 02-Jal-2015 FINANCIAL, LLC SOUTHERN ExEuroOpt 02-J0I.2015 FNANCLALLLC 12-Aug-2015 04-Jan-2016 04-Jen-2016 04-Jan-2016 04-Jao2016 14-Aug-2015 05-Jan-2016 06-Jat-2016 064ari-2016 06Jao2016 75,00000000 USD (452,003.000 03) Glial 50.000.030.00 EUR (52.000000 00) USD 50000000.00 EUR (58.243,000 00) USD 25000000.00 EUR (26.250.003 00) LSD 250:0.03000 EUR 08,912.50000 USD 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 0.00 (570,651.36) 330.665.16 (344.92228) 196.648.70 834462395 497117498/ 1037233558 497117498/ 1037233558 497126993/ 1037255502 497126993f 10372555