EFTA01458237.pdf

67:11" S• . • 771,,fiim,i..7--- ,-- ,i.ni,:-.1.,forroppor Page 07 Srp 2015 2 of 3 . I r. a as Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tirade • OefaultSwap Trade ID Counterparty Trade Type Ref. Entity Trade Date Et Date Maturity Date guySell Not.Amt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread NITA/(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mar-2un1 SELL 10 003 000 00 USD 10 OCO 000 00 35:3 10000 361 • ::) ,. 1 ::;:):: • FINANCIAL. LLC DERNAT rVE- DEFSWAP Subtotal y (10 60 '.. • 19-84Y • OPORn db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) IN618753 SOUTHERN U1_61875380 CALL 18-Dec-2015 :4,1661.0, 33) USD 14.166,0(k) 10000 (134 202 48) FNANCLAL LLC NY-618176 SOUTI-ERN TWTR N CALL 27.Jan-2016 3,89662000 Lisp 100.000 389662 28 1500 561065 1.100 10999496 MAACK. LLC Subtotal: 5.79250 -0Pdon Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 4971174967 SOUTHERN F)EurcOpt 0244-2015 04-Jan-2016 06 -Jan-2016 50,00000000 EUR (52,Q70,0030;3) LSD SHORT EUROPEAN PUT 1.0400 (3327&2691 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN FkuroOpI 02.41.2015 04-Jan-2016 OS-Jan-2016 50000,00000 EUR (58200,060.0:11 LSD LONG ELRCPEAN CALL 1.1640 481,409.05 1037233550 FINANCIAL. LLC 497126993/ SOUTHERN FxEurcCpt 02-Ail-2015 04-Jan-2016 06-Jan-2016 25,00303003 EUR (257.4000 00) USD SHORT ELRCPEAN PUT 1.0509 ;20453220) 1037255502 FINANCIAL LLC 4971269931 SOUTHERN F)EuroOpl 02.04.2015 04-Jan-2016 06-Jan-2016 25.00000000 EUR (28.912.50000) LSD LONG ELRCPEAN CALL 1.1565 287269.51 1037255503 FtlANCIAL LLC Subtotal: 231.363.67 Statement ID : 182298 20150904_20150908 1 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 ar=. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 118058 CONFIDENTIAL SDNY_GM_00264242 EFTA01458237