EFTA01458448.pdf

e • an roup -"177,77.1.777 30 Sep 2015 SOUTHERN FINANCIAL, LL Page 2 Or 3 Request 182298 As of 29 Sep 15 Dadra BankAG SOUTHERN FINANCIAL, LLC prod* - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread P.ITM(USD) C7970754M SOUTHERN CDSwapSav BRASOV 13Jan-2015 14,bn-2015 20-Ma,.2020 SELL la 003 000 00 USD 'C. IC. CCU IC i≥:i I CCCC 1313 FINANCIAL. LLC Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) L14618753 SOUTHERN 111_618753BU CALL 18-Dec-2015 :4 ler3.31,t 33) USD (4,166.CCO1 10000 ISI 3R 'Ili FINANCIAL LW NV-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3696,62000 USD 100.000 389662 255903 54711 0.405 40.48184 FINANCIAL, LLC Subtotal: (10.668". EX • Options Settlement Not.Ccy NoWcy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i SOUTHERN FiEuroOpt 024j1.2015 04-Jan-2016 06-Jan-2016 50,000,000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (183.441 0 , : 1037233558 FINANCIAL,L1C 49711749W SOUTHERN FiEuroOpt 0241-2015 04-Jan-2016 06Jan-2016 50030.000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 464.487 23 1037233559 FINANCIAL, LLC 4971269937 SOUTHERN FiEuroOpt 02412015 04-Jan-2016 06-Jan-2016 25.000.000.00 EUR (262‘1400 00) USD SHORT ELRCPEAN PVT 1.0500 (116.8X12 10372555(12 FINANCIAL, 11C 497126993/ SOUTHERN F)lEuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.912.54,000) USD LONG ELRCPEAN CALL 1.1565 283.60607 1037255503 FINANCIAL. LW Subtotal: 447,826 04 Statement ID : 182298_20150929..20150930_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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0118365 CONFIDENTIAL SDNY_GM_00264549 EFTA01458448