EFTA01457917.pdf

24 I. 22 '5 SOU ERN Ft Page 2 Of 3 Request 182298 A As of 23 Jul 15 ""' IIIbne Deutsche BenkAG SOUTHERN FINANCIAL, LLC Eiredlt• NSA 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 uTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 144an-2015 20-Mar.2u SELL 10,000.00000 USD 10033003 00 USD I CCCC 275 FINANCIAL. LLC OERNATrVE- DEFSWAP Subtotal. Equity . Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 11)1618753 SOUTHERN LN_6187538u CALL 18-De -2015 :4,166.0',R 'CI, USD (4.166,O(i) 10000 FINANCIAL LLC NTY518176 SOUTFERN CALL 27•Jan-2016 3896.62003 .isp 100000 389662 3519L)3 1c, '.c•ll 3.685 369 484 79 FNANCIAL. LLC Subtotal: z FX • Options 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(t1SO) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 12-Aug-2015 14-Aug-2015 75,000,000.0 USD (452883.000 00) CM SHORT EUROPEAN PUT 6.1600 0.00 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50.000.030.00 EUR (52.000000 00) LEO SHORT EUROPEAN PUT 1.0400 (487,848. ) 1037233558 FiNANCIAL.LLC 497117498/ SOUTHERN F,Euro0pt 02-Jul-2015 04-Jrn-2016 06-Ja1-2016 50,000,000.00 EUR (58.203,000 00) USD LONG EUROPEAN CALL 1.1640 411,115.04 1037233558 FINANCIAL, LLC 497126993/ SOUTHERN FiEuroOpt 02-Jol-2015 04-Jan-2016 06-Jart-2016 25,000000.00 EUR (26.250.00D 00) LSD SHORT EUROPEAN PUT 1.0500 1295.531 88) 1037255502 FINANCIAL, LLC 497126993l SOUTHERN FiEuroOpt 02-Jaa.2015 04-Jan-2016 06-Jan-2016 25000.030 CO EUR (28912500 00) U50 LONG EUROPEAN CALL 1.1565 2416746 1037255503 FINANCIAL, LLC Subadtal: (129.09773) Statement ID : 182298_20150723_20150724_1 The valuation information set forth in this statement is provided subject lo the berms and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117636 CONFIDENTIAL SDNY_GM_00263820 EFTA01457917