EFTA01458197.pdf

67:11" .. 77147:Mi7--- -.1.,forwrior 31 Aug 2015 S• . N FINING Page 2 Of 3 . , 1 a Se Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tied' • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 II -Jan-2015 20-Mat-20N SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 319 FINANCIAL. LLC DERNATrVE- DEFSWAP Subtotal rIte:. 37 f;•:‘ 1948Y • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NI TM (USD) LN618753 SOUTHERN Ul_6187538U CALL 18-Dec-2015 (4,1661.0?::0) USD l4.166,0(k) 10000 FNANCLAL LLC NY.618176 SOUTI-ERN TWTR N CALL 27.Jan-2016 3,89662000 Lisp 100= 389662 26 8303 54 1555 0.801 80103 66 FINANCAL.LLC Subtotal: FA. Options Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117498/ SOUTHERN F)EurcOpl 0244-2015 04-Jan-2016 06-Jan -2016 50,00000000 EUR (521A-0.(33 03) USD SHORT EUROPEAN PUT 1.0402 [277 :1 4339) 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN FkuroOpi 02.41.2015 04-Jan-2016 OSJan-2016 50000,00000 EUR (58.200060 I)) LSD LONG ELFICPEAN CALL 1.1640 610,043.75 1037233550 FNANC1AL. U.0 497126993/ SOUTHERN FxEurcCp1 0240-2015 04-Jan-2016 06-Jan-2016 25,00000003 EUR (25210,00000) LSD SHORT ELRCPEAN PUT 10503 (17023902) 1037255502 FNANCIAL LLC 497126993/ SOUTHERN F)EuroOpl 024.1.2015 04-Jan-2016 06-Jan-2016 25.00000000 EUR (28.912.50003) LSD LONG ELRCPEAN CALL 1.1565 361,798.43 1037255503 FINANCIAL LLC Subtotal: 523309R Statement ID : The valuation information set forth in this statement is provided subject to the loons and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 118006 CONFIDENTIAL SDNY_GM_00264190 EFTA01458197