EFTA01457938.pdf

3C J_ 2;:b SOU ERN Fl Page 2 Of 3 Request 182298 A As of 29 Jul 15 Jane Deutsche BenkAG SOUTHERN FINANCIAL, LLC Etude • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 144an-2015 20-Mar.2u SELL 10,000.000 00 USD 10033 003 00 USD I CCCC 265 FINANCIAL. LLC DERNATrVE- DEFSWAP Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call E>pay Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LN618753 SOUTHERN LN_6187538u CALL 18-Deo2015 :4,166.0',R 33i USD (4.166AC) 10000 Ft tANCLAL LLC fir-618176 SOUTFERN CALL 27,lan-2016 3896.62003 .isp 100.030 38 9662 3124(K) 1.1 I FtIANCIAL.LLC Subtotal .', FX • 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) 412822243/ SOUTHERN FkuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,00000000 USD (452,000.000 00) CM SHORT EUROPEAN PUT 6.1600 (I 27) 834462395 FINANCIAL, LLC 497117498/ SOUTHERN REuroOpt 02Ju1.2015 04-Jan-2016 0SJan-2016 50.00000000 EUR (52.000000 00) USD SHORT EUROPEAN PUT 1.0400 (44875.44) 1037233558 F iNANCIAl.. LLC 497117498/ SOUTHERN F,Euro0pt 02-Jul-2015 04-Jan-2016 0SJai-2016 50,000,000.00 EUR (58.2(CW 00) USD LONG EUROPEAN CALL 1.1640 442015.66 1037233558 FINANCIAL, LLC 497120993f SOUTHERN FiEuroOpt 02-Jol-2015 04-Jen-2016 064art-2016 25,000,000.00 EUR (26.250.00D00) LSD SHORT EUROPEAN PUT 1.0500 (259.530 39) 1037255502 FINANCIAL LLC 497126993r SOUTHERN FiEuroOpt 02-Jdd.2015 04-Jan•2016 06Jan.2016 25,0:0.030 CO EUR (28,912.50000) LED LONG EUROPEAN CALL 1.1565 262.037.98 1037255503 FNANCIAL, LLC Subtotal: 18646.53 Statement ID: 182298_20150729_20150730_1 The valuation information set forth in this statement Is provided subject lo the kerns and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117666 CONFIDENTIAL SDNY_GM_00263850 EFTA01457938