EFTA01457848.pdf

9 I. 2C"b SOU ERN Fl Page 2 Of 3 Request 182298 A As of 08 Jul 15 Jane DouroBankA0 SOUTHERN FINANCIAL, LLC tired' • 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 NTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 14-Jan-2015 20-Mar.2u SELL 10,000.000 00 LID 10 003 003 00 USD I CCCC 25? 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) 11‘1618753 SOUTHERN LN_6187538u CALL 18-Deo2015 :4,168.0X TJ) USD (4.166.0(C) 1 0000 FINANCIAL LLC filf-610175 SOUTFERN CALL 27.Jan-2016 3896620 CO Lisp 100.030 38 9662 34 7603 1. tI 41 FNANCIAL. LLC Subtotal ,- 43 42z 44 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(USO) 412822243/ SOUTHERN FkuroOpl 12-Mg-2014 12-Aug-2015 14-Aug-2015 7500000060 USD (462093.000 03) CM SHORT EUROPEAN PUT 6.1600 t78442) 810462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan.2016 05-Jan.2016 50.000000.00 EUR (52.000)36000) USD SHORT EUROPEAN PUT 1.04® (711,35769) 1037233558 F iNANCIAL. LLC 497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50000000.00 EUR (58.243.600 00) USD LONG EUROPEAN CALL 1.1640 694169.31 1037233528 FINANCIAL, LLC 497128993/ SOUTHERN FiEuroOpt 02-Jol-2015 04-Jen.2016 06..lari2016 25000000.00 EUR (26.250.003 00) LSD SHORT EUROPEAN PUT 1.0500 (433.992051 1037255502 FINANCIAL, LLC 497126993r SOUTHERN FiEuroOpt 024i-2015 04-Jan4016 06Jari2016 25,00000000 EUR (28,912.500 00) USD LONG EUROPEAN CALL 1.1565 402.610.65 1037255503 FNANCLAL, LLC Subbtal: (22.354 20) Statement ID : 182298_20150708_20150709_1 The valuation information set forth in this statement Is provided subject b the berms and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117544 CONFIDENTIAL SDNY_GM_00263728 EFTA01457848