EFTA01458081.pdf

C1Aix; 2:'5 • Page 2 Of 3 • e Janne Doubts Bonk AG SOUTHERN FINANCIAL, LLC Eireda • 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 I4-Jan-2015 20-Mar2u SELL 10,000.00000 USD 10033003 DO USD I CCCC 315 FINANCIAL. LLC DERNATrVE- DEFSWAP Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call Einry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) IN-618753 SOUTHERN LN_6187538u CALL 18-De -2015 :4.166/.03'0:i USD (4.166.0(0) 10000 FNANCtAL LLC NY-618176 SOUTFERN CALL 27iJan-2016 389662000 jSD 100.000 38'3662 2754U: k H t.; .-;.(. .- 4 .i... FNANCIAL. LLC Subtotal Z1'33 ::5 FX • Options Settlement Not.Ccy Not.Ccy DealGroupID 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(USD) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 12-Aug-2015 14-Aug-2015 75,000,00000 USD (452903.000 03) Glial SHORT EUROPEAN PUT 6.1600 0.00 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50000000.00 EUR (52000,000.00) USD SHORT EUROPEAN PUT 1.0400 (510,64)3.46) 1037233558 FINANCIAL LLC 497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jrn-2016 06-Jat-2016 50000,000.00 EUR (58.243,000 00) USD LONG EUROPEAN CALL 1.1640 287.874.00 1037233528 FINANCIAL, LLC 497126993/ SOUTHERN FiEuroOpt 02-Jal-2015 04-Jan-2016 064ari-2016 25,000000.00 EUR (26.250.000 00) LSD SHORT EUROPEAN PUT 1.0500 (310.93242) 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN FiEuroOpt 02-J0I.2015 04-Jari2016 06Jari2016 25.000.030 00 EUR (28.912.50000) LED LONG EUROPEAN CALL 1.1565 174,738.93 1037255503 FNANCIAL, lie Subadtal: (358.98789) Statement ID : 182298_20150806_20150807_1 The valuation information set forth in this statement is provided subject lo the learns and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117858 CONFIDENTIAL SDNY_GM_00264042 EFTA01458081