EFTA01458227.pdf

enr . a a 77147.7M:i..7---,-- ,i.ni,:-.1.,forroppor 03 Sep 2015 SOUTHERN FINANC - Page 2 Of 3 Request 18 As of 02 Sept Jae Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tfedll • DefaultSveap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV I3-Jan-2015 14-Jan-2015 20-A1at-2uzV SELL 10 003 000 00 USO 10 OCO 000 00 is:, 10000 :362 ...L •;:.. FINANCIAL. LLC DERNAT rvE- DEFSWAP Subtotal igitY • °Peon db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 114618753 SOUTHERN Lt1_6187538U CALL 18-Dec-2015 :4,1661.0., 3:7; USD (4.166,060) 10000 FNANOtAL LLC Ny.618176 SOUTI-ERN TWTR N CALL 27.Jan-2016 3,89662000 Lisp 100.000 389652 99880 21 FINANICAL.LLC Subtotal: 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(USD) 497117498/ SOUTHERN FiEurcOpl 02,61-2015 04-Jan-2016 06 -Jan-2016 50,00000000 EUR (52:1.06000) LSD SHORT EUROPEAN PUT 1.0400 t270,617 49) 1037233558 FINANCIAL, LLO 4971174987 SOUTHERN FiEuroOpl 02.41.2015 04-Jan-2016 OS-Jan-2016 50,000,00000 EUR (58.200660 00) LSD LONG ELRCPEAN CALL 1.1640 636,309.05 1037233559 FINANCIAL. LLC 497126993/ SOUTHERN FxEurcOal 02.Jul.2015 04-Jan-2016 06-Jan-2016 25,06060003 EUR (25.250660 00) USD SHORT ELRCPEAN PUT 1.0503 1165.95521j 1037255502 FINANCIAL. LLC 497126993/ SOUTHERti FiEuroOpt 02-Jul-2015 04-Jan-2016 06Jan-2016 25.00000300 EUR (28.912.50000) LSD LONG ELRCPEAN CALL 1.1565 376247.99 1037255503 FINANCIAL. LLC Subtotal: 575684.34 Statement ID: 182298 29150902 20150903 1 The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 118044 CONFIDENTIAL SDNY_GM_00264228 EFTA01458227