EFTA01458299.pdf

67:11" S• . ... N FINING 771,,fiim,i7---,---.1.,formwmir Page 09 Sep 2015 2 Of 3 . , 1 a Se Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tied' • Defaidt 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 14-Jan-2015 20-Mat-2u SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 356 ji:. C - . /' FINANCIAL. LLC DERNATrVE- DEFSWAP Subtotal i" Cib 317 4: igitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 114.618753 SOUTHERN 1.11_618753BU CALL 18-Dec-2015 :4,1661.0?: '3 USD (4.166,F02) 10000 FNANCLAL LLC NY.618176 SOUTI-ERN TWTR N CALL 27.Jan.2016 3,89662000 Lisp 100.000 389662 27 1800 55 1186 0.835 8351435 FINANCLAL. LLC Subtotal: 7 13U 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) 497117496i SOUTHERN FiEurcOpt 0244.2015 04-Jan-2016 06 -Jan-2016 50,00000000 EUR (521X0.003 03) USD SHORT EUROPEAN PUT 1.0400 (286,899291 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpI 02.41.2015 04-Jan-2016 05-Jan-2016 50.000.000 CO EUR (58200,000.001 LSD LONG ELFICPEAN CALL 1.1640 558.46065 1037233550 FNANCIAL. U.0 497126993/ SOUTHERN FxEurcCp1 02-A4.2015 04-Jan-2016 06-Jan-2016 25,000,030 03 EUR (25253.000 00) LSD SHORT ELRCPEAN PUT 1.0503 (176.692 till 1037255502 FNANCIAL LLC 4971269931 SOUTHERN FiEuroOpl 0244.2015 04-Jan-2016 06-Jan-2016 25.00000000 EUR (28.912.500 03) LSD LONG ELRCPEAN CALL 1.1565 331.786 11 1037255503 FINANCIAL LLC Subtotal: 426.655.36 Statement ID: 182298 29150908 20150909 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-0118157 CONFIDENTIAL SDNY_GM_00264341 EFTA01458299