EFTA01458119.pdf

2 ...Z. .i 'b . • Page 2 Of 3 ILISIIIISE.—"INNISAILW Doubts Bonk AO SOUTHERN FINANCIAL, LLC tied' •Doha Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 1449n-2015 20-Mar-2u SELL 10,000.000 00 USD 10003003 DO USD I CCCC VTIS FINANCIAL. LLC DERNATrvE- DEFSWAP Subtotal. Equity - 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) 114618753 SOUTHERN 1,1_6187538u CALL 180e-2015 :4.166.II.CI '13) USD (4.166.01X1) 10000 i7'. 79 fr - : FNANCtAL LLC NY-618176 SOUTHERN CALL 27iJan-2016 389662000 isD 100.030 38 9662 29 6203 1 328 132811 46 FNANCIAL. LLC Subtotal 57 631 &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 FkuroOpl 12-Mg-2014 12-Aug-2015 14-Aug-2015 7500060000 USD (452003.000 63) Chil SHORT EUROPEAN PUT 6.1600 0.00 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02-1•2015 04-Jan-2016 OS-Jan-2016 50000000.00 EUR (52.000060 00) LEO SHORT EUROPEAN PUT 1.0400 076223A 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50000000.00 EUR (58.243,000 00) USD LONG EUROPEAN CALL 1.1640 390.593.30 1037233528 FINANCIAL, LW 497128993/ SOUTHERN FiEuroOpt 02-Jal-2015 04-Jan-2016 064an-2016 25000000.00 EUR (26.250.000 00) LSD SHORT EUROPEAN PUT 1.0500 (231.03535) 1037255502 FINANCIAL, LLC 497126993l SOUTHERN FiEuroOpt 024A-2015 04-Jan-2016 06-Jan-2016 254:0.030 CO EUR (28,912,500 00) USD LONG EUROPEAN CALL 1.1565 235.565.23 1037255503 FINANCIAL, LLC Subtotal: 18.92927 Statement ID : 182298_20150811_20150812_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 c CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117908 CONFIDENTIAL SDNY_GM_00264 092 EFTA01458119