EFTA01458165.pdf

67:11" • 77147:MLi..7---,-- ,i.ni,:-.1.,forrppior 21 Aug 2015 . S• Rage 2 Of 3 . ., i 1. t. laa" -"INNIIIIIESAIIIke Deutedwo Bet AG SOUTHERN FINANCIAL, LLC Oredi • OefautSwap Trade ID Counterparty Trade Type Ref. Entity Trade Date Et 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-20zV SELL 10 003 000 00 LSO 10 000 000 00 is:.: 10000 311 FINANCIAL. LLC DERNAT rVE- DEFSWAP Subtotal. I:V5 E.If: ' V OgitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price NI TM ( USD) 181.618753 SOUTHERN LN_6187538U CALL 18.Dec-2015 (4,166.r.0 33) USD 1.4.166,06,3) 10000 FNANCLAL LLC NY-618176 SOUTI-ERN TVVTR N CALL 27.Jan-2016 3,89662000 USD 100.000 389662 26 0000 52 3616 0.647 64 660 83 FINANCKL.LLC Subtotal: FA- Options Settlement Not.Cry 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) 497117496/ SOUTHERN F)EurcOpl 02,16-2015 0I-Jan-2016 06-Jan -2016 50,000930 CO EUR (521.413.903 03) LSD SHORT EUROPEAN PUT 1.0400 ;24804761) 1037233558 FINANCIAL, LLC 497117496/ SOUTHERN FkuroOpI 02.41.2015 04-Jan-20I6 0S-Jan-2016 50000,00000 EUR (58200060.00) LSD LONG ELRCPEAN CALL 1.1640 526,99986 1037233550 FINANCIAL. LLC 497126993/ SOUTHERN FxEurcCpl 02-M-2015 04-Jan-2016 06-Jan-2016 25,07090003 EUR (252x),00000) USD SHORT ELRCPEAN PUT 1,0500 (154.411.%) 1037255502 FINANCIAL. LLC 497126993/ SOUTHERN F)EuroOpt 02-Jul-2015 04-Jan-2016 06-Jan-2016 25.00000000 EUR (28.912.50003) LSD LONG ELRCPEAN CALL 1.1565 316,40325 1037255503 FINANCIAL. LLC Subtotal: 440.944 00 Statement ID : 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 ta:=. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 117962 CONFIDENTIAL SDNY_GM_00264146 EFTA01458165