EFTA01457944.pdf

3 ' I. 2C/b SOU ERN Fl Page 2 Of 3 Request 182298 A As of 30 Jul 15 ""' IIIbne Deutsche BenkAG SOUTHERN FINANCIAL, LLC Etudi •NSA 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 14,bn-2015 20-Mar.2un1 SELL 10,000.000 00 USD 10033 003 30 USD I CCCC 261 FINANCIAL. LLC DERNAT rVE- 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) 1.14618753 SOUTHERN LN_6187538u CALL 18.De-2015 :4.1&3 I:03 TJ:i USD (4.166.0(i) 10000 054 54) 4,I FNANCtAL LLC NY-618176 SOUTHERN CALL 27.Jan-2016 389652000 .3sD 100.000 38 9662 31 4700 jI ;.c 1 543 15427956 FNANCIAL. LLC Subtotal 89 iiI,J 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) 412822243/ SOUTHERN FkuroOpl 12-Mg-2014 12-Aug-2015 14-Aug-2015 7500000000 USD (452993.000 93) Clial SHORT EUROPEAN PUT 6.1600 0.00 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 59000600.00 EUR (52.000600 00) LED SHORT EUROPEAN PUT 1.0400 (512,435.3D) 1037233558 FiNANCI.N..LLC 497117498/ SOUTHERN F,EuruCpt 02-Ju1.2015 04-Jrn-2016 06-Ja1-2016 50900600.00 EUR (58.243600 00) USD LONG EUROPEAN CALL 1.1640 334.346.33 1037233558 FINANCIAL, LLC 497126393/ SOUTHERN F)EuroOpt 02-Jal-2015 04-Jan-2016 064an-2016 25900600.00 EUR (26.250.000 00) LSD SHORT EUROPEAN PUT 1.0500 (31223570) 1037255502 FINANCIAL, LLC 497126993l SOUTHERN ExEuroOpt 02-J.I.2015 04-Jao2016 06Jao2016 25900.030 00 EUR (28$12.50000) LED LONG EUROPEAN CALL 1.1565 199.763.70 1037255503 FINANCIAL, LLC Subadtal: (290.65497) Statement ID: The valuation information set forth in this statement is provided subject b the berms and conditions set forth in the notes on the cover sheet CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117672 CONFIDENTIAL SDNY_GM_00263856 EFTA01457944