EFTA01457896.pdf

2C I. 21, 11, SOD ERN Fr Page 2 Of 3 Request 182298 A As of 17 Jul 15 Jane Deutsche BenkAO SOUTHERN FINANCIAL, LLC Credit - Default 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 1443n-2015 20-Mar-2u SELL 10,000.000 00 USD 10 033 O0300 USD I CCCC 253 FINANCIAL, LLC DERNAT NE- DEFSWAP Subtotal. Equity . Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatilrty Farr Price MTM(USD) 111.618753 SOUTFERN LI1.618753Ru CALL 18-0ec-2015 :4.168.1 .(0 112) Lisp (4.166,01.01 11003 FILANCLALLLC NY.61817.6 SOUTFERN CALL 27.Jan.2016 3896620CD iJED 100.000 38 9662 35 6700 I:, •: FNANCIAL. LLC Subtotal 21', I 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 7500000000 USD (452003.000 03) CM-I SHORT ELRCPEAN PUT 6.1600 (397 70) 834462395 FINANCIAL, LLO 497117498/ SOUTHERN F0Euro0pt 024.0015 04-Jan-2016 05-Jan2016 50.000000.00 EUR (52.000000 00) USD SHORT EUROPEAN PUT 1.0400 (649;.91 24) 1037233558 FiNANCIAL.LLC 497117498/ SOUTHERN F,Euro0pt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50,000,000.00 EUR (58.203000 00) USD LONG EUROPEAN CALL 1.1640 275.823.02 1037233559 FINANCIAL, LW 497126993/ SOUTHEFtN F)EuroOpt 02-Jol-2015 04-Jen-2016 064art-2016 25,000,000.00 EUR (26.250.000 00) LSD SHORT EUROPEAN PUT 1.0500 (356.40693) 1037255502 FINANCIAL, LLC 497126993i SOUTHERN FEuro0pt 024.0015 04-Jan•2016 06Jan.2016 250:0.030 00 EUR (28$12.50000) USD LONG EUROPEAN CALL 1.1565 16704825 1037255503 EttaNCOL.LLC Subbtal: (593.32560) Statement ID : The valuation Information set forth in this statement is provided subject b the kerns and conditions set forth in the notes on the cover sheet CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 117606 CONFIDENTIAL SDNY_GM_00263790 EFTA01457896