EFTA01458158.pdf

67:11" • 77147:Mi..7--- -.1.,forwrior 20Aug 2015 . S• Page 2 Of 3 . , 1 a Se Datiadwo Bet AG SOUTHERN FINANCIAL, LLC tied' • Default 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 KI". FINANCIAL. LLC DERNATrvE- DEFSWAP Subtotal 13. 5'. CX? "' OgitY • OPtion db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 11‘1618753 SOUTHERN 1.11_6187538U CALL 18-Dec-2015 (4,16600 , 07; USD (4.166,0(k) 10000 FNANCLAL LLC NY.618176 SOUTI-ERN TVVTR N CALL 27.Jan.2016 3,89662000 Lisp 100,000 389662 27 6100 47 8408 0.727 72665 86 FINANCAL.LLC Subtotal: 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) 497117496/ SOUTHERN F)EurcOpl 0244-2015 04-Jan-2016 06 -Jan-2016 50,00000000 EUR (52.1Xi3.003 03) USD SHORT EUROPEAN PUT 1.0400 ran 4.00 791 1037233558 FINANCIAL, LLC 4971174961 SOUTHERN FkuroOpt 02.41.2015 04-Jan-2016 OS-Jan-2016 50,00000000 EUR (58200060.0:1) LSD LONG ELFICFEAN CALL 1.1640 353,13427 1037232659 FINANCIAL. Ile 497I26993/ SOUTHERN FxEurcCp1 02-A4.2015 04-Jan-2016 06-Jan-2016 25,000,000.00 EUR (25.25;0,00000) LSD SHORT ELRCPEAN PUT 1,0500 (201.417 %) 1037255502 FINANCIAL LLC 497126993/ SOUTHERN F)EuroOpt 0244.2015 04-Jan-2016 06-Jan-2016 25.00000000 EUR (28.912.50303) LSD LONG ELRCPEAN CALL 1.1565 215,566.17 1037255503 FINANCIAL. LLC Subtotal: 43,832.06 Statement ID : 182298 29150819 20150820 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-0117955 CONFIDENTIAL SDNY_GM_00264139 EFTA01458158