EFTA01458046

S. . ILIISMINSE.- - "IMISAIllae IC Aix; 2T- O Page 2 Of 3 Doubts MSc AO SOUTHERN FINANCIAL, LLC trodlt • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Arnt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread 1,ITM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 144an-2015 20-Mar-2u SELL *00000000 USD 10033 003 00 USD I CCCC 312 Subtotal Equity - Option db Ticket Counterparty Ref. Enbty Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price tITM(USD) 114518753 NY618175 SOUTHERN LN_6187538ii FNANCtAL LLC SOUTHERN FINANCIAL. LLC CALL CALL 180ec-2015 :4.1 66 .Tf X 'CI, USD (4.1868(C) 27.Jan-2016 3896620 CO .3s ri 100.030 1 0000 389662 270407 IT Ir... I 0 809 8085392 FX • Options Subtotal' 9 P.!. !"., DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not Amt 1 I NotAmt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USO) 412822243/ SOUTHERN FkuroOpl 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIA1..LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LW SOUTHERN FiEuroOpt 02-Jal-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-3JI-2015 FINANCIAL, LLC 12-Aug-2015 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 14-Aug-2015 7500000000 USD (4629D3.000 D3) CM OS-Jan-2016 50.000.030.00 EUR (52.003060 00) USD 06-Jat-2016 50000000.00 EUR (58243,000 00) USD 064art-2016 25000.000.00 EUR (26.250.00) 00) LED 06-Jan-2016 25000.000.00 EUR (28$12.50000) USD SHORT SHORT LONG SHORT LONG EURCPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 000 (4842.B IS) 309868.66 (295.15195) 187.123.59 834462395 497117498/ 1037233558 497117498/ 1037233559 497125993/ 1037255502 497126993l 1037255503 Statement ID : 182298_20150807_20150810_1 Subbtal: (283.39286) 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) CONFIDENTIAL DB-SDNY-0 117812 SDNY_GM_00263996 EFTA01458046