EFTA01458119

. • ILISIIIISE.—"INNISAILW Page 2 ...Z. 'b .i 2 Of 3 Doubts Bonk AO SOUTHERN FINANCIAL, LLC tied' • Doha 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 1449n-2015 20-Mar-2u SELL 10,000.000 00 USD FINANCIAL. LLC DERNATrvE- DEFSWAP 10003003 DO USD I CCCC VTIS Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 114618753 SOUTHERN 1,1_6187538u CALL 180e-2015 :4.1 66 .II.CI '13) USD (4.166.01X1) FNANCtAL LLC NY-618176 SOUTHERN CALL 27iJan-2016 389662000 is D 100.030 FNANCIAL. LLC 10000 38 9662 29 6203 1 328 i7'. 79 fr - : 132811 46 Subtotal 57 631 &5 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 7500060000 USD (452003.000 63) Chil SHORT EUROPEAN PUT 6.1600 SHORT EUROPEAN PUT 1.0400 LONG EUROPEAN CALL 1.1640 SHORT EUROPEAN PUT 1.0500 LONG EUROPEAN CALL 1.1565 0.00 076223A 390.593.30 (231.03535) 235.565.23 834462395 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 02-1•2015 04-Jan-2016 OS-Jan-2016 50000000.00 EUR (52.000060 00) LEO 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50000000.00 EUR (58.243,000 00) USD 1037233528 FINANCIAL, LW 497128993/ SOUTHERN FiEuroOpt 02-Jal-2015 04-Jan-2016 064an-2016 25000000.00 EUR (26.250.000 00) LSD 1037255502 FINANCIAL, LLC 497126993l SOUTHERN FiEuroOpt 024A-2015 04-Jan-2016 06-Jan-2016 254:0.030 CO EUR (28,912,500 00) USD 1037255503 FINANCIAL, LLC Statement ID : 182298_20150811_20150812_1 Subtotal: 18.92927 The valuation Information set forth in this statement Is provided subject lo the kerns and conditions set forth in the notes on the cover sheet c CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0117908 SDNY_GM_00264 092 EFTA01458119