EFTA01458879

e • an roue SOUTHERN FINANCIAL, LL Request 182298 As of 27 Nov 15 -"LT, 7 7177 33 Nov 2015 Page 2 Of 3 Douro ant AG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread iNITM(USD) C79707544 SOUTHERN CDSwapSov BRASOV FINANCIAL LLC 13.Jan-2015 1443n-2015 20-Mai-2020 SELL la 003 000 00 LSD 'C. :(i:. ICC IJPI-) !SI! I (CCC 2D5 Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) LN6I8753 f4Y-618176 SOUTHERN Ltl_6187538U FiNANCIAL LW SOUTHERN TWTRN FINANCIAL, LLC CALL CALL 18-Dec-2015 27-Jan-2016 ;4 l&i.at 35) 3.896,62000 USD (4,166.003; ugg 100.000 10000 389662 25 7500 525239 0.060 (aaasa.04) 5960.55 Subtotal: (27.%05.49) EX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i 1037233558 49711749W 1037233559 497126993/ 1037255592 497126993/ 1037255503 SOUTHERN MuroOpt 0241.2015 FINANCIAL, 1.1C SOUTHERN RifuroON 02-..bl-2015 FINANCIAL, LLC SOUTIERt4 neroOpt 02•AII•2015 FINANCIAL, LLC SCUTHERt4 FilEuroOpt 0241.2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 0644a2016 06-Jan•2016 06,Iwi•2016 50300600.00 EUR 59039000 00 EUR 25.000.600.00 EUR 25300.03300 EUR (52.0W,000 00) USD (58:200.00000) USD (26.2Ki.000 00) USD (26.9 I2,5C0.30) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN EURCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (437.49235) 10514.22 1305.49979) 7,733.79 Statement ID : 1822'3820151 127_20151 130_1 Subtotal: (724.734 I 3: 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) CONFIDENTIAL DB-SDNY-0118999 SDNY_GM_00265183 EFTA01458879