EFTA Document EFTA01457857

Osuteche Bank AO SOU ERN Fl Request As of 10 Jul 15 SOUTHERN FINANCIAL, LLC 133. "I'S Page 2 O4 3 Credit - Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell NotArnt 1 Not.Ccy1 Not. Arnt 2 Not.Ccy2 Rate Spread MTM(USD) 8888881 SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13-Jan-2015 14-Ain-2015 20-Mat-2Un1 SELL 10,000.000 00 USD 10 IMO 003 DO USD I CCCC 2.1",i Subtotal. Equity . Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) ■ SOUTI-ERN FINANCIAL LLC SOUTFERN FNANC1AL. LLC IN_E'F,. .Jiii : CALL CALL 18 jez./x... 27-Jan-2016 :4.166,0W a's: USD (4.1%00'1 3036.62000 Lisp 100.030 1 C000 38 9662 34910fá 1:, 34', t 3 035 303 469 19 FX • Options Subtotal' 2rá /2 ", DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Arnt 1 I NotArnt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) SOUTHERN FINANCIAL, LLC SOUTHERN FittANCIAL. LLC SOUTHERN FINANCIAL. LC SOUTHERN FINANCIAL, LLC SOUTHERN FNANCLAL, LLC F)EuroOpt 12-Aug-2014 FiEuroOpt 02.44.2015 FxEurcOpt 02-4A-2015 F)EuroOpt 02-Jul-2015 FxEuroOpt 02.44.2015 12-Aug-2015 04-Jan-2016 04-.1a1-2016 04-Jan-2016 04-Jan-2016 14-Aug-2015 05-Jan-2016 06-Ja1-2016 06.-Jan-2016 06-Jan-2016 78008000.W USD (452803800 W) CM-I 50.008000.00 EUR (52.000000 00) USD 50000,000.00 EUR (58.200000 00) USD 25,000,000.00 EUR (26.250.0030) LSD 25000.03000 EUR (28$12.5000) UM) SHORT SI-ORT LONG SHORT LONG EURCPEAN ELROPEAN EUFtCPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.0« 1.1640 1.0500 1.1565 C2263) (505:027.12) 758.474.31 (293.75001) 439.91023 Statement I li Subtotal: 303,584.18 The valuation information set forth in this statement Is provided subject to 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 117559 SDNY_GM_00263743 EFTA01457857