EFTA Document EFTA01458158

67:11" • S• . . , 77147:Mi..7--- -.1.,forwrior 1 a Se 20Aug 2015 Page 2 Of 3 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 FINANCIAL. LLC DERNATrvE- DEFSWAP 13-Jan-2015 14-Jan-2015 20-Mat-2U SELL 10 003 000 00 LSO 10 OCO 000 00 '.15:3 10000 KI". 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 NY.618176 SOUTHERN 1.11_6187538U FNANCLAL LLC SOUTI-ERN TVVTR N FINANCAL.LLC CALL CALL 18-Dec-2015 27.Jan.2016 (4,16600, 07; 3,89662000 USD (4.166,0(k) Lisp 100,000 10000 389662 27 6100 47 8408 0.727 72665 86 Subtotal: FX • Options DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 Not.Amt 2 2 Long! Short Option Style Putt Call Strike Price MTM(USD) 497117496/ 1037233558 4971174961 1037232659 497I26993/ 1037255502 497126993/ 1037255503 SOUTHERN F)EurcOpl 0244-2015 FINANCIAL, LLC SOUTHERN FkuroOpt 02.41.2015 FINANCIAL. Ile SOUTHERN FxEurcCp1 02-A4.2015 FINANCIAL LLC SOUTHERN F)EuroOpt 0244.2015 FINANCIAL. LLC 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 OS-Jan-2016 06-Jan-2016 06-Jan-2016 50,00000000 EUR 50,00000000 EUR 25,000,000.00 EUR 25.00000000 EUR (52.1Xi3.003 03) USD (58200060.0:1) LSD (25.25;0,00000) LSD (28.912.50303) LSD SHORT LONG SHORT LONG EUROPEAN ELFICFEAN ELRCPEAN ELRCPEAN PUT CALL PUT CALL 1.0400 1.1640 1,0500 1.1565 ran 4.00 791 353,13427 (201.417 %) 215,566.17 Statement ID : 182298 29150819 20150820 1 Subtotal: 43,832.06 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-0 117955 SDNY_GM_00264139 EFTA01458158