EFTA Document EFTA01458448

e • an roup SOUTHERN FINANCIAL, LL Request 182298 As of 29 Sep 15 -"177,77.1.777 30 Sep 2015 Page 2 Or 3 Dadra BankAG SOUTHERN FINANCIAL, LLC prod* - 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 P.ITM(USD) C7970754M SOUTHERN CDSwapSav BRASOV FINANCIAL. LLC 13Jan-2015 14,bn-2015 20-Ma,.2020 SELL la 003 000 00 USD 'C. IC. CCU IC i≥:i I CCCC 1313 Subtotal Equity -Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) L14618753 NV-618176 SOUTHERN 111_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec-2015 :4 ler3.31,t 33) 27-Jan-2016 3696,62000 USD (4,166.CCO1 USD 100.000 10000 389662 255903 54711 0.405 ISI 3R 'Ili 40.48184 Subtotal: (10.668". EX • Options DealGroupID Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy NoWcy Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i 1037233558 49711749W 1037233559 4971269937 10372555(12 497126993/ 1037255503 SOUTHERN FiEuroOpt 024j1.2015 FINANCIAL,L1C SOUTHERN FiEuroOpt 0241-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02412015 FINANCIAL, 11C SOUTHERN F)lEuroOpt 0241.2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-2016 50,000,000.00 EUR 06Jan-2016 50030.000 00 EUR 06-Jan-2016 25.000.000.00 EUR 06-Jan-2016 25000030.00 EUR (52.000,000 00) USD (58:200.00000) USD (262‘1400 00) USD (26.912.54,000) USD SHORT LONG SHORT LONG ELRCPEAN ELRCPEAN ELRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0400 1.1640 1.0500 1.1565 (183.441 0 , : 464.487 23 (116.8X12 283.60607 Statement ID : 182298_20150929..20150930_1 Subtotal: 447,826 04 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-0118365 SDNY_GM_00264549 EFTA01458448