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sd-10-EFTA01457906Dept. of JusticeOther

EFTA Document EFTA01457906

A ., .... ., SOU ERN FI Request 182298 As of 21 Jul 15 Jane 22 .1.. 22'5 Page 2 Of 3 Doubts BankAG SOUTHERN FINANCIAL, LLC ttadll • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 14-Jan-2015 20-Mai-2u SELL 10,000.000 00 USD 10033 003 00 USD I COX: i1r.:, Subtotal. E

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Dept. of Justice
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sd-10-EFTA01457906
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A ., .... ., SOU ERN FI Request 182298 As of 21 Jul 15 Jane 22 .1.. 22'5 Page 2 Of 3 Doubts BankAG SOUTHERN FINANCIAL, LLC ttadll • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 14-Jan-2015 20-Mai-2u SELL 10,000.000 00 USD 10033 003 00 USD I COX: i1r.:, Subtotal. E

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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
A SOU ERN FI Request 182298 As of 21 Jul 15 Jane 22 .1.. 22'5 Page 2 Of 3 Doubts BankAG SOUTHERN FINANCIAL, LLC ttadll • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 14-Jan-2015 20-Mai-2u SELL 10,000.000 00 USD 10033 003 00 USD I COX: i1r.:, Subtotal. Equity - Option db Ticket Counterparty Ref. Entry Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 1.14618753 NY-618175 SOUTHERN LN_6187.538u FNANCLAL LLC SOUTHERN FNANCIAL. LLC CALL CALL 18.De-2015 :4,166.9',R TJ) 27.Jan-2016 389662000 USD (4.166.0(C) isp 100000 1 0000 38 9662 35630' 417311 3190 (45.429n 378.973 31 FX • Options Subtotal' 333.543 98 DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpt 12-Aug-2014 FINANCIAL, LLC SOUTHERN FiEuroOM 02.44.2015 FINANCIN..LLC SOUTHERN FzEurcOpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN FaEuroOpt 02-Jal-2015 FINANCIAL, LLC SOUTHERN FxEuroOpt 02-34-2015 FNANCLAL, LLC 12-Aug-2015 04-Jan-2016 [repeated 4 times] 14-Aug-2015 75,000000.00 USD 05-Jan-2016 50000000.00 EUR 06-Jat-2016 50000000.00 EUR 064art-2016 25000000.00 EUR 06-Jan-2016 25000.03000 EUR (452,003.000 93) ChM (52.000000 00) USD (58.203000 00) USD (26.250.000 00) LED (28,912.500 00) USD SHORT SHORT LONG SHORT LONG EURCPEAN EUROPEAN [repeated 4 times] PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 c20 88) (537,92459 368043.96 024318271 217,580.78 814462395 497117498/ 1037233558 497117498/ 1037233558 497126993/ 1037255502 497126993l 1037255503 Statement ID: 182298_20150721_20150722_1 Subbtal: (278.63900) The valuation information set forth in this statement is provided subject b 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-0117622 PROT1 PROT0

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Domain18.de
GPS1.1640 1.0500
GPS6.1600 1.0400
Phone12822243
Phone14462395
Phone14618753
Phone417311 3190
Phone4318271
Phone5000000
Phone7117498
Phone7126993
Phone7233558
Phone7255502
Phone7255503
Phone9662000
SWIFT/BICSOUTHERN

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