EFTA Document EFTA01458152

SOUTHERN FINikt4C 1 .774172..:57.7""- ,i21,,:-.1.1PRIMPOF - 19Aug 2015 Pap 2 Ora Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tfeillt • DefeultSvap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC °ERNA' rvE- DEF SWAP I3-Jan-2015 14,bn-2015 20-Mat-2u SELL IO 003 000 00 USD 10 OCO 000 00 Ils:t 10000 295 MI 57662) Subtotal irS'Y • OTANI db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) LN.618753 NY.618176 SOUTHERN U1_61875380 FNANCLAL LLC SOUTFERN TVVTR N MAMMAL. LLC CALL CALL 18-Dec-2015 27.an.2016 :4,1661.0?: OI3) 3,89662000 USD (4.166000) Lisp 100,000 10000 389662 28 3000 479416 0.873 8730023 Subtotal: i4.151 64; FX • Options DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 NotAmt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117496i 1037233558 497117498/ 1037233550 497126993/ 1037255502 4971269931 1037255503 SOUTHERN FiEurcOpt 0244-2015 FINANCIAL, LLC SOUTHERN FkuroOpI 02.41.2015 FINANCIAL. LLC SOUTHERN FxEurcCp1 02-Ail-2015 FNANCIAL. LLC SOUTHER?' bEuroOpt 02-Ju1.2015 FINANCIAL LLC 04-Jan-2016 [repeated 4 times] OS-Jan-2016 OS-Jan-2016 06-Jan-2016 06-Jan-2016 50,00000000 EUR 50000.00000 EUR 25,000,030 03 EUR 25.000,03000 EUR (52009000 DO) USD (59.200)X0 00) LSD (25.25010 00) LSD (28.912.50000) LSD SHORT LONG SHORT LONG EUROPEAN ELRCPEAN [repeated 3 times] PUT CALL PUT CALL 1.0400 1.1640 1,050D 1.1565 /33752704) 330,154.79 (21012913) 202,078.90 Statement ID : 182298 29150818 20150819 1 Subtotal: (15,423.06) 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 117949 PROT1 PROT0