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SOU ERN Fl Page 2 Of 3
Request 182298
A
As of 06 Jul 15
Jane
Deere BenkAG
SOUTHERN FINANCIAL, LLC
tied' • Debut Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 I4-Jan-2015 20-Mar.2u SELL 10,000.000 00 USD 10033 003 DO USD I CCCC it?
FINANCIAL. LLC DERNATrVE-
DEFSWAP
Subtotal.
Equity - Option
db Ticket Counterparty Ref. Entity Put/ Call Einry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
114618753 SOUTHERN Ltl_6187538u CALL 18-De -2015 :4,166WI TJ:i USD (4.166,0(0) 10000
FNANCtAL LLC
NY-618175 SOUTFERN CALL 27,lan-2016 3896620 CO .3sD 100.030 38 9662 354303 11 ) cc 3 304 330.385 52
FNANCIAL. LLC
Subtotal 281.55870
FX • Options
Settlement Not.Ccy Not.Ccy
DealGrouplD Counterparty Trade Type Trade Date Maturity Date 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 12-Aug-2015 14-Aug-2015 75,000800.00 USD (452903.000 03) Ghil SHORT EUROPEAN PUT 6.1600 .36.16St)
814462395 FINANCIAL, LLC
497117498/ SOUTHERN RiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 59000900.00 EUR (52.000000 00) USD SHORT EUROPEAN PUT 1.0400 (659,6137N
1037233558 FINANCIAL. LLC
497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jrn-2016 06-Jat-2016 50,000,000.00 EUR (58.200,0W 00) USD LONG EUROPEAN CALL 1.1640 676.629.66
1037233529 FINANCIAL, LLC
497126993/ SOUTHERN F)EuroOpt 02-Jul-2015 04-Jan-2016 06-Jart-2016 25,00060000 EUR (26.250.00D 00) LSD SHORT EUROPEAN PUT 1.0500 (36420903)
1037255502 FINANCIAL, LLC
497126993r SOUTHERN ExEuroOpt 02-JA-2015 04-Jan-2016 06-Jan-2016 25,000.030 CO EUR (28$12,50000) uS0 LONG EUROPEAN CALL 1.1565 393,543.13
1037255503 FINANCIAL, LLC
Sublatal: 12,639.04
Statement ID: 182298_20150706_20150707_1
The valuation information set forth in this statement is provided subject 12 the berms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117521
CONFIDENTIAL SDNY_GM_00263705
EFTA01457831