133. "I'S
SOU ERN Fl Page 2 O4 3
Request
As of 10 Jul 15
Osuteche Bank AO
SOUTHERN FINANCIAL, LLC
Credit - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell NotArnt 1 Not.Ccy1 Not. Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
8888881 SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Ain-2015 20-Mat-2Un1 SELL 10,000.000 00 USD 10 IMO 003 DO USD I CCCC 2.1",i
FINANCIAL. LLC DERNATrVE-
DEFSWAP
Subtotal.
Equity . Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
SOUTI-ERN IN_E'F,. .Jiii : CALL 18 jez./x... :4.166,0W a's: USD (4.1%00'1 1 C000
FINANCIAL LLC
■ SOUTFERN CALL 27-Jan-2016 3036.62000 Lisp 100.030 38 9662 34910fá 1:, 34', t 3 035 303 469 19
FNANC1AL. LLC
Subtotal' 2rá /2 ",
FX • Options
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Arnt 1 I NotArnt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD)
SOUTHERN F)EuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 78008000.W USD (452803800 W) CM
-I SHORT EURCPEAN PUT 6.1600 C2263)
FINANCIAL, LLC
SOUTHERN FiEuroOpt 02.44.2015 04-Jan-2016 05-Jan-2016 50.008000.00 EUR (52.000000 00) USD SI-ORT ELROPEAN PUT 1.0« (505:027.12)
FittANCIAL. LLC
SOUTHERN FxEurcOpt 02-4A-2015 04-.1a1-2016 06-Ja1-2016 50000,000.00 EUR (58.200000 00) USD LONG EUFtCPEAN CALL 1.1640 758.474.31
FINANCIAL. LC
SOUTHERN F)EuroOpt 02-Jul-2015 04-Jan-2016 06.-Jan-2016 25,000,000.00 EUR (26.250.0030) LSD SHORT EUROPEAN PUT 1.0500 (293.75001)
FINANCIAL, LLC
SOUTHERN FxEuroOpt 02.44.2015 04-Jan-2016 06-Jan-2016 25000.03000 EUR (28$12.5000) UM) LONG EUROPEAN CALL 1.1565 439.91023
FNANCLAL, LLC
Subtotal: 303,584.18
Statement I li
The valuation information set forth in this statement Is provided subject to the berms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 117559
CONFIDENTIAL SDNY_GM_00263743
EFTA01457857