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SOU ERN FI Page 2 Of 3
Request 182298
A
As of 21 Jul 15
Jane
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 13.Jan-2015 14-Jan-2015 20-Mai-2u SELL 10,000.000 00 USD 10033 003 00 USD I COX: i1r.:,
FINANCIAL. LLC DERNATrVE-
DEFSWAP
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 SOUTHERN LN_6187.538u CALL 18.De-2015 :4,166.9',R TJ) USD (4.166.0(C) 1 0000 (45.429n
FNANCLAL LLC
NY-618175 SOUTHERN CALL 27.Jan-2016 389662000 isp 100000 38 9662 35630' 417311 3190 378.973 31
FNANCIAL. LLC
Subtotal' 333.543 98
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 75,000000.00 USD (452,003.000 93) ChM SHORT EURCPEAN PUT 6.1600 c20 88)
814462395 FINANCIAL, LLC
497117498/ SOUTHERN FiEuroOM 02.44.2015 04-Jan-2016 05-Jan-2016 50000000.00 EUR (52.000000 00) USD SHORT EUROPEAN PUT 1.0400 (537,92459
1037233558 FINANCIN..LLC
497117498/ SOUTHERN FzEurcOpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50000000.00 EUR (58.203000 00) USD LONG EUROPEAN CALL 1.1640 368043.96
1037233558 FINANCIAL, LLC
497126993/ SOUTHERN FaEuroOpt 02-Jal-2015 04-Jan-2016 064art-2016 25000000.00 EUR (26.250.000 00) LED SHORT EUROPEAN PUT 1.0500 024318271
1037255502 FINANCIAL, LLC
497126993l SOUTHERN FxEuroOpt 02-34-2015 04-Jan-2016 06-Jan-2016 25000.03000 EUR (28,912.500 00) USD LONG EUROPEAN CALL 1.1565 217,580.78
1037255503 FNANCLAL, LLC
Subbtal: (278.63900)
Statement ID: 182298_20150721_20150722_1
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) DB-SDNY-0117622
CONFIDENTIAL SDNY_GM_00263806
EFTA01457906