23 J_ 2C"b
SOU ERN Fl Page 2 Of 3
Request 182298
A
As of 22 Jul 15
Jane
Doubts BenkAG
SOUTHERN FINANCIAL, LLC
Erode • Defaut 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 14-Jan-2015 20-Mai-2u SELL 10,000.000 00 USD 100X ODD 00 USD I CCCC 251
FINANCIAL. LLC DERNATrVE-
DEFSWAP
Subtotal.
Equity - Option
db Ticket Counterparty Ref. Entry Put/ Call Einry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
114.618753 SOUTHERN LN_6187538u CALL 18.De-2015 :4,I66.V "C:, USD (4.166,01.0) 10000 I"?. 9,...\". i3:
FNANCtAL LLC
NY-618176 SOUTHERN CALL 27.Jan-2016 389662000 jSD 100.030 38 9662 3 558 35580056
FNANCIAL. LLC
Subtotal- n
FX • Options
Settlement Not.Ccy Not.Ccy
DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD)
412822243/ SOUTHERN FkuroOpt 12-Mg-2014 12-Aug-2015 14-Aug-2015 75,00000000 USD (452,003.000 03) Glial SHORT EUROPEAN PUT 6.1600 0.00
834462395 FINANCIAL, LLC
497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 50.000.030.00 EUR (52.000000 00) USD SHORT EUROPEAN PUT 1.0400 (570,651.36)
1037233558 FiNANCI.N..LLC
497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jen-2016 06-Jat-2016 50000000.00 EUR (58.243,000 00) USD LONG EUROPEAN CALL 1.1640 330.665.16
1037233558 FINANCIAL, LLC
497126993/ SOUTHERN F)EuroOpt 02-Jal-2015 04-Jan-2016 064ari-2016 25000000.00 EUR (26.250.003 00) LSD SHORT EUROPEAN PUT 1.0500 (344.92228)
1037255502 FINANCIAL, LLC
497126993f SOUTHERN ExEuroOpt 02-J0I.2015 04-Jao2016 06Jao2016 250:0.03000 EUR 08,912.50000 USD LONG EUROPEAN CALL 1.1565 196.648.70
1037255503 FNANCLALLLC
Subkital: (388.22918)
Statement ID: 182-
198_20150722_20150723_1
The valuation information set forth in this statement Is provided subject b the terms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117628
CONFIDENTIAL SDNY_GM_00263812
EFTA01457911