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SOUTHERN FINANCIAL, LL Page 2 Of 3
Request 182298
As of 09 Oct 15
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SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD)
07970754M SOUTHERN CDSwapSov BRASOV I 1.Jan.2015 1443n-2015 20.Ma,.2020 SELL I0 000 000 00 LSD ' C. "4".i:. IC.:1:(1 IS:i I CO:c 392 (1,159,411.27)
FINANCIAL LLC
Subtotal: 11.159..011 271
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotArnt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
LN618753 SOUTHERN L11_618753BU CALL 18-Dec.2015 ;4 IC.B.M; 33) USD (4,166000; 10000 (21,749.%j
FINANCIAL LW
NY-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3696,62000 ugg 100.000 389662 3085) 48.1068 0916 9157918
FINANCIAL, LLC
Subtotal: 69.829 19
EX • Options
Settlement Not.Ccy Not.Ccy
DealGroupiD Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD)
497117498i SOUTHERN FiEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000,000.00 EUR (52.0),000 00) USD SHORT ELRCPEAN PUT 1.0400 (83.160 10)
1037233558 FINANCIAL, LW
49711749EV SCUTHERN REuroOpl 02-..NI-2015 04-Jan-2016 064an-2016 53030300 00 EUR (58:2).0))) USD LONG ELRCPEAN CALL 1.1640 501,030.57
1037233559 FINANCIAL, LLC
497126993/ SOUTHERN FAuroOpt 02•Ail-2015 04-Jan-2016 06-Jan-2016 25.0300000 EUR (26.2Ki300 00) USD SHORT ELRCPEAN PVT 1.050D (54578 49)
1037255502 FINANCRL, LLC
497126993/ SOUTHERN hiuroOpt 02•Ju1.2015 04-Jan-2016 06-Jan-2016 25003030.00 EUR (29.9€2,5).)) USD LONG ELRCPEAN CALL 1.1565 313.499.80
1037255503 FINANCIAL. LW
Subtotal: 676,791 78
Statement ID : 18229820151009201510121
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) DB-SDNY-0 118666
CONFIDENTIAL SDNY_GM_00264850
EFTA01458658