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SOUTHERN FINANCIAL, LL Page 2 Of 3
Request 182298
As of 19 Nov 15
Dsubdis Sink AO
SOUTHERN FINANCIAL, LLC
0reda - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not. Amt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread PNITM(USD)
07970754M SOUTHERN CDSwapSov BRASOV 13.Jan-2015 1443n-2015 20.Ma,.2020 SELL la 000 (00 00 USD 'C. :(i:. 10:1:(1 IS:i I CO:; 37:1
FINANCIAL. LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
LN618753 SOUTHERN Lf1_618753BU CALL 18-Dec-2015 :4 IE6.1t YV) USD (4,166.0201 10000 (51,933.15)
FINANCIAL LW
NV618176 SOUTHERN TWIR N CALL 27-Jan-2016 3,896,62000 ugg 100.000 389662 26.3203 516651 0.136 13.59819
FINANCIAL, LW
Subtotal: M.334.1 96.,
FX • 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 MuroOpt 024j1.2015 04-Jan-2016 06-Jan-20I6 50000000.00 EUR (52.000,000 00) USD SHORT EURCFEAN PUT 1.0403 (335.364 Ye!
1037233558 FINANCIAL, LW
49711749W SCCITHERN REuroOpt 02-..NI-2015 04-Jan-2016 064441.2016 50.03003000 EUR (58:200.00000) USD LONG EUROPEAN CALL 1.1640 29.211 67
1037233559 AMNON., LLC
1971269937 SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 05-Jan-2016 25.030.600.00 EVR (26.250.04X700) USD SHORT ELIRCPEAN PVT 1.0500 ;23).497f:2}
1037255502 FINANCIAL, LLC
497126993/ SOUTHERN F)Euro0pt 0241.2015 04-Jan-2016 06-Jan-2016 25.000.030.00 EUR (28.9 12.503.00) USD LONG ELRCPEAN CALL 1.1565 20.90807
1037255503 FINANCIAL. LW
Subtotal: 1575
Statement ID: 18229820151119201511201
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 118960
CONFIDENTIAL SDNY_GM_00265144
EFTA01458853