e • an roue -"LT,7 7177 33 Nov 2015
SOUTHERN FINANCIAL, LL Page 2 Of 3
Request 182298
As of 27 Nov 15
Douro ant AG
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 iNITM(USD)
C79707544 SOUTHERN CDSwapSov BRASOV 13.Jan-2015 1443n-2015 20-Mai-2020 SELL la 003 000 00 LSD 'C. :(i:. ICC IJPI-) !SI! I (CCC 2D5
FINANCIAL LLC
Subtotal
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)
LN6I8753 SOUTHERN Ltl_6187538U CALL 18-Dec-2015 ;4 l&i.at 35) USD (4,166.003; 10000 (aaasa.04)
FiNANCIAL LW
f4Y-618176 SOUTHERN TWTRN CALL 27-Jan-2016 3.896,62000 ugg 100.000 389662 25 7500 525239 0.060 5960.55
FINANCIAL, LLC
Subtotal: (27.%05.49)
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 MuroOpt 0241.2015 04-Jan-2016 06-Jan-2016 50300600.00 EUR (52.0W,000 00) USD SHORT ELRCPEAN PUT 1.0400 (437.49235)
1037233558 FINANCIAL, 1.1C
49711749W SOUTHERN RifuroON 02-..bl-2015 -Jan-2016
04 0644a2016 59039000 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 10514.22
1037233559 FINANCIAL, LLC
497126993/ SOUTIERt4 neroOpt 02•AII•2015 04-Jan-2016 06-Jan•2016 25.000.600.00 EUR (26.2Ki.000 00) USD SHORT EURCPEAN PVT 1.0500 1305.49979)
1037255592 FINANCIAL, LLC
497126993/ SCUTHERt4 FilEuroOpt 0241.2015 04-Jan-2016 06,Iwi•2016 25300.03300 EUR (26.9 I2,5C0.30) USD LONG ELRCPEAN CALL 1.1565 7,733.79
1037255503 FINANCIAL. LLC
Subtotal: (724.734 I 3:
Statement ID : 1822'3820151127_20151130_1
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-0118999
CONFIDENTIAL SDNY_GM_00265183
EFTA01458879