EFTA Document EFTA01457911

A SOU ERN Fl Request 182298 As of 22 Jul 15 Jane 23 J_ 2C"b Page 2 Of 3 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 FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 14-Jan-2015 20-Mai-2u SELL 10,000.000 00 USD 100X ODD 00 USD I CCCC 251 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 NY-618176 SOUTHERN LN_6187538u FNANCtAL LLC SOUTHERN FNANCIAL. LLC CALL CALL 18.De-2015 27.Jan-2016 :4,I66.V "C:, USD (4.166,01.0) 389662000 jSD 100.030 10000 38 9662 3 558 I "?. 9,...\". i3: 35580056 FX • Options Subtotal- n DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 I Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 412822243/ SOUTHERN FkuroOpt 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 FiNANCI.N..LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN F)EuroOpt 02-Jal-2015 FINANCIAL, LLC SOUTHERN ExEuroOpt 02-J0I.2015 FNANCLALLLC 12-Aug-2015 04-Jan-2016 04-Jen-2016 04-Jan-2016 04-Jao2016 14-Aug-2015 05-Jan-2016 06-Jat-2016 064ari-2016 06Jao2016 75,00000000 USD (452,003.000 03) Glial 50.000.030.00 EUR (52.000000 00) USD 50000000.00 EUR (58.243,000 00) USD 25000000.00 EUR (26.250.003 00) LSD 250:0.03000 EUR 08,912.50000 USD SHORT SHORT LONG SHORT LONG EUROPEAN [repeated 5 times] PUT PUT CALL PUT CALL 6.1600 1.0400 1.1640 1.0500 1.1565 0.00 (570,651.36) 330.665.16 (344.92228) 196.648.70 834462395 497117498/ 1037233558 497117498/ 1037233558 497126993/ 1037255502 497126993f 1037255503 Statement ID: 182-198_20150722_20150723_1 Subkital: (388.22918) 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) CONFIDENTIAL DB-SDNY-0117628 PROT1 PROT0