EFTA Document EFTA01458658

e • an roue SOUTHERN FINANCIAL, LL Request 182298 As of 09 Oct 15 -"LT, 7 7177 ri 12 Oct 2015 Page 2 Of 3 Daubdall alliCAO 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 FINANCIAL LLC 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) 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 NY-618176 SOUTHERN L11_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LLC CALL CALL 18-Dec.2015 ;4 IC.B.M; 33) 27-Jan-2016 3696,62000 USD (4,166000; ugg 100.000 10000 389662 3085) 48.1068 0916 (21,749.%j 9157918 Subtotal: 69.829 19 EX • Options DealGroupiD Counterparty Trade Type Trade Date Maturity Date Settlement Not.Ccy Not.Ccy Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i 1037233558 49711749EV 1037233559 497126993/ 1037255502 497126993/ 1037255503 SOUTHERN FiEuroOpt 02-Ju1.2015 FINANCIAL, LW SCUTHERN REuroOpl 02-..NI-2015 FINANCIAL, LLC SOUTHERN FAuroOpt 02•Ail-2015 FINANCRL, LLC SOUTHERN hiuroOpt 02•Ju1.2015 FINANCIAL. LW 04-Jan-2016 [repeated 4 times] 06-Jan-2016 50000,000.00 EUR 064an-2016 53030300 00 EUR 06-Jan-2016 25.0300000 EUR 06-Jan-2016 25003030.00 EUR (52.0),000 00) USD (58:2).0))) USD (26.2Ki300 00) USD (29.9€2,5).)) USD SHORT LONG SHORT LONG ELRCPEAN [repeated 4 times] PUT CALL PVT CALL 1.0400 1.1640 1.050D 1.1565 (83.160 10) 501,030.57 (54578 49) 313.499.80 Statement ID : 18229820151009201510121 Subtotal: 676,791 78 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) CONFIDENTIAL DB-SDNY-0 118666 PROT1 PROT0