EFTA Document EFTA01458853

e • an roup SOUTHERN FINANCIAL, LL Request 182298 As of 19 Nov 15 -"ir 777 20 Nov 2015 Page 2 Of 3 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 FINANCIAL. LLC 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 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 NV618176 SOUTHERN Lf1_618753BU FINANCIAL LW SOUTHERN TWIR N FINANCIAL, LW CALL CALL 18-Dec-2015 :4 I E6.1t YV) 27-Jan-2016 3,896,62000 USD (4,166.0201 ugg 100.000 10000 389662 26.3203 516651 0.136 (51,933.15) 13.59819 Subtotal: M.334.1 96., FX • 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 49711749W 1037233559 1971269937 1037255502 497126993/ 1037255503 SOUTHERN MuroOpt 024j1.2015 FINANCIAL, LW SCCITHERN REuroOpt 02-..NI-2015 AMNON., LLC SOUTHERN FiEuroOpt 02Ju1.2015 FINANCIAL, LLC SOUTHERN F)Euro0pt 0241.2015 FINANCIAL. LW 04-Jan-2016 04-Jan-2016 04-Jan-2016 04-Jan-2016 06-Jan-20I6 50000000.00 EUR 064441.2016 50.03003000 EUR 05-Jan-2016 25.030.600.00 EVR 06-Jan-2016 25.000.030.00 EUR (52.000,000 00) USD (58:200.00000) USD (26.250.04X700) USD (28.9 12.503.00) USD SHORT LONG SHORT LONG EURCFEAN EUROPEAN ELIRCPEAN ELRCPEAN PUT CALL PVT CALL 1.0403 1.1640 1.0500 1.1565 (335.364 Ye! 29.211 67 ;23).497f:2} 20.90807 Statement ID: 18229820151119201511201 Subtotal: 1575 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 118960 SDNY_GM_00265144 EFTA01458853