A SOU ERN Fl Request 182298 As of 08 Jul 15 Jane 9 I. 2C"b Page 2 Of 3 DouroBankA0 SOUTHERN FINANCIAL, LLC tired' • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread NTM(USD) C7970754M SOUTHERN CREDIT BRASOV FINANCIAL. LLC DERNATrVE- DEFSWAP 13.Jan-2015 14-Jan-2015 20-Mar.2u SELL 10,000.000 00 LID 10 003 003 00 USD I CCCC 25? Subtotal. Equity - Option db Ticket Counterparty Ref. Entity Put/ Call E>pay Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 11‘1618753 filf-610175 SOUTHERN LN_6187538u FINANCIAL LLC SOUTFERN FNANCIAL. LLC CALL CALL 18-Deo2015 27.Jan-2016 :4,168.0X TJ) 3896620 CO USD (4.166.0(C) Lisp 100.030 1 0000 38 9662 34 7603 1. t I 41 FX • Options Subtotal -,43 42z 44 DealGrouplD Counterparty Trade Type Trade Date Maturity Date Settlement Date Not.Ccy Not.Ccy Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USO) 412822243/ SOUTHERN FkuroOpl 12-Mg-2014 FINANCIAL, LLC SOUTHERN FiEuroOpt 02Ju1.2015 F iNANCIAL. LLC SOUTHERN F,EuruCpt 02-Jul-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 02-Jol-2015 FINANCIAL, LLC SOUTHERN FiEuroOpt 024i-2015 FNANCLAL, LLC 12-Aug-2015 04-Jan.2016 04-Jan-2016 04-Jen.2016 04-Jan4016 14-Aug-2015 05-Jan.2016 06-Jat-2016 06..lari2016 06Jari2016 7500000060 USD 50.000000.00 EUR 50000000.00 EUR 25000000.00 EUR 25,00000000 EUR (462093.000 03) CM (52.000)36000) USD (58.243.600 00) USD (26.250.003 00) LSD (28,912.500 00) USD SHORT SHORT LONG SHORT LONG EUROPEAN EUROPEAN EUROPEAN EUROPEAN EUROPEAN PUT PUT CALL PUT CALL 6.1600 1.04® 1.1640 1.0500 1.1565 t78442) (711,35769) 694169.31 (433.992051 402.610.65 810462395 497117498/ 1037233558 497117498/ 1037233528 497128993/ 1037255502 497126993r 10372555