EFTA01458940.pdf

CM" . 77.71,47;r1:.i..7—r--.1.,lotimpo 10 Dec 2015 . S• Page 2 of 3 . , 1. r. a Atkin Dwindle Bet AG Credit • Debut Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread LITM(USD) SOUTHERN CDSwapSov BRASOV Ilian.2015 14iNni2015 20.Mai.2020 SELL IO 000 000 00 USD '!: :CC 10:1:(1 is:. 1 C0:C .:174 FINANCIAL LLC Subtotal Equity -Oaten db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) SOUTHERN TWTRN CALL 27-Jan-2016 369662000 USD 100 COU 38.9662 2 2:.2 43 FINANCIAL. LLC Subtotal: 2 822 13 FX • Options Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long) Short Option Style PUN Call Strike Price MTM(USD) SOUTHERN Mural 02-ad2015 04-Jan-2016 06.Jan-2016 50,000,000.00 EUR i52.003.000m LSD SHORT EUROPEAN PUT 1.0400 ,k3 2:6 y2t FINANCIAL, LLC SOUTHERN FiEuroOpt 02Jul2015 04-Jan-2016 Oklan-2016 500:0,030.00 EUR (58.260.00060) USD LONG ELROREAN CALL 1.1640 7,24120 FilANCLAL. LLC SOUTHERN FiEuroOpt 02-Jul.2015 04-Jan2016 06Jan2016 25.000.030.00 EUR (267.0000001 USD SHDRT ELR0PEAN PUT 1.0500 (72,138.88) FINANCIAL. LLC SOUTHERN FkuroOpt 02Jul2015 04-Jan-2016 06-J1-2016 25.000000.03 EUR (28.912500 DO) USD LONG EUROPEAN CALL 1.1565 6.62897 FINANCIAL, LLC Subtotal: EquItY—Swap Hybrid db Ticket Counterparty Ref. Entity Put/ Call E >miry Date Not.Amt Not.Ccy Not Amt 2 Not Ccy2 Strike Price MTM(USD) SOUTHERN TWTR N 01.Feb-2016 t2S40,CCO XII USD 25 4000 • lc 4'3{T. 3: FINANCIAL. LW Statement ID 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-0 119095 CONFIDENTIAL SDNY_GM_00265279 EFTA01458940