EFTA01458171.pdf

67:11" S• . .. N FINING 771,,fi imi..7----.1.,forrppor Page 24Aug 2015 2 Of 3 . , r a Se Dwindle Bank AG SOUTHERN FINANCIAL, LLC tIedll • OahuItSwap 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 MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2u SELL 10 003 000 00 LSO 10 OCO 000 00 is:, 10000 327 FINANCIAL. LLC DERNAT NE- DEFSWAP Subtotal f'3'; 3rti ir. IltitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 11‘1618753 SOUTHERN Lt1_6187538U CALL 18-Dec-2015 :4,1661.03 Xs: USD (4.166,0(0) 1 0000 F NANCLAL LLC NY.618176 SOUTFERN TWTR N CALL 27.Jan.2016 3.89662000 Lisp 100000 389662 25 8700 556066 0.752 7521158 FINANCAL.LLC Subtotal: RC -Options Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 NotAmt 2 2 Long/ Short Open Style Putt Call Strike Price MTM(USD) 497117496/ SOUTHERN F)EurcOpl 024.d-2015 0I-Jan-2016 06Jan-20l6 50,00000000 EUR (52,003.000 DO) LSD SHORT EUROPEAN PUT 1.0400 ;201.1465B) 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN FkuroOpl 02.41.2015 04-Jan-20I6 06-Jan-2016 50,000,00000 EUR (58.200060 00) USD LONG ELRCPEAN CALL 1.1640 705,740 70 1037233550 FINANCIAL. LLC 497126993/ SOUTHERN FzEurcCel 0241.2015 04-Jan-2016 06-Jan-2016 25,0E0,030 03 EUR (25.25010 00) USD SHORT ELRCPEAN PUT 1,05W (124.75086) 1037255502 FINANCIAL. LLC 497126993/ SOUTHERN F)EuroOpt 0244-2015 04-Jan2016 06J 2016 25.00000000 EUR (28.912.50000) LSD LONG ELRCPEAN CALL 1.1565 418,92526 1037255503 FINANCIAL LLC Subtotal: 798,769.12 Statement ID: 182298 20150821 20150824 1 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-0117970 CONFIDENTIAL SDNY_GM_00264154 EFTA01458171