EFTA01459134.pdf

67:17" ... Prn 7177 : ' 7 77 18 Dec 2015 S• . N FINING Page 2 Of 3 l• elillia -c mallIIIIIIIIIIMINIke Doubts Bodin) Credit • DafaultSvaip Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD) SOUTHERN CDSwapSav BRASOV 13,19,1.2015 14.1an.2015 20-Mar-X00 SELL 10 000 COO 00 USD 10 000 003 00 USD I COX 444 FINANCIAL LLC 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) SCUTHERN TWIR N CALL 27..bn-2016 389602000 USD 100 000 389662 23 3100 tZ 1917 0.015 I 464 5/ FNANCIAL LLC Subtotal: 1 464 57 FA • Option Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USO) SOUTHERN FaEuroOpt 024j1.2015 04-Jan-2016 06-Jan-2016 50.000000 CO EUR 1,57.003.0(DCO) LSD SI10RT EUROPEAN PUT 1.0400 FrIANCLAL LLC SOUTHERN FiiEuroOpt 02•Jul-2015 04-Jan-2016 06Jan-2016 50,000,000.00 EUR (58.200.000 00) USD LONG ELROPEAN CALL 1.1640 245' FINANCIAL. LLC SOUTHERN FxEuroOpt 024I.2015 04-Ja-2016 06-Jan-2016 25.000.000.60 EUR (26.250000 00) USD SHORT ELROPEAN PUT 1.0500 (9,830075 FINANCIAL. LLC SOUTHER/4 F€EuroClpt 02-Jul-2015 04-Jan-2016 06-Jai-2016 25.000.000.00 EUR (28.912.50100) LED LONG EUROPEAN CALL 1.1565 56 82 FINANCLAL, LLC Subtotal Equity -Swap Hybrid db Ticket Counterparty Ref. Entity Putt Call Expiry Date Not.Amt Not.Ccy NotAmt 2 Not.Ccy2 Strike Price MTM(USD) SOUTHERN TWTR N 01-Feb-2016 t2;340CCO OCH USD 25.4000 210,051.72 FINANCIAL. LLC Statement ID: 182298 20151217 20151218 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-0119386 CONFIDENTIAL SDNY_GM_00265570 EFTA01459134