EFTA01458175.pdf

67:11" • 77147:Mi..7--- -.1.,forrppo 25Aug 2015 . S• Page 2 Of 3 . , r a Se Deutedwo Bet AG SOUTHERN FINANCIAL, LLC tfsda • Default 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 MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14...hn.2015 20-Mat-20zV SELL 10 003 000 00 LSO 10 OCO 000 00 is:, 10000 344 .. FINANCIAL. LLC DERNAT NE- DEFSWAP Subtotal fr;c:; t r;' :',! igitY • °Peon db Ticket Counterparty Ref. Entity PuU Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD) 1.14.618753 SOUTHERN LI1_6187538U CALL 18-Dec-2015 :4,166.0333) USD (4.166,0(0) 1 0000 Ft/ANCLAL LLC NY.610176 SOUTFERN TWTR N CALL 27.Jan.2016 389662000 Lisp 100000 389662 25 1700 6090"36 0.848 84809 70 FINANICAL.LLC Subtotal: EX -Options 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 Putt Call Strike Price MTM(USD) 497117496i SOUTHERN FiEurcOpl 0244-2015 04-Jan-2016 06-Jan -2016 50,00000000 EUR (52003.0(0 DO) LSD SHORT EUROPEAN PUT 1.0400 (t3352524) 1037233558 FINANCIAL, LLC 497117498/ SOUTHERN FiEuroOpt 024/1.2015 04-Jan-20l6 OS-Jan-2016 50,000,00000 EUR (58.200000 00) USD LONG ELRCPEAN CALL 1.1640 1295278 39 1037233550 FINANCIAL. LLC 497I26993/ SOUTHERN FzEurcCp1 024/1.2015 04-Jan-2016 06-Jan-2016 25,0030300D EUR (26.250/10 00) LSO SHORT ELRCPEAN PUT 1,0500 (81.587 81j 1037255502 FINANCIAL LLC 4971269931 SOUTHERN FiEuroOpt 0244.2015 04-Jan.2016 064an-2016 25,00000000 EUR (28.912.50000) LSD LONG ELRCPEAN CALL 1.1565 744.07723 1037255503 FPIANCIAL LLC Subtotal: 1,82043.17 Statement ID : 182298 20150824_20150825 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-0117976 CONFIDENTIAL SDNY_GM_00264160 EFTA01458175