EFTA01458368.pdf

14 Sep 2015 Page 2 Of 3 Deere BankAG SOUTHERN FINANCIAL, LLC Credit • Default Swap Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft. Date Maturity Date SuySell NotAmt 1 Not.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread ?ATM rd SD) C79707544 SOUTHERN CDSwapSov BRASOV 11.Jaw2015 1443n-2015 20.Mat.2020 SELL I0 009 000 00 USD 'C. :CI:. 10:1:(1 IS:i I CO:C 351 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) L14618753 SOUTHERN Lt1_618753BU CALL 18 -Dec-2015 ;4 Ier3.1.t 05) USD (4, 036.000; 10000 170232 I::: FINANCIAL LW NY-618176 SOUTHERN TWTRN CALL 27-Jan-2016 3896,62000 USD 100.000 389662 27.3900 54 7179 0817 8172423 FINANCIAL, LLC Subtotal: 10.792 11 EX • Options Settlement Not.Ccy Not.Ccy DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD) 497117498i SOUTHERN hEuroOpt 0241.2015 04-Jan-2016 06-Jan-20I6 50,000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (224.404 21) 1037233558 FINANCIAL,L1C 49711749W SCUTHERN REuroOpt 02-JA-2015 04-Jan-2016 064an-2016 50030.030 00 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 684,603.97 1037233559 FINANCIAL, LLC 497126993/ SOUTHERN FiEuroOpt 024d-2015 04-Jan-2016 06-Jan-2016 25.000.000.00 EuR 126.250,C0000) USD SHORT ELRCPEAN PVT 1.0500 (138310 11) 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN FilEuroOpt 0241-2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.9 I2,5C0.00) USD LONG ELRCPEAN CALL 1.1565 404,460.35 1037255503 FINANCIAL. LW Subtotal: 725,750 03 Statement ID : 182298_20150911_20150914_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-0118252 CONFIDENTIAL SDNY_GM_00264436 EFTA01458368